DBLCI Optimum Yield Balanced Index

DBLCI optimum yield balanced index (DBLCI-OY) is a commodity price index operated by German based Deutsche Bank that is based on the Deutsche Bank Liquid Commodity Index but with reduced energy sector weighting. The DBLCI-OY Balanced has the same underlying 14 commodities as the DBLCI-OY Broad, but, the energy sector weight is reduced from 55% of the broad index to 35%. The DBLCI-OY Balanced is designed to be UCITS III compliant, that is the weight of no single commodity or strongly correlated securities exceed 35%. The DBLCI-OY Balanced is listed as an Exchange-traded fund (ETF) on the Deutsche Börse.^[1]

In terms of sector weights, the DBLCI-OY Balanced is broadly similar to the S&P GSCI Light Energy Index and the Bloomberg Commodity Index although the DBLCI-OY Broad has no exposure to the livestock sector, but, instead has a higher allocation to precious metals.

• Consists of 14 commodities drawn from the energy, precious metals, industrial metals and agriculture sectors.
• Index rolling mechanism is based on DB’s Optimum Yield technology.
• UCITS III compliant.
• Maximum sector allocation is limited to 35%.

• Deutsche Bank Liquid Commodity Index
• DBLCI Optimum Yield Index
• DBLCI Mean Reversion Index
• Dow Jones–AIG Commodity Index
• Reuters-CRB Index
• Rogers International Commodity Index
• Standard & Poor's Commodity Index