Rebalance Weight Report



Rebalance Weight CVICLEAL
CodeCommodityWeightEffectiveDate
CVICD0CLCiti Congestion DJF0 WTI Crude0.000000002017-06-14
CVICD0XBCiti Congestion DJF0 Gasoline0.000000002017-06-14
CVICD0LXCiti Congestion DJF0 Zinc0.000000002017-06-14
CVICD2HOCiti Congestion DJF2 Heating Oil0.000000002017-06-14
CVICD2SICiti Congestion DJF2 Silver0.000000002017-06-14
CVICD2LNCiti Congestion DJF2 Nickel0.000000002017-06-14
CVICD2LACiti Congestion DJF2 Aluminum0.000000002017-06-14
CVICD2HGCiti Congestion DJF2 Copper (COMEX)0.000000002017-06-14
CVICD3COCiti Congestion DJF3 Brent Crude0.000000002017-06-14
LDBloomberg WTI Crude Oil Subindex0.000000002017-06-14
BBBloomberg Unleaded Gasoline Subindex0.000000002017-06-14
AZBloomberg Zinc Subindex0.000000002017-06-14
DJUBSHO2Bloomberg Heating Oil Subindex 2 Month Forward0.000000002017-06-14
DJUBSSI2Bloomberg Silver Subindex 2 Month Forward0.000000002017-06-14
DJUBSNI2Bloomberg Nickel Subindex 2 Month Forward0.000000002017-06-14
DJUBSAL2Bloomberg Aluminum Subindex 2 Month Forward0.000000002017-06-14
DJUBSHG2Bloomberg Copper Subindex 2 Month Forward0.000000002017-06-14
UQBloomberg Brent Crude Subindex 3 Month Forward0.000000002017-06-14
CVICD0COCiti Congestion DJF0 Brent Crude0.100000002017-06-14
CVICD0GCCiti Congestion DJF0 Gold0.200000002017-06-14
CVICD0SICiti Congestion DJF0 Silver0.025000002017-06-14
CVICD0LNCiti Congestion DJF0 Nickel0.025000002017-06-14
CVICD0HGCiti Congestion DJF0 Copper (COMEX)0.025000002017-06-14
CVICD2NGCiti Congestion DJF2 Natural Gas0.025000002017-06-14
CVICD3CLCiti Congestion DJF3 WTI Crude0.100000002017-06-14
CVICD3HOCiti Congestion DJF3 Heating Oil0.100000002017-06-14
CVICD3LACiti Congestion DJF3 Aluminum0.200000002017-06-14
CVICD3LXCiti Congestion DJF3 Zinc0.200000002017-06-14
LJBloomberg Brent Crude Subindex-0.100000002017-06-14
BDBloomberg Gold Subindex-0.200000002017-06-14
AVBloomberg Silver Subindex-0.025000002017-06-14
AYBloomberg Nickel Subindex-0.025000002017-06-14
BPBloomberg Copper Subindex-0.025000002017-06-14
DJUBSNG2Bloomberg Natural Gas Subindex 2 Month Forward-0.025000002017-06-14
DEBloomberg WTI Crude Oil Subindex 3 Month Forward-0.100000002017-06-14
H3Bloomberg Heating Oil Subindex 3 Month Forward-0.100000002017-06-14
DJBloomberg Aluminum Subindex 3 Month Forward-0.200000002017-06-14
DQBloomberg Zinc Subindex 3 Month Forward-0.200000002017-06-14