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AMCI
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Today's Index (February 3) 332.095 (1.540)
*spot index --
This Index is calculated using only near-by contract month prices, while
neglecting the effect of rolling-over. This Index is not tradable
and is just made for comparison purpose. |
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Introduction
The AMCI (ASTMAX Commodity Index) is the new type commodity index designed
by ASTMAX Co., Ltd. h is our opinion that AMCI will provide investors
with a reliable and truly investable commodity benchmark for investment
performance in the commodity futures market.
Features
The AMCI is designed to provide:
- True investability
- Transparency
- Sensitivity to the underlying commodities
The AMCI is a Japanese Yen denominated Commodity Index reflecting the performance
of commodity futures, precious and base metals and energy sectors, listed
on TOCOM. Our principles behind the construction of this index are investability,
transparency and sensitivity to the underlying commodity market. The explicit
criterion of liquidity as one of weighting factors must help the AMCI in
accommodating substantial investment money.
Current Components & Weighting
Gold (30.0%), Silver (1.0%), Platinum (18.4%), Palladium (0.5%),
Crude Oil (30.0%), Gasoline (7.5%), Kerosene (7.0%) and Rubber (5.6%).
Individual commodities are screened by ASTMAX Co., Ltd. on the concept
of high-liquidity and sensitivity to the underlying commodity market for
inclusion in the AMCI.
The AMCI is re-weighted basically once a year from the standpoint of high-liquidity, true investability, sensitivity to the underlying commodity market. The exceptions to the foregoing are the cases when ASTMAX Co., Ltd. makes decisions to review the weighting due to the pressing matter; 1.significant changes of the carrying cost of respective commodity and 2.dramatic changes of liquidity, new listing and de-listing. The annual screening for inclusion in the AMCI and weightings are made by ASTMAX Co., Ltd.'s fund manager and then authorized by Investment Committee. Investment Committee consists of the members appointed by President & C.E.O. The AMCI is published at approximately 5:00 pm (Japanese time) and is available on web site ( http://www.astmax.com/customers/amci_e.html ) on a daily basis.
Effective on January 4, 2012
Gold (30.0%), Silver (1.0%), Platinum (18.4%), Palladium (0.5%),
Crude Oil (30.0%), Gasoline (7.5%), Kerosene (7.0%) and Rubber (5.6%).
| Contact |
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Marketing Department |
| TEL |
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+81-3-5447-8430 |
Disclaimer
- The data and information presented here reflect methodology to determine the components, weighting and calculation of the ASTMAX Commodity Index (the “AMCI”).
- The information is solely for your internal use and may not be used for the purpose of investment judgment on basis of the AMCI.
- The information here is for your private information and use only and is
not intended to be an offer to sell or solicitation of any offer to buy.
- While all information herein has been updated carefully, it is not warranted by ASTMAX Group.
- Past figure is not indicative of future figure.
The high degree of leverage that is often obtainable in futures trading
because of the small margin requirements can work against you as well as
for you. Leverage can lead to large losses as well as gains
THE RISK OF LOSS IN TRADING COMMODITY FUTURES CONTRACTS CAN BE SUBSTANTIAL.
YOU SHOULD, THEREFORE, CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE
FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES
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