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Index Fact Sheet
 
Index Manual

2008 Changes

Created by the company in October, 2006, the Diapason Commodities Index® Agriculture Non-GMO (“DCI® AG NGMO”) is designed to provide a Non Genetically Modified commodity futures index, based on contracts which trade inside the Organisation for Economic Co-operation and Development. This index is the first specifically Non-GMO index which investors can easily access.

The index consists of 6 agricultural components:

Milling Wheat, Feed Wheat, Corn, and Rapeseed - as listed on Euronext , the non-GMO Soybean future listed on the Tokyo Grain Exchange and the Red Wheat listed on the Minneapolis Grain Exchange.

The make-up of the DCI® AG NGMO relies on a calculation involving two factors:

The World Trade Significance, or WTS, which is an index based on world export-share and which contributes 33.33% of the final DCI® AG NGMO weighting, and

The World Contract Liquidity, or WCL, which takes account of the contract value and open interest of the individual components and constitutes the remaining 66.66% of the DCI® AG NGMO

 
 
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                                                                                                                            Diapason Commodities Management - Lausanne - London