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.