The DBLCI has constant weightings for each of the six commodities and the index is rebalanced annually in the first week of November.
Futures contracts rolling takes place between the second and sixth business day of the month.
Two of the main distinguishing features between the DBLCI and other commodity indices relate to the number of components and the overall allocation to the energy complex.
The allocation to energy also differs substantially ranging from 70% in the S&P GSCI, 55% in the DBLCI, 39% in the RJ/CRB and 33% in the Dow Jones-AIG.
Consequently, a commodity index which has part of its basket in lead or nickel would entail greater liquidity risk since these two metals constitute only 11% of total turnover on the LME.