Bache Commodity Index

The Bache Commodity Index (BCI) provides institutional investors long-only, broad-based commodity exposure to 19 commodities across the energy, metals, and agricultural sectors. The Bache Commodity Index utilizes the BCI methodology, which is a proprietary approach developed to combine the benefits of transparency, liquidity, and risk reduction while providing additional sources of return beyond the commodity beta offered by traditional commodity indices.

Factsheet

The Bache Commodity Index Allocation

Commodity	Subsector	Market	Contracts Traded	Max Allocation

Energy				49.0%
Crude Oil WTI	Crude Oil	NYMEX	All Months	17.0%
Crude Oil Brent	Crude Oil	ICE Futures Europe	All Months	8.0%
Natural Gas	Natural Gas	NYMEX	All Months	8.0%
Heating Oil	Refined Products	NYMEX	All Months	2.5%
Gas Oil	Refined Products	NYMEX	All Months	11.0%
Gasoline	Refined Products	NYMEX	All Months	2.5%
Metals				21.5%
Aluminum	Industrial Metal	LME	Mar, May, Jul, Sep, Dec (3rd Weds)	2.5%
Copper	Industrial Metal	LME	Mar, May, Jul, Sep, Dec (3rd Weds)	4.0%
Nickel	Industrial Metal	LME	Mar, May, Jul, Sep, Dec (3rd Weds)	2.5%
Gold	Precious Metal	COMEX	Feb, Apr, Jun, Aug, Oct, Dec	10.0%
Silver	Precious Metal	COMEX	Mar, May, Jul, Sep, Dec	2.5%
Agriculture				29.5%
Corn	Grains	CBT	Mar, May, Jul, Sep, Dec	5.5%
Soybeans	Grains	CBT	Jan, Mar, May, Jul, Sep, Nov	6.0%
Wheat	Grains	CBT	Mar, May, Jul, Sep, Dec	4.0%
Live Cattle	Livestock	CME	Feb, Apr, Jun, Aug, Oct, Dec	3.5%
Lean Hogs	Livestock	CME	Feb, Apr, Jun, Aug, Oct, Dec	2.5%
Coffee	Softs	ICE Futures U.S.	Mar, May, Jul, Sep, Dec	2.5%
Cotton	Softs	ICE Futures U.S.	Mar, May, Jul, Oct, Dec	2.5%
Sugar	Softs	ICE Futures U.S.	Mar, May, Jul, Oct	3.0%
Max Allocations				100.0%

Allocations are subject to change.

Tickers
Bloomberg: BCIP
Reuters: BCIX

Important Disclosure Information

Asset Management

Bache Commodity Index