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Rogers International Commodity Index(R) Committee Announces Change in Calculation of the Index for LME Contracts.
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PR Newswire
- Article date:
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January 4, 2008
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CHICAGO, Jan. 4 /PRNewswire/ -- The Committee governing the Rogers International Commodity Index(R) has elected to change the LME references in the index calculation.
The 3 Month LME contract will be replaced by the appropriate 3rd Wednesday contract. A new roll matrix has been defined for each LME contract included in the RICI(R).
For those new contracts the real time calculation will ...