Commodities as an asset class have become a standard component of many diversified financial portfolios.  On a global basis, as of June 2006 there was an estimated $95 billion tracking commodity indexes, with an estimated $30 billion tracking the Dow Jones-AIG Commodity Index^SM ("DJ-AIGCI^SM")¹.  A significant amount of this notional exposure is achieved through the use of swaps.  The CBOT DJ-AIGCI^SM Excess Return futures contract ("DJ-AIG ER^SM") is designed to provide a highly liquid, standardized alternative to custom over-the-counter transactions on the DJ-AIGCI^SM.

For the full guide view the PDF below.

 - DJ-AIGCI Excess Return Futures Reference Guide - 01.08.2007