Deutsche Börse commodities index to reflect market trends

Deutsche Börse has launched an index family for commodities, each based on a basket of futures. All commodities with futures that have generated an average open interest of more than 100,000 contracts a day and a trading volume of more than 10,000 over a 12-month period would be admitted to the index.

The strategy would allow Deutsche Börse to guarantee liquidity and tradability. The individual commodities are weighted in accordance with the US dollar-weighted open interest of the respective future. This would allow the index to mirror activity on...