These are the approximate market sectors and sector weightings included in the CTI® as of the beginning of each year (assuming the energy sector is long). The CTI® individual market components, sectors, and related weightings, as well as other aspects of the calculation of the CTI®, are subject to change at any time.
Commodity Trends Indicator® (CTI®)

The CTI® is a long/short rules-based index constructed of 16 liquid commodity futures contracts.

The index is designed to reflect both rising and falling price trends via long and short positions (the energy sector is long or flat but never short). The CTI® is historically non-correlated to traditional bond and equity returns over long-term periods, making it a potentially valuable diversification tool.

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