RDP 2017-03: Financialisation and the Term Structure of Commodity Risk Premiums Appendix B: Commodity List

Jonathan Hambur and Nick Stenner

May 2017

Table B1: Commodity Sample
Commodity Exchange GSCI(a) BCOM(a)
Agriculture
Cocoa ICE ✓ X
Coffe ICE ✓ ✓
Corn CME Group ✓ ✓
Cotto ICE ✓ ✓
Feede CME Group ✓ X
Lean CME Group ✓ ✓
Live CME Group ✓ ✓
Lumbe CME Group X X
Milk CME Group X X
Oats CME Group X X
Orang ICE X X
Rice CME Group X X
Soybe CME Group ✓ ✓
Soybe CME Group X X
Soybe CME Group X ✓
Sugar ICE ✓ ✓
Wheat CME Group ✓ X
Wheat MGEX X X
Wheat CME Group ✓ ✓
Energy
Gasol NYMEX ✓ ✓
Heati NYMEX ✓ ✓
Natur COMEX ✓ ✓
WTI c NYMEX ✓ ✓
Coppe COMEX ✓ ✓
Palla NYMEX X X
Plati NYMEX X X

Note: (a) These indices include some other commodities which are not included in our sample

Source: Pinnacle Data