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ABCDEFGHIJKLMNOPQRSTUVWXYZ
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2
IDM calc
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4
German bonds
BOBLBUNDWeights
5
BOBL10.91230369150.5202020202
6
BUND0.912303691510.4797979798
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8
IDM1.022634194
9
10
US bondsUS10US20Weights
11
US1010.92402289750.4949494949
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US200.924022897510.5050505051
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14
IDM1.019551117
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Developed bonds
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18
Original weight
ScalarScaledNormalised
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German0.65789473680.67278565390.65857398480.6446625176
20
US bonds0.34210526320.34879380330.34142601520.3342138615
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New weights (bold have changed)
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Instrument level
Level3Level2Level1Weights
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BOBL0.52020202020.65857398480.42926829270.4028156630.05923955205
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BUND0.47979797980.65857398480.42926829270.4028156630.05463842179
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CORN110.47979797980.28985090520.1390698788
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CRUDE_W10.53535353540.52020202020.28985090520.08072115558
28
EDOLLAR1110.30733343180.3073334318
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GAS_US10.46464646460.52020202020.28985090520.07005987086
30
KR100.479797979810.57073170730.4028156630.1103053977
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KR30.520202020210.57073170730.4028156630.1195942733
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US100.49494949490.34142601520.42926829270.4028156630.02922083723
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US200.50505050510.34142601520.42926829270.4028156630.02981718086
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35
KR3KR10Weights
36
EM bondsKR310.85266744790.4797979798
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KR100.852667447910.5202020202
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39
IDM1.038934274
40
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Developed bonds
43
BOBLBUNDUS10US20Weights
44
BOBL10.91230369150.63084355740.6258945510.3425915173
45
BUND0.912303691510.75876456640.7879430170.3159824675
46
US100.63084355740.758764566410.92402289750.1689886338
47
US200.6258945510.7879430170.924022897510.1724373814
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49
IDM1.090590442
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51
Original weight
ScalarScaledNormalised
52
EM bonds0.57073170731.0389342740.59295273180.5588049287
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Developed bonds
0.42926829271.0905904420.46815589720.4411950713
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Commodities: energies
CRUDE_WGASWeights
57
CRUDE_W10.21808372170.5353535354
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GAS0.218083721710.4646464646
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60
IDM1.27932432
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62
Original weight
ScalarScaledNormalised
63
Energies0.52020202021.279324320.66550709560.5810740822
64
Corn0.479797979810.47979797980.4189259178
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66
New weights (bold have changed)
67
Instrument level
Level3Level2Level1Weights
68
BOBL0.52020202020.65857398480.44119507130.4028156630.06088546215
69
BUND0.47979797980.65857398480.44119507130.4028156630.05615649422
70
CORN110.41892591780.28985090520.1214260565
71
CRUDE_W10.53535353540.58107408220.28985090520.09016683822
72
EDOLLAR1110.30733343180.3073334318
73
GAS_US10.46464646460.58107408220.28985090520.07825801051
74
KR100.479797979810.55880492870.4028156630.1080003076
75
KR30.520202020210.55880492870.4028156630.1170950703
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US100.49494949490.34142601520.44119507130.4028156630.03003270818
77
US200.50505050510.34142601520.44119507130.4028156630.0306456206
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Asset classes
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82
BondsBOBLBUNDUS10US20KR3KR10Weight
83
BOBL10.91230369150.63084355740.6258945510.2805819020.36025947340.1511496889
84
BUND0.912303691510.75876456640.7879430170.3553641850.46123676020.1394099073
85
US100.63084355740.758764566410.92402289750.41595021480.53995862480.07455695232
86
US200.6258945510.7879430170.924022897510.40211670040.5401980850.07607852279
87
KR30.2805819020.3553641850.41595021480.402116700410.85266744790.2906914528
88
KR100.36025947340.46123676020.53995862480.5401980850.852667447910.2681134759
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90
IDM1.240792144
91
92
Commodities
CORNCRUDE_WGAS_US
93
CORN10.06637433395-0.049184744610.4189259178
94
CRUDE_W0.0663743339510.21808372170.3110800643
95
GAS_US-0.049184744610.218083721710.269994018
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97
IDM1.605458049
98
99
Original weight
ScalarScaledNormalised
100
Bonds0.4028156631.2407921440.49981051020.3927822829
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