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Zhong Han Commodity Indices

Published in Alternative Indices

Zhong Han Indices is the first index firm in the world to provide a complete range of innovative indices reflecting the China commodities market. Zhong Han Commodity Indices (ZHCI) screens for all commodities traded in the China futures market, integrates both endogenous and exogenous variables from the China futures market, and builds the entire index family based on objective and transparent rules. Index constituents are categorized in accordance with Zhong Han Commodity Industry Classification. Zhong Han Indices helps reduce investors research cost by calculating the indices based on long, short, equal weight, 2X, 3X, and 5X leverage. Each index also has 12 common analytical data as well risk data.

The Zhong Han Commodity Indices (ZHCI) family is a complete range of innovative indices designed to reflect China Commodity Market with the following characteristics and distinctions:

  • Full market coverage, ZHCI screens for all commodities traded in China Future Market. A set of objective and transparent rules are available to reflect the index construction process.
  • Investability and liquidity, commodity future contracts are selected, weighted and rolled to ensure that the index is investable. High quality historical data is cleaned for use in the in the creation of index tracking funds, derivatives and as a performance benchmark.
  • Total returns of commodity investment, ZHCI’s calculations include the price and total return of investing in China commodities.
  • Commodity classification, index constituents are categorized in accordance with Zhong Han Commodity Industry Classification, the first China commodity classification in the world

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 129 indices, including:

  • Zhong Han Commodity Tradable Index
  • Zhong Han Commodity Tradable Index 2X
  • Zhong Han Single Commodity Index
  • Zhong Han Single Commodity Index2X
  • Zhong Han Commodity Sector Equal Weighted Index

Note: The Tradable Indices follow the index construction rules to screen commodities, and apply the weight caps, while Single Commodity Indices calculate a single commodity performance.

Some of the data items available include:

  • Index ID, Index Name, Index Value, ER Daily, TR Daily, Open ER, Close ER, TR MTD, TR YTD, etc.

 

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