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Latest: 2012/5/16 TG Index:101.93 change: 0.26
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Transition of TG Index of 20 business days in the past |
| date |
Index |
change |
| 2012/5/16 |
101.93 |
0.26
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| 2012/5/15 |
101.67 |
-0.75
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| 2012/5/14 |
102.42 |
-0.12
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| 2012/5/11 |
102.54 |
-0.15
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| 2012/5/10 |
102.69 |
0.72
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| 2012/5/9 |
101.97 |
-0.62
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| 2012/5/8 |
102.59 |
1.42
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| 2012/5/7 |
101.17 |
-1.69
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| 2012/5/2 |
102.86 |
0.34
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| 2012/5/1 |
102.52 |
-0.14
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| 2012/4/27 |
102.66 |
-0.19
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| 2012/4/26 |
102.85 |
-0.51
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| 2012/4/25 |
103.36 |
0.5
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| 2012/4/24 |
102.86 |
-0.79
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| 2012/4/23 |
103.65 |
0.37
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| 2012/4/20 |
103.28 |
0.65
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| 2012/4/19 |
102.63 |
0.01
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| 2012/4/18 |
102.62 |
0.88
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| 2012/4/17 |
101.74 |
-0.48
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| 2012/4/16 |
102.22 |
-1.8
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| TG Sub-Index
2012/5/16 |
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Index |
change |
| TG Corn Index |
83.82 |
0.85 |
| TG Soybean Index |
123.41 |
0.5 |
| TG Azuki Index |
33.81 |
-0.44 |
| TG Rice Index |
105.76 |
-0.79 |
| TG Arabica Coffee Index |
84.11 |
2.68 |
| TG Raw Sugar Index |
146.81 |
-4.03 |
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| Overview |
On June 16, 2008 the Tokyo Grain Exchange began announcing the TG Index, fluctuations of the domestic agricultural commodity prices, as a benchmark for agricultural commodity investors on its website every business day at 16:00.
Along with the products at the Tokyo Grain Exchange.
As of October 1, 2009. raw silk has been removed from the TG Index.
As of September 1, 2011, rice and wheat taken from the CME Group, Non-GMO Soybeans and Robusta Coffee have been removed from TG Index and Rice taken from TGE will be added making a total of 6 products. |
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| Index Components |
TG Sub-Index Index Components as trading on raw silk has been suspended as of that date.
| Product |
Exchange |
Contract Months |
2012
Index Weight |
| Corn |
TGE |
Furthest contract month |
30.00% |
| Soybeans |
TGE |
Furthest contract month |
21.35% |
| Azuki (red beans) |
TGE |
Furthest contract month |
2.44% |
| Rice |
TGE |
Determined by TGE |
30.00% |
| Arabica Coffee |
TGE |
Furthest contract month |
10.44% |
| Raw Sugar |
TGE |
Furthest contract month |
5.77% |
| In consideration of the time difference, CME Group's rough rice and wheat products will be calculated as follows: One day prior to the announcement of the TG Index, the closing price of CME Group's Rough rice and wheat futures will be calculated into JPY using the closing price of the yen/dollar exchange rate announced by Bloomberg at 17:00 Eastern Standard Time (NY time). |
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| Weights |
| Determined according to the average scale of the cash market of each component for the past 3 years; 2 years prior to the year of calculation. |
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| Reweighting and Rebalancing |
| In principle, the weight of each component is reviewed every December. The newly reviewed weights will be applicable from 1st business day of April the following calendar year.
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| Monthly Rolling of Contract Months |
| All the futures contracts use to calculate the TG Index are rolled forward during a 5 business day period (i.e. the 5th business day to the 9th business day) at 20% each business day. |
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| Calculation of the TG Index |
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| Base Date, Base Value and Index Year |
| The beginning net asset value of the TG Index is equal to 100.00 as of March 31, 2003, based on the settlement prices of the contracts comprising the TG Index. The Index year begins on the 1st business day of April and ends on the final business day of March the following calendar year. |
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| Historical
data |
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| Usage of the TG Index |
The TG Index is the intelligent property of the Tokyo Grain Exchange. The
rights to the calculations, to publicize this index and all rights relating
to this index are reserved by the Tokyo Grain Exchange. Any financial
instrument usage or usage for commercial purposes of the TG Index must
receive prior approval for the Tokyo Grain Exchange.
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For private usage of the fluctuations of the domestic agricultural commodity
prices as a benchmark does not require approval. Under no circumstances,
does this index constitute an offer to sell or buy the commodities offered
nor be construed as a buy or sell recommendation or investment advice.
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For more information, please contact:
Tokyo Grain Exchange
Tel: (+81)(0)3-3668-9318
Fax: (+81)(0)3-3661-4564 |
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