The J.P. Morgan Commodity Curve Index family (‘JPMCCI’) is a family of passive benchmark indices launched in 2008, which track the performance of 36 commodity underliers and captures investment opportunities across the entire futures curve of each underlier with reference to its historical open interest data.

By investing along the entire length of the futures curve in proportion to its open interest, JPMCCI avoids the front-end bias of traditional indices. Investors gain diversification benefits by gaining exposure both within and across a broad set of commodity markets. Additional benefits of the JPMCCI include balanced sector allocation, significantly reduced roll drag and enhanced simulated risk-adjusted returns when compared to traditional passive indices.

Investors will be able to gain exposure to the JPMCCI through typical performance replication products such as delta-1 certificates and notes, excess/total return swaps or structured products (capital guarantee, leverage) or other bespoke solutions.

JPMCCI Energy Light Total Return Index

The JPMCCI Energy Light Total Return Index is a representative, robust and diversified index that has a maximum allocation of 33% to energy, captures a broad share of the investable commodities universe and is diversified across maturities.

The JPMCCI performance data is available on J.P. Morgan Markets and Bloomberg page <JMCX>.

JPMCCI Announcements

JPMCCI Information

Questions & Answers (Q&A) and Risk Disclosure Documents

Index Disclaimers

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Contact the Commodity Investments team at commodity.investments@jpmorgan.com or call our London office at +44 207 134 15 10