穀物
1688 ETFS穀物上場投資信託の概要
JPX資料
指数の構成
https://data.bloomberglp.com/indices/sites/2/2017/06/BCOM-Methodology-July-2017_FINAL.pdf
- Ticker BCOMGR. The index is a commodity group subindex of the Bloomberg CI. Composed of futures contracts on corn, soybeans and wheat.
https://www.bloomberg.com/quote/BCOMGR:IND -
Designated contracts for commodities and commodity exchanges
Corn: Corn - CBOT
Soybeans: Soybeans - CBOT
Chicago Wheat: Soft Wheat - CBOT
Kansas City Wheat (KC HRW (Kansas City Hard Red Wheat)): Hard Red Winter Wheat - CBOT
https://data.bloomberglp.com/indices/sites/2/2017/06/BCOM-Methodology-July-2017_FINAL.pdf -
Individual commodity constituent weightings as of 30 June, 2017:
Corn 41.38%
Soybeans 29.40%
Chicago Wheat 21.63%
Kansas City Wheat 7.58%
https://data.bloomberglp.com/indices/sites/2/2015/12/BCOM-Subindices-Fact-Sheet6.pdf - Weighting: no related group of commodities constitutes more than 33% of the index and no single commodity constitutes more than 15%. Reweighted and rebalanced annually. Starting Jan 1.
(ibid.)
各作物の作付期
-
とうもろこし、大豆、小麦
(作付(黄緑色)と収穫(黄色)の間(白抜き)が「天候相場期」、それ以外が「需給相場期」)
世界の穀物需要予測
- 農水省
http://www.maff.go.jp/j/council/seisaku/tikusan/bukai/h2606/pdf/data_4-2.pdf
- 農水省 穀物生産量、穀物価格
世界の穀物需給及び価格の推移:農林水産省 - 米農務省も需給報告を公表
- コーンからエタノール生成。原油価格に連動