CX index family
The CX index family is a group of stock market indices .
history
It was introduced by Deutsche Börse in November 2006 and comprises 20 raw materials, which are shown in the five subclasses of agricultural products, energy, precious metals, industrial metals and animal husbandry. The CX commodity sub-indices map all futures contracts in their respective commodity class that meet a certain minimum liquidity criterion.
The index only includes listed commodity contracts with a trading volume of more than 10,000 contracts and an average open interest of over 100,000 contracts per day in the last 12 months. Open interest is the open positions in a futures contract .
The CX commodity sub-indices are always calculated Monday to Friday from 09:00 to 22:00 CET.
The listed commodity contracts are included in the index that had an average daily trading volume of over 10,000 contracts in the past three months and an average open interest of over 100,000 contracts per day in the past 12 months. Open interest means the number of open positions in a futures contract. Thus, liquidity and tradability can be guaranteed.