Investor Solutions & Structured Products

RBC Capital Markets offers index and bespoke investor products across the complete commodity spectrum. Our solutions and structured products meet the needs of sophisticated institutional investors that are seeking exposure to commodity markets through a highly rated counterparty.

Benchmarks

We offer the following benchmark commodity indices in the form of swaps or notes:

  • S&P Goldman Sachs Commodity Index®
  • Credit Suisse Commodity Benchmark
  • Bloomberg Commodity IndexSM

These indices include sub-indices, sub-components and forward indices in Energy, Metals and Agriculture (grains, softs, livestock).


Bespoke

Custom solutions may be structured to client needs:

  • Rolling enhancements
  • Dynamic strategies
  • Bespoke weightings
  • Deferred contracts
  • Commodity baskets
  • Alpha strategies
Index NameAsset ClassSectorRisk ClassStrategyTickerReturnCurrencyIndex Level1D % chg1M % chgYTD % chg1Y % chg
RBC Enhanced WTI 00 Index Commodities Broad Beta Passive RBCACL00 Excess Return USD          
RBC Commodity Index – Dynamic Commodity 01 Commodities Broad Enhanced Beta Dynamic RBCADC01 Excess Return USD          
RBC Enhanced Commodity D03 ER Index Commodities Broad Beta Passive RBCADC03 Excess Return USD          
RBC Enhanced Commodity Excess Return Index 01 Commodities Broad Beta Passive RBCAEC01 Excess Return USD          

The Custom Index Strategy Details contain indicative summaries and information relating to one or more Indices.  These Indices and related information (collectively, “Information”) are owned by RBC Dominion Securities, Inc., which has full right, title and interest to such Information.  The Information may not be used, shared reproduced, or redistributed without the prior written consent of RBC Dominion Securities, Inc
If you access and use this Information, you accept and agree to be bound by both these terms and the RBC Capital Markets general Policies & Disclaimers, which include, without limitation, additional Legal Terms of Use and information on Trademarks and Copyrights.
None of Royal Bank of Canada, RBC Capital Markets or its affiliates (collectively, “RBC”) make any representation or warranty, express or implied, to any investor in any Index or any transaction or any member of the public regarding the advisability of investing in, the potential success or anticipated results of any Index or any transaction linked to the value of an Index, or the ability of any Index to track the performance of any market or underlying assets or data.  RBC does not act as a fiduciary or as a financial, investment or commodity trading advisor for you.  You are responsible for your own investment and trading decisions.
This Information has been prepared for information purposes only and does not constitute an offer to sell or a solicitation of an offer to enter into any transaction (“Transaction”) including, without limitation, an underwriting commitment, an offer for financing, an offer to sell, or the solicitation of an offer to buy or invest in an Index through securities or other products which at any time may be related or linked to, based on, developed in connection with, or may otherwise use or track an Index.  The conclusion of any Transaction with RBC is subject to RBC internal approvals and formal agreement, none of which is (or shall be deemed to be) given in, or contemplated by this Web site. 
Any Transaction, may involve a high degree of risk, including without limitation market risk and other risks inherent in investing in securities, commodities, currencies, derivatives and other financial instruments.  The value of, and income of, any Transaction may decline and loss of the original amount invested can occur. 
This Information does not (nor does it purport to) disclose all of the risks and other significant issues relating to any Index or any Transaction. RBC does not (and shall not be deemed to) provide, and has not provided, any investment advice or recommendation to you in relation to any Index or any Transaction.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS.  THIS ALSO APPLIES TO HISTORICAL MARKET DATA.  The Index data is provided in good faith but without legal responsibility for its use or any guarantee as to the accuracy or completeness of the Information.  Past performance may be simulated past performance (including back-testing) which may involve the use of proxy or substitute Index constituents or Index methodology adjustments where necessary.  Back-tested performance data benefits from hindsight and knowledge of factors that may have favorably affected the performance and cannot account for all financial risk that may affect the actual performance of an index. The actual performance of an index may vary significantly from pre-inception index performance.  You should not rely on hypothetical index performance information for any purpose.     
POTENTIAL CONFLICTS OF INTEREST MAY EXIST WITHIN RBC IN THE NORMAL COURSE OF CARRYING OUT THE ACTIVITIES OF RBC AND THE OPERATIONS OF OTHER DIVISIONS, TEAMS AND/OR ENTITIES WITHIN RBC.  In particular, each Index is calculated by RBC Dominion Securities Inc., a subsidiary of RBC.  In certain circumstances, RBC Dominion Securities Inc.’s role as a subsidiary of RBC and its responsibilities with respect to an index could give rise to conflicts of interest.  Even though each index is calculated in accordance with certain principles, its calculation and maintenance require that certain judgments and decisions be made.  RBC Dominion Securities Inc., as index administrator, is responsible for those judgments and decisions.     
Further, RBC Dominion Securities Inc. faces a potential conflict of interest between its role as the index administrator and its active role in trading commodities and derivatives instruments based upon components of an index.
NONE OF ROYAL BANK OF CANADA OR ITS AFFILIATES SHALL HAVE ANY LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS IN THE INDEX OR AN UNDERLYING INDEX COMMODITY OR THE CALCULATION THEREOF. NONE OF ROYAL BANK OF CANADA OR ITS AFFILIATES MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO THE RESULTS TO BE OBTAINED BY THE PARTIES TO ANY TRANSACTION INVOLVING THE INDEX, NONE OF ROYAL BANK OF CANADA OR ITS AFFILIATES MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE INDEX OR ANY DATA INCLUDED THEREIN.  WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL ROYAL BANK OF CANADA OR ITS AFFILIATES HAVE ANY LIABILITY FOR ANY LOST PROFITS OR INDIRECT, PUNITIVE, SPECIAL OR CONSEQUENTIAL DAMAGES OR LOSSES, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.

Our Team

New York

Kathy Kriskey

Head, Commodity Investor Sales

+1.212.266.4029

Zach Watling

Associate

+1.212.618.7869

Toronto

Chris Auffret

Vice President

+1.416.842.9650