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MLM Index™ and Sub-Indices
The MLM Index™ in its standard form is a simple index designed to capture the returns available to futures investors. It encompasses a diverse selection of futures markets, incorporates long and short positions, and weights the asset classes (Commodity, Currency, and Global Fixed Income) based on their underlying volatility. Markets are equally weighted within each respective asset class. Using the same patented algorithm as that used in the MLM Index™, sub-indices can be customized based on market, direction, and weighting. Below is a common, but not exhaustive, list of the MLM Index™ sub-indices.
Asset Class Indices

MLM Global Fixed Income Index
Canadian Government Bonds, Euro-Bund Futures, Japanese Government Bonds, Long Gilt-Edged Securities, Ten Year Notes

MLM Currency Index
Australian Dollar, British Pound, Canadian Dollar, Euro Currency, Japanese Yen, Swiss Franc

MLM Commodity Index
Corn, Crude Oil, Copper, Gold, Heating Oil, Live Cattle, Natural Gas, Soybeans, Sugar, Unleaded Gas, Wheat

Directional Indices

MLM Commodity Index™ Long/Neutral
The MLM Commodity Index L/N trades in the same markets as the MLM Commodity Index™, but takes only long positions and reduces exposure to neutral during negative trends.

Equal Weighted Indices

MLM Index™ Equal Weight
The MLM Index Equal Weight trades in the same markets as the MLM Index™, but all markets are equally weighted, not volatility weighted by asset class.