Invesco DB Commodity Index Tracking Fund
09/26/2025 | Press release | Distributed by Public on 09/26/2025 06:09
Material Event (Form 8-K)
| Item 8.01 |
Other Events |
Effective November 10, 2025, changes will be made to the DBIQ Optimum Yield Diversified Commodity Index Excess ReturnTM (the "Index"), the index the Invesco DB Commodity Index Tracking Fund seeks to track. The changes to the Index are being implemented by Deutsche Bank AG, the Index provider. A summary of the changes are as follows:
| 1. Expanded Commodity Universe |
• Eligible commodities will be determined annually based on their liquidity and economic importance. • Under the new methodology, the number of commodities included in the Index universe is expected to expand. |
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| 2. Modified Optimum Yield Methodology |
• The current Optimum Yield methodology will be modified to eliminate contracts with limited liquidity. |
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| 3. Annual Review of Base Weights and Commodities |
• The current static allocations to commodities will be changed by implementing a rules-based annual review to better reflect current global production and market liquidity. |
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| 4. Weight Limits (Annually at Rebalance) |
• Implementation of sector and single commodity caps and floors to reduce concentration risk. |
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| 5. Intra-year Rebalancing Events |
• An intra-year rebalance event will be triggered should a large deviation occur on a monthly observation date to help prevent significant deviations from annual rebalance target weights. |
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The changes described herein will not effect the Fund's Investment Objective.
Invesco DB Commodity Index Tracking Fund published this content on September 26, 2025, and is solely responsible for the information contained herein. Distributed via SEC EDGAR on September 26, 2025 at 12:09 UTC. If you believe the information included in the content is inaccurate or outdated and requires editing or removal, please contact us at [email protected]