Jefferies Commodity Performance Indices

Description | Index Data

In addition to providing swaps, options and other derivative products linked to all major commodity indices, Jefferies Financial Products, LLC develops enhanced and custom commodity index vehicles intended to outperform standard commodity benchmarks with minimal levels of tracking error.

Two of these performance indices, the Jefferies Commodity Performance Index ^SM (JCPI), launched in 2003, and the Jefferies Commodity Performance Index - High Energy ^SM (JCPI-HE), launched in 2004, are quoted live on Bloomberg: JCPI .

JCPI Series

• Long-only, passive, rules-based indices.
• Highly liquid, broadly-diversified.
• Proprietary composition, rebalancing and rollover schedules intended to generate 'alpha' over the price performance of benchmark indices.
• JCPI-HE accommodates potential investor preference for greater exposure to energy markets.

For additional information on the JCPI series or our customized commodity index capabilities, please contact Jefferies Financial Products:

203.708.6500
jfp@Jefferies.com

This information, including the Jefferies Commodity Performance Index ("JCPI"), the Jefferies Commodity Performance Index Total Return ("JCPITR"), the Jefferies Commodity Performance Index High Energy ("JCPI-HE") (collectively, the "Indices") and materials relating thereto, is the property of Jefferies Financial Products, LLC or its affiliates ("Jefferies"). It may not be used to create, offer, trade, market or promote any financial products without the express written consent of Jefferies.

Jefferies and its affiliates and their respective directors, officers and employees may buy or sell securities or commodities mentioned or contemplated herein as agent or as principal for their own account. It is possible that Jefferies. trading activity will affect the value of the Indices or other commodity indices.

This is not an offer or solicitation of an offer to buy or sell any security or investment. Past performance of the Indices is not necessarily indicative of future results. For a more complete description of the Indices, reference is made to the JCPI Calculation Supplement.