Reuters/Jefferies CRB Index
Originally constructed in 1957, the Reuters/Jefferies CRB Index is the oldest commodity index and the most widely used measure of the strength of the global commodities market.
As of 2005 the Reuters/Jefferies CRB Index tracks 19 commodities. The components of the index are: Aluminum, Cocoa, Coffee, Copper, Corn, Cotton, Crude Oil, Gold, Heating Oil, Lean Hogs, Live Cattle, Natural Gas, Nickel, Orange Juice, Silver, Soybeans, Sugar, Unleaded Gas and Wheat.
One drawback is that the index only tracks commodities on futures contracts.
See also: Jefferies.com