Company: DBE
Filing Date: 2025-08-26
Form Type: 424B3
Source: 0001193125-25-188734
Chunk: 57

Company: Invesco DB Energy Fund
Filing Date: 2025-08-26
Form: 424B3
Chunk 57
---
 time subcontract the provision of the calculation and other services to one or more third parties. Overview of DBIQ Optimum Yield Energy Index Excess Return™

| Index Commodity              
 Light, Sweet Crude Oil (WTI) | Exchange (Contract Symbol)1 
 NYMEX (CL)                  | Base Date    
 June 4, 1990 | Index Base Weight 
 22.50%            |
|:-----------------------------|:----------------------------|:-------------|:------------------|
| Ultra-Low Sulfur Diesel      | NYMEX (HO)                  |              | 22.50%            |
| Brent Crude Oil              | ICE-UK (LCO)                |              | 22.50%            |
| RBOB Gasoline                | NYMEX (XB)                  |              | 22.50%            |
| Natural Gas                  | NYMEX (NG)                  |              | 10.00%            |

1. Connotes the exchanges on which the underlying futures contracts are traded.

| Legend   |                                                                                   |
| “ICE-UK” | means ICE Futures Europe, or its successor.                                       |
| “NYMEX”  | means the New York Mercantile Exchange, a part of theCME Group, or its successor. |

The Index is composed on notional amounts of its Index Commodities. The notional amounts of the Index Commodities included in the Index are intended to reflect the changes in market value of each such Index Commodity within the Index. The Index is rebalanced annually in November to ensure that each of the Index Commodities is weighted in the same proportion that such Index Commodities were weighted on the Base Date. The composition of the Index may be adjusted in the event that the Index Sponsor is not able to calculate the closing prices of the Index Commodities. The Index methodology includes provisions for the replacement of futures contracts as they approach maturity. This replacement takes place over a period of time in order to lessen the impact on the market for the futures contracts being replaced. With respect to each Index Commodity, the Fund employs a rule-based approach when it ‘rolls’ from one futures contract to another. Rather than select a new futures contract based on a predetermined schedule (e.g., monthly), each Index Commodity rolls from one contract to another futures contract that is intended to generate the most favorable ‘implied roll yield’ under prevailing market conditions. Where there is an upward-sloping price curve for futures contracts, the implied