Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Dow Jones Indexes Announces 2006 Reweighting Of Dow Jones-AIG Commodity Index

Date 30/11/2005

Dow Jones Indexes, a leading global index provider, announced new target weightings for commodity futures in the Dow Jones-AIG Commodity IndexSM that will become effective in early January 2006. The new target weights, which were determined, approved and previously announced by the Dow Jones-AIG Commodity Index Oversight Committee in August 2005, are listed below.
  • Natural Gas 12.315174%
  • Crude Oil 12.783801%
  • Unleaded Gas 4.054908%
  • Heating Oil 3.846118%
  • Live Cattle 6.093791%
  • Lean Hogs 4.351381%
  • Wheat 4.772085%
  • Corn 5.873635%
  • Soybeans 7.766934%
  • Soybean Oil 2.765764%
  • Aluminum 6.851975%
  • Copper 5.880787%
  • Zinc 2.702377%
  • Nickel 2.659153%
  • Gold 6.220211%
  • Silver 2.000000%
  • Sugar 2.967351%
  • Cotton 3.163003%
  • Coffee 2.931553%
These weights will be used to determine the Dow Jones-AIG Commodity Index Multipliers for 2006 on Jan. 6, 2006. These multipliers, computed once a year, are factors used to express the percentage weights in U.S. dollar-denominated terms when calculating the index.

Launched in 1998, the Dow Jones-AIG Commodity index family includes nine sector sub-indexes, euro- and yen-denominated versions of the Dow Jones-AIG Commodity Index, and the Dow Jones-AIG Commodity Spot Index. Also available are total return versions of each of the indexes and sub-indexes, with the exception of the Dow Jones-AIG Commodity Spot Index. Currently, there is an estimated $20 billion invested in financial products that track the Dow Jones-AIG Commodity Index on a global basis.