The Dow Jones-UBS Commodity Index ended 2011 down 13.37%. The Dow Jones-UBS Single Commodity Indexes for gas oil, orange juice and brent crude had the strongest gains producing year-end returns of 19.41%, 18.75%, and 16.77%, respectively. The three most significant downside performing single commodity indexes in 2011 were cocoa, wheat and natural gas, which ended the year down 32.41%, 34.02% and 47.13% respectively.
For December, the Dow Jones-UBS Commodity Index was down 3.75%. The Dow Jones-UBS Single Commodity Indexes for nickel, corn and wheat had the strongest gains with returns of 6.87%, 6.33%, and 6.31%, respectively. The three most significant downside performing single commodity indexes were zinc, silver and natural gas, which ended the month down 11.37%, 14.90%, and 16.32% respectively.
Index Name |
Index Close 12/31/2010 |
Index Close 11/30/2011 |
Index Close 12/30/2011 |
Month-to-Date Percent Change |
2011 Performance |
Dow Jones-UBS Commodity Index |
162.393 |
146.160 |
140.680 |
-3.75% |
-13.37% |
Dow Jones-UBS Energy Sub-Index |
116.836 |
103.925 |
98.126 |
-5.58% |
-16.01% |
Dow Jones-UBS Crude Oil Sub-Index |
269.670 |
264.238 |
259.683 |
-1.72% |
-3.70% |
Dow Jones-UBS Natural Gas Sub-Index |
3.127 |
1.976 |
1.653 |
-16.32% |
-47.13% |
Dow Jones-UBS Heating Oil Sub-Index |
201.642 |
233.513 |
223.056 |
-4.48% |
10.62% |
Dow Jones-UBS Unleaded Gas Sub-Index |
359.966 |
401.934 |
411.978 |
2.50% |
14.45% |
Dow Jones-UBS Petroleum Sub-Index |
274.665 |
283.665 |
279.200 |
-1.57% |
1.65% |
Dow Jones-UBS Livestock Sub-Index |
37.532 |
38.192 |
36.648 |
-4.04% |
-2.36% |
Dow Jones-UBS Lean Hogs Sub-Index |
10.655 |
11.041 |
10.164 |
-7.94% |
-4.61% |
Dow Jones-UBS Live Cattle Sub-Index |
73.646 |
74.159 |
72.869 |
-1.74% |
-1.05% |
Dow Jones-UBS ExEnergy Sub-Index |
141.955 |
128.522 |
124.946 |
-2.78% |
-11.98% |
Dow Jones-UBS Grains Sub-Index |
64.662 |
52.120 |
55.315 |
6.13% |
-14.46% |
Dow Jones-UBS Corn Sub-Index |
18.822 |
17.893 |
19.026 |
6.33% |
1.08% |
Dow Jones-UBS Soybean Sub-Index |
215.645 |
170.369 |
180.281 |
5.82% |
-16.40% |
Dow Jones-UBS Wheat Sub-Index |
25.098 |
15.577 |
16.560 |
6.31% |
-34.02% |
Dow Jones-UBS Industrial Metals Sub-Index |
202.179 |
159.907 |
153.107 |
-4.25% |
-24.27% |
Dow Jones-UBS Aluminum Sub-Index |
57.207 |
47.097 |
44.780 |
-4.92% |
-21.72% |
Dow Jones-UBS Copper Sub-Index |
478.992 |
376.568 |
361.876 |
-3.90% |
-24.45% |
Dow Jones-UBS Nickel Sub-Index |
277.576 |
195.514 |
208.952 |
6.87% |
-24.72% |
Dow Jones-UBS Zinc Sub-Index |
89.246 |
72.701 |
64.437 |
-11.37% |
-27.80% |
Dow Jones-UBS Precious Metals Sub-Index |
229.100 |
270.352 |
239.410 |
-11.45% |
4.50% |
Dow Jones-UBS Gold Sub-Index |
182.459 |
223.334 |
199.920 |
-10.48% |
9.57% |
Dow Jones-UBS Silver Sub-Index |
344.536 |
363.585 |
309.397 |
-14.90% |
-10.20% |
Dow Jones-UBS Softs Sub-Index |
97.961 |
86.033 |
84.228 |
-2.10% |
-14.02% |
Dow Jones-UBS Coffee Sub-Index |
42.483 |
39.379 |
37.709 |
-4.24% |
-11.24% |
Dow Jones-UBS Cotton Sub-Index |
34.667 |
26.866 |
27.129 |
0.98% |
-21.74% |
Dow Jones-UBS Sugar Sub-Index |
263.588 |
235.936 |
232.052 |
-1.65% |
-11.96% |
Dow Jones-UBS Agriculture Sub-Index |
90.869 |
74.767 |
77.781 |
4.03% |
-14.40% |
Dow Jones-UBS Soybean Oil Sub-Index |
93.460 |
75.413 |
79.220 |
5.05% |
-15.24% |
Dow Jones-UBS Cocoa Sub-Index |
37.652 |
27.815 |
25.450 |
-8.50% |
-32.41% |
Dow Jones-UBS Lead Sub-Index |
261.484 |
217.518 |
209.116 |
-3.86% |
-20.03% |
Dow Jones-UBS Platinum Sub-Index |
499.175 |
435.339 |
389.924 |
-10.43% |
-21.89% |
Dow Jones-UBS Tin Sub-Index |
460.367 |
355.312 |
325.886 |
-8.28% |
-29.21% |
Dow Jones-UBS Feeder Cattle Sub-Index |
147.232 |
160.308 |
160.986 |
0.42% |
9.34% |
Dow Jones-UBS Brent Crude Sub-Index |
517.741 |
619.327 |
604.562 |
-2.38% |
16.77% |
Dow Jones-UBS Gas Oil Sub-Index |
285.524 |
355.327 |
340.947 |
-4.05% |
19.41% |
Dow Jones-UBS Orange Juice Sub-Index |
22.074 |
26.640 |
26.213 |
-1.60% |
18.75% |
Dow Jones-UBS Soybean Meal Sub-Index |
475.469 |
368.681 |
389.279 |
5.59% |
-18.13% |
The Dow Jones-UBS Commodity Index is composed of 19 futures contracts on physical commodities and was introduced in 1999. The DJ-UBSCI family of indexes includes nine sector sub-indexes, multiple forward month indexes; sub-indexes for each individual commodity in the original DJ-UBSCI as well as for brent crude, cocoa, feeder cattle, gas oil, lead, orange juice, platinum, soybean meal and tin.
Also available are Euro-, Yen-, Swiss Franc- and Pounds Sterling-denominated versions of the Dow Jones-UBS Commodity Index; Dow Jones-UBS Commodity Spot IndexSM; and total return versions of each of the excess return indexes and sub-indexes.
As of the end of the second quarter of 2011, an estimated $80.2 billion tracked the DJ-UBSCI group of indexes.