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Dow Jones-UBS Commodity Indexes May 2012 Performance Report

Date 05/06/2012

The Dow Jones-UBS Commodity Index was down 9.14% for the month of May. The Dow Jones-UBS Single Commodity Indexes for lean hogs, feeder cattle and live cattle had the strongest gains with month-end returns of 5.51%, 2.00% and 1.91%, respectively. The three most significant downside performing single commodity indexes were orange juice, cotton and WT1 crude oil, which ended the month down 21.01%, 19.97%, and 17.79% respectively.

Year to date, the Dow Jones-UBS Commodity Index is down 8.74% with the Dow Jones-UBS Soybean Meal Sub-Index posting the highest gain of 24.44% so far in 2012. Dow Jones-UBS Natural Gas Sub-Index has the most significant downside YTD performance, down 35.99%.

Index Name

Index Close 12/30/2011

Index Close 4/30/2012

Index Close 5/31/2012

Month-to-Date Percent Change

Year-to-Date Percent Change

Dow Jones-UBS Commodity Index

140.680

141.292

128.379

-9.14%

-8.74%

Dow Jones-UBS Energy Sub-Index

98.126

92.053

81.812

-11.12%

-16.63%

Dow Jones-UBS Brent Crude Sub-Index

604.562

682.425

583.721

-14.46%

-3.45%

Dow Jones-UBS WT1 Crude Oil Sub-Index

259.683

270.756

222.578

-17.79%

-14.29%

Dow Jones-UBS Natural Gas Sub-Index

1.653

1.046

1.058

1.17%

-35.99%

Dow Jones-UBS Heating Oil Sub-Index

223.056

247.270

209.793

-15.16%

-5.95%

Dow Jones-UBS Unleaded Gas Sub-Index

411.978

478.768

422.651

-11.72%

2.59%

Dow Jones-UBS Petroleum Sub-Index

279.200

303.131

255.936

-15.57%

-8.33%

Dow Jones-UBS Livestock Sub-Index

36.648

33.705

34.806

3.27%

-5.03%

Dow Jones-UBS Lean Hogs Sub-Index

10.164

9.224

9.731

5.51%

-4.25%

Dow Jones-UBS Live Cattle Sub-Index

72.869

67.577

68.866

1.91%

-5.49%

Dow Jones-UBS ExEnergy Sub-Index

124.946

129.391

118.709

-8.26%

-4.99%

Dow Jones-UBS Grains Sub-Index

55.315

59.746

54.304

-9.11%

-1.83%

Dow Jones-UBS Corn Sub-Index

19.026

18.781

16.442

-12.46%

-13.58%

Dow Jones-UBS Soybean Sub-Index

180.281

222.730

198.245

-10.99%

9.96%

Dow Jones-UBS Wheat Sub-Index

16.560

16.248

15.981

-1.64%

-3.50%

Dow Jones-UBS Industrial Metals Sub-Index

153.107

162.398

146.719

-9.65%

-4.17%

Dow Jones-UBS Aluminum Sub-Index

44.780

45.834

42.804

-6.61%

-4.41%

Dow Jones-UBS Copper Sub-Index

361.876

401.711

353.038

-12.12%

-2.44%

Dow Jones-UBS Nickel Sub-Index

208.952

198.576

179.792

-9.46%

-13.96%

Dow Jones-UBS Zinc Sub-Index

64.437

71.756

64.949

-9.49%

0.79%

Dow Jones-UBS Precious Metals Sub-Index

239.410

255.926

237.647

-7.14%

-0.74%

Dow Jones-UBS Gold Sub-Index

199.920

211.634

198.632

-6.14%

-0.64%

Dow Jones-UBS Silver Sub-Index

309.397

342.436

306.455

-10.51%

-0.95%

Dow Jones-UBS Softs Sub-Index

84.228

76.544

67.533

-11.77%

-19.82%

Dow Jones-UBS Coffee Sub-Index

37.709

29.224

26.148

-10.53%

-30.66%

Dow Jones-UBS Cotton Sub-Index

27.129

26.624

21.308

-19.97%

-21.46%

Dow Jones-UBS Sugar Sub-Index

232.052

224.367

206.307

-8.05%

-11.09%

Dow Jones-UBS Agriculture Sub-Index

77.781

79.962

72.045

-9.90%

-7.37%

Dow Jones-UBS Soybean Oil Sub-Index

79.220

82.041

73.323

-10.63%

-7.44%

Dow Jones-UBS Cocoa Sub-Index

25.450

26.800

25.158

-6.13%

-1.15%

Dow Jones-UBS Lead Sub-Index

209.116

219.455

195.497

-10.92%

-6.51%

Dow Jones-UBS Platinum Sub-Index

389.924

435.021

392.319

-9.82%

0.61%

Dow Jones-UBS Tin Sub-Index

325.886

385.355

331.890

-13.87%

1.84%

Dow Jones-UBS Feeder Cattle Sub-Index

160.986

159.139

162.322

2.00%

0.83%

Dow Jones-UBS Gas Oil Sub-Index

340.947

378.680

327.975

-13.39%

-3.80%

Dow Jones-UBS Orange Juice Sub-Index

26.213

22.682

17.917

-21.01%

-31.65%

Dow Jones-UBS Soybean Meal Sub-Index

389.279

534.748

484.404

-9.41%

24.44%

 

The Dow Jones-UBS Commodity Index is composed of 20 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.