Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

May 2007 Monthly Preliminary Performance Report Dow Jones-AIG Commodity Indexes

Date 29/05/2007

The Dow Jones-AIG Commodity Index was down 0.49% for the month of May. The Dow Jones-AIG Single Commodity Indexes for Soybean, Coffee and Soybean Oil had the strongest gains with month-to-date returns of 9.35%, 6.36% and 6.13%, respectively. The worst three performing single commodity indexes were Copper, Silver and Gold, which were down 6.64%, 4.24%, and 4.14% in May.

Year to date, the Dow Jones-AIG Commodity Index is up 3.52% with the Dow Jones-AIG Nickel Sub-Index posting the highest gain of 50.42% so far in 2007. Dow Jones-AIG Sugar Sub-Index has the worst YTD performance, down 20.27%.

Index Name

 

Index Close
12/29/06

Index Close 4/30/07

Index Close 5/25/07

Month-to Date Percent
Change

Year-to-Date Percent
Change

  Dow Jones-AIG Commodity Index

166.51

173.21

172.37

-0.49%

3.52%

  Dow Jones-AIG Energy Sub-Index

231.21

251.57

248.40

-1.26%

7.44%

  Dow Jones-AIG Crude Oil Sub-Index

386.73

379.62

368.27

-2.99%

-4.77%

  Dow Jones-AIG Natural Gas Sub-Index

22.80

26.66

25.93

-2.76%

13.69%

  Dow Jones-AIG Heating Oil Sub-Index

203.22

226.72

230.74

1.77%

13.54%

  Dow Jones-AIG Unleaded Gas Sub-Index

329.82

409.94

429.97

4.88%

30.36%

  Dow Jones-AIG Petroleum Sub-Index

334.65

354.25

353.04

-0.34%

5.50%

  Dow Jones-AIG Livestock Sub-Index

67.37

68.40

66.82

-2.31%

-0.81%

  Dow Jones-AIG Lean Hogs Sub-Index

29.14

28.93

28.37

-1.95%

-2.66%

  Dow Jones-AIG Live Cattle Sub-Index

104.29

107.37

104.65

-2.53%

0.35%

  Dow Jones-AIG ExEnergy Sub-Index

110.35

111.62

111.55

-0.07%

1.08%

  Dow Jones-AIG Grains Sub-Index

51.36

48.87

51.37

5.11%

0.02%

  Dow Jones-AIG Corn Sub-Index

21.39

18.92

19.36

2.31%

-9.51%

  Dow Jones-AIG Soybean Sub-Index

108.83

110.84

121.21

9.35%

11.38%

  Dow Jones-AIG Wheat Sub-Index

30.48

28.31

28.63

1.11%

-6.10%

  Dow Jones-AIG Industrial Metals Sub-Index

220.79

253.29

242.84

-4.12%

9.99%

  Dow Jones-AIG Aluminum Sub-Index

85.11

87.05

84.59

-2.83%

-0.61%

  Dow Jones-AIG Copper Sub-Index

334.99

412.48

385.11

-6.64%

14.96%

  Dow Jones-AIG Nickel Sub-Index

378.95

581.47

570.00

-1.97%

50.42%

  Dow Jones-AIG Zinc Sub-Index

180.58

159.71

155.01

-2.94%

-14.16%

  Dow Jones-AIG Precious Metals Sub-Index

109.57

114.55

109.78

-4.17%

0.19%

  Dow Jones-AIG Gold Sub-Index

91.04

95.66

91.70

-4.14%

0.72%

  Dow Jones-AIG Silver Sub-Index

160.70

165.45

158.44

-4.24%

-1.41%

  Dow Jones-AIG Softs Sub-Index

65.49

52.68

55.09

4.56%

-15.89%

  Dow Jones-AIG Coffee Sub-Index

33.99

27.15

28.88

6.36%

-15.03%

  Dow Jones-AIG Cotton Sub-Index

24.50

20.60

21.38

3.82%

-12.73%

  Dow Jones-AIG Sugar Sub-Index

170.19

131.08

135.69

3.52%

-20.27%

  Dow Jones-AIG Agriculture Sub-Index

65.25

60.11

63.17

5.08%

-3.19%

  Dow Jones-AIG Soybean Oil Sub-Index

64.64

71.03

75.38

6.13%

16.62%

 

The Dow Jones-AIG Commodity Index is composed of 19 futures contracts on physical commodities and was introduced in 1999. The DJ-AIGCI family of indexes includes nine sector sub-indexes, multiple forward month indexes, sub-indexes for each individual commodity in the original DJ-AIGCI, Euro-, Yen-, Swiss Franc-, and British Pound-denominated versions of the Dow Jones-AIG Commodity Index, and the Dow Jones-AIG Commodity Spot IndexSM. Also available are total return versions of each of the excess return indexes and sub-indexes. As of the end of the fourth quarter of 2006, there is an estimated $35 billion tracking the DJ-AIGCI, out of a total of approximately $110 billion tracking commodities using long only index strategies.