The Dow Jones-AIG Commodity Index was up 1.32% for the month of October. The Dow Jones-AIG Single Commodity Indexes for Crude Oil, Unleaded Gas and Heating Oil had the strongest gains with month-to-date returns of 13.03%, 10.92%, and 9.17%, respectively. The worst three performing single commodity indexes were Wheat, Lean Hogs, and Livestock, which were down 14.80%, 12.41%, and 7.17% respectively, in October.
Year to date, the Dow Jones-AIG Commodity Index is up 8.47% with the Dow Jones-AIG Wheat Sub-Index posting the highest gain of 41.53% so far in 2007. Dow Jones-AIG Zinc Sub-Index has the worst YTD performance, down 30.23%.
|
Index Name |
Index Close 12/29/06 |
Index Close 9/28/07 |
Index Close 10/26/07 |
Month-to Date Percent Change |
Year-to-Date Percent Change |
|
Dow Jones-AIG Commodity Index |
166.51 |
178.25 |
180.61 |
1.32% |
8.47% |
|
Dow Jones-AIG Energy Sub-Index |
231.21 |
243.06 |
263.11 |
8.25% |
13.80% |
|
Dow
Jones-AIG Crude Oil Sub-Index |
386.73 |
453.13 |
512.18 |
13.03% |
32.44% |
|
Dow
Jones-AIG Natural Gas Sub-Index |
22.80 |
19.02 |
19.33 |
1.64% |
-15.24% |
|
Dow
Jones-AIG Heating Oil Sub-Index |
203.22 |
253.56 |
276.81 |
9.17% |
36.21% |
|
Dow
Jones-AIG Unleaded Gas Sub-Index |
329.82 |
404.70 |
448.88 |
10.92% |
36.10% |
|
Dow Jones-AIG Petroleum Sub-Index |
334.65 |
402.00 |
449.86 |
11.90% |
34.43% |
|
Dow
Jones-AIG Livestock Sub-Index |
67.37 |
64.11 |
59.51 |
-7.17% |
-11.66% |
|
Dow
Jones-AIG Lean Hogs Sub-Index |
29.14 |
25.06 |
21.95 |
-12.41% |
-24.67% |
|
Dow
Jones-AIG Live Cattle Sub-Index |
104.29 |
104.77 |
99.86 |
-4.68% |
-4.24% |
|
Dow Jones-AIG ExEnergy Sub-Index |
110.35 |
118.74 |
115.94 |
-2.36% |
5.06% |
|
Dow Jones-AIG Grains Sub-Index |
51.36 |
64.30 |
60.95 |
-5.21% |
18.67% |
|
Dow
Jones-AIG Corn Sub-Index |
21.39 |
17.87 |
17.83 |
-0.27% |
-16.67% |
|
Dow
Jones-AIG Soybean Sub-Index |
108.83 |
142.15 |
142.54 |
0.27% |
30.98% |
|
Dow
Jones-AIG Wheat Sub-Index |
30.48 |
50.64 |
43.15 |
-14.80% |
41.53% |
|
Dow Jones-AIG Industrial Metals Sub-Index |
220.79 |
221.57 |
218.79 |
-1.26% |
-0.90% |
|
Dow
Jones-AIG Aluminum Sub-Index |
85.11 |
73.86 |
73.94 |
0.10% |
-13.12% |
|
Dow
Jones-AIG Copper Sub-Index |
334.99 |
422.36 |
410.47 |
-2.82% |
22.53% |
|
Dow
Jones-AIG Nickel Sub-Index |
378.95 |
370.18 |
384.05 |
3.75% |
1.35% |
|
Dow
Jones-AIG Zinc Sub-Index |
180.58 |
132.52 |
125.99 |
-4.92% |
-30.23% |
|
Dow Jones-AIG Precious Metals Sub-Index |
109.57 |
120.34 |
125.67 |
4.43% |
14.69% |
|
Dow
Jones-AIG Gold Sub-Index |
91.04 |
102.05 |
107.15 |
5.00% |
17.69% |
|
Dow
Jones-AIG Silver Sub-Index |
160.70 |
165.62 |
169.91 |
2.59% |
5.73% |
|
Dow Jones-AIG Softs Sub-Index |
65.49 |
59.41 |
58.18 |
-2.06% |
-11.16% |
|
Dow
Jones-AIG Coffee Sub-Index |
33.99 |
31.06 |
29.32 |
-5.60% |
-13.73% |
|
Dow
Jones-AIG Cotton Sub-Index |
24.50 |
24.48 |
24.34 |
-0.57% |
-0.65% |
|
Dow
Jones-AIG Sugar Sub-Index |
170.19 |
136.17 |
136.17 |
0.00% |
-19.99% |
|
Dow Jones-AIG Agriculture Sub-Index |
65.25 |
74.97 |
72.27 |
-3.60% |
10.76% |
|
Dow
Jones-AIG Soybean Oil Sub-Index |
64.64 |
81.18 |
83.83 |
3.26% |
29.70% |
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 second quarter of 2007, we estimate there is $38 billion tracking the DJ-AIGCI, out of a total of approximately $120 billion tracking commodities using long only index strategies.
