The Dow Jones-AIG Commodity Index was down -24.78% for the month of October. All of the Dow Jones-AIG Single Commodity Indexes were in negative territory for the month with Lean Hogs, Live Cattle, and Coffee posting the narrowest downside MTD performances of -8.88%, -12.78% and -16.71%, respectively. The three most significant downside performing single commodity indexes were Copper, Unleaded Gas and Nickel, which were -41.42%, -41.01% and -37.30% respectively, in October.
Year to date, the Dow Jones-AIG Commodity Index is down -31.77%, with the Dow Jones-AIG Cocoa Sub-Index posting the narrowest downside performance of -6.36% so far in 2008. Dow Jones-AIG Nickel Sub-Index has the most significant downside YTD performance, down -62.82%.
|
Index Name |
Index Close 12/31/2007 |
Index Close 9/30/2008 |
Index Close 10/24/2008 |
Month-to-Date Percent Change |
Year-to-Date Percent Change |
|
Dow Jones-AIG Commodity
Index |
184.964 |
167.776 |
126.196 |
-24.78% |
-31.77% |
|
Dow Jones-AIG Energy
Sub-Index |
266.669 |
262.568 |
185.622 |
-29.31% |
-30.39% |
|
Dow Jones-AIG Crude Oil Sub-Index |
541.951 |
571.775 |
367.015 |
-35.81% |
-32.28% |
|
Dow Jones-AIG Natural Gas Sub-Index |
17.587 |
15.907 |
13.179 |
-17.15% |
-25.07% |
|
Dow Jones-AIG Heating Oil Sub-Index |
297.938 |
328.153 |
221.097 |
-32.62% |
-25.79% |
|
Dow Jones-AIG Unleaded Gas Sub-Index |
481.371 |
456.551 |
269.333 |
-41.01% |
-44.05% |
|
Dow Jones-AIG Petroleum
Sub-Index |
478.724 |
499.231 |
319.170 |
-36.07% |
-33.33% |
|
Dow Jones-AIG Livestock
Sub-Index |
57.516 |
48.049 |
42.587 |
-11.37% |
-25.96% |
|
Dow Jones-AIG Lean Hogs Sub-Index |
20.497 |
16.417 |
14.960 |
-8.88% |
-27.02% |
|
Dow Jones-AIG Live Cattle Sub-Index |
97.961 |
84.123 |
73.374 |
-12.78% |
-25.10% |
|
Dow Jones-AIG ExEnergy
Sub-Index |
119.429 |
103.866 |
80.705 |
-22.30% |
-32.42% |
|
Dow Jones-AIG Grains
Sub-Index |
69.738 |
58.778 |
46.102 |
-21.57% |
-33.89% |
|
Dow Jones-AIG Corn Sub-Index |
20.897 |
20.145 |
15.403 |
-23.54% |
-26.29% |
|
Dow Jones-AIG Soybean Sub-Index |
167.984 |
142.156 |
116.057 |
-18.36% |
-30.91% |
|
Dow Jones-AIG Wheat Sub-Index |
46.379 |
32.496 |
24.671 |
-24.08% |
-46.81% |
|
Dow Jones-AIG Industrial
Metals Sub-Index |
190.194 |
164.690 |
113.952 |
-30.81% |
-40.09% |
|
Dow Jones-AIG Aluminum Sub-Index |
68.991 |
65.994 |
53.156 |
-19.45% |
-22.95% |
|
Dow Jones-AIG Copper Sub-Index |
348.776 |
330.420 |
193.558 |
-41.42% |
-44.50% |
|
Dow Jones-AIG Nickel Sub-Index |
315.047 |
186.798 |
117.129 |
-37.30% |
-62.82% |
|
Dow Jones-AIG Zinc Sub-Index |
102.530 |
70.573 |
48.482 |
-31.30% |
-52.71% |
|
Dow Jones-AIG Precious
Metals Sub-Index |
131.909 |
126.909 |
103.178 |
-18.70% |
-21.78% |
|
Dow Jones-AIG Gold Sub-Index |
113.052 |
115.556 |
95.811 |
-17.09% |
-15.25% |
|
Dow Jones-AIG Silver Sub-Index |
175.259 |
140.433 |
106.340 |
-24.28% |
-39.32% |
|
Dow Jones-AIG Softs
Sub-Index |
60.430 |
50.844 |
41.056 |
-19.25% |
-32.06% |
|
Dow Jones-AIG Coffee Sub-Index |
31.803 |
28.060 |
23.371 |
-16.71% |
-26.51% |
|
Dow Jones-AIG Cotton Sub-Index |
23.921 |
16.754 |
13.529 |
-19.25% |
-43.44% |
|
Dow Jones-AIG Sugar Sub-Index |
145.163 |
132.434 |
104.319 |
-21.23% |
-28.14% |
|
Dow Jones-AIG Agriculture
Sub-Index |
80.998 |
68.709 |
53.933 |
-21.51% |
-33.41% |
|
Dow Jones-AIG Soybean Oil Sub-Index |
98.041 |
83.373 |
59.089 |
-29.13% |
-39.73% |
| Dow Jones-AIG Cocoa Sub-Index | 28.761 | 34.846 | 26.931 | -22.71% | -6.36% |
| Dow Jones-AIG Lead Sub-Index | 287.386 | 204.851 | 142.259 | -30.56% | -50.50% |
| Dow Jones-AIG Platinum Sub-Index | 447.515 | 298.913 | 233.173 | -21.99% | -47.90% |
| Dow Jones-AIG Tin Sub-Index | 263.024 | 275.818 | 188.327 | -31.72% | -28.40% |
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 as well as for cocoa, lead, platinum and tin.
Also available are Euro-, Yen-, Swiss Franc-, and British Pound-denominated versions of the Dow Jones-AIG Commodity Index; Dow Jones-AIG Commodity Spot IndexSM; and total return versions of each of the excess return indexes and sub-indexes.
As of the end of the third quarter of 2008, an estimated $35 billion track the DJ-AIGCI group of indexes.
