The target weights for the Dow Jones - AIG Commodity IndexSM (DJ-AIGCI (SM) ) to be implemented in January 2009 and originally published on August 13, 2008 are repeated below. The 2009 target weights were originally approved by the Dow Jones-AIG Commodity Index Supervisory Committee in August 2008.
Natural
Gas
11.8900640%
Crude
Oil
13.7526330%
Gasoline
3.7091280%
Heating
Oil
3.6481740%
Live
Cattle
4.2853450%
Lean
Hogs
2.3988780%
Wheat
4.7962120%
Corn
5.7214090%
Soybeans
7.5994330%
Soybean
Oil
2.8828690%
Aluminum
6.9991660%
Copper
7.3065410%
Zinc
3.1424310%
Nickel
2.8827230%
Gold
7.8627470%
Silver
2.8913020%
Sugar
2.9931550%
Cotton
2.2651500%
Coffee
2.9726400%
These weights will be used to determine the new Dow Jones-AIG Commodity Index Multipliers for 2009 after the close of business on January 7, 2009. These multipliers are computed once a year and represent factors used to express the percentage weights in U.S. dollar-denominated terms for each commodity. The 2009 Multipliers are implemented in the calculation of the Index over five days, starting before the opening of trading on January 9, 2009. For a complete description of the Index calculations, please refer to the DJ-AIGCI Handbook available at www.djindexes.com.
The Dow Jones-AIG Commodity Index, a diversified and highly liquid benchmark for the commodities markets, is composed of futures contracts on physical commodities and was introduced in 1998. The DJ-AIGCI is composed of futures contracts on 19 physical commodities. 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 Index(SM). 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 2008, an estimated $23 billion tracked the DJ-AIGCI group of indexes.
