The Dow Jones-AIG Commodity Index was down 4.66% for the month of August. The Dow Jones-AIG Single Commodity Indexes for Wheat, Corn, and Soybean had the strongest gains with month-to-date returns of 14.33%, 4.76% and 0.87%, respectively. The worst three performing single commodity indexes were Nickel, Zinc, and Cotton, which were down 12.59%, 11.33%, and 10.09% respectively, in August.
Year to date, the Dow Jones-AIG Commodity Index is down 1.26% with the Dow Jones-AIG Wheat Sub-Index posting the highest gain of 31.27% so far in 2007. Dow Jones-AIG Zinc Sub-Index has the worst YTD performance, down 25.04%.
Index Name |
Index Close |
Index Close |
Index Close |
Month-to-Date Percent Change |
Year-to-Date Percent Change |
Dow
Jones-AIG Commodity Index |
166.51 |
172.45 |
164.41 |
-4.66% |
-1.26% |
Dow
Jones-AIG Energy Sub-Index |
231.21 |
242.18 |
221.93 |
-8.36% |
-4.01% |
Dow
Jones-AIG Crude Oil Sub-Index |
386.73 |
431.37 |
392.26 |
-9.07% |
1.43% |
Dow
Jones-AIG Natural Gas Sub-Index |
22.80 |
20.00 |
18.56 |
-7.20% |
-18.62% |
Dow
Jones-AIG Heating Oil Sub-Index |
203.22 |
247.83 |
231.71 |
-6.50% |
14.02% |
Dow
Jones-AIG Unleaded Gas Sub-Index |
329.82 |
402.41 |
371.67 |
-7.64% |
12.69% |
Dow
Jones-AIG Petroleum Sub-Index |
334.65 |
387.75 |
355.48 |
-8.32% |
6.23% |
Dow
Jones-AIG Livestock Sub-Index |
67.37 |
71.31 |
68.78 |
-3.55% |
2.09% |
Dow
Jones-AIG Lean Hogs Sub-Index |
29.14 |
31.51 |
29.61 |
-6.05% |
1.58% |
Dow
Jones-AIG Live Cattle Sub-Index |
104.29 |
109.35 |
107.03 |
-2.13% |
2.63% |
Dow
Jones-AIG ExEnergy Sub-Index |
110.35 |
113.14 |
110.10 |
-2.69% |
-0.23% |
Dow
Jones-AIG Grains Sub-Index |
51.36 |
52.37 |
55.45 |
5.90% |
7.97% |
Dow
Jones-AIG Corn Sub-Index |
21.39 |
16.41 |
17.19 |
4.76% |
-19.64% |
Dow
Jones-AIG Soybean Sub-Index |
108.83 |
122.97 |
124.05 |
0.87% |
13.98% |
Dow
Jones-AIG Wheat Sub-Index |
30.48 |
35.00 |
40.02 |
14.33% |
31.27% |
Dow
Jones-AIG Industrial Metals Sub-Index |
220.79 |
234.43 |
213.81 |
-8.80% |
-3.16% |
Dow
Jones-AIG Aluminum Sub-Index |
85.11 |
81.92 |
75.93 |
-7.32% |
-10.79% |
Dow
Jones-AIG Copper Sub-Index |
334.99 |
422.92 |
388.71 |
-8.09% |
16.04% |
Dow
Jones-AIG Nickel Sub-Index |
378.95 |
385.68 |
337.13 |
-12.59% |
-11.03% |
Dow
Jones-AIG Zinc Sub-Index |
180.58 |
152.66 |
135.37 |
-11.33% |
-25.04% |
Dow
Jones-AIG Precious Metals Sub-Index |
109.57 |
110.20 |
107.74 |
-2.23% |
-1.67% |
Dow
Jones-AIG Gold Sub-Index |
91.04 |
92.43 |
92.18 |
-0.26% |
1.25% |
Dow
Jones-AIG Silver Sub-Index |
160.70 |
157.09 |
143.95 |
-8.37% |
-10.43% |
Dow
Jones-AIG Softs Sub-Index |
65.49 |
58.73 |
54.91 |
-6.50% |
-16.16% |
Dow
Jones-AIG Coffee Sub-Index |
33.99 |
28.53 |
28.74 |
0.75% |
-15.44% |
Dow
Jones-AIG Cotton Sub-Index |
24.50 |
24.44 |
21.98 |
-10.09% |
-10.31% |
Dow
Jones-AIG Sugar Sub-Index |
170.19 |
143.69 |
130.62 |
-9.10% |
-23.25% |
Dow
Jones-AIG Agriculture Sub-Index |
65.25 |
65.39 |
66.18 |
1.20% |
1.43% |
Dow
Jones-AIG Soybean Oil Sub-Index |
64.64 |
78.99 |
74.42 |
-5.78% |
15.14% |
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.