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The Dow Jones-AIG Commodity Index was down 3.53% for the month of March. The Dow Jones-AIG Single Commodity Indexes for Heating Oil, Crude Oil and Natural Gas had the strongest gains with month-to-date returns of 9.44%, 6.07% and 2.87%, respectively. The three most significant downside performing single commodity indexes were Coffee, Sugar and Soybean Oil which were down 20.53%,17.03% and 16.48% respectively, in March.
Year to date, the Dow Jones-AIG Commodity Index is up 12.41% with the Dow Jones-AIG Natural Gas Sub-Index posting the highest gain of 27.46% so far in 2008. Dow Jones-AIG Lean Hogs Sub-Index has the most significant downside YTD performance, down 15.67%.
|
Index Name |
Index Close 12/31/2007 |
Index Close 2/29/2008 |
Index Close
03/27/2008 |
Month-to-Date Percent Change |
Year-to-Date Percent Change |
|
Dow
Jones-AIG Commodity Index |
184.96 |
215.52 |
207.92 |
-3.53% |
12.41% |
|
Dow
Jones-AIG Energy Sub-Index |
266.67 |
295.95 |
309.63 |
4.62% |
16.11% |
|
Dow
Jones-AIG Crude Oil Sub-Index |
541.95 |
574.21 |
609.08 |
6.07% |
12.39% |
|
Dow
Jones-AIG Natural Gas Sub-Index |
17.59 |
21.79 |
22.42 |
2.87% |
27.46% |
|
Dow
Jones-AIG Heating Oil Sub-Index |
297.94 |
319.65 |
349.84 |
9.44% |
17.42% |
|
Dow
Jones-AIG Unleaded Gas Sub-Index |
481.37 |
477.42 |
482.74 |
1.11% |
0.28% |
|
Dow
Jones-AIG Petroleum Sub-Index |
478.72 |
502.13 |
531.13 |
5.78% |
10.95% |
|
Dow
Jones-AIG Livestock Sub-Index |
57.52 |
53.92 |
49.56 |
-8.08% |
-13.83% |
|
Dow
Jones-AIG Lean Hogs Sub-Index |
20.50 |
18.88 |
17.29 |
-8.44% |
-15.67% |
|
Dow
Jones-AIG Live Cattle Sub-Index |
97.96 |
92.78 |
85.60 |
-7.74% |
-12.62% |
|
Dow
Jones-AIG ExEnergy Sub-Index |
119.43 |
142.65 |
132.28 |
-7.27% |
10.76% |
|
Dow
Jones-AIG Grains Sub-Index |
69.74 |
84.52 |
78.07 |
-7.64% |
11.94% |
|
Dow
Jones-AIG Corn Sub-Index |
20.90 |
24.89 |
24.84 |
-0.18% |
18.87% |
|
Dow
Jones-AIG Soybean Sub-Index |
167.98 |
209.60 |
181.06 |
-13.62% |
7.78% |
|
Dow
Jones-AIG Wheat Sub-Index |
46.38 |
55.38 |
51.71 |
-6.63% |
11.49% |
|
Dow
Jones-AIG Industrial Metals Sub-Index |
190.19 |
236.90 |
230.42 |
-2.74% |
21.15% |
|
Dow
Jones-AIG Aluminium Sub-Index |
68.99 |
88.15 |
85.57 |
-2.93% |
24.03% |
|
Dow
Jones-AIG Copper Sub-Index |
348.78 |
441.25 |
443.31 |
0.47% |
27.11% |
|
Dow
Jones-AIG Nickel Sub-Index |
315.05 |
375.54 |
373.28 |
-0.60% |
18.48% |
|
Dow
Jones-AIG Zinc Sub-Index |
102.53 |
118.21 |
103.45 |
-12.49% |
0.90% |
|
Dow
Jones-AIG Precious Metals Sub-Index |
131.91 |
158.32 |
152.17 |
-3.89% |
15.36% |
|
Dow
Jones-AIG Gold Sub-Index |
113.05 |
130.54 |
127.10 |
-2.64% |
12.42% |
|
Dow
Jones-AIG Silver Sub-Index |
175.26 |
232.59 |
216.65 |
-6.85% |
23.62% |
|
Dow
Jones-AIG Softs Sub-Index |
60.43 |
74.22 |
61.89 |
-16.61% |
2.42% |
|
Dow
Jones-AIG Coffee Sub-Index |
31.80 |
38.27 |
30.41 |
-20.53% |
-4.38% |
|
Dow
Jones-AIG Cotton Sub-Index |
23.92 |
28.06 |
24.99 |
-10.95% |
4.47% |
|
Dow
Jones-AIG Sugar Sub-Index |
145.16 |
189.15 |
156.93 |
-17.03% |
8.11% |
|
Dow
Jones-AIG Agriculture Sub-Index |
81.00 |
99.92 |
88.69 |
-11.23% |
9.50% |
|
Dow
Jones-AIG Soybean Oil Sub-Index |
98.04 |
134.20 |
112.08 |
-16.48% |
14.32% |
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 2007, we estimate there is $42 billion tracking the DJ-AIGCI, out of a total of approximately $145 billion tracking commodities using long only index strategies.
