The Dow Jones-AIG Commodity Index was up 3.96% for the month of March. The Dow Jones-AIG Single Commodity Indexes for Lead, Copper and Zinc had the strongest gains with month-to-date returns of 21.92%, 19.34%, and 18.82%, respectively. The three most significant downside performing single commodity indexes were Natural Gas, Sugar and Tin, which were down -12.65%, -8.08%, and -6.34% respectively, in March.
Year to date, the Dow Jones-AIG Commodity Index is down -6.02% with the Dow Jones-AIG Copper Sub-Index posting the highest gain of 29.12% so far in 2009. Dow Jones-AIG Natural Gas Sub-Index has the most significant downside YTD performance, down -35.82%.
Index Name |
Index Close 12/31/2008 |
Index Close 2/27/2009 |
Index Close 3/27/2009 |
Month-to-Date Percent Change |
Year-to-Date Percent Change |
Dow Jones-AIG Commodity
Index |
117.244 |
105.988 |
110.182 |
3.96% |
-6.02% |
Dow Jones-AIG Energy
Sub-Index |
138.342 |
112.062 |
116.996 |
4.40% |
-15.43% |
Dow Jones-AIG Crude Oil Sub-Index |
249.654 |
191.569 |
213.998 |
11.71% |
-14.28% |
Dow Jones-AIG Natural Gas Sub-Index |
10.898 |
8.007 |
6.994 |
-12.65% |
-35.82% |
Dow Jones-AIG Heating Oil Sub-Index |
154.853 |
132.447 |
149.370 |
12.78% |
-3.54% |
Dow Jones-AIG Unleaded Gas Sub-Index |
182.814 |
210.417 |
230.378 |
9.49% |
26.02% |
Dow Jones-AIG Petroleum
Sub-Index |
218.487 |
185.730 |
206.871 |
11.38% |
-5.32% |
Dow Jones-AIG Livestock
Sub-Index |
40.562 |
38.136 |
37.185 |
-2.49% |
-8.33% |
Dow Jones-AIG Lean Hogs Sub-Index |
13.744 |
12.470 |
12.350 |
-0.97% |
-10.14% |
Dow Jones-AIG Live Cattle Sub-Index |
71.212 |
68.166 |
66.037 |
-3.12% |
-7.27% |
Dow Jones-AIG ExEnergy
Sub-Index |
82.513 |
78.205 |
81.143 |
3.76% |
-1.66% |
Dow Jones-AIG Grains
Sub-Index |
50.614 |
43.676 |
45.396 |
3.94% |
-10.31% |
Dow Jones-AIG Corn Sub-Index |
16.076 |
13.805 |
14.882 |
7.80% |
-7.43% |
Dow Jones-AIG Soybean Sub-Index |
130.444 |
115.515 |
121.476 |
5.16% |
-6.87% |
Dow Jones-AIG Wheat Sub-Index |
28.083 |
23.432 |
22.791 |
-2.73% |
-18.84% |
Dow Jones-AIG Industrial
Metals Sub-Index |
96.922 |
91.322 |
102.038 |
11.73% |
5.28% |
Dow Jones-AIG Aluminum Sub-Index |
40.686 |
34.838 |
36.522 |
4.83% |
-10.23% |
Dow Jones-AIG Copper Sub-Index |
161.256 |
174.469 |
208.206 |
19.34% |
29.12% |
Dow Jones-AIG Nickel Sub-Index |
135.976 |
115.683 |
111.853 |
-3.31% |
-17.74% |
Dow Jones-AIG Zinc Sub-Index |
49.509 |
45.663 |
54.259 |
18.82% |
9.59% |
Dow Jones-AIG Precious
Metals Sub-Index |
124.668 |
135.557 |
133.988 |
-1.16% |
7.48% |
Dow Jones-AIG Gold Sub-Index |
115.713 |
123.115 |
120.582 |
-2.06% |
4.21% |
Dow Jones-AIG Silver Sub-Index |
128.719 |
149.047 |
150.787 |
1.17% |
17.14% |
Dow Jones-AIG Softs
Sub-Index |
42.599 |
42.822 |
41.942 |
-2.05% |
-1.54% |
Dow Jones-AIG Coffee Sub-Index |
23.132 |
22.682 |
23.483 |
3.53% |
1.52% |
Dow Jones-AIG Cotton Sub-Index |
13.484 |
11.653 |
11.674 |
0.18% |
-13.42% |
Dow Jones-AIG Sugar Sub-Index |
114.499 |
130.116 |
119.597 |
-8.08% |
4.45% |
Dow Jones-AIG Agriculture
Sub-Index |
57.870 |
52.546 |
53.640 |
2.08% |
-7.31% |
Dow Jones-AIG Soybean Oil Sub-Index |
61.365 |
56.256 |
58.625 |
4.21% |
-4.47% |
Dow Jones-AIG Cocoa Sub-Index |
35.990 |
32.652 | 34.817 | 6.63% | -3.26% |
Dow Jones-AIG Lead Sub-Index | 111.191 | 115.422 | 140.725 | 21.92% | 26.56% |
Dow Jones-AIG Platinum Sub-Index | 272.324 | 313.918 | 327.786 | 4.42% | 20.37% |
Dow Jones-AIG Tin Sub-Index | 172.914 | 179.879 | 168.477 | -6.34% | -2.57% |
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 fourth quarter of 2008, an estimated $23 billion tracked the DJ-AIGCI group of indexes.