The Dow Jones-AIG Commodity Index was down -7.75% for the month of November. The Dow Jones-AIG Single Commodity Indexes for Zinc, Gold and Lean Hogs had the strongest gains with month-to-date returns of 4.67%, 2.28% and 1.34%, respectively. The three most significant downside performing single commodity indexes were Unleaded Gas, Crude Oil and Lead, which were down -25.28%, -21.00% and -18.92% respectively, in November.
Year to date, the Dow Jones-AIG Commodity Index is down -34.18% with the Dow Jones-AIG Cocoa Sub-Index posting the narrowest downside performance of -2.71% so far in 2008. Dow Jones-AIG Nickel Sub-Index has the most significant downside YTD performance, down -62.02%.
|
Index Name |
Index Close 12/31/2007 |
Index Close 10/31/2008 |
Index Close 11/19/2008 |
Month-to-Date Percent Change |
Year-to-Date Percent Change |
|
Dow Jones-AIG Commodity
Index |
184.964 |
131.972 |
121.741 |
-7.75% |
-34.18% |
|
Dow Jones-AIG Energy
Sub-Index |
266.669 |
195.061 |
169.007 |
-13.36% |
-36.62% |
|
Dow Jones-AIG Crude Oil Sub-Index |
541.951 |
389.179 |
307.456 |
-21.00% |
-43.27% |
|
Dow Jones-AIG Natural Gas Sub-Index |
17.587 |
13.776 |
13.308 |
-3.40% |
-24.33% |
|
Dow Jones-AIG Heating Oil Sub-Index |
297.938 |
232.962 |
195.581 |
-16.05% |
-34.36% |
|
Dow Jones-AIG Unleaded Gas Sub-Index |
481.371 |
278.750 |
208.279 |
-25.28% |
-56.73% |
|
Dow Jones-AIG Petroleum
Sub-Index |
478.724 |
336.698 |
267.207 |
-20.64% |
-44.18% |
|
Dow Jones-AIG Livestock
Sub-Index |
57.516 |
43.160 |
40.821 |
-5.42% |
-29.03% |
|
Dow Jones-AIG Lean Hogs Sub-Index |
20.497 |
14.013 |
14.201 |
1.34% |
-30.72% |
|
Dow Jones-AIG Live Cattle Sub-Index |
97.961 |
77.690 |
70.467 |
-9.30% |
-28.07% |
|
Dow Jones-AIG ExEnergy
Sub-Index |
119.429 |
84.191 |
80.062 |
-4.90% |
-32.96% |
|
Dow Jones-AIG Grains
Sub-Index |
69.738 |
49.258 |
47.199 |
-4.18% |
-32.32% |
|
Dow Jones-AIG Corn Sub-Index |
20.897 |
16.592 |
15.612 |
-5.90% |
-25.29% |
|
Dow Jones-AIG Soybean Sub-Index |
167.984 |
124.891 |
120.072 |
-3.86% |
-28.52% |
|
Dow Jones-AIG Wheat Sub-Index |
46.379 |
25.627 |
25.129 |
-1.94% |
-45.82% |
|
Dow Jones-AIG Industrial
Metals Sub-Index |
190.194 |
120.327 |
109.523 |
-8.98% |
-42.42% |
|
Dow Jones-AIG Aluminum Sub-Index |
68.991 |
54.923 |
50.255 |
-8.50% |
-27.16% |
|
Dow Jones-AIG Copper Sub-Index |
348.776 |
209.912 |
184.072 |
-12.31% |
-47.22% |
|
Dow Jones-AIG Nickel Sub-Index |
315.047 |
141.637 |
119.647 |
-15.53% |
-62.02% |
|
Dow Jones-AIG Zinc Sub-Index |
102.530 |
46.734 |
48.919 |
4.67% |
-52.29% |
|
Dow Jones-AIG Precious
Metals Sub-Index |
131.909 |
102.834 |
103.672 |
0.81% |
-21.41% |
|
Dow Jones-AIG Gold Sub-Index |
113.052 |
94.224 |
96.373 |
2.28% |
-14.75% |
|
Dow Jones-AIG Silver Sub-Index |
175.259 |
111.317 |
106.417 |
-4.40% |
-39.28% |
|
Dow Jones-AIG Softs
Sub-Index |
60.430 |
43.250 |
41.182 |
-4.78% |
-31.85% |
|
Dow Jones-AIG Coffee Sub-Index |
31.803 |
24.306 |
23.545 |
-3.13% |
-25.97% |
|
Dow Jones-AIG Cotton Sub-Index |
23.921 |
12.961 |
11.493 |
-11.33% |
-51.96% |
|
Dow Jones-AIG Sugar Sub-Index |
145.163 |
116.534 |
113.141 |
-2.91% |
-22.06% |
|
Dow Jones-AIG Agriculture
Sub-Index |
80.998 |
57.346 |
54.796 |
-4.45% |
-32.35% |
|
Dow Jones-AIG Soybean Oil Sub-Index |
98.041 |
63.028 |
59.829 |
-5.08% |
-38.98% |
| Dow Jones-AIG Cocoa Sub-Index | 28.761 | 27.966 | 27.982 |
0.06% |
|
| Dow Jones-AIG Lead Sub-Index | 287.386 | 168.764 | 136.834 | -18.92% | -52.39% |
| Dow Jones-AIG Platinum Sub-Index | 447.515 | 241.688 | 239.392 | -0.95% | -46.51% |
| Dow Jones-AIG Tin Sub-Index | 263.024 | 214.786 | 19 |
-11.09% | -27.40% |
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.
