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The Dow Jones-AIG Commodity Index was up 7.04% for the month of September. The Dow Jones-AIG Single Commodity Indexes for Wheat, Coffee and Silver had the strongest gains with month-to-date returns of 12.70%, 12.13% and 11.37%, respectively. The worst three performing single commodity indexes were Lean Hogs, Zinc and Aluminum, which were down 8.27%, 7.32%, and 5.91% respectively, in September.
Year to date, the Dow Jones-AIG Commodity Index is up 6.43% with the Dow Jones-AIG Wheat Sub-Index posting the highest gain of 54.62% so far in 2007. Dow Jones-AIG Zinc Sub-Index has the worst YTD performance, down 30.93%.
|
Index Name |
Index Close 12/29/06 |
Index Close 8/31/07 |
Index Close 9/21/07 |
Month-to Date Percent Change |
Year-to-Date Percent Change |
|
Dow Jones-AIG Commodity Index |
166.51 |
165.57 |
177.22 |
7.04% |
6.43% |
|
Dow Jones-AIG Energy Sub-Index |
231.21 |
224.11 |
245.74 |
9.65% |
6.29% |
|
Dow
Jones-AIG Crude Oil Sub-Index |
386.73 |
406.85 |
452.91 |
11.32% |
17.11% |
|
Dow
Jones-AIG Natural Gas Sub-Index |
22.80 |
17.88 |
19.35 |
8.19% |
-15.15% |
|
Dow
Jones-AIG Heating Oil Sub-Index |
203.22 |
236.39 |
259.20 |
9.65% |
27.54% |
|
Dow
Jones-AIG Unleaded Gas Sub-Index |
329.82 |
383.96 |
414.08 |
7.84% |
25.55% |
|
Dow Jones-AIG Petroleum Sub-Index |
334.65 |
367.28 |
405.25 |
10.34% |
21.10% |
|
Dow
Jones-AIG Livestock Sub-Index |
67.37 |
67.04 |
64.79 |
-3.37% |
-3.84% |
|
Dow
Jones-AIG Lean Hogs Sub-Index |
29.14 |
28.00 |
25.69 |
-8.27% |
-11.86% |
|
Dow
Jones-AIG Live Cattle Sub-Index |
104.29 |
106.02 |
105.16 |
-0.80% |
0.84% |
|
Dow Jones-AIG ExEnergy Sub-Index |
110.35 |
110.72 |
117.02 |
5.70% |
6.04% |
|
Dow Jones-AIG Grains Sub-Index |
51.36 |
56.06 |
62.50 |
11.49% |
21.69% |
|
Dow
Jones-AIG Corn Sub-Index |
21.39 |
16.29 |
18.04 |
10.74% |
-15.66% |
|
Dow
Jones-AIG Soybean Sub-Index |
108.83 |
126.56 |
140.39 |
10.93% |
29.00% |
|
Dow
Jones-AIG Wheat Sub-Index |
30.48 |
41.82 |
47.14 |
12.70% |
54.62% |
|
Dow Jones-AIG Industrial Metals Sub-Index |
220.79 |
216.07 |
217.43 |
0.63% |
-1.52% |
|
Dow
Jones-AIG Aluminum Sub-Index |
85.11 |
75.10 |
70.66 |
-5.91% |
-16.97% |
|
Dow
Jones-AIG Copper Sub-Index |
334.99 |
394.16 |
416.85 |
5.76% |
24.44% |
|
Dow
Jones-AIG Nickel Sub-Index |
378.95 |
362.45 |
391.90 |
8.13% |
3.42% |
|
Dow
Jones-AIG Zinc Sub-Index |
180.58 |
134.59 |
124.74 |
-7.32% |
-30.93% |
|
Dow Jones-AIG Precious Metals Sub-Index |
109.57 |
108.55 |
118.37 |
9.05% |
8.03% |
|
Dow
Jones-AIG Gold Sub-Index |
91.04 |
92.78 |
100.54 |
8.36% |
10.43% |
|
Dow
Jones-AIG Silver Sub-Index |
160.70 |
145.52 |
162.05 |
11.37% |
0.84% |
|
Dow Jones-AIG Softs Sub-Index |
65.49 |
55.49 |
59.86 |
7.86% |
-8.61% |
|
Dow
Jones-AIG Coffee Sub-Index |
33.99 |
27.97 |
31.36 |
12.13% |
-7.73% |
|
Dow
Jones-AIG Cotton Sub-Index |
24.50 |
22.96 |
24.89 |
8.38% |
1.58% |
|
Dow
Jones-AIG Sugar Sub-Index |
170.19 |
131.87 |
135.24 |
2.55% |
-20.54% |
|
Dow Jones-AIG Agriculture Sub-Index |
65.25 |
66.90 |
73.64 |
10.07% |
12.86% |
|
Dow
Jones-AIG Soybean Oil Sub-Index |
64.64 |
75.32 |
80.21 |
6.49% |
24.09% |
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.
