The McGraw-Hill Companies
Asia | Change Register | Log In
MY HOME PAGE
PRODUCTS & SERVICES
RESEARCH & KNOWLEDGE
ABOUT S&P
     

S&P GSCITM

 
S&P GSCI Total Returns Analysis for (December 01, 2008)
S&P GSCI Index       Weight           Value           Daily       MTD  Change      QTD    Change    YTD    Change    YTD    High YTD Low    3MO.    Change  12MO.   Change  
GSCI 100.00% 4316.12 -6.36% -6.36% -42.74% -42.19% 10898.10 4316.12 -49.87% -38.86%
Energy 68.59% 1053.26 -7.58% -7.58% -48.32% -45.11% 3034.86 1053.15 -54.82% -41.12%
Petroleum 59.79% 2109.51 -8.77% -8.77% -51.00% -47.29% 6260.92 2109.51 -57.25% -43.16%
Non-Energy GSCI 31.41% 1880.70 -3.59% -3.59% -25.02% -34.78% 3494.23 1868.84 -34.05% -33.63%
Reduced Energy Index (CPW 2) 65.70% 3423.24 -5.71% -5.71% -39.32% -40.56% 8005.58 3423.24 -46.82% -37.64%
Light Energy Index (CPW 4) 48.56% 2761.39 -5.04% -5.04% -35.33% -38.78% 5926.98 2761.39 -43.27% -36.35%
Industrial Metals 6.73% 1032.02 -1.86% -1.86% -37.25% -43.78% 2391.67 1032.02 -45.74% -46.93%
Precious Metals 3.19% 995.42 -5.42% -5.42% -13.06% -12.15% 1373.67 907.73 -9.70% -6.55%
Agriculture 15.90% 526.06 -4.38% -4.38% -24.29% -36.90% 1063.18 517.76 -36.08% -32.82%
Livestock 5.60% 2419.57 -2.30% -2.30% -13.49% -26.33% 3272.96 2381.10 -17.66% -27.68%
Softs 3.92% 57.43 -2.38% -2.38% -17.15% -27.73% 101.29 54.35 -26.05% -21.93%
S&P GSCI Energy
Crude Oil 33.72% 1618.70 -9.46% -9.46% -51.57% -47.93% 4835.34 1618.70 -57.78% -43.49%
Brent Crude 12.41% 684.88 -9.95% -9.95% -52.22% -49.65% 2162.79 681.29 -59.26% -46.09%
Unleaded Gasoline 3.39% 1695.48 -8.13% -8.13% -56.26% -56.65% 5229.16 1586.62 -60.61% -52.00%
Heating Oil 5.16% 1085.64 -6.48% -6.48% -45.59% -38.65% 2888.88 1085.64 -50.87% -35.15%
GasOil 5.12% 719.26 -3.71% -3.71% -44.62% -36.12% 1915.83 719.26 -51.49% -31.74%
Natural Gas 8.80% 6.26 1.45% 1.45% -17.45% -23.92% 14.59 6.05 -25.67% -22.97%
S&P GSCI Industrial Metals
Aluminum 2.76% 80.17 -2.19% -2.19% -29.96% -31.97% 158.91 80.17 -37.75% -34.84%
Copper 2.56% 2244.78 -0.86% -0.86% -43.74% -43.80% 5420.53 2169.60 -52.32% -46.40%
Lead 0.34% 217.14 -0.18% -0.18% -40.14% -57.03% 680.59 217.14 -44.82% -64.14%
Nickel 0.54% 279.75 -3.97% -3.97% -38.67% -63.22% 965.72 267.31 -52.21% -64.32%
Zinc 0.52% 75.75 -3.78% -3.78% -31.72% -52.32% 189.89 70.69 -36.86% -56.51%
S&P GSCI Precious Metals
Gold 2.92% 437.40 -5.15% -5.15% -11.95% -8.73% 572.67 397.72 -7.02% -2.81%
Silver 0.26% 353.59 -8.31% -8.31% -23.80% -38.08% 794.64 332.51 -31.67% -34.61%
S&P GSCI Agricultural
Wheat 4.29% 269.78 -5.92% -5.92% -25.21% -46.86% 719.39 264.66 -36.45% -46.75%
Kansas Wheat 1.03% 75.12 -4.73% -4.73% -24.13% -44.79% 192.37 74.37 -35.56% -44.18%
Corn 4.03% 113.29 -4.65% -4.65% -31.55% -33.08% 269.56 113.29 -42.88% -23.88%
Soybeans 2.63% 2215.66 -4.19% -4.19% -20.26% -31.56% 4318.79 2199.86 -36.98% -24.13%
Cotton 0.97% 159.80 -1.84% -1.84% -22.71% -45.10% 374.12 135.60 -36.50% -41.01%
Sugar 1.73% 126.93 -2.10% -2.10% -14.63% -21.01% 216.09 117.17 -19.68% -12.11%
Coffee 0.87% 99.19 -2.20% -2.20% -16.37% -25.17% 160.95 96.74 -25.05% -20.91%
Cocoa 0.35% 32.13 -5.67% -5.67% -16.05% 3.15% 49.09 28.62 -25.44% 6.14%
S&P GSCI Livestock
Feeder Cattle 0.57% 113.97 -2.26% -2.26% -13.49% -24.14% 149.44 113.68 -18.72% -25.61%
Live Cattle 3.19% 3728.80 -2.20% -2.20% -15.58% -26.50% 5078.08 3703.60 -19.65% -26.00%
Lean Hogs 1.83% 307.58 -2.50% -2.50% -10.04% -27.12% 435.84 289.94 -13.99% -32.11%
Biofuel 0.05% 81.54 -3.87% -3.87% -25.42% -32.11% 157.23 80.73 -35.69% -25.77%
S&P GSCI Forwards
1 Month Forward 101.82% 412.87 -6.25% -6.25% -41.81% -40.65% 1028.93 411.96 -49.32% -36.99%
2 Month Forward 103.68% 530.46 -6.10% -6.10% -40.92% -38.93% 1300.69 527.62 -48.60% -35.01%
3 Month Forward 105.91% 509.01 -5.87% -5.87% -40.00% -37.16% 1222.84 504.92 -47.73% -33.05%
4 Month Forward 107.52% 529.56 -5.64% -5.64% -39.19% -35.58% 1250.16 524.21 -46.97% -31.35%
5 Month Forward 109.36% 539.99 -5.43% -5.43% -38.47% -34.15% 1252.71 533.82 -46.20% -29.95%
S&P GSCI Currency
Euro 100.00% 79.67 -5.67% -5.67% -36.15% -32.90% 161.24 79.55 -41.40% -28.75%
Euro Hedged 100.00% 68.23 -6.41% -6.41% -45.37% -45.10% 181.95 68.13 -52.41% -41.96%
Yen 100.00% 60.74 -7.75% -7.75% -49.39% -51.44% 174.37 60.74 -56.65% -48.28%
Yen Hedged 100.00% 47.18 -9.24% -9.24% -57.46% -61.27% 161.31 47.18 -64.44% -58.32%