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S&P GSCITM
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| S&P GSCI Total Returns Analysis for (September 04, 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% |
8135.01 |
-0.93% |
-5.51% |
-22.95% |
8.96% |
10898.10 |
7072.57 |
-15.85% |
34.08% |
| Energy |
75.49% |
2183.27 |
-1.15% |
-6.34% |
-25.41% |
13.78% |
3034.86 |
1775.28 |
-18.47% |
48.79% |
| Petroleum |
70.15% |
4627.30 |
-1.30% |
-6.23% |
-23.22% |
15.61% |
6260.92 |
3668.82 |
-16.40% |
54.86% |
| Non-Energy GSCI |
24.51% |
2770.34 |
-0.24% |
-2.85% |
-14.18% |
-3.93% |
3494.23 |
2770.34 |
-6.59% |
0.99% |
| Reduced Energy Index (CPW 2) |
62.26% |
6115.70 |
-0.79% |
-5.00% |
-21.38% |
6.20% |
8005.58 |
5529.13 |
-14.18% |
26.28% |
| Light Energy Index (CPW 4) |
43.38% |
4653.57 |
-0.64% |
-4.40% |
-19.48% |
3.17% |
5926.98 |
4395.87 |
-12.17% |
18.18% |
| Industrial Metals |
6.51% |
1848.07 |
-0.95% |
-2.83% |
-13.00% |
0.68% |
2391.67 |
1831.92 |
-8.78% |
-10.44% |
| Precious Metals |
1.85% |
1058.27 |
-0.55% |
-4.00% |
-15.63% |
-6.61% |
1373.67 |
1044.09 |
-12.10% |
15.07% |
| Agriculture |
12.60% |
794.82 |
0.05% |
-3.42% |
-17.21% |
-4.66% |
1063.18 |
776.76 |
-4.55% |
14.63% |
| Livestock |
3.55% |
2932.75 |
0.26% |
-0.20% |
-3.50% |
-10.70% |
3272.96 |
2779.32 |
-6.44% |
-22.04% |
| Softs |
2.65% |
76.52 |
0.34% |
-1.47% |
-8.15% |
-3.71% |
101.29 |
72.21 |
3.52% |
6.23% |
| S&P GSCI Energy |
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| Crude Oil |
40.36% |
3583.39 |
-1.33% |
-6.53% |
-23.08% |
15.26% |
4835.34 |
2835.77 |
-15.59% |
56.62% |
| Brent Crude |
14.62% |
1570.72 |
-1.52% |
-6.58% |
-24.26% |
15.48% |
2162.79 |
1258.38 |
-16.87% |
52.89% |
| Unleaded Gasoline |
4.57% |
4133.46 |
-0.95% |
-3.96% |
-19.32% |
5.67% |
5229.16 |
3473.44 |
-15.20% |
35.20% |
| Heating Oil |
5.28% |
2093.74 |
-1.78% |
-5.24% |
-23.88% |
18.31% |
2888.88 |
1618.94 |
-19.20% |
51.52% |
| GasOil |
5.33% |
1395.47 |
-0.28% |
-5.88% |
-23.92% |
23.94% |
1915.83 |
1044.66 |
-19.14% |
64.99% |
| Natural Gas |
5.34% |
7.76 |
0.80% |
-7.79% |
-45.91% |
-5.61% |
14.59 |
7.70 |
-38.59% |
-2.40% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.34% |
126.93 |
0.07% |
-1.44% |
-14.97% |
7.71% |
158.91 |
118.10 |
-10.03% |
0.29% |
| Copper |
2.83% |
4533.72 |
-1.71% |
-3.71% |
-14.20% |
13.50% |
5420.53 |
4039.95 |
-7.15% |
2.25% |
| Lead |
0.32% |
376.06 |
-2.83% |
-4.43% |
6.56% |
-25.59% |
680.59 |
317.44 |
-3.82% |
-37.79% |
| Nickel |
0.58% |
555.40 |
-1.89% |
-5.12% |
-12.39% |
-26.98% |
965.72 |
508.43 |
-12.84% |
-35.78% |
| Zinc |
0.44% |
119.89 |
1.34% |
-0.05% |
-6.23% |
-24.54% |
189.89 |
107.08 |
-10.10% |
-41.95% |
| S&P GSCI Precious Metals |
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| Gold |
1.65% |
452.52 |
-0.61% |
-3.80% |
-14.11% |
-5.57% |
572.67 |
445.82 |
-10.42% |
16.50% |
| Silver |
0.20% |
488.68 |
-0.05% |
-5.57% |
-26.51% |
-14.43% |
794.64 |
487.82 |
-24.04% |
4.35% |
| S&P GSCI Agricultural |
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| Wheat |
3.45% |
411.76 |
0.30% |
-3.00% |
-11.95% |
-18.89% |
719.39 |
406.29 |
-2.52% |
-8.94% |
| Kansas Wheat |
0.83% |
113.76 |
0.00% |
-2.41% |
-10.72% |
-16.38% |
192.37 |
112.68 |
-1.33% |
4.03% |
| Corn |
3.57% |
191.46 |
0.40% |
-3.48% |
-26.05% |
13.09% |
269.56 |
171.94 |
-10.59% |
46.85% |
| Soybeans |
2.10% |
3280.23 |
-1.31% |
-6.70% |
-21.28% |
1.32% |
4318.79 |
3131.28 |
-8.05% |
36.16% |
| Cotton |
0.78% |
246.96 |
-1.76% |
-1.86% |
-12.64% |
-15.15% |
374.12 |
241.74 |
-6.43% |
-10.51% |
| Sugar |
1.03% |
156.70 |
1.12% |
-0.83% |
-3.12% |
-2.48% |
216.09 |
131.59 |
13.17% |
8.69% |
| Coffee |
0.61% |
133.29 |
2.34% |
0.71% |
-6.56% |
0.55% |
160.95 |
122.14 |
5.20% |
15.76% |
| Cocoa |
0.23% |
39.60 |
-1.04% |
-8.09% |
-16.94% |
27.15% |
49.09 |
32.10 |
-3.33% |
41.28% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.39% |
139.54 |
0.10% |
-0.49% |
-2.12% |
-7.13% |
149.44 |
131.01 |
-5.47% |
-16.02% |
| Live Cattle |
2.10% |
4608.30 |
0.15% |
-0.69% |
-6.41% |
-9.16% |
5078.08 |
4404.37 |
-4.81% |
-15.02% |
| Lean Hogs |
1.06% |
360.83 |
0.55% |
0.91% |
1.88% |
-14.50% |
435.84 |
336.97 |
-9.36% |
-36.63% |
| Biofuel |
0.04% |
122.08 |
-0.01% |
-3.71% |
-19.45% |
1.65% |
157.23 |
121.11 |
-7.00% |
24.97% |
| S&P GSCI Forwards |
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| 1 Month Forward |
100.85% |
770.14 |
-0.94% |
-5.47% |
-22.77% |
10.71% |
1028.93 |
659.18 |
-15.35% |
36.72% |
| 2 Month Forward |
101.62% |
976.42 |
-0.94% |
-5.39% |
-22.58% |
12.41% |
1300.69 |
824.17 |
-14.76% |
39.33% |
| 3 Month Forward |
102.70% |
922.96 |
-0.92% |
-5.22% |
-22.18% |
13.95% |
1222.84 |
771.95 |
-14.06% |
41.97% |
| 4 Month Forward |
103.13% |
947.99 |
-0.92% |
-5.08% |
-21.84% |
15.33% |
1250.16 |
785.99 |
-13.42% |
44.31% |
| 5 Month Forward |
103.45% |
954.24 |
-0.92% |
-4.93% |
-21.50% |
16.37% |
1252.71 |
785.20 |
-12.87% |
45.64% |
| S&P GSCI Currency |
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| Euro |
100.00% |
131.49 |
-0.42% |
-3.29% |
-15.61% |
10.74% |
161.24 |
112.96 |
-9.09% |
27.07% |
| Euro Hedged |
100.00% |
135.30 |
-0.97% |
-5.62% |
-23.23% |
8.86% |
181.95 |
117.60 |
-16.14% |
32.94% |
| Yen |
100.00% |
131.85 |
-1.28% |
-5.91% |
-21.46% |
5.40% |
174.37 |
112.15 |
-13.86% |
25.00% |
| Yen Hedged |
100.00% |
124.31 |
-1.64% |
-6.31% |
-19.46% |
2.04% |
161.31 |
101.83 |
-11.20% |
17.81% |
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