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S&P GSCITM
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| S&P GSCI Total Returns Analysis for (January 06, 2009) |
| S&P GSCI Index |
Weight |
Value |
Daily |
MTD Change |
QTD Change |
YTD Change |
YTD High |
YTD Low |
3MO. Change |
12MO. Change |
| GSCI |
100.00% |
4316.05 |
1.54% |
8.03% |
8.03% |
8.03% |
4316.05 |
4109.68 |
-42.75% |
-43.58% |
| Energy |
66.36% |
1004.99 |
0.67% |
9.99% |
9.99% |
9.99% |
1004.99 |
947.05 |
-50.69% |
-48.82% |
| Petroleum |
58.63% |
2029.90 |
0.96% |
10.48% |
10.48% |
10.48% |
2029.90 |
1897.96 |
-52.85% |
-50.34% |
| Non-Energy |
33.64% |
2072.93 |
3.30% |
4.35% |
4.35% |
4.35% |
2072.93 |
2006.77 |
-17.36% |
-30.06% |
| Reduced Energy Index (CPW 2) |
66.82% |
3505.90 |
1.98% |
7.08% |
7.08% |
7.08% |
3505.90 |
3355.41 |
-37.85% |
-40.62% |
| Light Energy Index (CPW 4) |
50.23% |
2897.26 |
2.42% |
6.15% |
6.15% |
6.15% |
2897.26 |
2787.00 |
-32.15% |
-37.40% |
| Industrial Metals |
6.45% |
1014.52 |
4.42% |
8.42% |
8.42% |
8.42% |
1014.52 |
971.56 |
-38.31% |
-46.68% |
| Precious Metals |
3.47% |
1118.41 |
1.01% |
-1.77% |
-1.77% |
-1.77% |
1134.67 |
1107.23 |
-2.32% |
-4.53% |
| Agriculture |
18.18% |
619.37 |
4.00% |
4.46% |
4.46% |
4.46% |
619.37 |
594.09 |
-10.86% |
-28.25% |
| Livestock |
5.53% |
2467.74 |
1.21% |
3.52% |
3.52% |
3.52% |
2467.74 |
2438.22 |
-11.77% |
-23.23% |
| Softs |
4.04% |
61.01 |
4.36% |
2.71% |
2.71% |
2.71% |
61.01 |
58.46 |
-11.99% |
-24.48% |
| S&P GSCI Energy |
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| Crude Oil |
32.24% |
1508.03 |
-0.47% |
8.93% |
8.93% |
8.93% |
1515.17 |
1438.49 |
-54.88% |
-52.47% |
| Brent Crude |
12.82% |
694.27 |
1.66% |
9.12% |
9.12% |
9.12% |
694.27 |
649.04 |
-51.56% |
-50.48% |
| Unleaded Gasoline |
3.52% |
1721.86 |
0.58% |
11.98% |
11.98% |
11.98% |
1721.86 |
1607.89 |
-55.58% |
-56.35% |
| Heating Oil |
5.04% |
1069.71 |
3.17% |
12.77% |
12.77% |
12.77% |
1069.71 |
973.67 |
-46.39% |
-40.34% |
| GasOil |
5.01% |
706.73 |
6.97% |
21.90% |
21.90% |
21.90% |
706.73 |
593.43 |
-45.58% |
-37.93% |
| Natural Gas |
7.74% |
5.62 |
-1.47% |
6.42% |
6.42% |
6.42% |
5.70 |
5.61 |
-25.86% |
-34.80% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.48% |
73.52 |
3.61% |
4.12% |
4.12% |
4.12% |
73.52 |
70.96 |
-35.77% |
-39.05% |
| Copper |
2.33% |
2102.96 |
6.34% |
10.24% |
10.24% |
10.24% |
2102.96 |
1977.61 |
-47.30% |
-49.12% |
| Lead |
0.36% |
233.77 |
5.15% |
18.05% |
18.05% |
18.05% |
233.77 |
216.00 |
-35.56% |
-54.64% |
| Nickel |
0.71% |
377.14 |
3.14% |
13.26% |
13.26% |
13.26% |
377.14 |
365.65 |
-17.32% |
-53.76% |
| Zinc |
0.57% |
84.98 |
1.51% |
9.32% |
9.32% |
9.32% |
84.98 |
82.41 |
-23.39% |
-49.27% |
| S&P GSCI Precious Metals |
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| Gold |
3.16% |
487.65 |
0.96% |
-2.07% |
-2.07% |
-2.07% |
495.25 |
483.03 |
-1.83% |
-1.53% |
| Silver |
0.31% |
431.45 |
1.55% |
1.33% |
1.33% |
1.33% |
433.14 |
424.85 |
-7.02% |
-27.12% |
| S&P GSCI Agricultural |
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| Wheat |
5.07% |
328.81 |
4.34% |
5.36% |
5.36% |
5.36% |
328.81 |
312.20 |
-8.85% |
-38.49% |
| Kansas Wheat |
1.21% |
90.85 |
4.32% |
6.35% |
6.35% |
6.35% |
90.85 |
85.90 |
-8.24% |
-35.52% |
| Corn |
4.79% |
138.88 |
3.95% |
5.04% |
5.04% |
5.04% |
138.88 |
133.60 |
-16.09% |
-19.97% |
| Soybeans |
3.06% |
2646.01 |
2.94% |
3.67% |
3.67% |
3.67% |
2646.01 |
2544.42 |
-4.77% |
-21.42% |
| Cotton |
1.01% |
170.85 |
4.08% |
2.57% |
2.57% |
2.57% |
170.85 |
164.15 |
-17.36% |
-41.91% |
| Sugar |
1.77% |
133.69 |
3.81% |
3.90% |
3.90% |
3.90% |
133.69 |
128.78 |
-10.08% |
-20.51% |
| Coffee |
0.86% |
101.42 |
7.80% |
3.62% |
3.62% |
3.62% |
101.42 |
94.08 |
-14.49% |
-21.50% |
| Cocoa |
0.40% |
38.13 |
0.51% |
-3.64% |
-3.64% |
-3.64% |
38.13 |
37.71 |
-0.37% |
18.69% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.59% |
123.05 |
-0.77% |
2.46% |
2.46% |
2.46% |
124.02 |
122.48 |
-6.59% |
-15.16% |
| Live Cattle |
3.20% |
3851.84 |
1.14% |
2.91% |
2.91% |
2.91% |
3851.84 |
3788.73 |
-12.80% |
-22.80% |
| Lean Hogs |
1.74% |
301.00 |
2.03% |
5.05% |
5.05% |
5.05% |
301.00 |
295.00 |
-11.96% |
-26.84% |
| Biofuel |
0.05% |
94.04 |
4.41% |
5.98% |
5.98% |
5.98% |
94.04 |
89.41 |
-13.99% |
-24.40% |
| S&P GSCI Forwards |
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| 1 Month Forward |
104.09% |
423.44 |
1.85% |
7.84% |
7.84% |
7.84% |
423.44 |
402.80 |
-40.32% |
-40.56% |
| 2 Month Forward |
106.88% |
548.89 |
1.87% |
7.59% |
7.59% |
7.59% |
548.89 |
522.76 |
-38.87% |
-38.33% |
| 3 Month Forward |
108.63% |
528.99 |
1.82% |
7.35% |
7.35% |
7.35% |
528.99 |
504.71 |
-37.65% |
-36.32% |
| 4 Month Forward |
110.27% |
550.13 |
1.70% |
6.97% |
6.97% |
6.97% |
550.13 |
525.96 |
-36.83% |
-34.79% |
| 5 Month Forward |
111.57% |
560.88 |
1.64% |
6.68% |
6.68% |
6.68% |
560.88 |
537.00 |
-36.09% |
-33.40% |
| S&P GSCI Currency |
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| Euro |
100.00% |
74.98 |
3.45% |
12.21% |
12.21% |
12.21% |
74.98 |
68.57 |
-39.90% |
-37.71% |
| Euro Hedged |
100.00% |
69.43 |
1.72% |
8.37% |
8.37% |
8.37% |
69.43 |
65.90 |
-44.41% |
-45.45% |
| Yen |
100.00% |
61.16 |
3.06% |
12.60% |
12.60% |
12.60% |
61.16 |
56.08 |
-49.04% |
-50.74% |
| Yen Hedged |
100.00% |
47.08 |
4.27% |
16.70% |
16.70% |
16.70% |
47.08 |
41.80 |
-57.56% |
-59.78% |
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