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

S&P GSCITM

 
S&P GSCI Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 32.24%H.G. Primary Aluminum 2.48%Gold 3.16%Wheat (Chicago) 5.07%Live Cattle 3.20%
Brent Crude Oil 12.82%Copper - Grade A 2.33%Silver 0.31%Wheat (Kansas City) 1.21%Feeder Cattle 0.59%
RBOB Gasoline 3.52%Standard Lead 0.36%  Corn 4.79%Lean Hogs 1.74%
No. 2 Heating Oil 5.04%Primary Nickel 0.71%  Soybeans 3.06%  
Gasoil 5.01%Special H.G. Zinc 0.57%  Cotton #2 1.01%  
Natural Gas 7.74%    Sugar #11 1.77%  
     Coffee "C" 0.86%  
     Cocoa 0.40%  
 
S&P GSCI Index Values (January 06, 2009)
  Spot Excess return Total return
S&P GSCI 377.0462 420.3954 4316.046
Energy 179.5195 271.8384 1004.993
Non-Energy 289.6603 201.8996 2072.925
Industrial Metals 222.17 149.6843 1014.518
Precious Metals 1142.453 126.7702 1118.406
Agriculture 321.8649 60.3124 619.3681
Livestock 215.9693 240.3463 2467.743
Agricultural & LiveStock 268.7608 107.9968 1109.034
 
S&P GSCI Reduced and Light Energy Index Values (January 06, 2009)
  Spot Excess return Total return
Non-Energy 289.6603 201.8996 2072.925
Reduced Energy (CPW 2) 355.0086 341.4932 3505.901
Light Energy (CPW 4) 331.8779 282.1985 2897.263
Ultra-Light Energy (CPW 8) 313.1972 245.0654 2516.064
Agricultural & LiveStock 268.7608 107.9968 1109.034
 
S&P GSRE Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 24.13%H.G. Primary Aluminum 3.72%Gold 4.73%Wheat (Chicago) 7.59%Live Cattle 4.79%
Brent Crude Oil 9.59%Copper - Grade A 3.49%Silver 0.46%Wheat (Kansas City) 1.81%Feeder Cattle 0.89%
RBOB Gasoline 2.63%Standard Lead 0.54%  Corn 7.18%Lean Hogs 2.61%
No. 2 Heating Oil 3.77%Primary Nickel 1.06%  Soybeans 4.58%  
Gasoil 3.75%Special H.G. Zinc 0.85%  Cotton #2 1.51%  
Natural Gas 5.79%    Sugar #11 2.64%  
     Coffee "C" 1.29%  
     Cocoa 0.60%  
 
S&P GSLE Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 16.05%H.G. Primary Aluminum 4.94%Gold 6.30%Wheat (Chicago) 10.10%Live Cattle 6.37%
Brent Crude Oil 6.38%Copper - Grade A 4.65%Silver 0.62%Wheat (Kansas City) 2.41%Feeder Cattle 1.18%
RBOB Gasoline 1.75%Standard Lead 0.71%  Corn 9.55%Lean Hogs 3.47%
No. 2 Heating Oil 2.51%Primary Nickel 1.41%  Soybeans 6.09%  
Gasoil 2.50%Special H.G. Zinc 1.13%  Cotton #2 2.01%  
Natural Gas 3.85%    Sugar #11 3.51%  
     Coffee "C" 1.71%  
     Cocoa 0.80%  
 
S&P GSUE Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 9.61%H.G. Primary Aluminum 5.92%Gold 7.54%Wheat (Chicago) 12.10%Live Cattle 7.63%
Brent Crude Oil 3.82%Copper - Grade A 5.57%Silver 0.74%Wheat (Kansas City) 2.89%Feeder Cattle 1.42%
RBOB Gasoline 1.05%Standard Lead 0.85%  Corn 11.44%Lean Hogs 4.15%
No. 2 Heating Oil 1.50%Primary Nickel 1.69%  Soybeans 7.30%  
Gasoil 1.49%Special H.G. Zinc 1.35%  Cotton #2 2.41%  
Natural Gas 2.31%    Sugar #11 4.21%  
     Coffee "C" 2.05%  
     Cocoa 0.95%  
 
S&P GSNE Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 0.00%H.G. Primary Aluminum 7.38%Gold 9.40%Wheat (Chicago) 15.09%Live Cattle 9.51%
Brent Crude Oil 0.00%Copper - Grade A 6.94%Silver 0.92%Wheat (Kansas City) 3.60%Feeder Cattle 1.77%
RBOB Gasoline 0.00%Standard Lead 1.06%  Corn 14.26%Lean Hogs 5.18%
No. 2 Heating Oil 0.00%Primary Nickel 2.11%  Soybeans 9.10%  
Gasoil 0.00%Special H.G. Zinc 1.68%  Cotton #2 3.01%  
Natural Gas 0.00%    Sugar #11 5.25%  
     Coffee "C" 2.56%  
     Cocoa 1.19%  
 
S&P GSAL Components and Dollar Weights (January 06, 2009)
Energy        Industrial Metals        Precious Metals        Agriculture        Livestock       
WTI Crude Oil 0.00%H.G. Primary Aluminum 0.00%Gold 0.00%Wheat (Chicago) 21.40%Live Cattle 13.49%
Brent Crude Oil 0.00%Copper - Grade A 0.00%Silver 0.00%Wheat (Kansas City) 5.11%Feeder Cattle 2.51%
RBOB Gasoline 0.00%Standard Lead 0.00%  Corn 20.22%Lean Hogs 7.34%
No. 2 Heating Oil 0.00%Primary Nickel 0.00%  Soybeans 12.91%  
Gasoil 0.00%Special H.G. Zinc 0.00%  Cotton #2 4.26%  
Natural Gas 0.00%    Sugar #11 7.44%  
     Coffee "C" 3.62%  
     Cocoa 1.69%  
 
S&P GS Crude Index Values (January 06, 2009)
  Spot Excess return Total return
Crude Oil 266.25 564.1854 1508.033