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S&P GSCITM
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| S&P GSCI Excess Returns Analysis for (December 03, 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% |
404.04 |
-0.89% |
-10.01% |
-45.03% |
-45.27% |
1067.01 |
404.04 |
-51.93% |
-42.27% |
| Energy |
68.08% |
271.77 |
-0.49% |
-11.84% |
-50.76% |
-48.42% |
825.15 |
271.77 |
-57.00% |
-44.82% |
| Petroleum |
59.28% |
543.75 |
-0.38% |
-13.08% |
-53.36% |
-50.53% |
1702.44 |
543.75 |
-59.36% |
-46.80% |
| Non-Energy GSCI |
31.92% |
178.91 |
-1.74% |
-5.84% |
-26.85% |
-37.26% |
343.80 |
178.91 |
-35.74% |
-36.32% |
| Reduced Energy Index (CPW 2) |
65.96% |
321.71 |
-1.10% |
-9.04% |
-41.52% |
-43.50% |
783.82 |
321.71 |
-48.82% |
-40.89% |
| Light Energy Index (CPW 4) |
48.94% |
260.54 |
-1.31% |
-8.02% |
-37.43% |
-41.59% |
580.29 |
260.54 |
-45.18% |
-39.43% |
| Industrial Metals |
6.60% |
143.57 |
-4.27% |
-7.47% |
-40.90% |
-47.78% |
356.59 |
143.57 |
-48.96% |
-50.84% |
| Precious Metals |
3.30% |
112.20 |
-1.52% |
-5.95% |
-13.63% |
-13.95% |
157.26 |
102.90 |
-10.41% |
-8.70% |
| Agriculture |
16.30% |
50.48 |
-0.91% |
-5.79% |
-25.47% |
-38.75% |
104.58 |
50.42 |
-37.16% |
-34.97% |
| Livestock |
5.72% |
231.58 |
-1.21% |
-3.99% |
-15.08% |
-28.68% |
323.56 |
231.58 |
-19.28% |
-30.18% |
| Softs |
3.97% |
33.00 |
-1.69% |
-4.78% |
-19.26% |
-30.56% |
60.29 |
32.02 |
-28.03% |
-25.18% |
| S&P GSCI Energy |
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| Crude Oil |
33.31% |
575.01 |
-0.36% |
-14.04% |
-54.07% |
-51.30% |
1818.37 |
575.01 |
-60.00% |
-47.28% |
| Brent Crude |
12.34% |
473.71 |
0.34% |
-14.00% |
-54.41% |
-52.63% |
1574.40 |
472.12 |
-61.19% |
-49.42% |
| Unleaded Gasoline |
3.30% |
631.04 |
-1.59% |
-13.90% |
-59.05% |
-59.98% |
2087.18 |
630.07 |
-63.16% |
-55.80% |
| Heating Oil |
5.26% |
288.03 |
0.05% |
-8.29% |
-46.69% |
-40.73% |
785.51 |
287.89 |
-51.93% |
-37.52% |
| GasOil |
5.07% |
495.75 |
-1.86% |
-8.36% |
-47.34% |
-40.11% |
1394.01 |
495.75 |
-53.94% |
-36.17% |
| Natural Gas |
8.80% |
3.38 |
-1.20% |
-2.50% |
-20.75% |
-27.97% |
8.25 |
3.38 |
-28.73% |
-27.26% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.68% |
37.21 |
-5.04% |
-9.01% |
-34.91% |
-37.65% |
79.64 |
37.21 |
-42.22% |
-40.44% |
| Copper |
2.55% |
317.58 |
-3.14% |
-4.95% |
-46.12% |
-46.92% |
804.01 |
317.58 |
-54.40% |
-49.52% |
| Lead |
0.31% |
112.11 |
-11.08% |
-12.37% |
-47.51% |
-62.84% |
404.51 |
112.11 |
-51.67% |
-69.08% |
| Nickel |
0.53% |
143.21 |
-3.25% |
-9.95% |
-42.54% |
-66.02% |
532.71 |
143.21 |
-55.29% |
-67.12% |
| Zinc |
0.53% |
36.99 |
-2.41% |
-5.81% |
-33.23% |
-54.03% |
95.73 |
35.27 |
-38.34% |
-58.18% |
| S&P GSCI Precious Metals |
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| Gold |
3.02% |
67.55 |
-1.63% |
-5.92% |
-12.75% |
-10.82% |
90.05 |
61.93 |
-7.99% |
-5.29% |
| Silver |
0.28% |
40.96 |
-0.26% |
-6.26% |
-22.18% |
-37.64% |
90.99 |
37.69 |
-30.31% |
-34.32% |
| S&P GSCI Agricultural |
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| Wheat |
4.40% |
25.84 |
-1.66% |
-7.39% |
-26.46% |
-48.47% |
70.72 |
25.76 |
-37.59% |
-48.50% |
| Kansas Wheat |
1.06% |
53.60 |
-1.62% |
-6.10% |
-25.30% |
-46.40% |
140.71 |
53.60 |
-36.64% |
-45.95% |
| Corn |
4.19% |
11.01 |
0.00% |
-4.78% |
-31.72% |
-34.17% |
26.38 |
11.01 |
-43.10% |
-25.32% |
| Soybeans |
2.68% |
211.58 |
0.36% |
-6.00% |
-21.84% |
-33.86% |
422.52 |
210.81 |
-38.31% |
-26.87% |
| Cotton |
1.01% |
23.37 |
0.58% |
-2.73% |
-23.49% |
-46.41% |
55.80 |
20.01 |
-37.23% |
-42.57% |
| Sugar |
1.72% |
13.78 |
-3.96% |
-6.22% |
-18.30% |
-25.47% |
24.74 |
13.28 |
-23.24% |
-17.29% |
| Coffee |
0.88% |
20.36 |
-0.58% |
-4.18% |
-18.15% |
-27.78% |
34.08 |
20.27 |
-26.74% |
-23.87% |
| Cocoa |
0.36% |
9.57 |
0.60% |
-4.84% |
-15.40% |
2.50% |
14.57 |
8.45 |
-24.96% |
5.19% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.59% |
93.79 |
-0.73% |
-3.65% |
-14.81% |
-26.34% |
126.62 |
93.79 |
-20.07% |
-27.96% |
| Live Cattle |
3.26% |
356.08 |
-1.03% |
-4.08% |
-17.29% |
-28.99% |
501.85 |
356.08 |
-21.38% |
-28.69% |
| Lean Hogs |
1.88% |
42.49 |
-1.68% |
-3.95% |
-11.47% |
-29.28% |
61.88 |
40.67 |
-15.47% |
-34.30% |
| Biofuel |
0.05% |
76.66 |
-1.68% |
-6.02% |
-27.16% |
-34.61% |
152.15 |
76.66 |
-37.27% |
-28.70% |
| S&P GSCI Forwards |
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| 1 Month Forward |
102.03% |
234.25 |
-0.81% |
-9.72% |
-44.02% |
-43.70% |
609.30 |
234.25 |
-51.31% |
-40.39% |
| 2 Month Forward |
104.19% |
301.83 |
-0.67% |
-9.31% |
-43.00% |
-41.90% |
770.24 |
301.83 |
-50.47% |
-38.33% |
| 3 Month Forward |
106.79% |
290.57 |
-0.51% |
-8.79% |
-41.93% |
-40.01% |
724.13 |
290.57 |
-49.47% |
-36.26% |
| 4 Month Forward |
108.69% |
303.08 |
-0.39% |
-8.33% |
-40.99% |
-38.35% |
740.31 |
303.08 |
-48.61% |
-34.48% |
| 5 Month Forward |
110.78% |
309.68 |
-0.31% |
-7.94% |
-40.17% |
-36.85% |
741.82 |
309.68 |
-47.75% |
-33.01% |
| S&P GSCI Currency |
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| Euro |
100.00% |
72.43 |
-0.69% |
-10.02% |
-39.16% |
-36.95% |
154.47 |
72.43 |
-44.24% |
-33.23% |
| Euro Hedged |
100.00% |
62.56 |
-0.91% |
-10.01% |
-47.53% |
-48.01% |
174.45 |
62.56 |
-54.35% |
-45.18% |
| Yen |
100.00% |
54.68 |
-1.18% |
-11.84% |
-51.69% |
-54.29% |
165.10 |
54.68 |
-58.67% |
-51.44% |
| Yen Hedged |
100.00% |
42.17 |
-1.47% |
-13.86% |
-59.67% |
-63.80% |
152.71 |
42.17 |
-66.33% |
-61.14% |
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