|
|
S&P GSCITM
|
|
|
Components, Dollar Weights and Index Values
|
|
|
|
|
| S&P GSCI Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 33.31% | H.G. Primary Aluminum | 2.68% | Gold | 3.02% | Wheat (Chicago) | 4.40% | Live Cattle | 3.26% | | Brent Crude Oil | 12.34% | Copper - Grade A | 2.55% | Silver | 0.28% | Wheat (Kansas City) | 1.06% | Feeder Cattle | 0.59% | | RBOB Gasoline | 3.30% | Standard Lead | 0.31% |   |   | Corn | 4.19% | Lean Hogs | 1.88% | | No. 2 Heating Oil | 5.26% | Primary Nickel | 0.53% |   |   | Soybeans | 2.68% |   |   | | Gasoil | 5.07% | Special H.G. Zinc | 0.53% |   |   | Cotton #2 | 1.01% |   |   | | Natural Gas | 8.80% |   |   |   |   | Sugar #11 | 1.72% |   |   | |   |   |   |   |   | Coffee "C" | 0.88% |   |   | |   |   |   |   |   | Cocoa | 0.36% |   |   |
| S&P GSCI Index Values (December 03, 2008) |
| |
Spot |
Excess return |
Total return |
| S&P GSCI |
351.5408 |
404.0419 |
4147.986 |
| Energy |
171.7032 |
271.7688 |
1004.696 |
| Non-Energy |
256.2896 |
178.9109 |
1836.827 |
| Industrial Metals |
211.8434 |
143.5652 |
973.005 |
| Precious Metals |
1011.175 |
112.2032 |
989.8528 |
| Agriculture |
269.1184 |
50.47656 |
518.3404 |
| Livestock |
208.2691 |
231.5833 |
2377.675 |
| Agricultural & LiveStock |
232.7608 |
93.5754 |
960.9029 |
| S&P GSCI Reduced and Light Energy Index Values (December 03, 2008) |
| |
Spot |
Excess return |
Total return |
| Non-Energy |
256.2896 |
178.9109 |
1836.827 |
| Reduced Energy (CPW 2) |
326.7442 |
321.7107 |
3302.678 |
| Light Energy (CPW 4) |
301.5001 |
260.5357 |
2674.75 |
| Ultra-Light Energy (CPW 8) |
281.5555 |
222.5939 |
2285.263 |
| Agricultural & LiveStock |
232.7608 |
93.5754 |
960.9029 |
| S&P GSRE Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 25.25% | H.G. Primary Aluminum | 4.06% | Gold | 4.57% | Wheat (Chicago) | 6.66% | Live Cattle | 4.94% | | Brent Crude Oil | 9.35% | Copper - Grade A | 3.87% | Silver | 0.42% | Wheat (Kansas City) | 1.61% | Feeder Cattle | 0.89% | | RBOB Gasoline | 2.50% | Standard Lead | 0.47% |   |   | Corn | 6.35% | Lean Hogs | 2.85% | | No. 2 Heating Oil | 3.99% | Primary Nickel | 0.80% |   |   | Soybeans | 4.07% |   |   | | Gasoil | 3.84% | Special H.G. Zinc | 0.80% |   |   | Cotton #2 | 1.52% |   |   | | Natural Gas | 6.67% |   |   |   |   | Sugar #11 | 2.61% |   |   | |   |   |   |   |   | Coffee "C" | 1.34% |   |   | |   |   |   |   |   | Cocoa | 0.55% |   |   |
| S&P GSLE Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 17.02% | H.G. Primary Aluminum | 5.47% | Gold | 6.17% | Wheat (Chicago) | 8.98% | Live Cattle | 6.66% | | Brent Crude Oil | 6.30% | Copper - Grade A | 5.22% | Silver | 0.57% | Wheat (Kansas City) | 2.16% | Feeder Cattle | 1.20% | | RBOB Gasoline | 1.69% | Standard Lead | 0.64% |   |   | Corn | 8.56% | Lean Hogs | 3.84% | | No. 2 Heating Oil | 2.69% | Primary Nickel | 1.08% |   |   | Soybeans | 5.48% |   |   | | Gasoil | 2.59% | Special H.G. Zinc | 1.08% |   |   | Cotton #2 | 2.05% |   |   | | Natural Gas | 4.50% |   |   |   |   | Sugar #11 | 3.52% |   |   | |   |   |   |   |   | Coffee "C" | 1.80% |   |   | |   |   |   |   |   | Cocoa | 0.75% |   |   |
| S&P GSUE Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 10.30% | H.G. Primary Aluminum | 6.62% | Gold | 7.46% | Wheat (Chicago) | 10.87% | Live Cattle | 8.06% | | Brent Crude Oil | 3.81% | Copper - Grade A | 6.32% | Silver | 0.69% | Wheat (Kansas City) | 2.62% | Feeder Cattle | 1.45% | | RBOB Gasoline | 1.02% | Standard Lead | 0.77% |   |   | Corn | 10.36% | Lean Hogs | 4.65% | | No. 2 Heating Oil | 1.63% | Primary Nickel | 1.30% |   |   | Soybeans | 6.63% |   |   | | Gasoil | 1.57% | Special H.G. Zinc | 1.30% |   |   | Cotton #2 | 2.49% |   |   | | Natural Gas | 2.72% |   |   |   |   | Sugar #11 | 4.26% |   |   | |   |   |   |   |   | Coffee "C" | 2.18% |   |   | |   |   |   |   |   | Cocoa | 0.90% |   |   |
| S&P GSNE Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 0.00% | H.G. Primary Aluminum | 8.39% | Gold | 9.45% | Wheat (Chicago) | 13.77% | Live Cattle | 10.21% | | Brent Crude Oil | 0.00% | Copper - Grade A | 8.00% | Silver | 0.87% | Wheat (Kansas City) | 3.32% | Feeder Cattle | 1.84% | | RBOB Gasoline | 0.00% | Standard Lead | 0.98% |   |   | Corn | 13.12% | Lean Hogs | 5.89% | | No. 2 Heating Oil | 0.00% | Primary Nickel | 1.65% |   |   | Soybeans | 8.40% |   |   | | Gasoil | 0.00% | Special H.G. Zinc | 1.65% |   |   | Cotton #2 | 3.15% |   |   | | Natural Gas | 0.00% |   |   |   |   | Sugar #11 | 5.39% |   |   | |   |   |   |   |   | Coffee "C" | 2.77% |   |   | |   |   |   |   |   | Cocoa | 1.14% |   |   |
| S&P GSAL Components and Dollar Weights (December 03, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 0.00% | H.G. Primary Aluminum | 0.00% | Gold | 0.00% | Wheat (Chicago) | 19.96% | Live Cattle | 14.79% | | Brent Crude Oil | 0.00% | Copper - Grade A | 0.00% | Silver | 0.00% | Wheat (Kansas City) | 4.81% | Feeder Cattle | 2.66% | | RBOB Gasoline | 0.00% | Standard Lead | 0.00% |   |   | Corn | 19.02% | Lean Hogs | 8.53% | | No. 2 Heating Oil | 0.00% | Primary Nickel | 0.00% |   |   | Soybeans | 12.18% |   |   | | Gasoil | 0.00% | Special H.G. Zinc | 0.00% |   |   | Cotton #2 | 4.56% |   |   | | Natural Gas | 0.00% |   |   |   |   | Sugar #11 | 7.82% |   |   | |   |   |   |   |   | Coffee "C" | 4.01% |   |   | |   |   |   |   |   | Cocoa | 1.66% |   |   |
| S&P GS Crude Index Values (December 03, 2008) |
| |
Spot |
Excess return |
Total return |
| Crude Oil |
256.4396 |
575.0118 |
1536.911 |
|
|
|
|
|
|
|