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S&P GSCITM
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| S&P GSCI Total Returns Analysis for (September 05, 2008) |
| S&P GSCI Index |
Weight |
Value |
Daily |
MTD Change |
QTD Change |
YTD Change |
YTD High |
YTD Low |
3MO. Change |
12MO. Change |
| 3 Month Forward |
102.71% |
907.57 |
-1.67% |
-6.80% |
-23.48% |
12.05% |
1222.84 |
771.95 |
-15.49% |
38.12% |
| 4 Month Forward |
103.16% |
932.29 |
-1.66% |
-6.65% |
-23.13% |
13.42% |
1250.16 |
785.99 |
-14.85% |
40.44% |
| 5 Month Forward |
103.49% |
938.53 |
-1.65% |
-6.50% |
-22.79% |
14.45% |
1252.71 |
785.20 |
-14.30% |
41.77% |
| S&P GSCI Currency |
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| Euro |
100.00% |
130.36 |
-0.86% |
-4.12% |
-16.33% |
9.80% |
161.24 |
112.96 |
-9.87% |
24.01% |
| Euro Hedged |
100.00% |
132.88 |
-1.79% |
-7.31% |
-24.60% |
6.92% |
181.95 |
117.60 |
-17.64% |
28.96% |
| Yen |
100.00% |
127.69 |
-3.16% |
-8.88% |
-23.94% |
2.07% |
174.37 |
112.15 |
-16.58% |
19.26% |
| Yen Hedged |
100.00% |
118.34 |
-4.80% |
-10.81% |
-23.32% |
-2.86% |
161.31 |
101.83 |
-15.46% |
10.21% |
| GSCI |
100.00% |
7998.08 |
-1.68% |
-7.10% |
-24.25% |
7.12% |
10898.10 |
7072.57 |
-17.27% |
30.19% |
| Energy |
75.69% |
2152.17 |
-1.42% |
-7.68% |
-26.48% |
12.16% |
3034.86 |
1775.28 |
-19.63% |
44.41% |
| Petroleum |
70.17% |
4550.25 |
-1.67% |
-7.79% |
-24.50% |
13.69% |
6260.92 |
3668.82 |
-17.79% |
50.13% |
| Non-Energy GSCI |
24.31% |
2701.63 |
-2.48% |
-5.26% |
-16.31% |
-6.32% |
3494.23 |
2701.63 |
-8.91% |
-2.05% |
| Reduced Energy Index (CPW 2) |
62.16% |
6003.16 |
-1.84% |
-6.75% |
-22.82% |
4.25% |
8005.58 |
5529.13 |
-15.76% |
22.62% |
| Light Energy Index (CPW 4) |
43.23% |
4559.52 |
-2.02% |
-6.33% |
-21.10% |
1.08% |
5926.98 |
4395.87 |
-13.95% |
14.74% |
| Industrial Metals |
6.41% |
1790.11 |
-3.14% |
-5.88% |
-15.73% |
-2.48% |
2391.67 |
1790.11 |
-11.64% |
-10.36% |
| Precious Metals |
1.87% |
1052.48 |
-0.55% |
-4.52% |
-16.09% |
-7.12% |
1373.67 |
1044.09 |
-12.58% |
12.74% |
| Agriculture |
12.42% |
769.98 |
-3.13% |
-6.44% |
-19.80% |
-7.64% |
1063.18 |
769.98 |
-7.53% |
7.71% |
| Livestock |
3.61% |
2932.93 |
0.01% |
-0.19% |
-3.49% |
-10.69% |
3272.96 |
2779.32 |
-6.43% |
-22.61% |
| Softs |
2.63% |
74.88 |
-2.15% |
-3.59% |
-10.12% |
-5.78% |
101.29 |
72.21 |
1.30% |
3.36% |
| S&P GSCI Energy |
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| Crude Oil |
40.42% |
3528.42 |
-1.53% |
-7.96% |
-24.26% |
13.49% |
4835.34 |
2835.77 |
-16.89% |
52.00% |
| Brent Crude |
14.58% |
1540.47 |
-1.93% |
-8.38% |
-25.72% |
13.26% |
2162.79 |
1258.38 |
-18.47% |
47.59% |
| Unleaded Gasoline |
4.55% |
4051.75 |
-1.98% |
-5.86% |
-20.91% |
3.58% |
5229.16 |
3473.44 |
-16.88% |
30.70% |
| Heating Oil |
5.30% |
2065.51 |
-1.35% |
-6.52% |
-24.91% |
16.72% |
2888.88 |
1618.94 |
-20.29% |
47.82% |
| GasOil |
5.31% |
1367.67 |
-1.99% |
-7.75% |
-25.43% |
21.47% |
1915.83 |
1044.66 |
-20.75% |
59.76% |
| Natural Gas |
5.52% |
7.90 |
1.74% |
-6.19% |
-44.97% |
-3.97% |
14.59 |
7.70 |
-37.52% |
-3.59% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.35% |
125.50 |
-1.13% |
-2.55% |
-15.92% |
6.49% |
158.91 |
118.10 |
-11.04% |
3.05% |
| Copper |
2.75% |
4327.25 |
-4.55% |
-8.10% |
-18.10% |
8.33% |
5420.53 |
4039.95 |
-11.38% |
-0.37% |
| Lead |
0.31% |
358.59 |
-4.65% |
-8.87% |
1.61% |
-29.04% |
680.59 |
317.44 |
-8.29% |
-38.42% |
| Nickel |
0.57% |
537.77 |
-3.17% |
-8.14% |
-15.17% |
-29.29% |
965.72 |
508.43 |
-15.61% |
-35.41% |
| Zinc |
0.43% |
115.67 |
-3.52% |
-3.57% |
-9.54% |
-27.19% |
189.89 |
107.08 |
-13.26% |
-40.83% |
| S&P GSCI Precious Metals |
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| Gold |
1.68% |
452.31 |
-0.05% |
-3.85% |
-14.15% |
-5.61% |
572.67 |
445.82 |
-10.46% |
14.77% |
| Silver |
0.19% |
465.48 |
-4.75% |
-10.05% |
-30.00% |
-18.49% |
794.64 |
465.48 |
-27.65% |
-2.39% |
| S&P GSCI Agricultural |
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| Wheat |
3.40% |
398.26 |
-3.28% |
-6.18% |
-14.84% |
-21.55% |
719.39 |
398.26 |
-5.71% |
-15.24% |
| Kansas Wheat |
0.82% |
110.43 |
-2.93% |
-5.27% |
-13.33% |
-18.83% |
192.37 |
110.43 |
-4.21% |
-3.04% |
| Corn |
3.53% |
186.04 |
-2.83% |
-6.21% |
-28.15% |
9.89% |
269.56 |
171.94 |
-13.12% |
37.28% |
| Soybeans |
2.03% |
3126.33 |
-4.69% |
-11.07% |
-24.98% |
-3.44% |
4318.79 |
3126.33 |
-12.36% |
26.14% |
| Cotton |
0.76% |
237.52 |
-3.82% |
-5.61% |
-15.98% |
-18.40% |
374.12 |
237.52 |
-10.01% |
-14.81% |
| Sugar |
1.03% |
155.35 |
-0.86% |
-1.69% |
-3.96% |
-3.33% |
216.09 |
131.59 |
12.19% |
8.03% |
| Coffee |
0.61% |
129.58 |
-2.79% |
-2.09% |
-9.17% |
-2.25% |
160.95 |
122.14 |
2.26% |
10.47% |
| Cocoa |
0.24% |
39.40 |
-0.52% |
-8.57% |
-17.38% |
26.48% |
49.09 |
32.10 |
-3.84% |
42.74% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.39% |
139.93 |
0.28% |
-0.21% |
-1.85% |
-6.87% |
149.44 |
131.01 |
-5.21% |
-16.84% |
| Live Cattle |
2.13% |
4592.90 |
-0.33% |
-1.02% |
-6.73% |
-9.47% |
5078.08 |
4404.37 |
-5.13% |
-15.97% |
| Lean Hogs |
1.08% |
362.94 |
0.58% |
1.49% |
2.47% |
-14.00% |
435.84 |
336.97 |
-8.83% |
-36.53% |
| Biofuel |
0.04% |
119.26 |
-2.31% |
-5.93% |
-21.30% |
-0.70% |
157.23 |
119.26 |
-9.15% |
19.37% |
| S&P GSCI Forwards |
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| 1 Month Forward |
100.84% |
757.10 |
-1.69% |
-7.07% |
-24.08% |
8.84% |
1028.93 |
659.18 |
-16.78% |
32.85% |
| 2 Month Forward |
101.62% |
959.97 |
-1.68% |
-6.98% |
-23.88% |
10.51% |
1300.69 |
824.17 |
-16.20% |
35.48% |
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