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S&P GSCITM
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| S&P GSCI Total Returns Analysis for (July 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% |
10898.10 |
0.85% |
3.21% |
3.21% |
45.96% |
10898.10 |
7072.57 |
32.79% |
80.51% |
| Energy |
78.48% |
3034.86 |
1.22% |
3.68% |
3.68% |
58.17% |
3034.86 |
1775.28 |
42.60% |
106.27% |
| Petroleum |
71.04% |
6260.92 |
1.20% |
3.89% |
3.89% |
56.43% |
6260.92 |
3668.82 |
43.82% |
114.23% |
| Non-Energy GSCI |
21.52% |
3278.48 |
-0.47% |
1.56% |
1.56% |
13.69% |
3494.23 |
2910.06 |
5.81% |
22.30% |
| Reduced Energy Index (CPW 2) GSCI |
60.76% |
8005.58 |
0.61% |
2.92% |
2.92% |
39.02% |
8005.58 |
5529.13 |
27.10% |
66.82% |
| Light Energy Index (CPW 4) GSCI |
41.14% |
5926.98 |
0.32% |
2.56% |
2.56% |
31.40% |
5926.98 |
4395.87 |
20.79% |
52.56% |
| Industrial Metals |
5.65% |
2129.48 |
-1.16% |
0.25% |
0.25% |
16.01% |
2391.67 |
1854.92 |
-3.86% |
-2.80% |
| Precious Metals |
1.65% |
1268.35 |
-1.22% |
1.12% |
1.12% |
11.93% |
1373.67 |
1153.28 |
1.77% |
39.94% |
| Agriculture |
11.52% |
985.05 |
-0.06% |
2.60% |
2.60% |
18.15% |
1063.18 |
814.82 |
11.47% |
54.78% |
| Livestock |
2.70% |
3045.86 |
-0.31% |
0.22% |
0.22% |
-7.26% |
3272.96 |
2779.32 |
8.54% |
-15.82% |
| Softs |
2.17% |
83.88 |
-1.08% |
0.69% |
0.69% |
5.55% |
101.29 |
72.21 |
4.61% |
15.69% |
| S&P GSCI Energy |
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| Crude Oil |
40.84% |
4835.34 |
1.20% |
3.79% |
3.79% |
55.53% |
4835.34 |
2835.77 |
44.06% |
121.32% |
| Brent Crude |
14.94% |
2162.79 |
1.24% |
4.28% |
4.28% |
59.02% |
2162.79 |
1258.38 |
46.76% |
108.16% |
| Unleaded Gasoline |
4.47% |
5229.16 |
0.61% |
2.07% |
2.07% |
33.69% |
5229.16 |
3473.44 |
37.55% |
59.02% |
| Heating Oil |
5.39% |
2888.88 |
0.85% |
5.03% |
5.03% |
63.24% |
2888.88 |
1618.94 |
42.78% |
106.07% |
| GasOil |
5.41% |
1906.38 |
1.84% |
3.94% |
3.94% |
69.32% |
1906.38 |
1044.66 |
40.68% |
129.40% |
| Natural Gas |
7.43% |
14.59 |
1.41% |
1.69% |
1.69% |
77.46% |
14.59 |
8.38 |
31.57% |
42.15% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.09% |
152.59 |
-0.53% |
2.22% |
2.22% |
29.48% |
157.38 |
118.10 |
5.15% |
10.02% |
| Copper |
2.56% |
5375.83 |
-0.82% |
1.74% |
1.74% |
34.58% |
5420.53 |
4039.95 |
5.25% |
18.83% |
| Lead |
0.20% |
317.44 |
-5.57% |
-10.05% |
-10.05% |
-37.19% |
680.59 |
317.44 |
-42.79% |
-39.74% |
| Nickel |
0.47% |
602.01 |
-1.42% |
-5.03% |
-5.03% |
-20.85% |
965.72 |
602.01 |
-29.92% |
-42.20% |
| Zinc |
0.32% |
117.96 |
-4.40% |
-7.75% |
-7.75% |
-25.75% |
189.89 |
117.96 |
-24.10% |
-47.88% |
| S&P GSCI Precious Metals |
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| Gold |
1.44% |
529.97 |
-1.36% |
0.59% |
0.59% |
10.59% |
572.67 |
483.79 |
1.27% |
39.57% |
| Silver |
0.21% |
697.75 |
-0.29% |
4.93% |
4.93% |
22.18% |
794.64 |
585.34 |
5.33% |
42.10% |
| S&P GSCI Agricultural |
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| Wheat |
2.96% |
483.37 |
0.83% |
3.36% |
3.36% |
-4.78% |
719.39 |
412.39 |
-7.30% |
39.03% |
| Kansas Wheat |
0.70% |
129.72 |
0.83% |
1.80% |
1.80% |
-4.65% |
192.37 |
113.30 |
-7.25% |
46.03% |
| Corn |
3.60% |
265.98 |
-0.42% |
2.73% |
2.73% |
57.10% |
269.56 |
171.94 |
28.70% |
95.70% |
| Soybeans |
2.08% |
4318.79 |
0.07% |
3.64% |
3.64% |
33.40% |
4318.79 |
3165.41 |
36.44% |
77.58% |
| Cotton |
0.64% |
270.99 |
0.08% |
-4.14% |
-4.14% |
-6.90% |
374.12 |
257.85 |
-6.83% |
-4.89% |
| Sugar |
0.85% |
171.78 |
-0.50% |
6.20% |
6.20% |
6.90% |
216.09 |
131.59 |
2.03% |
23.18% |
| Coffee |
0.48% |
141.47 |
-2.59% |
-0.83% |
-0.83% |
6.72% |
160.95 |
122.14 |
15.47% |
23.87% |
| Cocoa |
0.21% |
47.02 |
-3.44% |
-1.40% |
-1.40% |
50.95% |
49.09 |
32.10 |
33.38% |
47.90% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.29% |
142.21 |
-0.51% |
-0.25% |
-0.25% |
-5.35% |
149.44 |
131.01 |
6.76% |
-9.86% |
| Live Cattle |
1.59% |
4942.75 |
-0.19% |
0.38% |
0.38% |
-2.57% |
5078.08 |
4404.37 |
11.98% |
-5.42% |
| Lean Hogs |
0.82% |
354.49 |
-0.49% |
0.09% |
0.09% |
-16.00% |
435.84 |
336.97 |
2.84% |
-35.42% |
| Biofuel |
0.03% |
156.60 |
-0.40% |
3.33% |
3.33% |
30.39% |
157.23 |
121.77 |
18.42% |
63.91% |
| S&P GSCI Forwards |
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| 1 Month Forward |
100.47% |
1028.93 |
0.84% |
3.18% |
3.18% |
47.91% |
1028.93 |
659.18 |
33.90% |
83.41% |
| 2 Month Forward |
100.77% |
1300.69 |
0.80% |
3.13% |
3.13% |
49.74% |
1300.69 |
824.17 |
34.96% |
86.00% |
| 3 Month Forward |
101.26% |
1222.84 |
0.78% |
3.10% |
3.10% |
50.98% |
1222.84 |
771.95 |
35.91% |
87.69% |
| 4 Month Forward |
101.62% |
1250.16 |
0.78% |
3.08% |
3.08% |
52.09% |
1250.16 |
785.99 |
36.65% |
88.83% |
| 5 Month Forward |
102.23% |
1252.71 |
0.78% |
3.06% |
3.06% |
52.77% |
1252.71 |
785.20 |
37.06% |
89.10% |
| S&P GSCI Currency |
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| Euro |
100.00% |
161.24 |
1.82% |
3.48% |
3.48% |
35.80% |
161.24 |
112.96 |
33.89% |
56.55% |
| Euro Hedged |
100.00% |
181.95 |
0.87% |
3.25% |
3.25% |
46.40% |
181.95 |
117.60 |
33.31% |
79.14% |
| Yen |
100.00% |
174.37 |
1.38% |
3.87% |
3.87% |
39.38% |
174.37 |
112.15 |
42.31% |
57.43% |
| Yen Hedged |
100.00% |
161.31 |
1.90% |
4.52% |
4.52% |
32.41% |
161.31 |
101.83 |
51.89% |
38.73% |
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