|
|
S&P GSCITM
|
| S&P GSCI Total 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 |
| Industrial Metals |
6.60% |
973.01 |
-4.27% |
-7.47% |
-40.84% |
-46.99% |
2391.67 |
973.01 |
-48.84% |
-49.96% |
| Precious Metals |
3.30% |
989.85 |
-1.52% |
-5.95% |
-13.55% |
-12.65% |
1373.67 |
907.73 |
-10.20% |
-7.07% |
| Agriculture |
16.30% |
518.34 |
-0.91% |
-5.78% |
-25.40% |
-37.83% |
1063.18 |
517.76 |
-37.01% |
-33.80% |
| Livestock |
5.72% |
2377.68 |
-1.21% |
-3.99% |
-14.99% |
-27.60% |
3272.96 |
2377.68 |
-19.09% |
-28.93% |
| Softs |
3.97% |
56.02 |
-1.69% |
-4.78% |
-19.18% |
-29.51% |
101.29 |
54.35 |
-27.86% |
-23.84% |
| S&P GSCI Energy |
|
|
|
|
|
|
|
|
|
|
| Crude Oil |
33.31% |
1536.91 |
-0.36% |
-14.04% |
-54.02% |
-50.56% |
4835.34 |
1536.91 |
-59.91% |
-46.34% |
| Brent Crude |
12.34% |
654.09 |
0.34% |
-14.00% |
-54.37% |
-51.91% |
2162.79 |
651.90 |
-61.10% |
-48.52% |
| Unleaded Gasoline |
3.30% |
1589.14 |
-1.59% |
-13.90% |
-59.00% |
-59.37% |
5229.16 |
1586.62 |
-63.08% |
-55.01% |
| Heating Oil |
5.26% |
1064.74 |
0.05% |
-8.28% |
-46.64% |
-39.83% |
2888.88 |
1064.20 |
-51.81% |
-36.40% |
| GasOil |
5.07% |
684.54 |
-1.86% |
-8.36% |
-47.29% |
-39.20% |
1915.83 |
684.54 |
-53.83% |
-35.03% |
| Natural Gas |
8.80% |
6.01 |
-1.20% |
-2.50% |
-20.67% |
-26.88% |
14.59 |
6.01 |
-28.56% |
-25.96% |
| S&P GSCI Industrial Metals |
|
|
|
|
|
|
|
|
|
|
| Aluminum |
2.68% |
74.58 |
-5.04% |
-9.01% |
-34.84% |
-36.71% |
158.91 |
74.58 |
-42.09% |
-39.38% |
| Copper |
2.55% |
2152.19 |
-3.14% |
-4.94% |
-46.06% |
-46.12% |
5420.53 |
2152.19 |
-54.29% |
-48.61% |
| Lead |
0.31% |
190.62 |
-11.08% |
-12.37% |
-47.45% |
-62.28% |
680.59 |
190.62 |
-51.56% |
-68.52% |
| Nickel |
0.53% |
262.35 |
-3.25% |
-9.95% |
-42.48% |
-65.51% |
965.72 |
262.35 |
-55.18% |
-66.54% |
| Zinc |
0.53% |
74.14 |
-2.41% |
-5.81% |
-33.16% |
-53.33% |
189.89 |
70.69 |
-38.19% |
-57.43% |
| S&P GSCI Precious Metals |
|
|
|
|
|
|
|
|
|
|
| Gold |
3.02% |
433.86 |
-1.63% |
-5.92% |
-12.66% |
-9.47% |
572.67 |
397.72 |
-7.77% |
-3.60% |
| Silver |
0.28% |
361.51 |
-0.26% |
-6.25% |
-22.10% |
-36.70% |
794.64 |
332.51 |
-30.14% |
-33.14% |
| S&P GSCI Agricultural |
|
|
|
|
|
|
|
|
|
|
| Wheat |
4.40% |
265.57 |
-1.66% |
-7.39% |
-26.38% |
-47.69% |
719.39 |
264.66 |
-37.44% |
-47.58% |
| Kansas Wheat |
1.06% |
74.03 |
-1.62% |
-6.10% |
-25.22% |
-45.58% |
192.37 |
74.03 |
-36.49% |
-44.99% |
| Corn |
4.19% |
113.13 |
0.00% |
-4.78% |
-31.65% |
-33.18% |
269.56 |
113.13 |
-42.96% |
-23.99% |
| Soybeans |
2.68% |
2173.76 |
0.36% |
-6.00% |
-21.76% |
-32.86% |
4318.79 |
2165.90 |
-38.17% |
-25.57% |
| Cotton |
1.01% |
158.33 |
0.58% |
-2.73% |
-23.41% |
-45.60% |
374.12 |
135.60 |
-37.08% |
-41.55% |
| Sugar |
1.72% |
121.59 |
-3.96% |
-6.22% |
-18.22% |
-24.34% |
216.09 |
117.17 |
-23.06% |
-15.81% |
| Coffee |
0.88% |
97.18 |
-0.58% |
-4.18% |
-18.07% |
-26.69% |
160.95 |
96.74 |
-26.57% |
-22.51% |
| Cocoa |
0.36% |
32.41 |
0.60% |
-4.84% |
-15.31% |
4.05% |
49.09 |
28.62 |
-24.78% |
7.07% |
| S&P GSCI Livestock |
|
|
|
|
|
|
|
|
|
|
| Feeder Cattle |
0.59% |
112.35 |
-0.73% |
-3.65% |
-14.72% |
-25.22% |
149.44 |
112.35 |
-19.88% |
-26.67% |
| Live Cattle |
3.26% |
3657.04 |
-1.03% |
-4.08% |
-17.21% |
-27.91% |
5078.08 |
3657.04 |
-21.19% |
-27.42% |
| Lean Hogs |
1.88% |
302.99 |
-1.68% |
-3.95% |
-11.38% |
-28.21% |
435.84 |
289.94 |
-15.27% |
-33.13% |
| Biofuel |
0.05% |
79.72 |
-1.68% |
-6.02% |
-27.09% |
-33.62% |
157.23 |
79.72 |
-37.12% |
-27.43% |
| S&P GSCI Forwards |
|
|
|
|
|
|
|
|
|
|
| 1 Month Forward |
102.03% |
397.61 |
-0.81% |
-9.72% |
-43.96% |
-42.84% |
1028.93 |
397.61 |
-51.19% |
-39.32% |
| 2 Month Forward |
104.19% |
512.31 |
-0.67% |
-9.31% |
-42.94% |
-41.02% |
1300.69 |
512.31 |
-50.36% |
-37.23% |
| 3 Month Forward |
106.79% |
493.21 |
-0.51% |
-8.79% |
-41.87% |
-39.11% |
1222.84 |
493.21 |
-49.35% |
-35.12% |
| 4 Month Forward |
108.69% |
514.44 |
-0.39% |
-8.33% |
-40.93% |
-37.42% |
1250.16 |
514.44 |
-48.49% |
-33.31% |
| 5 Month Forward |
110.78% |
525.65 |
-0.31% |
-7.94% |
-40.11% |
-35.90% |
1252.71 |
525.65 |
-47.63% |
-31.81% |
| S&P GSCI Currency |
|
|
|
|
|
|
|
|
|
|
| Euro |
100.00% |
75.99 |
-0.69% |
-10.02% |
-39.10% |
-35.99% |
161.24 |
75.99 |
-44.11% |
-32.04% |
| Euro Hedged |
100.00% |
65.61 |
-0.91% |
-10.01% |
-47.47% |
-47.21% |
181.95 |
65.61 |
-54.24% |
-44.19% |
| Yen |
100.00% |
58.05 |
-1.18% |
-11.84% |
-51.64% |
-53.60% |
174.37 |
58.05 |
-58.58% |
-50.57% |
| Yen Hedged |
100.00% |
44.78 |
-1.47% |
-13.86% |
-59.62% |
-63.24% |
161.31 |
44.78 |
-66.25% |
-60.44% |
| GSCI |
100.00% |
4147.99 |
-0.89% |
-10.01% |
-44.97% |
-44.44% |
10898.10 |
4147.99 |
-51.82% |
-41.24% |
| Energy |
68.08% |
1004.70 |
-0.49% |
-11.84% |
-50.71% |
-47.64% |
3034.86 |
1004.70 |
-56.90% |
-43.84% |
| Petroleum |
59.28% |
2010.01 |
-0.38% |
-13.07% |
-53.31% |
-49.78% |
6260.92 |
2010.01 |
-59.27% |
-45.85% |
| Non-Energy GSCI |
31.92% |
1836.83 |
-1.74% |
-5.84% |
-26.77% |
-36.30% |
3494.23 |
1836.83 |
-35.59% |
-35.18% |
| Reduced Energy Index (CPW 2) |
65.96% |
3302.68 |
-1.10% |
-9.03% |
-41.46% |
-42.65% |
8005.58 |
3302.68 |
-48.70% |
-39.83% |
| Light Energy Index (CPW 4) |
48.94% |
2674.75 |
-1.31% |
-8.02% |
-37.36% |
-40.70% |
5926.98 |
2674.75 |
-45.05% |
-38.35% |
|
|
|
|
|
|
|