|
|
S&P GSCITM
|
| S&P GSCI Excess 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 |
| GSCI |
100.00% |
780.64 |
-1.69% |
-7.13% |
-24.50% |
5.74% |
1067.01 |
697.95 |
-17.67% |
26.98% |
| Energy |
75.69% |
583.33 |
-1.43% |
-7.71% |
-26.72% |
10.71% |
825.15 |
486.50 |
-20.02% |
40.86% |
| Petroleum |
70.17% |
1233.44 |
-1.67% |
-7.82% |
-24.74% |
12.22% |
1702.44 |
1005.50 |
-18.19% |
46.43% |
| Non-Energy GSCI |
24.31% |
263.67 |
-2.48% |
-5.29% |
-16.58% |
-7.53% |
343.80 |
263.67 |
-9.35% |
-4.46% |
| Reduced Energy Index (CPW 2) |
62.16% |
585.94 |
-1.84% |
-6.78% |
-23.08% |
2.90% |
783.82 |
545.65 |
-16.17% |
19.60% |
| Light Energy Index (CPW 4) |
43.23% |
445.02 |
-2.03% |
-6.37% |
-21.36% |
-0.23% |
580.29 |
433.79 |
-14.37% |
11.91% |
| Industrial Metals |
6.41% |
264.66 |
-3.14% |
-5.91% |
-16.00% |
-3.74% |
356.59 |
264.66 |
-12.07% |
-12.57% |
| Precious Metals |
1.87% |
119.54 |
-0.55% |
-4.55% |
-16.36% |
-8.32% |
157.26 |
118.71 |
-13.01% |
9.97% |
| Agriculture |
12.42% |
75.13 |
-3.13% |
-6.47% |
-20.06% |
-8.84% |
104.58 |
75.13 |
-7.98% |
5.06% |
| Livestock |
3.61% |
286.24 |
0.00% |
-0.23% |
-3.81% |
-11.85% |
323.56 |
273.25 |
-6.89% |
-24.52% |
| Softs |
2.63% |
44.19 |
-2.15% |
-3.62% |
-10.41% |
-7.00% |
60.29 |
42.82 |
0.81% |
0.82% |
| S&P GSCI Energy |
|
|
|
|
|
|
|
|
|
|
| Crude Oil |
40.42% |
1322.78 |
-1.54% |
-7.99% |
-24.51% |
12.03% |
1818.37 |
1074.86 |
-17.29% |
48.26% |
| Brent Crude |
14.58% |
1117.90 |
-1.93% |
-8.41% |
-25.97% |
11.79% |
1574.40 |
923.29 |
-18.87% |
43.95% |
| Unleaded Gasoline |
4.55% |
1612.20 |
-1.98% |
-5.89% |
-21.17% |
2.24% |
2087.18 |
1396.11 |
-17.28% |
27.48% |
| Heating Oil |
5.30% |
559.89 |
-1.35% |
-6.55% |
-25.15% |
15.21% |
785.51 |
443.69 |
-20.68% |
44.18% |
| GasOil |
5.31% |
992.48 |
-2.00% |
-7.78% |
-25.68% |
19.90% |
1394.01 |
766.46 |
-21.14% |
55.82% |
| Natural Gas |
5.52% |
4.45 |
1.73% |
-6.22% |
-45.15% |
-5.22% |
8.25 |
4.34 |
-37.83% |
-5.96% |
| S&P GSCI Industrial Metals |
|
|
|
|
|
|
|
|
|
|
| Aluminum |
2.35% |
62.73 |
-1.13% |
-2.58% |
-16.20% |
5.11% |
79.64 |
59.68 |
-11.48% |
0.51% |
| Copper |
2.75% |
639.83 |
-4.56% |
-8.13% |
-18.37% |
6.93% |
804.01 |
605.06 |
-11.81% |
-2.83% |
| Lead |
0.31% |
211.32 |
-4.65% |
-8.90% |
1.28% |
-29.96% |
404.51 |
187.65 |
-8.74% |
-39.94% |
| Nickel |
0.57% |
294.16 |
-3.18% |
-8.17% |
-15.44% |
-30.21% |
532.71 |
278.53 |
-16.02% |
-37.00% |
| Zinc |
0.43% |
57.82 |
-3.52% |
-3.61% |
-9.83% |
-28.14% |
95.73 |
53.59 |
-13.69% |
-42.29% |
| S&P GSCI Precious Metals |
|
|
|
|
|
|
|
|
|
|
| Gold |
1.68% |
70.57 |
-0.05% |
-3.88% |
-14.43% |
-6.84% |
90.05 |
69.63 |
-10.90% |
11.94% |
| Silver |
0.19% |
52.85 |
-4.75% |
-10.08% |
-30.23% |
-19.55% |
90.99 |
52.85 |
-28.00% |
-4.80% |
| S&P GSCI Agricultural |
|
|
|
|
|
|
|
|
|
|
| Wheat |
3.40% |
38.84 |
-3.28% |
-6.21% |
-15.11% |
-22.57% |
70.72 |
38.84 |
-6.17% |
-17.33% |
| Kansas Wheat |
0.82% |
80.12 |
-2.93% |
-5.30% |
-13.61% |
-19.88% |
140.71 |
80.12 |
-4.68% |
-5.43% |
| Corn |
3.53% |
18.14 |
-2.83% |
-6.24% |
-28.38% |
8.46% |
26.38 |
16.98 |
-13.54% |
33.90% |
| Soybeans |
2.03% |
304.91 |
-4.70% |
-11.10% |
-25.22% |
-4.69% |
422.52 |
304.91 |
-12.79% |
23.03% |
| Cotton |
0.76% |
35.13 |
-3.83% |
-5.65% |
-16.26% |
-19.45% |
55.80 |
35.13 |
-10.45% |
-16.91% |
| Sugar |
1.03% |
17.64 |
-0.87% |
-1.72% |
-4.27% |
-4.58% |
24.74 |
15.01 |
11.64% |
5.37% |
| Coffee |
0.61% |
27.20 |
-2.79% |
-2.13% |
-9.46% |
-3.52% |
34.08 |
25.80 |
1.76% |
7.75% |
| Cocoa |
0.24% |
11.65 |
-0.53% |
-8.60% |
-17.65% |
24.85% |
14.57 |
9.62 |
-4.31% |
39.23% |
| S&P GSCI Livestock |
|
|
|
|
|
|
|
|
|
|
| Feeder Cattle |
0.39% |
117.05 |
0.27% |
-0.25% |
-2.17% |
-8.08% |
126.62 |
110.40 |
-5.67% |
-18.89% |
| Live Cattle |
2.13% |
448.10 |
-0.34% |
-1.06% |
-7.03% |
-10.64% |
501.85 |
432.87 |
-5.59% |
-18.04% |
| Lean Hogs |
1.08% |
51.00 |
0.58% |
1.46% |
2.14% |
-15.12% |
61.88 |
47.70 |
-9.27% |
-38.10% |
| Biofuel |
0.04% |
114.92 |
-2.31% |
-5.97% |
-21.56% |
-1.98% |
152.15 |
114.92 |
-9.59% |
16.43% |
| S&P GSCI Forwards |
|
|
|
|
|
|
|
|
|
|
| 1 Month Forward |
100.84% |
446.94 |
-1.70% |
-7.10% |
-24.32% |
7.43% |
609.30 |
393.44 |
-17.19% |
29.58% |
| 2 Month Forward |
101.62% |
566.70 |
-1.69% |
-7.01% |
-24.13% |
9.08% |
770.24 |
491.92 |
-16.61% |
32.15% |
| 3 Month Forward |
102.71% |
535.77 |
-1.67% |
-6.83% |
-23.73% |
10.60% |
724.13 |
460.75 |
-15.91% |
34.72% |
| 4 Month Forward |
103.16% |
550.36 |
-1.66% |
-6.68% |
-23.38% |
11.95% |
740.31 |
469.13 |
-15.27% |
36.98% |
| 5 Month Forward |
103.49% |
554.04 |
-1.65% |
-6.53% |
-23.04% |
12.97% |
741.82 |
468.65 |
-14.72% |
38.28% |
| S&P GSCI Currency |
|
|
|
|
|
|
|
|
|
|
| Euro |
100.00% |
124.50 |
-0.86% |
-4.15% |
-16.61% |
8.37% |
154.47 |
109.08 |
-10.31% |
20.95% |
| Euro Hedged |
100.00% |
127.00 |
-1.79% |
-7.34% |
-24.85% |
5.54% |
174.45 |
113.63 |
-18.05% |
25.81% |
| Yen |
100.00% |
120.53 |
-3.16% |
-8.91% |
-24.18% |
0.75% |
165.10 |
107.03 |
-16.99% |
16.32% |
| Yen Hedged |
100.00% |
111.68 |
-4.80% |
-10.84% |
-23.57% |
-4.13% |
152.71 |
96.85 |
-15.87% |
7.48% |
|
|
|
|
|
|
|
