|
|
S&P GSCITM
|
|
|
Components, Dollar Weights and Index Values
|
|
|
|
|
| S&P GSCI Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 40.42% | H.G. Primary Aluminum | 2.35% | Gold | 1.68% | Wheat (Chicago) | 3.40% | Live Cattle | 2.13% | | Brent Crude Oil | 14.58% | Copper - Grade A | 2.75% | Silver | 0.19% | Wheat (Kansas City) | 0.82% | Feeder Cattle | 0.39% | | RBOB Gasoline | 4.55% | Standard Lead | 0.31% | | | Corn | 3.53% | Lean Hogs | 1.08% | | No. 2 Heating Oil | 5.30% | Primary Nickel | 0.57% | | | Soybeans | 2.03% | | | | Gasoil | 5.31% | Special H.G. Zinc | 0.43% | | | Cotton #2 | 0.76% | | | | Natural Gas | 5.52% | | | | | Sugar #11 | 1.03% | | | | | | | | | Coffee "C" | 0.61% | | | | | | | | | Cocoa | 0.24% | | |
| S&P GSCI Index Values (September 05, 2008) |
| |
Spot |
Excess return |
Total return |
| S&P GSCI |
657.6461 |
780.6413 |
7998.078 |
| Energy |
357.1107 |
583.3347 |
2152.166 |
| Non-Energy |
365.1762 |
263.6746 |
2701.631 |
| Industrial Metals |
385.2943 |
264.6601 |
1790.106 |
| Precious Metals |
1074.385 |
119.5414 |
1052.477 |
| Agriculture |
383.4633 |
75.13261 |
769.9792 |
| Livestock |
245.6398 |
286.2392 |
2932.934 |
| Agricultural & LiveStock |
316.8087 |
133.1954 |
1365.001 |
| S&P GSCI Reduced and Light Energy Index Values (September 05, 2008) |
| |
Spot |
Excess return |
Total return |
| Non-Energy |
365.1762 |
263.6746 |
2701.631 |
| Reduced Energy (CPW 2) |
576.0051 |
585.9428 |
6003.158 |
| Light Energy (CPW 4) |
498.2696 |
445.02 |
4559.523 |
| Ultra-Light Energy (CPW 8) |
439.992 |
359.6343 |
3684.754 |
| Agricultural & LiveStock |
316.8087 |
133.1954 |
1365.001 |
| S&P GSRE Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 32.52% | H.G. Primary Aluminum | 3.78% | Gold | 2.70% | Wheat (Chicago) | 5.47% | Live Cattle | 3.43% | | Brent Crude Oil | 11.73% | Copper - Grade A | 4.43% | Silver | 0.31% | Wheat (Kansas City) | 1.33% | Feeder Cattle | 0.63% | | RBOB Gasoline | 3.66% | Standard Lead | 0.50% | | | Corn | 5.67% | Lean Hogs | 1.74% | | No. 2 Heating Oil | 4.26% | Primary Nickel | 0.92% | | | Soybeans | 3.27% | | | | Gasoil | 4.27% | Special H.G. Zinc | 0.69% | | | Cotton #2 | 1.22% | | | | Natural Gas | 4.44% | | | | | Sugar #11 | 1.66% | | | | | | | | | Coffee "C" | 0.97% | | | | | | | | | Cocoa | 0.38% | | |
| S&P GSLE Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 23.38% | H.G. Primary Aluminum | 5.43% | Gold | 3.89% | Wheat (Chicago) | 7.86% | Live Cattle | 4.93% | | Brent Crude Oil | 8.43% | Copper - Grade A | 6.36% | Silver | 0.44% | Wheat (Kansas City) | 1.91% | Feeder Cattle | 0.91% | | RBOB Gasoline | 2.63% | Standard Lead | 0.72% | | | Corn | 8.16% | Lean Hogs | 2.51% | | No. 2 Heating Oil | 3.06% | Primary Nickel | 1.32% | | | Soybeans | 4.70% | | | | Gasoil | 3.07% | Special H.G. Zinc | 1.00% | | | Cotton #2 | 1.76% | | | | Natural Gas | 3.19% | | | | | Sugar #11 | 2.39% | | | | | | | | | Coffee "C" | 1.40% | | | | | | | | | Cocoa | 0.54% | | |
| S&P GSUE Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 14.96% | H.G. Primary Aluminum | 6.95% | Gold | 4.98% | Wheat (Chicago) | 10.06% | Live Cattle | 6.32% | | Brent Crude Oil | 5.40% | Copper - Grade A | 8.14% | Silver | 0.57% | Wheat (Kansas City) | 2.44% | Feeder Cattle | 1.16% | | RBOB Gasoline | 1.68% | Standard Lead | 0.92% | | | Corn | 10.44% | Lean Hogs | 3.21% | | No. 2 Heating Oil | 1.96% | Primary Nickel | 1.69% | | | Soybeans | 6.02% | | | | Gasoil | 1.97% | Special H.G. Zinc | 1.28% | | | Cotton #2 | 2.25% | | | | Natural Gas | 2.04% | | | | | Sugar #11 | 3.06% | | | | | | | | | Coffee "C" | 1.79% | | | | | | | | | Cocoa | 0.70% | | |
| S&P GSNE Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 0.00% | H.G. Primary Aluminum | 9.66% | Gold | 6.91% | Wheat (Chicago) | 13.97% | Live Cattle | 8.77% | | Brent Crude Oil | 0.00% | Copper - Grade A | 11.31% | Silver | 0.79% | Wheat (Kansas City) | 3.39% | Feeder Cattle | 1.62% | | RBOB Gasoline | 0.00% | Standard Lead | 1.28% | | | Corn | 14.51% | Lean Hogs | 4.46% | | No. 2 Heating Oil | 0.00% | Primary Nickel | 2.35% | | | Soybeans | 8.36% | | | | Gasoil | 0.00% | Special H.G. Zinc | 1.78% | | | Cotton #2 | 3.12% | | | | Natural Gas | 0.00% | | | | | Sugar #11 | 4.25% | | | | | | | | | Coffee "C" | 2.49% | | | | | | | | | Cocoa | 0.97% | | |
| S&P GSAL Components and Dollar Weights (September 05, 2008) |
| Energy |
|
Industrial Metals |
|
Precious Metals |
|
Agriculture |
|
Livestock |
|
| WTI Crude Oil | 0.00% | H.G. Primary Aluminum | 0.00% | Gold | 0.00% | Wheat (Chicago) | 21.20% | Live Cattle | 13.31% | | Brent Crude Oil | 0.00% | Copper - Grade A | 0.00% | Silver | 0.00% | Wheat (Kansas City) | 5.14% | Feeder Cattle | 2.45% | | RBOB Gasoline | 0.00% | Standard Lead | 0.00% | | | Corn | 22.01% | Lean Hogs | 6.76% | | No. 2 Heating Oil | 0.00% | Primary Nickel | 0.00% | | | Soybeans | 12.69% | | | | Gasoil | 0.00% | Special H.G. Zinc | 0.00% | | | Cotton #2 | 4.74% | | | | Natural Gas | 0.00% | | | | | Sugar #11 | 6.45% | | | | | | | | | Coffee "C" | 3.78% | | | | | | | | | Cocoa | 1.47% | | |
| S&P GS Crude Index Values (September 05, 2008) |
| |
Spot |
Excess return |
Total return |
| Crude Oil |
582.2094 |
1322.776 |
3528.424 |
|
|
|
|
|
|
|
