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S&P GSCI®
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| S&P GSCI Total Returns Analysis for (July 02, 2009) |
| S&P GSCI Index |
Value |
Daily |
MTD Change |
QTD Change |
YTD Change |
YTD High |
YTD Low |
3MO. Change |
12MO. Change |
| GSCI |
4120.67 |
-2.93% |
-3.21% |
-3.21% |
3.14% |
4520.96 |
3116.66 |
15.42% |
-61.26% |
| Energy |
942.54 |
-3.66% |
-4.53% |
-4.53% |
3.15% |
1041.38 |
646.34 |
20.93% |
-68.04% |
| Petroleum |
1989.90 |
-3.60% |
-4.46% |
-4.46% |
8.30% |
2193.60 |
1291.03 |
23.86% |
-67.21% |
| Non-Energy |
2012.66 |
-1.18% |
0.06% |
0.06% |
1.32% |
2195.09 |
1803.53 |
4.37% |
-38.07% |
| Reduced Energy Index (CPW 2) |
3369.11 |
-2.53% |
-2.48% |
-2.48% |
2.90% |
3682.33 |
2674.30 |
12.66% |
-57.00% |
| Light Energy Index (CPW 4) |
2798.09 |
-2.11% |
-1.69% |
-1.69% |
2.51% |
3045.90 |
2330.15 |
9.90% |
-51.92% |
| Industrial Metals |
1236.01 |
-1.20% |
1.68% |
1.68% |
32.09% |
1297.42 |
853.25 |
24.66% |
-42.28% |
| Precious Metals |
1205.98 |
-1.24% |
0.21% |
0.21% |
5.92% |
1303.94 |
1040.96 |
0.71% |
-5.81% |
| Agriculture |
559.54 |
-1.40% |
-0.73% |
-0.73% |
-5.63% |
663.49 |
509.40 |
0.40% |
-42.08% |
| Livestock |
2111.21 |
-0.41% |
0.06% |
0.06% |
-11.43% |
2467.74 |
1997.70 |
-4.51% |
-30.34% |
| Softs |
68.64 |
-0.51% |
0.28% |
0.28% |
15.55% |
70.93 |
55.85 |
15.05% |
-18.79% |
| S&P GSCI Energy |
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| Crude Oil |
1364.85 |
-3.72% |
-4.52% |
-4.52% |
-1.42% |
1515.17 |
857.11 |
23.68% |
-70.91% |
| Brent Crude |
746.28 |
-3.10% |
-3.86% |
-3.86% |
17.29% |
813.60 |
488.39 |
26.55% |
-64.24% |
| Unleaded Gasoline |
2317.63 |
-3.67% |
-5.85% |
-5.85% |
50.72% |
2644.52 |
1501.42 |
26.20% |
-54.95% |
| Heating Oil |
1046.21 |
-3.63% |
-4.82% |
-4.82% |
10.30% |
1165.95 |
743.32 |
17.94% |
-62.29% |
| GasOil |
664.52 |
-3.88% |
-3.92% |
-3.92% |
14.62% |
732.05 |
487.39 |
20.26% |
-64.20% |
| Natural Gas |
2.97 |
-4.74% |
-5.74% |
-5.74% |
-43.80% |
5.70 |
2.97 |
-14.47% |
-79.55% |
| S&P GSCI Industrial Metals |
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| Aluminum |
71.73 |
-1.40% |
0.68% |
0.68% |
1.58% |
74.42 |
58.03 |
15.63% |
-52.57% |
| Copper |
3091.30 |
-1.06% |
1.37% |
1.37% |
62.05% |
3301.99 |
1911.79 |
24.35% |
-42.22% |
| Lead |
328.05 |
-2.37% |
0.39% |
0.39% |
65.65% |
352.68 |
194.78 |
32.34% |
-5.74% |
| Nickel |
462.27 |
-0.27% |
7.03% |
7.03% |
38.83% |
463.51 |
267.46 |
66.23% |
-25.72% |
| Zinc |
97.18 |
-1.48% |
1.42% |
1.42% |
25.01% |
106.70 |
69.80 |
16.81% |
-23.85% |
| S&P GSCI Precious Metals |
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| Gold |
521.54 |
-1.09% |
0.39% |
0.39% |
4.74% |
563.51 |
454.78 |
0.48% |
-2.72% |
| Silver |
502.47 |
-2.56% |
-1.41% |
-1.41% |
18.01% |
599.20 |
393.58 |
2.84% |
-27.66% |
| S&P GSCI Agricultural |
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| Wheat |
247.12 |
-1.21% |
-2.17% |
-2.17% |
-20.81% |
329.75 |
247.12 |
-7.15% |
-47.52% |
| Kansas Wheat |
72.79 |
-1.61% |
-2.71% |
-2.71% |
-14.79% |
95.15 |
72.66 |
-4.73% |
-42.75% |
| Corn |
104.59 |
-3.01% |
-2.47% |
-2.47% |
-20.90% |
138.88 |
104.59 |
-18.34% |
-59.30% |
| Soybeans |
3042.48 |
-0.93% |
2.55% |
2.55% |
19.21% |
3295.42 |
2188.34 |
23.23% |
-28.63% |
| Cotton |
184.45 |
0.73% |
5.99% |
5.99% |
10.74% |
198.71 |
137.07 |
19.23% |
-32.80% |
| Sugar |
167.90 |
-0.96% |
-1.51% |
-1.51% |
30.49% |
170.96 |
124.54 |
24.36% |
-0.89% |
| Coffee |
97.86 |
-1.05% |
-1.75% |
-1.75% |
-0.03% |
120.02 |
90.70 |
-1.49% |
-32.36% |
| Cocoa |
36.61 |
-0.40% |
-0.64% |
-0.64% |
-7.47% |
42.02 |
32.93 |
-5.58% |
-25.43% |
| S&P GSCI Livestock |
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| Feeder Cattle |
125.70 |
-0.31% |
0.61% |
0.61% |
4.66% |
126.10 |
113.49 |
7.54% |
-12.07% |
| Live Cattle |
3592.72 |
-1.02% |
-0.44% |
-0.44% |
-4.02% |
3851.84 |
3401.96 |
3.32% |
-26.97% |
| Lean Hogs |
208.90 |
0.74% |
0.83% |
0.83% |
-27.09% |
301.00 |
197.11 |
-20.07% |
-40.52% |
| Biofuel |
89.97 |
-1.74% |
-1.46% |
-1.46% |
1.39% |
101.58 |
81.35 |
2.55% |
-41.27% |
| S&P GSCI Forwards |
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| 1 Month Forward |
415.77 |
-2.87% |
-3.11% |
-3.11% |
5.89% |
455.39 |
317.15 |
14.84% |
-58.62% |
| 2 Month Forward |
550.00 |
-2.76% |
-2.95% |
-2.95% |
7.81% |
600.33 |
418.99 |
15.03% |
-56.73% |
| 3 Month Forward |
536.48 |
-2.58% |
-2.67% |
-2.67% |
8.87% |
584.36 |
408.43 |
15.21% |
-55.12% |
| 4 Month Forward |
561.47 |
-2.46% |
-2.48% |
-2.48% |
9.17% |
610.17 |
428.18 |
15.09% |
-54.07% |
| 5 Month Forward |
574.98 |
-2.36% |
-2.32% |
-2.32% |
9.36% |
623.74 |
438.69 |
14.86% |
-53.06% |
| S&P GSCI Currency |
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| Euro |
68.35 |
-2.15% |
-3.15% |
-3.15% |
2.27% |
74.98 |
57.56 |
9.32% |
-56.46% |
| Euro Hedged |
64.85 |
-2.93% |
-3.21% |
-3.21% |
1.23% |
71.16 |
49.46 |
14.26% |
-63.48% |
| Yen |
59.30 |
-3.64% |
-3.74% |
-3.74% |
9.17% |
66.39 |
43.76 |
12.13% |
-64.93% |
| Yen Hedged |
70.46 |
-2.91% |
-3.26% |
-3.26% |
1.84% |
77.45 |
53.56 |
14.67% |
-60.62% |
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