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S&P GSCI®
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| S&P GSCI Excess Returns Analysis for (November 06, 2009) |
| S&P GSCI Index |
Value |
Daily |
MTD Change |
QTD Change |
YTD Change |
YTD High |
YTD Low |
3MO. Change |
12MO. Change |
| GSCI |
429.43 |
-2.56% |
-0.28% |
5.57% |
10.35% |
455.13 |
303.50 |
3.22% |
-17.30% |
| Energy |
272.67 |
-2.97% |
-0.42% |
6.59% |
10.32% |
290.86 |
174.78 |
3.07% |
-26.45% |
| Petroleum |
590.07 |
-2.91% |
0.20% |
8.81% |
18.72% |
621.92 |
349.15 |
5.24% |
-22.08% |
| Non-Energy |
209.67 |
-1.52% |
0.06% |
3.11% |
8.36% |
218.64 |
175.60 |
3.51% |
4.96% |
| Reduced Energy Index (CPW 2) |
351.14 |
-2.33% |
-0.21% |
5.01% |
10.10% |
370.82 |
260.43 |
3.29% |
-12.28% |
| Light Energy Index (CPW 4) |
291.61 |
-2.08% |
-0.13% |
4.42% |
9.69% |
306.77 |
226.91 |
3.37% |
-6.94% |
| Industrial Metals |
222.01 |
-1.20% |
-0.58% |
2.68% |
60.81% |
230.67 |
125.86 |
7.68% |
23.35% |
| Precious Metals |
161.84 |
0.50% |
5.48% |
8.08% |
25.40% |
161.84 |
117.99 |
15.61% |
47.65% |
| Agriculture |
55.09 |
-2.18% |
-0.54% |
2.49% |
-4.59% |
64.55 |
49.59 |
0.61% |
-0.95% |
| Livestock |
197.67 |
-1.52% |
-0.86% |
2.21% |
-14.86% |
240.35 |
187.48 |
-2.44% |
-20.90% |
| Softs |
46.91 |
-1.51% |
-1.14% |
-4.12% |
34.08% |
49.52 |
32.88 |
10.33% |
32.58% |
| S&P GSCI Energy |
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| Crude Oil |
559.93 |
-2.75% |
0.56% |
8.97% |
8.10% |
588.42 |
320.59 |
7.17% |
-31.21% |
| Brent Crude |
590.50 |
-2.73% |
0.82% |
8.62% |
28.15% |
620.02 |
353.60 |
2.74% |
-9.69% |
| Unleaded Gasoline |
1041.03 |
-3.19% |
-1.80% |
8.94% |
70.50% |
1118.34 |
596.04 |
0.43% |
17.40% |
| Heating Oil |
308.35 |
-2.63% |
-0.08% |
7.74% |
20.17% |
328.53 |
200.99 |
3.93% |
-18.57% |
| GasOil |
513.60 |
-4.75% |
-2.37% |
8.83% |
22.32% |
549.38 |
352.84 |
2.79% |
-23.00% |
| Natural Gas |
1.20 |
-3.91% |
-8.92% |
-18.88% |
-59.63% |
3.21 |
1.03 |
-26.13% |
-69.73% |
| S&P GSCI Industrial Metals |
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| Aluminum |
40.65 |
-0.80% |
0.01% |
0.25% |
15.39% |
45.02 |
28.94 |
-1.22% |
-16.41% |
| Copper |
585.04 |
-0.64% |
0.11% |
5.09% |
107.84% |
601.09 |
282.08 |
12.93% |
55.30% |
| Lead |
250.11 |
-3.76% |
-2.69% |
-2.19% |
114.76% |
276.31 |
114.51 |
17.98% |
41.78% |
| Nickel |
264.13 |
-2.34% |
-5.04% |
-3.21% |
45.32% |
315.03 |
145.94 |
-3.86% |
37.50% |
| Zinc |
65.69 |
-2.06% |
0.55% |
9.77% |
69.42% |
70.10 |
34.81 |
22.23% |
72.03% |
| S&P GSCI Precious Metals |
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| Gold |
95.17 |
0.59% |
5.32% |
8.56% |
22.76% |
95.17 |
70.80 |
14.64% |
45.85% |
| Silver |
73.50 |
-0.20% |
6.89% |
4.30% |
52.35% |
75.76 |
44.59 |
24.30% |
63.95% |
| S&P GSCI Agriculture |
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| Wheat |
21.40 |
-2.93% |
0.61% |
8.69% |
-29.55% |
32.06 |
18.99 |
-10.82% |
-22.94% |
| Kansas Wheat |
45.30 |
-3.19% |
0.40% |
5.14% |
-26.76% |
68.83 |
41.55 |
-13.19% |
-22.07% |
| Corn |
10.61 |
-2.52% |
0.27% |
6.69% |
-17.55% |
13.52 |
8.85 |
6.26% |
-17.81% |
| Soybeans |
279.96 |
-1.75% |
-2.20% |
2.70% |
12.70% |
320.45 |
212.92 |
-3.05% |
21.49% |
| Cotton |
29.70 |
-1.29% |
-1.63% |
5.89% |
20.83% |
30.60 |
20.22 |
10.86% |
25.65% |
| Sugar |
22.56 |
-1.45% |
-1.67% |
-11.66% |
54.78% |
26.37 |
14.11 |
12.16% |
44.61% |
| Coffee |
23.60 |
-2.25% |
2.51% |
8.69% |
15.07% |
25.12 |
18.99 |
6.16% |
6.31% |
| Cocoa |
13.62 |
-0.99% |
-3.37% |
1.47% |
16.60% |
14.50 |
9.72 |
8.78% |
56.13% |
| S&P GSCI Livestock |
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| Feeder Cattle |
95.32 |
-1.13% |
1.05% |
-1.51% |
-4.93% |
105.81 |
92.90 |
-8.01% |
-10.90% |
| Live Cattle |
330.37 |
-1.56% |
-0.79% |
-1.31% |
-9.35% |
375.03 |
324.74 |
-5.53% |
-18.30% |
| Lean Hogs |
29.92 |
-1.59% |
-1.76% |
12.30% |
-25.55% |
42.21 |
22.69 |
7.57% |
-26.55% |
| S&P GSCI Forwards |
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| 1 Month Forward |
262.87 |
-2.46% |
-0.17% |
5.81% |
13.64% |
277.61 |
186.79 |
3.41% |
-11.85% |
| 2 Month Forward |
348.36 |
-2.42% |
-0.09% |
6.03% |
15.91% |
367.37 |
246.78 |
3.59% |
-8.40% |
| 3 Month Forward |
340.25 |
-2.35% |
0.10% |
6.32% |
17.21% |
357.85 |
240.56 |
3.79% |
-6.15% |
| 4 Month Forward |
356.38 |
-2.29% |
0.23% |
6.40% |
17.62% |
373.86 |
252.19 |
3.84% |
-5.04% |
| 5 Month Forward |
365.68 |
-2.25% |
0.30% |
6.38% |
18.06% |
383.05 |
258.37 |
3.80% |
-4.02% |
| S&P GSCI Currency |
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| Euro |
65.69 |
-2.45% |
-1.06% |
3.76% |
3.14% |
71.47 |
54.85 |
-1.59% |
-27.38% |
| Euro Hedged |
66.14 |
-2.54% |
-0.28% |
5.52% |
8.26% |
69.94 |
47.16 |
3.19% |
-17.66% |
| Yen |
55.96 |
-3.37% |
-1.03% |
5.93% |
9.36% |
62.49 |
41.21 |
-2.59% |
-25.25% |
| Yen Hedged |
71.05 |
-2.56% |
-0.30% |
5.59% |
8.99% |
75.41 |
50.45 |
3.25% |
-17.36% |
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