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S&P GSCITM
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| S&P GSCI Total Returns Analysis for (October 07, 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% |
6713.11 |
1.28% |
-10.95% |
-10.95% |
-10.09% |
10898.10 |
6628.36 |
-36.42% |
1.25% |
| Energy |
75.48% |
1802.74 |
1.46% |
-11.55% |
-11.55% |
-6.05% |
3034.86 |
1775.28 |
-38.41% |
10.80% |
| Petroleum |
69.47% |
3798.35 |
1.68% |
-11.77% |
-11.77% |
-5.10% |
6260.92 |
3668.82 |
-36.97% |
14.96% |
| Non-Energy GSCI |
24.52% |
2281.95 |
0.72% |
-9.02% |
-9.02% |
-20.87% |
3494.23 |
2265.70 |
-29.31% |
-21.19% |
| Reduced Energy Index (CPW 2) |
62.26% |
5044.91 |
1.17% |
-10.57% |
-10.57% |
-12.39% |
8005.58 |
4986.69 |
-35.14% |
-3.92% |
| Light Energy Index (CPW 4) |
43.39% |
3837.19 |
1.04% |
-10.14% |
-10.14% |
-14.93% |
5926.98 |
3797.70 |
-33.60% |
-9.36% |
| Industrial Metals |
6.38% |
1498.18 |
1.18% |
-8.90% |
-8.90% |
-18.38% |
2391.67 |
1480.64 |
-29.47% |
-30.72% |
| Precious Metals |
2.40% |
1138.76 |
1.74% |
-0.54% |
-0.54% |
0.50% |
1373.67 |
969.85 |
-9.21% |
12.47% |
| Agriculture |
11.85% |
612.39 |
0.15% |
-11.86% |
-11.86% |
-26.54% |
1063.18 |
611.48 |
-36.21% |
-19.57% |
| Livestock |
3.89% |
2659.15 |
1.07% |
-4.93% |
-4.93% |
-19.03% |
3272.96 |
2630.95 |
-12.50% |
-24.10% |
| Softs |
2.74% |
62.37 |
0.47% |
-10.03% |
-10.03% |
-21.53% |
101.29 |
62.08 |
-25.14% |
-18.23% |
| S&P GSCI Energy |
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| Crude Oil |
40.56% |
2991.79 |
2.56% |
-10.49% |
-10.49% |
-3.77% |
4835.34 |
2835.77 |
-35.78% |
16.88% |
| Brent Crude |
14.11% |
1237.22 |
1.00% |
-13.68% |
-13.68% |
-9.04% |
2162.79 |
1224.96 |
-40.34% |
10.01% |
| Unleaded Gasoline |
4.16% |
3254.08 |
0.18% |
-16.05% |
-16.05% |
-16.81% |
5229.16 |
3248.20 |
-36.48% |
0.68% |
| Heating Oil |
5.29% |
1727.50 |
1.28% |
-13.42% |
-13.42% |
-2.38% |
2888.88 |
1618.94 |
-37.19% |
15.88% |
| GasOil |
5.35% |
1156.03 |
-1.55% |
-10.98% |
-10.98% |
2.68% |
1915.83 |
1044.66 |
-36.97% |
25.51% |
| Natural Gas |
6.01% |
6.90 |
-0.98% |
-8.99% |
-8.99% |
-16.11% |
14.59 |
6.90 |
-51.93% |
-24.28% |
| S&P GSCI Industrial Metals |
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| Aluminum |
2.42% |
107.95 |
1.85% |
-5.69% |
-5.69% |
-8.40% |
158.91 |
105.99 |
-27.68% |
-10.23% |
| Copper |
2.66% |
3541.10 |
1.36% |
-11.26% |
-11.26% |
-11.35% |
5420.53 |
3493.42 |
-32.98% |
-27.84% |
| Lead |
0.33% |
322.96 |
-0.32% |
-10.97% |
-10.97% |
-36.09% |
680.59 |
317.44 |
-8.48% |
-55.49% |
| Nickel |
0.52% |
408.54 |
-0.64% |
-10.43% |
-10.43% |
-46.29% |
965.72 |
408.54 |
-35.55% |
-55.12% |
| Zinc |
0.45% |
102.19 |
-0.16% |
-7.88% |
-7.88% |
-35.68% |
189.89 |
102.19 |
-20.08% |
-49.94% |
| S&P GSCI Precious Metals |
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| Gold |
2.19% |
497.52 |
1.83% |
0.16% |
0.16% |
3.82% |
572.67 |
420.15 |
-5.57% |
16.43% |
| Silver |
0.21% |
430.30 |
0.84% |
-7.27% |
-7.27% |
-24.65% |
794.64 |
397.40 |
-35.29% |
-17.02% |
| S&P GSCI Agricultural |
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| Wheat |
3.24% |
320.08 |
1.35% |
-11.27% |
-11.27% |
-36.95% |
719.39 |
315.83 |
-31.55% |
-38.56% |
| Kansas Wheat |
0.78% |
88.17 |
0.92% |
-10.94% |
-10.94% |
-35.19% |
192.37 |
87.37 |
-30.80% |
-34.34% |
| Corn |
3.18% |
141.60 |
-1.65% |
-14.44% |
-14.44% |
-16.36% |
269.56 |
141.60 |
-45.31% |
7.48% |
| Soybeans |
1.90% |
2462.55 |
0.44% |
-11.37% |
-11.37% |
-23.94% |
4318.79 |
2451.88 |
-40.91% |
-4.46% |
| Cotton |
0.73% |
193.45 |
-1.56% |
-6.43% |
-6.43% |
-33.54% |
374.12 |
193.45 |
-31.57% |
-32.66% |
| Sugar |
1.18% |
130.96 |
2.04% |
-11.91% |
-11.91% |
-18.51% |
216.09 |
128.34 |
-19.04% |
-9.16% |
| Coffee |
0.58% |
103.86 |
-0.26% |
-12.44% |
-12.44% |
-21.65% |
160.95 |
103.86 |
-27.20% |
-24.03% |
| Cocoa |
0.26% |
36.24 |
0.92% |
-5.30% |
-5.30% |
16.35% |
49.09 |
32.10 |
-24.00% |
26.42% |
| S&P GSCI Livestock |
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| Feeder Cattle |
0.41% |
125.32 |
0.87% |
-4.87% |
-4.87% |
-16.59% |
149.44 |
124.24 |
-12.10% |
-21.87% |
| Live Cattle |
2.34% |
4185.72 |
0.34% |
-5.24% |
-5.24% |
-17.49% |
5078.08 |
4171.37 |
-15.00% |
-19.22% |
| Lean Hogs |
1.14% |
327.19 |
2.68% |
-4.30% |
-4.30% |
-22.47% |
435.84 |
318.66 |
-7.62% |
-33.99% |
| Biofuel |
0.04% |
95.74 |
0.05% |
-12.43% |
-12.43% |
-20.28% |
157.23 |
95.70 |
-36.83% |
-5.58% |
| S&P GSCI Forwards |
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| 1 Month Forward |
100.23% |
629.69 |
1.20% |
-11.25% |
-11.25% |
-9.48% |
1028.93 |
622.21 |
-36.85% |
2.32% |
| 2 Month Forward |
101.09% |
796.46 |
1.16% |
-11.29% |
-11.29% |
-8.31% |
1300.69 |
787.36 |
-36.85% |
4.10% |
| 3 Month Forward |
101.51% |
753.02 |
1.13% |
-11.24% |
-11.24% |
-7.03% |
1222.84 |
744.59 |
-36.51% |
6.09% |
| 4 Month Forward |
101.95% |
773.56 |
1.08% |
-11.18% |
-11.18% |
-5.89% |
1250.16 |
765.30 |
-36.22% |
7.84% |
| 5 Month Forward |
102.65% |
780.52 |
1.03% |
-11.07% |
-11.07% |
-4.82% |
1252.71 |
772.53 |
-35.79% |
8.91% |
| S&P GSCI Currency |
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| Euro |
100.00% |
114.45 |
0.25% |
-8.28% |
-8.28% |
-3.61% |
161.24 |
112.96 |
-26.55% |
5.00% |
| Euro Hedged |
100.00% |
110.46 |
1.52% |
-11.55% |
-11.55% |
-11.12% |
181.95 |
108.81 |
-37.32% |
-0.15% |
| Yen |
100.00% |
103.24 |
2.67% |
-13.99% |
-13.99% |
-17.47% |
174.37 |
100.56 |
-38.50% |
-11.03% |
| Yen Hedged |
100.00% |
91.69 |
4.55% |
-17.33% |
-17.33% |
-24.73% |
161.31 |
87.71 |
-40.59% |
-21.89% |
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