DJ announces 2006 Dow Jones-AIG Commodity Index re-weighting

Dow Jones Indexes has announced new target weightings for commodity futures in the Dow Jones-AIG Commodity Index with effect from January 2006.


The new target weights, which were determined, approved and previously announced by the Dow Jones-AIG Commodity Index Oversight Committee in August 2005, are listed below (all figures are percentages).


Natural Gas                              12.315174<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />


Crude Oil                                  12.783801


Unleaded Gas                           4.054908


Heating Oil                               3.846118


Live Cattle                                6.093791


Lean Hogs                                4.351381


Wheat                                      4.772085


Corn                                         5.873635


Soybeans                                 7.766934


Soybean Oil                              2.765764


Aluminum                                 6.851975


Copper                                     5.880787


Zinc                                          2.702377


Nickel                                       2.659153


Gold                                        6.220211


Silver                                       2.000000


Sugar                                       2.967351


Cotton                                     3.163003


Coffee                                     2.931553


These weights will be used to determine the Dow Jones-AIG Commodity Index Multipliers for 2006 on Jan. 6, 2006. These multipliers, computed once a year, are factors used to express the percentage weights in US dollar-denominated terms when calculating the index.


Launched in 1998, the Dow Jones-AIG Commodity index family includes nine sector sub-indexes, EUR- and YEN-denominated versions of the Dow Jones-AIG Commodity Index, and the Dow Jones-AIG Commodity Spot Index. Also available are total return versions of each of the indexes and sub-indexes, with the exception of the Dow Jones-AIG Commodity Spot Index. Currently, there is an estimated USD 20 billion invested in financial products that track the Dow Jones-AIG Commodity Index on a global basis.


 


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