Sign up for free newsletter


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.


For more information on structured products, please click here

For the hedgeweek detailed report on structured products, please click here

18 hours 59 min from now - Southampton, Bermuda
1 day 18 hours from now - Shanghai
2 days 18 hours from now - Chicago
3 days 18 hours from now - Bratislava
1 week 2 days from now - London
Thu, 10/11/2016   - London
Tue, 22/11/2016   - London
Mon, 28/11/2016   - London
The Gemini Companies
Mon, 17/10/2016 - 12:51
FundCount LLC
Tue, 04/10/2016 - 10:30
Thu, 29/09/2016 - 21:25
other gfm publications