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
Soybean Oil 2.765764
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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