CBOT December 2007 Dow Futures Settlements
CBOT September 2007 DJ-AIG Commodity Index Excess Return Settlement
As indicated by Dow Jones Indexes, new calculation rules for the Dow Jones-AIG Commodity IndexSM (DJ-AIGCISM) will take effect January 2007. Please see the press release for the details on the new calculation rules.
In addition, effective January 5, 2007 the target weights used to determine the Dow Jones–AIG Commodity Index Multipliers will be updated as follows:
|
The Dow Jones - AIG Commodity IndexSM 2007 Commodity Index Percentages |
|
|
Natural Gas |
12.546191% |
|
Crude Oil |
12.723561% |
|
Unleaded Gas (RBOB) |
3.940958% |
|
Heating Oil |
3.789289% |
|
Live Cattle |
6.141286% |
|
Lean Hogs |
3.013524% |
|
Wheat |
4.715495% |
|
Corn |
5.627129% |
|
Soybeans |
7.747790% |
|
Soybean Oil |
2.845646% |
|
Aluminum |
6.803820% |
|
Copper |
6.187758% |
|
Zinc |
2.798069% |
|
Nickel |
2.715318% |
|
Gold |
6.825901% |
|
Silver |
2.288179% |
|
Sugar |
3.122271% |
|
Cotton |
3.146094% |
|
Coffee |
3.021718% |
|
[Note: These target weights will take effect January 2007.] |
|
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