Dow Jones - AIG Commodity Index

The Dow Jones - AIG Commodity Index is a benchmark for the commodity futures market. The index consists of a diversified grouping of commodities. Commodities have historically been positively correlated with the rate of inflation and negatively correlated with returns of stocks and bonds.

The Dow Jones - AIG Commodity Index is composed of futures contracts on 19 physical commodities. The commodities in the index are traded on U.S. exchanges, with the exception of aluminum, nickel and zinc, which trade on the London Metal Exchange (LME). The daily settlement price for the index is published at approximately 5:00 pm ET.

To help insure diversified commodity exposure, the Dow Jones - AIG Commodity Index relies on several diversification rules. Among these rules are the following:

• No related group of commodities (e.g., energy, precious metals, livestock and grains) may constitute more than 33% of the index as of the annual reweightings of the components.
• No single commodity may constitute less than 2% or more than 15% of the index.

A Supervisory Committee for the Dow Jones - AIG Commodity Index meets annually to determine the composition and any changes of the index. As of May 6, 2008 the index is comprised of the following commodities and weightings:

Energy: 37.6%
• Natural Gas: 14.95%
• Crude Oil: 14.36%
• Unleaded Gas (RBOB): 4.06%
• Heating Oil: 4.24%

Livestock: 6.97%
• Live Cattle: 4.05%
• Lean Hogs: 2.92%

Grains: 16.57%
• Wheat: 3.64%
• Corn: 6.28%
• Soybeans: 6.65%

Base Metals: 19.54%
• Aluminum: 7.31%
• Copper: 7.42%
• Zinc: 2.37%
• Nickel: 2.44%

Precious Metals: 8.99%
• Gold : 6.43%
• Silver: 2.56%

Softs: 7.59%
• Sugar: 2.83%
• Cotton : 2.16%
• Coffee: 2.60%

Vegetable Oil: 2.74%
• Soybean Oil: 2.74%