Dow Jones AIG Commodity Index

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Dow Jones AIG Commodity Index

A futures commodity index listing 19 different commodities in the United States. It is designed to be a diversified and liquid index tracking the performance of physical commodities in the United States. It weights the commodities listed according to liquidity and dollar-adjusted production data. However, unlike other commodity indices, the DJ-AIGCI sets limits on its weighting so as to maintain its own diversification. It is a rolling index, which means that futures near their delivery dates must be sold so as to avoid delivery of the underlying.
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The DJ-AIGCI is one of the most utilised indexes and is a strategic fit with our existing commodity index, the UBS Bloomberg Constant Maturity Commodity Index.
The DJ-AIG ER will settle to the value of the DJ-AIGCI, rather than to the sum of its individual components, reflecting the deep liquidity of the global markets that comprise the index.
Commodities in the DJ-AIGCI include: Aluminum, Copper, Coffee, Corn, Cotton, Crude Oil, Gold, Heating Oil, Lean Hogs, Live Cattle, Natural Gas, Nickel, Silver, Soybeans, Soybean Oil, Sugar, Unleaded Gasoline (RBOB), Wheat and Zinc.
The DJ-AIGCI is one of the most utilized indexes and is a strategic fit with our existing commodity index, the UBS Bloomberg Constant Maturity Commodity Index.
AIGFP), replaces the existing CBOT DJ-AIGCI contract, which will be de-listed following its December 2006 expiration.
Coupled with the first-rate operational capabilities at the CBOT, it should expand the use of DJ-AIGCI futures.
PIMCO CommodityRealReturn DJ-AIGCI TRAKRS(SM) based on the Dow Jones-AIG Commodity Index Total Return(SM), are not sponsored, endorsed, or promoted by Dow Jones, AIG Financial Products Corp.
The shift from the HU futures contract into the RB futures contract is scheduled to occur during the regularly scheduled roll of futures contracts comprising the Index and related subindices in the April 2006 roll period pursuant to the DJ-AIGCI Handbook.