Dow Jones Indexes Commodity Index Pre-Roll Analysis
Mon Jun 04 09:16:00 CDT 2012 CT
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Highlights for the Dow Jones-UBS Commodity Index as of June 1, 2012
- This month’s roll period will take place from Thursday, June 7 to Thursday, June 14. The next monthly roll period will take place from Monday, July 9 to Monday, July 16.
- This month, all Energy, Agriculture and Industrial Metals are rolling contracts from Jul-2012 to Sep-2012 within the Dow Jones-UBS Commodity Index with the exception of Brent Crude Oil.
- The largest price increases in component futures contracts over the last 30 days come from Lean Hogs (+5.6%) and Live Cattle (+2.8%).
- The largest price decreases in component futures contracts over the last 30 days come from Cotton (-23.5%), WTI Crude Oil (-21.8%), Brent Crude Oil (-17.5%), Heating Oil (-17.4%), Coffee (-14.5%), Copper (-13.8%), Unleaded Gasoline (-13.3%), Corn (-12.3%), Soybean Oil (-11.5%), Soybeans (-10.6%), Nickel (-9.2%), Zinc (-8.2%), Silver (-7.8%), Aluminum (-7.8%), and Natural Gas (-5.8%).