E-TRACS DJ-UBS Commodity Index Total Return
The UBS E-TRACS DJ-UBS Commodity Index Total Return is designed to track the performance of the DJ-UBS Commodity Index Total ReturnSM less investor fees. The DJ-UBS Commodity Index Total ReturnSM is designed to provide diversified commodity exposure with weightings based on each underlying commodity's liquidity and economic significance. The DJ-UBS Commodity Index Total ReturnSM measures the collateralized returns from a basket of 19 commodity futures contracts representing the energy, precious metals, industrial metals, grains, softs and livestock sectors. In addition, the index is rebalanced once a year to ensure that no commodity sector may constitute more than 33% of the index as of the date of such rebalancing.
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Product profile
Product Name |
UBS E-TRACS DJ-UBS Commodity Index Total Return |
Underlying Index |
DJ-UBS Commodity Index Total ReturnSM |
Issuer |
UBS AG |
Ticker Symbol |
DJCI |
CUSIP |
902641 679 |
Primary Exchange |
NYSE Arca |
Initial Trade Date |
October 28, 2009 |
Initial Settlement Date |
October 30, 2009 |
Maturity Date |
October 31, 2039 |
Yearly Fee (%) |
0.50% per annum accrued on a daily basis |
Market data
Closing Price |
24.40 |
Volume |
690 |
Net Change |
0.30 |
20 Day Volume Average |
3,324.00 |
% Change |
0.01 |
Shares Outstanding |
531,680 |
High (52 week) |
29.15 |
Market Cap |
12,972,990.00 |
Low (52 week) |
23.76 |
Daily Indicative Value |
- |
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Updated on: February 08, 2010 |
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Returns
Total Return |
Annualized Return |
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DJ-UBS Total Return |
93.29% |
6.08% |
CMCI Total Return* |
286.47% |
12.87% |
S&P GSCI® Total Return |
74.45% |
5.11% |
Rogers Total Return |
185.63% |
9.85% |
Pro forma and historical results for the period from July 31, 1998 through September 28, 2009
*The data for the CMCI Total Return for the periods prior to its inception in January 2007 is pro forma and is derived by using the index's calculation methodology with historical prices.
Source: UBS Investment Bank, publicly available data.
Historical information presented is as of September 28, 2009 and is furnished as a matter of information only. Historical performance of the Index is not an indication of future performance. Future performance of the Index may differ significantly from historical performance, either positively or negatively.
DJ-UBS Commodity Index TR - Target Weights
Coffee |
3.0% |
Natural Gas |
11.9% |
Crude Oil |
13.8% |
Gasoline |
3.7% |
Heating Oil |
3.6% |
Live Cattle |
4.3% |
Lean Hogs |
2.4% |
Wheat |
4.8% |
Corn |
5.7% |
Soybeans |
7.6% |
Soybean Oil |
2.9% |
Aluminum |
7.0% |
Copper |
7.3% |
Zinc |
3.1% |
Nickel |
2.9% |
Gold |
7.9% |
Silver |
2.9% |
Sugar |
3.0% |
Cotton |
2.3% |
*Actual weightings will vary over the year due to market price fluctuations. Above data taken in January 2009
Source: Dow Jones
Sector weightings
Source: UBS Investment Bank as of January 2009
Index comparisons
The graph above illustrates the performance of the index from July 31, 1998 through September 28, 2009 in comparison with three other commodity indices: the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Total Return, the S&P Goldman Sachs Commodity Index (GSCI®) Total Return, and the Rogers International Commodity Index® Total Return. The data for the CMCI Total Return for the periods prior to its inception in January 2007 is pro forma and is derived by using the index's calculation methodology with historical prices.
