Dow Jones Indices and AIG Financial Products Corp. announced the creation of 20 new single-commodity sub-indices, the largest expansion of the Dow Jones–AIG Commodity Index family of indices so far.
Each of the new sub-indices, consisting of a single commodity, is constructed according to the rules of the DJ-AIGCI. There is one sub-index for each of the 19 commodities currently included in the headline index plus a sub-index for cocoa, which was an index component until 2005. The 19 commodities currently included in the index are aluminum, coffee, copper, corn, cotton, crude oil, gold, heating oil, lean hogs, live cattle, natural gas, nickel, silver, soybeans, soybean oil, sugar, unleaded gasoline, wheat, and zinc.
The firms say that the expansion of the index family “responds to the rapid growth of interest in commodities as an asset class”.
“Investors are demanding increasingly sophisticated tools to manage their commodity investment as they develop specialized views on specific commodities. These new sub-indices provide investors with a benchmark for those markets,” the companies add.
“The rapid growth of this asset class in recent years has been nothing short of remarkable,” said Michael Petronella, president of Dow Jones Indices/Ventures, in a release. “As investor demand for greater flexibility to manage commodity index-based investment has grown, we have responded with new and efficient vehicles to investors seeking tools to measure their exposure to individual commodity futures markets.”
“With approximately US$24 billion in assets tracking the Dow Jones-AIG Commodity Index on a global basis, we think it’s important that commodity investors also have an increased capability to customize their exposure to specific commodities using a benchmark with the credibility of the DJ-AIGCI,” said Joseph Cassano, president of AIG-FP. “While broad commodity indices remain the best way for many investors to access the asset class from a strategic perspective, other investors may seek to adjust exposure to certain commodities on a more tactical basis.”