CMCI TR
UBS E-TRACS CMCI Total Return is designed to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return, less investor fees. The CMCI is the first benchmark commodity index to diversify across both commodities and maturities. The CMCI TR measures the collateralized returns from a basket of 27 commodity futures contracts representing the energy, precious metals, industrial metals, agricultural and livestock sectors. In addition, the commodity futures contracts are diversified across five constant maturities from three months up to three years.
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Product profile
Product Name |
E-TRACS CMCI Total Return |
Underlying Product |
UBS Bloomberg CMCI Total Return |
Issuer |
UBS AG |
Ticker Symbol |
UCI |
CUSIP |
902641778 |
Primary Exchange |
NYSE Arca |
Initial Trade Date |
April 01, 2008 |
Maturity Date |
April 05, 2038 |
Yearly Fee (%) |
0.65% |
Market data
Closing Price |
25.33 |
Volume |
3,900 |
Net Change |
0.35 |
20 Day Volume Average |
2,418.00 |
% Change |
0.01 |
Shares Outstanding |
240,000 |
High (52 week) |
64.24 |
Market Cap |
6,079,200.00 |
Low (52 week) |
24.57 |
Daily Indicative Value |
25.24 |
Updated on: August 19, 2008 |
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Returns
Total Return |
Annualized Return |
Annual Volatility |
Sharpe Ratio |
|
CMCI Total Return |
548.09% |
20.74% |
12.69% |
1.24% |
S&P GSCI Total Return |
358.35% |
16.59% |
22.18% |
0.52% |
DJAIG Total Return |
261.40% |
13.83% |
15.20% |
0.58% |
Rogers Total Return |
471.81% |
19.22% |
16.90% |
0.84% |
Pro forma and historical results for the period from July 31, 1998 through June 30, 2008.
Source: UBS Investment Bank, publicly available data. Historical information presented is as of June 30, 2008 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 different significantly from historical performance, either positively or negatively.
UBS Bloomberg CMCI TR Index Composition
Energy |
34.06% |
Industrial Metals |
27.91% |
Precious Metals |
4.64% |
Agriculture |
29.41% |
Livestock |
3.98% |
Total |
100.00% |
Updated on: June 30, 2008 | |
Source: UBS Investment Bank, CMCI Advisory Committee.
Sector weightings
Source: UBS Investment Bank, CMCI Advisory Committee.
Index comparisons
Source: UBS Investment Bank, CMCI Advisory Committee.
The graph illustrates the performance of the Index from July 31, 1998 through June 30, 2008 in comparison with three traditional commodities indices: the S&P Goldman Sachs Commodity Index (GSCI®) Total Return, Dow Jones-AIG Commodity IndexSM Total Return and Rogers International Commodity Index® Total Return. The data for the CMCI Total Return for the periods prior to January 2007 is derived by using the Index's calculation methodology with historical prices.
Maturity weights
Source: UBS Investment Bank, CMCI Advisory Committee.
Weights across maturities are determined based on the relative liquidity of the underlying futures contracts.
