CMCI Energy TR
UBS E-TRACS CMCI Energy Total Return is designed to track the performance of the UBS Bloomberg CMCI Energy Index Total Return, less investor fees. The CMCI Energy TR measures the collateralized returns from a basket of seven futures contracts representing the energy sector. 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 Energy Total Return |
Underlying Product |
UBS Bloomberg CMCI Energy Total Return |
Issuer |
UBS AG |
Ticker Symbol |
UBN |
CUSIP |
902641745 |
Primary Exchange |
NYSE Arca |
Initial Trade Date |
April 01, 2008 |
Maturity Date |
April 05, 2038 |
Yearly Fee (%) |
0.65% |
Market data
Closing Price |
27.84 |
Volume |
1,018 |
Net Change |
0.00 |
20 Day Volume Average |
606.00 |
% Change |
0.00 |
Shares Outstanding |
160,000 |
High (52 week) |
36.31 |
Market Cap |
4,454,400.00 |
Low (52 week) |
25.03 |
Daily Indicative Value |
27.56 |
Updated on: August 19, 2008 |
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Returns
Total Return |
Annualized Return |
Annual Volatility |
Sharpe Ratio |
|
CMCI Energy Total Return |
1360.08% |
29.14% |
24.11% |
1.07% |
S&P GSCI Energy Total Return |
482.10% |
18.30% |
31.73% |
0.47% |
DJAIG Energy Total Return |
433.29% |
17.31% |
32.56% |
0.43% |
Rogers Energy Total Return |
1027.83% |
26.00% |
32.90% |
0.69% |
Pro forma and historical results for the period from January 5, 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 Energy TR - Index Composition
WTI Crude Oil (NYMEX:CL) |
25.84% |
WTI Crude Oil (ICE:EN) |
11.76% |
Brent Crude Oil |
16.27% |
Heating oil #2 |
7.80% |
Gasoil |
9.35% |
RBOB Gasoline |
8.85% |
HHUB Natural Gas |
20.13% |
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 January 5,1998 through June 30, 2008 in comparison with three traditional commodities indices: the S&P Goldman Sachs Commodity Index (GSCI®) Energy Index Total Return, Dow Jones-AIG Energy Total Return IndexSM and Rogers International Index® Energy Total Return. The data for the CMCI Energy 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.
