Goldman Sachs Commodity Strategies
Summary of Index Control Framework
A. Goldman Sachs Overweight & Equal Weight Commodity Indices
1. GSOWLC00 Index - Live Cattle Overweight
2. GSOWLH00 Index - Lean Hogs Overweight
3. GSOWNG00 Index - Natural Gas Overweight
4. GSOWSB00 Index - Sugar Overweight
5. GSOWSI00 Index - Silver Overweight
6. GSOWSO00 Index - Soybeans Overweight
7. GSOWWH00 Index - Wheat Overweight
8. GSOWIC00 Index - Copper Overweight
9. GSOWIK00 Index - Nickel Overweight
10. GSOWIL00 Index - Lead Overweight
11. GSOWIZ00 Index - Zinc Overweight
12. GSOWKC00 Index - Coffee Overweight
13. GSOWKW00 Index - Kansas Wheat Overweight
14. GSOWFC00 Index - Feeder Cattle Overweight
15. GSOWGC00 Index - Gold Overweight
16. GSOWGO00 Index - Gasoil Overweight
17. GSOWHO00 Index - Heating Oil Overweight
18. GSOWHU00 Index - Gasoline Overweight
19. GSOWIA00 Index - Aluminium Overweight
20. GSOWBR00 Index - Brent Overweight
21. GSOWCC00 Index - Cocoa Overweight
22. GSOWCL00 Index - WTI Overweight
23. GSOWCN00 Index - Corn Overweight
24. GSOWCT00 Index - Cotton Overweight
25. GSOWEW00 Index - Equal Weight Index
B. Modified Strategies on the Bloomberg Commodity Index
1. Modified Strategy D166 on the Bloomberg Commodity Index (index methodology)
C. Goldman Sachs Overweight & Equal Weight Commodity Indices Ex Agriculture and Livestock
1. GSOWEWX0 Index
2. GSOWCLX0 Index
3. GSOWGCX0 Index
4. GSOWIAX0 Index
5. GSOWICX0 Index
6. GSOWIKX0 Index
7. GSOWILX0 Index
8. GSOWIZX0 Index
9. GSOWNGX0 Index
10. GSOWPAX0 Index
11. GSOWSIX0 Index
12. GSOWBRX0 Index
13. GSOWGOX0 Index
14. GSOWHOX0 Index
15. GSOWHUX0 Index
16. GSOWPLX0 Index
17. GSOWCLX3 Index
18. GSOWGCX3 Index
19. GSOWIAX3 Index
20. GSOWICX3 Index
21. GSOWIKX3 Index
22. GSOWILX3 Index
23. GSOWIZX3 Index
24. GSOWNGX3 Index
25. GSOWPAX3 Index
26. GSOWSIX3 Index
27. GSOWBRX3 Index
28. GSOWGOX3 Index
29. GSOWHOX3 Index
30. GSOWHUX3 Index
31. GSOWPLX3 Index
32. GSOWCLX6 Index
33. GSOWGCX6 Index
34. GSOWIAX6 Index
35. GSOWICX6 Index
36. GSOWIKX6 Index
37. GSOWILX6 Index
38. GSOWIZX6 Index
39. GSOWNGX6 Index
40. GSOWPAX6 Index
41. GSOWSIX6 Index
42. GSOWBRX6 Index
43. GSOWGOX6 Index
44. GSOWHOX6 Index
45. GSOWHUX6 Index
46. GSOWPLX6 Index
47. GSOWCLXM Index
48. GSOWCLXZ Index
49. GSOWBRXM Index
50. GSOWBRXZ Index
51. GSOWNGXM Index
52. GSOWNGXZ Index
53. GSOWGOXZ Index
54. GSOWHOXZ Index
55. GSOWHUXZ Index
56. GSOWCLXA Index
57. GSOWCLXB Index
58. GSOWBRXA Index
59. SOWBRXB Index
60. GSOWNGXA Index
61. GSOWNGXB Index
D. Goldman Sachs Commodity Strategy 1067
E. Modified Strategy D197XLA on the Bloomberg Commodity ex-Agriculture and Livestock Capped Index
F. Goldman Sachs Overweight & Equal Weight Commodity Indices – Series A
1. GSOWGCA0 Index
2. GSOWSIA0 Index
3. GSOWIAA0 Index
4. GSOWICA0 Index
5. GSOWIKA0 Index
6. GSOWIZA0 Index
7. GSOWCLA0 Index
8. GSOWNGA0 Index
9. GSOWBRA0 Index
10. GSOWHOA0 Index
11. GSOWGOA0 Index
12. GSOWHUA0 Index
13. GSOWILA0 Index
14. GSOWPLA0 Index
15. GSOWPAA0 Index
16. GSOWSOA0 Index
17. GSOWSBA0 Index
18. GSOWWHA0 Index
19. GSOWCNA0 Index
20. GSOWCTA0 Index
21. GSOWKCA0 Index
22. GSOWLHA0 Index
23. GSOWLCA0 Index
24. GSOWCCA0 Index
25. GSOWKWA0 Index
26. GSOWBOA0 Index
27. GSOWSMA0 Index
28. GSOWFCA0 Index
29. GSOWEWAE Index
30. GSOWEWAA Index