Goldman Sachs Commodity Strategies

IOSCO Compliance Statement

Summary of Index Control Framework

 

A.    Goldman Sachs Overweight & Equal Weight Commodity Indices

Index Methodology (F0)

Index Methodology (F0 to F6)

1.    GSOWLC00 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

2.    GSOWLH00 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

3.    GSOWNG00 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

4.    GSOWSB00 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

5.    GSOWSI00 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

6.     GSOWSO00 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

7.    GSOWWH00 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

8.    GSOWIC00 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

9.      GSOWIK00 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

10.      GSOWIL00 Index - Lead Overweight

i.   Daily weights of index

ii.  Daily Index Level

11.    GSOWIZ00 Index - Zinc Overweight

i.    Daily weights of index

ii.  Daily Index Level

12.      GSOWKC00 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

13.   GSOWKW00 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

14.    GSOWFC00 Index - Feeder Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

15.    GSOWGC00 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

16.    GSOWGO00 Index - Gasoil Overweight

i.   Daily weights of index

ii.  Daily Index Level

17.    GSOWHO00 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

18.     GSOWHU00 Index - Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

19.     GSOWIA00 Index - Aluminium Overweight

i.   Daily weights of index

ii.  Daily Index Level

20.      GSOWBR00 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

21.    GSOWCC00 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

22.    GSOWCL00 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

23.   GSOWCN00 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

24.    GSOWCT00 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

25.    GSOWEW00 Index - Equal Weight Index

i.   Daily weights of index

ii.  Daily Index Level

26.    GSOWMO00 Index - EUA Overweight

i.   Daily weights of index

ii.  Daily Index Level

27.    GSOWHG00 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

28.    GSOWCC01 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

29.    GSOWCL01 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

30.    GSOWCN01 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

31.    GSOWCT01 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

32.    GSOWGC01 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

33.    GSOWIA01 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

34.    GSOWIC01 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

35.    GSOWIK01 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

36.    GSOWIZ01 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

37.    GSOWKC01 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

38.    GSOWLC01 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

39.    GSOWLH01 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

40.    GSOWNG01 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

41.    GSOWSI01 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

42.    GSOWSO01 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

43.    GSOWWH01 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

44.    GSOWBR01 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

45.    GSOWFC01 Index - Feeder Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

46.    GSOWGO01 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

47.    GSOWHO01 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

48.    GSOWHU01 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

49.    GSOWKW01 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

50.    GSOWSM01 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

51.    GSOWBO01 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

52.    GSOWHG01 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

53.    GSOWCL02 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

54.    GSOWCN02 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

55.    GSOWCT02 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

56.    GSOWGC02 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

57.    GSOWIA02 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

58.    GSOWIC02 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

59.    GSOWIK02 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

60.    GSOWIZ02 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

61.    GSOWKC02 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

62.    GSOWLC02 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

63.    GSOWLH02 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

64.    GSOWNG02 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

65.    GSOWSB02 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

66.    GSOWSI02 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

67.    GSOWSO02 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

68.    GSOWWH02 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

69.    GSOWBR02 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

70.    GSOWGO02 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

71.    GSOWHO02 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

72.    GSOWHU02 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

73.    GSOWKW02 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

74.    GSOWSM02 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

75.    GSOWBO02 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

76.    GSOWHG02 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

77.    GSOWCC03 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

78.    GSOWCL03 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

79.    GSOWCN03 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

80.    GSOWCT03 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

81.    GSOWGC03 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

82.    GSOWIA03 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

83.    GSOWIC03 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

84.    GSOWIK03 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

85.    GSOWIL03 Index - Lead Overweight

i.   Daily weights of index

ii.  Daily Index Level

86.    GSOWIZ03 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

87.    GSOWKC03 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

88.    GSOWLC03 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

89.    GSOWLH03 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

90.    GSOWNG03 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

91.    GSOWSB03 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

92.    GSOWSI03 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

93.    GSOWSO03 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

94.    GSOWWH03 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

95.    GSOWBR03 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

96.    GSOWFC03 Index - Feeder Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

97.    GSOWGO03 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

98.    GSOWHO03 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

99.    GSOWHU03 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

100.    GSOWKW03 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

101.    GSOWPA03 Index - Palladium Overweight

i.   Daily weights of index

ii.  Daily Index Level

102.    GSOWPL03 Index - Platinium Overweight

i.   Daily weights of index

ii.  Daily Index Level

103.    GSOWSM03 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

104.    GSOWBO03 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

105.    GSOWHG03 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

106.    GSOWCC04 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

107.    GSOWCL04 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

108.    GSOWCN04 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

109.    GSOWCT04 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

110.    GSOWGC04 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

111.    GSOWIA04 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

112.    GSOWIC04 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

113.    GSOWIK04 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

114.    GSOWIZ04 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

115.    GSOWKC04 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

116.    GSOWLC04 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

117.    GSOWLH04 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

118.    GSOWNG04 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

119.    GSOWSB04 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

120.    GSOWSI04 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

121.    GSOWSO04 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

122.    GSOWWH04 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

123.    GSOWBR04 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

124.    GSOWGO04 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

125.    GSOWHO04 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

126.    GSOWHU04 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

127.    GSOWKW04 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

128.    GSOWSM04 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

129.    GSOWBO04 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

130.    GSOWHG04 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

131.    GSOWCC05 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

132.    GSOWCL05 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

133.    GSOWCN05 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

134.    GSOWCT05 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

135.    GSOWGC05 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

136.    GSOWIA05 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

137.    GSOWIC05 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

138.    GSOWIK05 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

139.    GSOWIZ05 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

140.    GSOWKC05 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

141.    GSOWLC05 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

142.    GSOWLH05 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

143.    GSOWNG05 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

144.    GSOWSB05 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

145.    GSOWSI05 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

146.    GSOWSO05 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

147.    GSOWWH05 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

148.    GSOWBR05 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

149.    GSOWGO05 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

150.    GSOWHO05 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

151.    GSOWHU05 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

152.    GSOWKW05 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

153.    GSOWSM05 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

154.    GSOWBO05 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

155.    GSOWHG05 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

156.    GSOWCC06 Index - Cocoa Overweight

i.   Daily weights of index

ii.  Daily Index Level

157.    GSOWCL06 Index - WTI Overweight

i.   Daily weights of index

ii.  Daily Index Level

158.    GSOWCN06 Index - Corn Overweight

i.   Daily weights of index

ii.  Daily Index Level

159.    GSOWCT06 Index - Cotton Overweight

i.   Daily weights of index

ii.  Daily Index Level

160.    GSOWGC06 Index - Gold Overweight

i.   Daily weights of index

ii.  Daily Index Level

161.    GSOWIA06 Index - Aluminum Overweight

i.   Daily weights of index

ii.  Daily Index Level

162.    GSOWIC06 Index - Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

163.    GSOWIK06 Index - Nickel Overweight

i.   Daily weights of index

ii.  Daily Index Level

164.    GSOWIL06 Index - Lead Overweight

i.   Daily weights of index

ii.  Daily Index Level

165.    GSOWIZ06 Index - Zinc Overweight

i.   Daily weights of index

ii.  Daily Index Level

166.    GSOWKC06 Index - Coffee Overweight

i.   Daily weights of index

ii.  Daily Index Level

167.    GSOWLC06 Index - Live Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

168.    GSOWLH06 Index - Lean Hogs Overweight

i.   Daily weights of index

ii.  Daily Index Level

169.    GSOWNG06 Index - Natural Gas Overweight

i.   Daily weights of index

ii.  Daily Index Level

170.    GSOWSB06 Index - Sugar Overweight

i.   Daily weights of index

ii.  Daily Index Level

171.    GSOWSI06 Index - Silver Overweight

i.   Daily weights of index

ii.  Daily Index Level

172.    GSOWSO06 Index - Soybeans Overweight

i.   Daily weights of index

ii.  Daily Index Level

173.    GSOWWH06 Index - Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

174.    GSOWBR06 Index - Brent Overweight

i.   Daily weights of index

ii.  Daily Index Level

175.    GSOWFC06 Index - Feeder Cattle Overweight

i.   Daily weights of index

ii.  Daily Index Level

176.    GSOWGO06 Index - Gas Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

177.    GSOWHO06 Index - Heating Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

178.    GSOWHU06 Index - Unl Gasoline Overweight

i.   Daily weights of index

ii.  Daily Index Level

179.    GSOWKW06 Index - Kansas Wheat Overweight

i.   Daily weights of index

ii.  Daily Index Level

180.    GSOWPA06 Index - Palladium Overweight

i.   Daily weights of index

ii.  Daily Index Level

181.    GSOWPL06 Index - Platinium Overweight

i.   Daily weights of index

ii.  Daily Index Level

182.    GSOWSM06 Index - Soybean Meal Overweight

i.   Daily weights of index

ii.  Daily Index Level

183.    GSOWBO06 Index - Bean Oil Overweight

i.   Daily weights of index

ii.  Daily Index Level

184.    GSOWHG06 Index - COMEX Copper Overweight

i.   Daily weights of index

ii.  Daily Index Level

B.    Modified Strategies on the Bloomberg Commodity Index

1.  Modified Strategy D166 on the Bloomberg Commodity Index (index methodology)

2. Daily weights of Index

3. Daily Index level

C. Goldman Sachs Overweight & Equal Weight Commodity Indices Ex Agriculture and Livestock

Index methodology

1.    GSOWEWX0 Index

i.   Daily weights of index

ii.  Daily Index Level

2.    GSOWCLX0 Index

i.   Daily weights of index

ii.  Daily Index Level

3.    GSOWGCX0 Index

i.   Daily weights of index

ii.  Daily Index Level

4.    GSOWIAX0 Index

i.   Daily weights of index

ii.  Daily Index Level

5.    GSOWICX0 Index

i.   Daily weights of index

ii.  Daily Index Level

6.    GSOWIKX0 Index

i.   Daily weights of index

ii.  Daily Index Level

7.    GSOWILX0 Index

i.   Daily weights of index

ii.  Daily Index Level

8.    GSOWIZX0 Index

i.   Daily weights of index

ii.  Daily Index Level

9.    GSOWNGX0 Index

i.   Daily weights of index

ii.  Daily Index Level

10.    GSOWPAX0 Index

i.   Daily weights of index

ii.  Daily Index Level

11.    GSOWSIX0 Index

i.   Daily weights of index

ii.  Daily Index Level

12.    GSOWBRX0 Index

i.   Daily weights of index

ii.  Daily Index Level

13.    GSOWGOX0 Index

i.   Daily weights of index

ii.  Daily Index Level

14.    GSOWHOX0 Index

i.   Daily weights of index

ii.  Daily Index Level

15.    GSOWHUX0 Index

i.   Daily weights of index

ii.  Daily Index Level

16.    GSOWPLX0 Index

i.   Daily weights of index

ii.  Daily Index Level

17.    GSOWCLX3 Index

i.   Daily weights of index

ii.  Daily Index Level

18.    GSOWGCX3 Index

i.   Daily weights of index

ii.  Daily Index Level

19.    GSOWIAX3 Index

i.   Daily weights of index

ii.  Daily Index Level

20.    GSOWICX3 Index

i.   Daily weights of index

ii.  Daily Index Level

21.    GSOWIKX3 Index

i.   Daily weights of index

ii.  Daily Index Level

22.    GSOWILX3 Index

i.   Daily weights of index

ii.  Daily Index Level

23.    GSOWIZX3 Index

i.   Daily weights of index

ii.  Daily Index Level

24.    GSOWNGX3 Index

i.   Daily weights of index

ii.  Daily Index Level

25.    GSOWPAX3 Index

i.   Daily weights of index

ii.  Daily Index Level

26.    GSOWSIX3 Index

i.   Daily weights of index

ii.  Daily Index Level

27.    GSOWBRX3 Index

i.   Daily weights of index

ii.  Daily Index Level

28.    GSOWGOX3 Index

i.   Daily weights of index

ii.  Daily Index Level

29.    GSOWHOX3 Index

i.   Daily weights of index

ii.  Daily Index Level

30.    GSOWHUX3 Index

i.   Daily weights of index

ii.  Daily Index Level

31.    GSOWPLX3 Index

i.   Daily weights of index

ii.  Daily Index Level

32.    GSOWCLX6 Index

i.   Daily weights of index

ii.  Daily Index Level

33.    GSOWGCX6 Index

i.   Daily weights of index

ii.  Daily Index Level

34.    GSOWIAX6 Index

i.   Daily weights of index

ii.  Daily Index Level

35.    GSOWICX6 Index

i.   Daily weights of index

ii.  Daily Index Level

36.    GSOWIKX6 Index

i.   Daily weights of index

ii.  Daily Index Level

37.    GSOWILX6 Index

i.   Daily weights of index

ii.  Daily Index Level

38.    GSOWIZX6 Index

i.   Daily weights of index

ii.  Daily Index Level

39.    GSOWNGX6 Index

i.   Daily weights of index

ii.  Daily Index Level

40.    GSOWPAX6 Index

i.   Daily weights of index

ii.  Daily Index Level

41.    GSOWSIX6 Index

i.   Daily weights of index

ii.  Daily Index Level

42.    GSOWBRX6 Index

i.   Daily weights of index

ii.  Daily Index Level

43.    GSOWGOX6 Index

i.   Daily weights of index

ii.  Daily Index Level

44.    GSOWHOX6 Index

i.   Daily weights of index

ii.  Daily Index Level

45.    GSOWHUX6 Index

i.   Daily weights of index

ii.  Daily Index Level

46.    GSOWPLX6 Index

i.   Daily weights of index

ii.  Daily Index Level

47.    GSOWCLXM Index

i.   Daily weights of index

ii.  Daily Index Level

48.    GSOWCLXZ Index

i.   Daily weights of index

ii.  Daily Index Level

49.    GSOWBRXM Index

i.   Daily weights of index

ii.  Daily Index Level

50.    GSOWBRXZ Index

i.   Daily weights of index

ii.  Daily Index Level

51.    GSOWNGXM Index

i.   Daily weights of index

ii.  Daily Index Level

52.    GSOWNGXZ Index

i.   Daily weights of index

ii.  Daily Index Level

53.    GSOWGOXZ Index

i.   Daily weights of index

ii.  Daily Index Level

54.    GSOWHOXZ Index

i.   Daily weights of index

ii.  Daily Index Level

55.    GSOWHUXZ Index

i.   Daily weights of index

ii.  Daily Index Level

56.    GSOWCLXA Index

i.   Daily weights of index

ii.  Daily Index Level

57.    GSOWCLXB Index

i.   Daily weights of index

ii.  Daily Index Level

58.    GSOWBRXA Index

i.   Daily weights of index

ii.  Daily Index Level

59.    SOWBRXB Index

i.   Daily weights of index

ii.  Daily Index Level

60.    GSOWNGXA Index

i.   Daily weights of index

ii.  Daily Index Level

61.    GSOWNGXB  Index

i.   Daily weights of index

ii.  Daily Index Level

 

D.    Goldman Sachs Commodity Strategy 1067

 

E.    Modified Strategy D197XLA on the Bloomberg Commodity ex-Agriculture and Livestock Capped Index

i.    Index methodology

 

F.    Goldman Sachs Overweight & Equal Weight Commodity Indices – Series A

Index Methodology

1. GSOWGCA0 Index

i. Daily weights of index

ii. Daily Index Level

2. GSOWSIA0 Index

i. Daily weights of index

ii. Daily Index Level

3. GSOWIAA0 Index

i. Daily weights of index

ii. Daily Index Level

4. GSOWICA0 Index

i. Daily weights of index

ii. Daily Index Level

5. GSOWIKA0 Index

i. Daily weights of index

ii. Daily Index Level

6. GSOWIZA0 Index

i. Daily weights of index

ii. Daily Index Level

7. GSOWCLA0 Index

i. Daily weights of index

ii. Daily Index Level

8. GSOWNGA0 Index

i. Daily weights of index

ii. Daily Index Level

9. GSOWBRA0 Index

i. Daily weights of index

ii. Daily Index Level

10. GSOWHOA0 Index

i. Daily weights of index

ii. Daily Index Level

11. GSOWGOA0 Index

i. Daily weights of index

ii. Daily Index Level

12. GSOWHUA0 Index

i. Daily weights of index

ii. Daily Index Level

13. GSOWILA0 Index

i. Daily weights of index

ii. Daily Index Level

14. GSOWPLA0 Index

i. Daily weights of index

ii. Daily Index Level

15. GSOWPAA0 Index

i. Daily weights of index

ii. Daily Index Level

16. GSOWSOA0 Index

i. Daily weights of index

ii. Daily Index Level

17. GSOWSBA0 Index

i. Daily weights of index

ii. Daily Index Level

18. GSOWWHA0 Index

i. Daily weights of index

ii. Daily Index Level

19. GSOWCNA0 Index

i. Daily weights of index

ii. Daily Index Level

20. GSOWCTA0 Index

i. Daily weights of index

ii. Daily Index Level

21. GSOWKCA0 Index

i. Daily weights of index

ii. Daily Index Level

22. GSOWLHA0 Index

i. Daily weights of index

ii. Daily Index Level

23. GSOWLCA0 Index

i. Daily weights of index

ii. Daily Index Level

24. GSOWCCA0 Index

i. Daily weights of index

ii. Daily Index Level

25. GSOWKWA0 Index

i. Daily weights of index

ii. Daily Index Level

26. GSOWBOA0 Index

i. Daily weights of index

ii. Daily Index Level

27. GSOWSMA0 Index

i. Daily weights of index

ii. Daily Index Level

28. GSOWFCA0 Index

i. Daily weights of index

ii. Daily Index Level

29. GSOWEWAE Index

i. Daily weights of index

ii. Daily Index Level

30. GSOWEWAA Index

i. Daily weights of index

ii. Daily Index Level

31. GSOWGCA3 - Gold F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

32.GSOWSIA3 - Silver F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

33. GSOWIAA3 - Aluminium F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

34. GSOWICA3 - Copper F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

35. GSOWIKA3 - Nickel F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

36. GSOWIZA3 - Zinc F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

37. GSOWCLA3 - WTI F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

38. GSOWNGA3 - Natural Gas F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

39. GSOWBRA3 - Brent F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

40. GSOWHOA3 - Heating Oil F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

41. GSOWGOA3 - Gas Oil F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

42. GSOWHUA3 - Gasoline F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

43. GSOWILA3 - Lead F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

44. GSOWPLA3 - Platinum F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

45. GSOWPAA3 - Palladium F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

46. GSOWGCA6 - Gold F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

47. GSOWSIA6 - Silver F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

48. GSOWIAA6 - Aluminium F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

49. GSOWICA6 - Copper F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

50. GSOWIKA6 - Nickel F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

51. GSOWIZA6 - Zinc F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

52. GSOWCLA6 - WTI F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

53.GSOWNGA6 - Natural Gas F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

54. GSOWBRA6 - Brent F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

55. GSOWHOA6 - Heating Oil F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

56. GSOWGOA6 - Gas Oil F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

57. GSOWHUA6 - Gasoline F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

58. GSOWILA6 - Lead F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

59. GSOWPLA6 - Platinum F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

60. GSOWPAA6 - Palladium F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

61. GSOWSOA3 - Soybeans F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

62. GSOWSBA3 - Sugar F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

63. GSOWWHA3 - Wheat F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

64. GSOWCNA3 - Corn F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

65. GSOWCTA3 - Cotton F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

66. GSOWKCA3 - Coffee F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

67. GSOWLHA3 - Lean Hogs F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

68. GSOWLCA3 - Live Cattle F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

69. GSOWCCA3 - Cocoa F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

70. GSOWKWA3 - Kansas Wheat F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

71. GSOWBOA3 - Soybean Oil F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

72. GSOWSMA3 - Soybean Meal F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

73. GSOWILA3 - Lead F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

74. GSOWFCA3 - Feeder Cattle F3 Overweight Index

i. Daily weights of index

ii. Daily Index Level

75. GSOWSOA6 - Soybeans F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

76. GSOWSBA6 - Sugar F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

77. GSOWWHA6 - Wheat F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

78. GSOWCNA6 - Corn F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

79. GSOWCTA6 - Cotton F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

80. GSOWKCA6 - Coffee F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

81. GSOWLHA6 - Lean Hogs F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

82. GSOWLCA6 - Live Cattle F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

83. GSOWCCA6 - Cocoa F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

84. GSOWKWA6 - Kansas Wheat F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

85. GSOWBOA6 - Soybean Oil F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

86. GSOWSMA6 - Soybean Meal F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

87. GSOWFCA6 - Feeder Cattle F6 Overweight Index

i. Daily weights of index

ii. Daily Index Level

88. GSOWRSA0 - Canola F0 Overweight

i. Daily weights of index

ii. Daily Index Level

89. GSOWISA0 - Tin F0 Overweight

i. Daily weights of index

ii. Daily Index Level

90. GSOWMOA0 - EUA F0 Overweight

i. Daily weights of index

ii. Daily Index Level

91. GSOWHGA0 – COMEX Copper F0 Overweight

i. Daily weights of index

ii. Daily Index Level

92. GSOWQCA0 – London Cocoa F0 Overweight

i. Daily weights of index

ii. Daily Index Level

93. GSOWQWA0 – White Sugar F0 Overweight

i. Daily weights of index

ii. Daily Index Level

94. GSOWMWA0 – Milling Wheat F0 Overweight

i. Daily weights of index

ii. Daily Index Level