CBOT to Launch New Contract on the Dow Jones-AIG Commodity Index

Chicago (Jul. 19, 2001) — The Chicago Board of Trade, Dow Jones Indexes and AIG Trading Group Inc. (AIG Trading), a member company of American International Group, Inc. (NYSE: AIG), today announced the launch of a futures contract on the Dow Jones-AIG Commodity Index(sm) (DJ-AIGCI). The CBOT expects to launch the DJ-AIGCI(sm) futures contract in the fourth quarter of 2001, on a/c/e, its electronic trading platform.

The launch of the contract, which will be cash settled, will allow a broad sector of market participants to hedge commodity and inflation exposure and achieve portfolio diversification. The Dow Jones-AIG Commodity Index is designed to be a liquid and diversified benchmark for commodities as an asset class. Potential benefits of the DJ-AIGCI include positive returns over time and negative correlation with equities and bonds. In addition, academic research has demonstrated that investments in commodities can provide unique portfolio diversification benefits.

CBOT Chairman Nickolas J. Neubauer said, “These contracts combine the indexing experience of Dow Jones Indexes and the commodities expertise of AIG Trading with the unmatched liquidity and market integrity of the CBOT markets. These contracts will become the preeminent commodity index futures product, and will promote trading opportunities for institutional investors and our members. This announcement reflects the commitment of CBOT President and CEO David Vitale and his new management team to introduce new products in a timely and efficient manner, and our ability to recognize market trends and partner effectively.”

AIG Chairman M. R. Greenberg said, “Product innovation is critical to AIG’s growth strategy in all sectors of our business. Working with the CBOT and Dow Jones Indexes in this product development effort reinforces AIG Trading Group’s expertise in creating innovative risk management products. This new program will offer market participants the ability to hedge commodity and inflation exposures in a highly liquid and tradable format to help achieve portfolio diversification.”

Peter R. Kann, Chairman and CEO of Dow Jones & Company, said, “The Dow Jones-AIG Commodity Index opens the door of opportunity for investors to this unique asset class. The index methodology weights 20 commodities both by investor interest – as measured by trading volume in futures contracts of the index’s component commodities – and by production. The result is an index that is not skewed toward one commodity and yet clearly distinguishes between major and minor commodities. Now investors will have at the CBOT an important portfolio tool that reflects commodities markets as they really impact economies worldwide.”

The 20 Commodities currently in the DJ-AIGCI(sm) are:

Aluminum Cattle Cocoa Coffee
Copper Corn Cotton Crude Oil
Gold Heating Oil Hogs Natural Gas
Nickel Silver Soybeans Soybean Oil
Sugar Unleaded Gas Wheat Zinc

 
The DJ-AIGCI appears daily on pages A1 and C1 of The Wall Street Journal and can be accessed on Reuters Page AIGCI1.

About Chicago Board of Trade

Providing a diverse mix of financial and commodity futures and options-on-futures products, the Chicago Board of Trade advances into the 21st Century on the strength of over 150 years of member-trader expertise, unparalleled liquidity, and market integrity. Via open outcry and screen-based trading, the CBOT provides premier customer service to risk managers and investors worldwide. Established in 1848, the CBOT was launched originally for agricultural producers to achieve price protection. Today, CBOT members trade more than 60 different products, including futures and options-on-futures on U.S. Treasury bonds and notes, the Dow Jones Industrial Average and other Dow Jones indices, Agency debt, a Municipal Bond index, and Mortgages. In August 2000, the CBOT was reincorporated in Delaware as a Delaware not-for-profit nonstock corporation.

About AIG Trading Group Inc.

AIG Trading Group Inc., through its subsidiaries, engages in trading and market making in foreign exchange, emerging market debt, precious and base metals, energy products and commodity indices.

AIG Trading provides highly personalized customer service and creates innovative risk management products for multinational corporations, financial institutions, commercial producers and users, institutional investors and sovereign entities. AIG Trading’s breadth of services include currency and commodities prime brokerage, client-tailored back-office support, and access to e-commerce trading portals and insightful political-economic research from leading figures in the financial services industry. AIG Trading operates through a worldwide network of offices including its Greenwich, Connecticut headquarters, London, Paris, Singapore, and Toronto.

About American International Group, Inc.

AIG is the leading U.S.-based international insurance and financial services organization and the largest underwriter of commercial and industrial insurance in the United States. Its member companies write a wide range of commercial, personal and life insurance products through a variety of distribution channels in approximately 130 countries and jurisdictions throughout the world. AIG’s global businesses also include financial services and asset management, including aircraft leasing, financial products, trading and market making, consumer finance, institutional, retail and direct investment fund asset management, real estate investment management, and retirement savings products. American International Group, Inc.’s common stock is listed on the New York Stock Exchange, as well as the stock exchanges in London, Paris, Switzerland and Tokyo.

Disclaimer
“Dow Jones” and “AIG” are service marks of Dow Jones & Company, Inc. and American International Group, Inc. (“AIG”), as the case may be, and have been licensed for use for certain purposes. Dow Jones does not sponsor, promote, or sell any product based on the Dow Jones-AIG Commodity Index and none of Dow Jones, AIG or AIG Trading Group Inc. and their respective affiliates make any representation herein regarding the advisability of investing in any product based on the Index.

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Journalists may e-mail questions regarding this press release or contact Dow Jones Indexes press office:

New York: +1-212-597-5720
London: +44-20-3379-3804

About Dow Jones Indexes

Dow Jones Indexes is a leading full-service index provider that develops, maintains and licenses indexes for use as benchmarks and as the basis of investment products. Best-known for the Dow Jones Industrial Average, Dow Jones Indexes offers more than 130,000 equity indexes as well as fixed-income and alternative indexes, including measures of hedge funds, commodities and real estate. Dow Jones Indexes employs clear, unbiased and systematic methodologies that are fully integrated within index families. Dow Jones Indexes is the marketing name for CME Group Index Services LLC, a joint venture company which is owned 90 percent by CME Group Inc. and 10 percent by Dow Jones & Company, Inc., a News Corporation company (NASDAQ: NWS, NWSA; ASX: NWS, NWSLV).

"Dow Jones®," "Dow Jones Indexes," and all other index names listed above are service marks of Dow Jones Trademark Holdings LLC ("Dow Jones"), and have been licensed for use by CME Group Index Services LLC ("CME Indexes").

About UBS

UBS draws on its 150-year heritage to serve private, institutional and corporate clients worldwide, as well as retail clients in Switzerland. We combine our wealth management, investment banking and asset management businesses with our Swiss operations to deliver superior financial solutions and manage CHF 2.2 trillion in invested assets. UBS is present in all major financial centers worldwide. It has offices in over 50 countries, with about 37% of its employees working in the Americas, 37% in Switzerland, 16% in the rest of Europe and 10% in Asia Pacific. UBS employs about 65,000 people around the world. Its shares are listed on the SIX Swiss Exchange and the New York Stock Exchange (NYSE).