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About SG Index
News
29
DEC
2021
Index Rules Amendment linked to the discontinuation of LIBOR – SGI BOSS Indices
In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agents to replace the current underlying SGI Indices that were using CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR and their related swaps by substitute underlying SGI Indices, with equivalent economic characteristics, that aren’t referencing CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR. Such change will be effective on December 29th, 2021 (included).
Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition ( https://wholesale.banking.societegenerale.com/en/compliance-regulatory-information/general-disclosures/ibor-transition/). If you have questions relating to this communication please send to sgcib-regulatory-support.par@sgcib.com or to your usual contact at Société Générale Index.
An updated version of the Index Rules is available upon request to the Index Sponsor.
Scope of indices:
SGIXBE3E
SGIXBE5E
SGIXBHE3
SGIXBHE5
SGIXBHU1
SGIXBS1U
SGIXBS3E
29
DEC
2021
Index Rules Amendment linked to the discontinuation of LIBOR – FX Value 3D Index
In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agent to replace CHF LIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR swaps by CHF, GBP, JPY and USD RFR swaps for the computation of the indices below. Such change will be effective on December 29 th, 2021 (included).
Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition ( https://wholesale.banking.societegenerale.com/en/compliance-regulatory-information/general-disclosures/ibor-transition/). If you have questions relating to this communication please send to sgcib-regulatory-support.par@sgcib.com or to your usual contact at Société Générale Index.
An updated version of the Index Rules is available upon request to the Index Sponsor.
Scope of indices:
SGIX3FVE
SGIX3FVT
Top Ten
| Nom | Perf. MTD | Perf. YTD |
|---|---|---|
| Brent Futures x4 Leveraged Index | +59.53 % | +59.53 % |
| SGI Global Oil Index (USD - Net Total Return) | +13.82 % | +13.82 % |
| SGI Brent Crude Oil Benchmark | +12.98 % | +12.98 % |
| SGI Gas Oil Static Roll Index | +12.21 % | +12.21 % |
| SGI Heating Oil Static Roll Index | +11.96 % | +11.96 % |
| SGI Energy Semi Dynamic Index | +11.86 % | +11.86 % |
| SGI Commodity Dynamic Energy Ex-NG | +11.79 % | +11.79 % |
| SGI Smart WTI Long | +11.46 % | +11.46 % |
| SGI Natural Gas Static Roll Index | +11.38 % | +11.38 % |
| SGI Aluminum Static Roll Index | +10.11 % | +10.11 % |