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In light of Juneteenth holidays, 20 June 2022 and 19 June 2023 are no longer Calculation Dates for the indices below. As a result, expiries of options occurring on those dates have been moved to the next Scheduled Calculation Date.
IND1LFRV
SGIXVR2U
SGIXVR3U
Following a periodic review, and in light of the recent disruptions on the nickel market traded on the London Metals Exchange (LME), Societe Generale as Index Sponsor has amended the Index Rules of the SGI Commodity Trend Following Index <SGIXTFCY Index> to handle rebalancings on underlying index components affected by a Commodity Disruption Event. In line with market practice, the amendment will ensure the index keeps the quantity rebalanced on affected components unchanged from the previous day, with no further impact on unaffected components. The change is implemented on a going-forward basis, effective Monday 23 May 2022.
Nom | Perf. MTD | Perf. YTD |
---|---|---|
SGI Credit NA HY Momentum Index | +0.28 % | -1.47 % |
SGI Global Senior | +0.00 % | +0.00 % |
SGI Commodities Curve Momentum Alpha | +0.00 % | +7.99 % |
SG Global Quality Income Index | +0.00 % | +1.96 % |
SGI BOSS 5% | +0.00 % | -16.26 % |
SG European Quality Income Index | +0.00 % | -11.05 % |
SGI Market Timing Index | +0.00 % | +0.00 % |
SGI Canada Bond Index | +0.00 % | -17.15 % |
SGI Short Brent | +0.00 % | -45.44 % |
SGI Vol Premium Dynamic 2 | +0.00 % | -3.75 % |