On February 9th 2017; SG notified the Index Calculation Agent of an error that had occurred in the calculation of the level of the following indices; <SGEPVBE>, <SGEPQBE>, <SGEPLBE>, <SGEPMBE>,<SGEPPBE>, <SGEPCBE>, <SGEPSBE>, <SGEPVQBE>, <SGEPVAE>, <SGEPQAE>, <SGEPLAE>, <SGEPMAE>, <SGEPPAE>, <SGEPCAE>, <SGEPSAE>, <SGEPVQAE>, <SGEPQCAE>, <SGEPVXBE>, <SGEPVXAE>, <SGEPQXAE>, <SGEPQXBE>, <SGEPQCBE>, <SGEPLRE>, <SGEPQRE>, <SGEPVRE>, <SGEPPRE>, <SGEPQ2RE>, <SGEPCRE>, <SGEQR>, <SGEQD>, published from January 06th 2017 until February 10th 2017.
The error was due to an incorrect rebalancing performed on January 6th 2017. Following the notification of the error; the levels of the indices have been restated the February 13th 2017. The levels of the indices are now available in Bloomberg and in the SGI website
On the 21st of July 2016, SGI, the Index Sponsor, advised that in order to ensure orderly rebalancing of the SGIXPA, SGIXPAE, SGIXPAP, SGIXPAPE Indices, it would be more operationally efficient to execute the quarterly rebalancing with a new universe defined as follows:
The Index Sponsor instructed the Index Calculation Agent to implement the change with effect from July 26th, 2016 rebalancing and determined that these modifications were necessary in order to smooth the rebalancing process.
|Nom||Perf. MTD||Perf. YTD|
|SGI Brent x5 Short||+81.52 %||+138.12 %|
|SGI Silver x5 Short||+23.31 %||-29.49 %|
|SGI Short Brent||+15.61 %||+25.84 %|
|SGI Daily Leveraged BTP||+8.15 %||+7.53 %|
|SGI Bond 30Y EUR||+6.75 %||-2.78 %|
|SGI Global Generics Index||+6.43 %||-1.71 %|
|SGI Global Nanotechnology Index||+6.43 %||+11.61 %|
|World Solar Enery Index||+4.99 %||+7.41 %|
|World Solar Energy Index||+4.99 %||+7.46 %|
|SGI Bond 10Y EUR||+4.83 %||+0.22 %|