Societe Generale Index

The following amendments have been made to the Global Quality Income Index Rules

1.The quarterly rebalancing is smoothed linearly over 5 days (previously 1 day)

2.The Index is now based on a stock-selection process generating a number of components comprised between 75 and 125 stocks (previously between 25 and 75 stocks)

They are effective on June 30 ^th, 2017 for the following indices.  

• SGI Global Quality Income Price Return in EUR Index
• SGI Global Quality Income Price Return in USD Index
• SGI Global Quality Income Net Total Return in EUR Index
• SGI Global Quality Income Net Total Return in USD Index
• SGI Global Quality Income  Net Total Return in GBP Index 

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