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News

30 JUN 2017
Amendement to Index Rules of the Global Quality Income 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 
7 MAR 2017
Index level correction

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

Top Ten

Nom Perf. MTD Perf. YTD
SGI Gold x10 Leverage +12.18 % +100.33 %
SGI Gold x5 Leveraged +6.62 % +54.74 %
SGI Silver x5 Leverage +6.51 % +3.90 %
SGI Industrial Metals Semi Dynamic Index +6.09 % +18.57 %
SGI Brent x5 Short +5.52 % +14.45 %
SGI Map Index +4.32 % -0.65 %
SGI Bond 30Y EUR +3.95 % -5.78 %
SGI Boss USD 10% Hedged - Ext. +3.17 % -1.81 %
SGI US Gravity +2.90 % +6.26 %
SGI Bond 30Y USD +2.82 % +5.24 %