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SGI Futures Series – Euro Bank Sector Index (EUR - Total Return - Synthetic Dividend)

Index level: 1124.24 as of 13/12/2019

Main characteristics

Bloomberg Code SGBVRCAF
Inception Date 02/01/2019
Return Type Total Return
Currency EUR
Calculated By Stoxx

Objective

The SGI Futures Series - Euro Bank Sector Index is a rules-based index (EUR - Total Return - Synthetic Dividend) that aims to provides the performance of a long position on a basket of rolling futures of the EURO STOXX.

Mechanism

The index is designed to provide the investor with the performance of rolling a long position on the first nearby Future Contract. The position is rolled on a quarterly basis during four calculation dates and ends on the second calculation date immediately preceding the last trading day of the first nearby.


The SGI Futures Series - Euro Bank Sector Index (EUR - Total Return - Synthetic Dividend) is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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