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SGI Futures Series – All Japan Equity Index

Index level: 746.91 as of 14/11/2019

Main characteristics

Bloomberg Code SGBVRTP1
Inception Date 14/11/2017
Return Type Excess Return
Currency JPY
Calculated By Bloomberg

Objective

The SGI Futures Series – All Japan Equity Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on the Topix Index .

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 quarterly basis during four Calculation Dates and ends on Calculation Date immediately preceding the expiry of the first nearby.


Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”) are not affiliated with Société Générale and do not approve, endorse, review, or recommend the SGI Futures Series – All Jaoan Equity Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI Futures Series – All Japan Equity Index. Bloomberg makes no warranty, express or implied, as to the SGI Futures Series – All Japan Equity Index or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. To the maximum extent allowed by law, Bloomberg, its licensors, and its and their respective employees, contractors, agents, suppliers, and vendors shall have no liability or responsibility whatsoever for any injury or damages—whether direct, indirect, consequential, incidental, punitive, or otherwise—arising in connection with the SGI Futures Series – All Japan Equity Index or any data or values relating thereto—whether arising from their negligence or otherwise.

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