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About SG Index
Main characteristics
| Bloomberg Code | SGICCOSR |
|---|---|
| Inception Date | 31/12/2009 |
| Return Type | Excess Return |
| Currency | USD |
| Calculated By |
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Objective
The SGI Brent Crude Oil Static Roll Index tracks the performance of Brent Crude Oil futures contracts that are rolled monthly.
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 the second Calculation Date immediately preceding the expiry of the first nearby.
The SGI Commodities Optimix B Series ER Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.