Main characteristics

Bloomberg Code DSFBI
Inception Date 04/03/2011
Return Type Total Return
Currency EUR
Calculated By S&P Dow Jones


The SGI Daily Double Short Bund index aims to reflect an inverse exposure leveraged to a multiple of 2 (positive or negative) to the daily performance of the German Long Term Bond Market while avoiding the costs linked to the use of cash instruments.


Unlike standard bond indices, the SGI Daily Double Short Bund seeks to replicate the exposure to bonds through derivative instruments The SGI Daily Double Short Bund index includes a short position in a series of EUREX Bund Futures Contracts, leveraged by a multiplication factor of 200% and a long position in a daily overnight investment at EONIA rate.

The SGI Daily Double Short Bund 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 maintain and calculate the Index. S&P® is a registered trademarks 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 Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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