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SGI European Dvd Constant Maturity 1Y

Index level: 1080.94 as of 19/10/2017

Main characteristics

Bloomberg Code SGBVDCM1
Inception Date 18/12/2015
Return Type Excess Return
Currency EUR
CALCULATED_BY Bloomberg

Objective

The SGI European Dvd Constant Maturity 1Y Index (EUR – Excess Return) is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on dividends of the Euro Stoxx 50 Price Return Index.

Mechanism

The Index is designed to provide the investor with the performance of a rolling long position on the first two nearby futures contracts on dividends of the Euro stoxx 50 Price Return Index. The strategy is always fully invested in the first futures contract and builds on a daily basis a long position in the second futures contract, so that the theoretical maturity of the strategy to the dividend futures is always equal to one year.


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 European Dvd Constant Maturity 1Y Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI European Dvd Constant Maturity 1Y Index.  Bloomberg makes no warranty, express or implied, as to the SGI European Dvd Constant Maturity 1Y 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 European Dvd Constant Maturity 1Y Index or any data or values relating thereto—whether arising from their negligence or otherwise.

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