The SGI European Dvd Constant Maturity 1Y Index 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.
The Index is designed to provide the investor with the performance of a rolling long position on the first and second nearby futures contracts on dividends of the Euro Stoxx 50 Price Return Index. The strategy is invested in the first and second futures contracts, so that the theoretical maturity of the strategy to the dividend futures is always equal to one year.
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