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The EME Equity Index (USD – Excess Return)

Index level: 136.27 as of 02/07/2020

Main characteristics

Bloomberg Code SGBVDFME
Inception Date 04/04/2016
Return Type Excess Return
Currency USD
Calculated By Bloomberg

Objective

The EME Equity Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on of the MSCI Emerging Markets Index®.
The Index is calculated and published by Bloomberg Finance L.P and is sponsored by Société Générale. 

Mechanism

The Index is designed to provide the investor with the performance of rolling a long position on the first nearby Future Contract as defined herein of the Reference Index. The position is rolled on quarterly basis during four Calculation Dates and ends on the Calculation Date immediately preceding the expiry of the first nearby.


The EME Equity Index has been developed by, and is proprietary to, Société Générale and no third party shall have any proprietary interest therein except as may be expressly granted by SG. Bloomberg Finance L.P acknowledges that the ownership and all intellectual property rights in respect of the name of the Index are and shall remain the exclusive property of SG.

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