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SGI Futures Series – US Large Cap Equity Index

Index level: 2459.33 as of 23/11/2017

Main characteristics

Bloomberg Code SGBVRES1
Inception Date 29/07/2016
Return Type Excess Return
Currency USD
CALCULATED_BY Bloomberg

Objective

The SGI Futures Series – US Large Cap Equity Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on the S&P 500 Index.

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.


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 Futures Series – US Large Cap Equity Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI Futures Series – US Large Cap Equity Index. Bloomberg makes no warranty, express or implied, as to the SGI Futures Series – US Large Cap Equity 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 Futures Series – US Large Cap Equity Index or any data or values relating thereto—whether arising from their negligence or otherwise.

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