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About SG Index
SGI VRR US Index - GBP Hedged (GBP - Total Return)
Index level: 1189.233 as of 17/06/2021
Main characteristics
| Bloomberg Code | SGBVRRU4 |
|---|---|
| Inception Date | 07/01/2019 |
| Return Type | Total Return |
| Currency | GBP |
| Calculated By |
|
Objective
The SGI VRR US Index - GBP Hedged (GBP - Total Return) is a systematic, rules-based strategy that aims to provide a hypothetical exposure to the performance of an SGI Index which aims to generate a systematic positive carry from the USD swaption volatility term structure, while hedging the performance of such index in GBP.
The Index is calculated and published by Solactive AG and is sponsored by Société Générale.
Mechanism
The Index is composed of an Underlying SGI Index.
The SGI VRR US Index - GBP Hedged (GBP - Total Return) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.