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SGI Commodity Dynamic Energy Ex-NG

Index level: 1213.20 as of 15/10/2019

Main characteristics

Bloomberg Code SGCOCOEX
Inception Date 04/03/2019
Return Type Excess Return
Currency USD
Calculated By Compass

Objective

The SGI Commodity Dynamic Energy Ex-NG Index – (USD - Excess Return) provides exposure to the hypothetical performance of a dynamic basket of commodity futures.

The Index is calculated and published by Compass Financial Technologies SA and is sponsored by Société Générale.

Mechanism

The Index is composed of a hypothetical basket of commodity futures contracts. The composition and allocation of the Underlying Basket is systematically adjusted on a daily basis according to a proprietary model based on a filter on curve shape methodology developed by the Index Sponsor. The algorithm selects the futures contract with the highest expected return for each commodity.  The exposure to each commodity is based on the Reference Index CIMs.


The SGI Commodity Dynamic Energy Ex-NG Index has been developed by, and is proprietary to, Société Générale and no third party shall have any proprietary interest herein except as may be expressly granted by SG. Compass Financial Technologies SA 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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