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Main characteristics

Bloomberg Code SGCOH55E
Inception Date 10/03/2017
Return Type Excess Return
Currency USD
Calculated By Compass

Objective

The SGI Carry Optimix Index aims to replicate a long position in the SGI Commodities Optimix B Series Index, using a smart roll methodology and a short position in the Bloomberg Commodities Index (the benchmark).

Mechanism

The SGI Commodities Optimix B Series Index uses either a static or a dynamic rolling methodology applied on each contract. The Index is constructed pursuant to a systematic strategy where positions are made up of single commodities Underlying Contracts. Rolls from one Underlying Contract to the next Underlying Contract are implemented during a period from the close of the first Calculation Date of any given month to the close of the fifth Calculation Date of such month. 


The SGI Carry Optimix Index is calculated by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the Index is calculated correctly. Not with standing its obligations towards the issuer of the product, COMPASS FINANCIAL TECHNOLOGIES SA has no obligation to point out errors in the Index to third parties including without limitation to investors and/or financial intermediaries. The calculation, the publication and the dissemination of the Index by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in the product nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment the rein. Purchasers of the product are made aware, and accept, that index calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays. This may result in errors, interruptions and delays in the Index which may have impact on the product

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