You have to validate the disclaimer to access this website.

Main characteristics

Bloomberg Code SGCOP91E
Inception Date 03/08/2015
Return Type Excess Return
Currency USD
Calculated By S&P Dow Jones


The SG U Carry L Index aims to generate returns from investing in a selection of commodity single indices excluding Agriculture and Livestocks universe, with a static rolling methodology for each commodity.


The Index invests in deferred benchmark single indices (F3 for all commodities, mix F6 or F3 for Natural Gas). The index implements a static weight allocation for each single index, and rebalances on a monthly basis.

The SG U Carry L Index (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.

Login to add this product to your favorites