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Main characteristics

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

Objective

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.

Mechanism

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.

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