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Main characteristics

Bloomberg Code SGCOS34E
Inception Date 03/01/2017
Return Type Excess Return
Currency USD
CALCULATED_BY Société Générale

Objective

The SG Seasonal Carry S aims to generate returns from investing in a selection of commodity single indices

The index is diversified across Energy, Agriculture and Livestock

Mechanism

The index invests in benchmark single indices. The index implements a static weight allocation for each single index, and rebalances on a quarterly basis.


Warning regarding the Index: The Index is the sole and exclusive property of Societe Generale. Societe Generale does not guarantee the accuracy and/or the completeness of the composition, calculation, dissemination and adjustment of the Index, nor of the data included therein. Subject to any applicable law, Societe Generale shall have no liability for any errors, omissions, interruptions or delays relating to the Index. Societe Generale makes no warranty, whether express or implied, relating to (i) the merchantability or fitness for a particular purpose of the Index, and (ii) the results of the use of the Index or any data included therein. Subject to any applicable law, Societe Generale shall have no liability for any losses, damages, costs or expenses (including loss of profits) arising, directly or indirectly, from the use of the Index or any data included therein. 

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