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SGI Brent Crude Oil Benchmark

Index level: 3446.12 as of 25/05/2017

Main characteristics

Bloomberg Code SGICBRB
Inception Date 13/08/2012
Return Type Excess Return
Currency USD
CALCULATED_BY S&P Dow Jones

Objective

The Brent Crude Oil Benchmark Index is an excess return index designed to reflect the returns generated overtime by a systematic rolling position in the Brent crude oil first nearby future contract (the “Contract”).

 

Mechanism

The Contracts contained in the Index are future contracts that are rolled monthly to the next Contract.

Rolls from one Contract to the next Contract are implemented during the Period from the close of the fifth Calculation Date of any given month (the “Roll Start Date”) to the close of the ninth Calculation Date of such month (the “Roll End Date”).

 


The SGI Brent Crude Oil Benchmark (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.