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SGI Cantor Optimized Gold

Index level: Index level is not available

Main characteristics

Bloomberg Code SGICCOGC
Inception Date 24/05/2012
Return Type Net Return
Currency USD
CALCULATED_BY Standard & Poor's

Objective

The Cantor Optimized Gold Index (the “Index”), aims to generate returns from investing alternatively in a long position (the “Long Position”) and in a short position (the “Short Position”) on the physical gold (the “Index Component”), depending on the time of the day.

Mechanism

Each day on which the index is calculated (each a “Calculation Date”), a Short Position on the Index Component is taken on the morning at 10.30 am London time (the “AM Fixing Time”), and is unwounded on the afternoon at 3.00 pm London time (the “PM Fixing Time”). Simultaneously, a Long Position on the Index Component is then taken on the PM Fixing, and is unwounded the on the AM Fixing of the following Calculation Date.


The SGI Cantor Optimized Gold (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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