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SGI Brent Crude Oil Static Roll Index

Index level: 48.27 as of 22/08/2017

Main characteristics

Bloomberg Code SGICCOSR
Inception Date 31/12/2009
Return Type Excess Return
Currency USD
CALCULATED_BY S&P Dow Jones

Objective

The SGI Brent Crude Oil Static Roll Index tracks the performance of Brent Crude Oil futures contracts that are rolled monthly.

Mechanism

The Index is designed to provide the investor with the performance of rolling a long position on the first nearby Future Contract. The position is rolled on quarterly basis during four Calculation Dates and ends on the second Calculation Date immediately preceding the expiry of the first nearby.


The SGI Commodities Optimix B Series ER 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 calculate the Index. S&P® is a registered trademark 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” and its related stylized mark(s) have been licensed for use by SG.  Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.

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