SGI CODA Ex Natural Gas Index (USD – Excess Return)

Index level: 153.726 as of 01/12/2022

Main characteristics

Bloomberg Code SGICCOXN
Inception Date 26/09/2022
Return Type Excess Return
Currency USD
Calculated By Compass

Objective

The SGI CODA Ex Natural Gas Index (USD – Excess Return) tracks the performance of a systematic long/short strategy based on synthetic positions in the SGI Commodity Dynamic Long XE Index and the SGI Ex Natural Gas 20/30 Capped Index. The Index takes a long position on the Commodity Dynamic Long Ex Natural Gas Index and a short position on the SGI Ex Natural Gas 20/30 Capped Index.

Mechanism

The Index is indirectly invested in a basket of commodities via its synthetic positions in the Underlying Basket Components. The composition and allocation of the Index is systematically adjusted on a semi-annual basis, on the last Calculation Date of June and December.


The SGI CODA Ex Natural Gas Index (USD – Excess Return) is calculated by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the Index is calculated correctly. Not with standing its obligations towards the issuer of the product, COMPASS FINANCIAL TECHNOLOGIES SA has no obligation to point out errors in the Index to third parties including without limitation to investors and/or financial intermediaries. The calculation, the publication and the dissemination of the Index by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in the product nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment the rein. Purchasers of the product are made aware, and accept, that index calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays. This may result in errors, interruptions and delays in the Index which may have impact on the product.

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