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SGI Commodities Optimix B Series ER Index

Index level: 75.24 as of 20/07/2017

Main characteristics

Bloomberg Code SGICOBE
Inception Date 12/11/2014
Return Type Excess Return
Currency USD
CALCULATED_BY S&P Dow Jones

Objective

The SGI Commodities Optimix B Series Index aims to generate returns from investing in a selection of commodities futures contracts with a rolling methodology applied on each commodity.

Mechanism

For the rolling process the index uses either a static or a dynamic rolling methodology applied on each contract. The Index is constructed pursuant to a systematic strategy where positions are made up of single commodities Underlying Contracts. Rolls from one Underlying Contract to the next Underlying Contract are implemented during a period from the close of the first Calculation Date of any given month to the close of the fifth Calculation Date of such month. 


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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