The SGI FX Basket USD Index aims to provide an exposure to USD via a fixed weighted
currency basket comprised of CAD, CHF, EUR, GBP, JPY, SEK indices rolling FX forward.
The SGI FX Basket USD replicates the performance of a daily rebalanced weighted
basket which is comprised of the six following currencies:
- CAD (<SGIFXCAU>) : weight of 7.5,%
- CHF (<SGIFXCHU>) : weight of 5.0,%
- EUR (<SGIFXEUU>) : weight of 60.0,%
- GBP (<SGIFXGBU>) : weight of 10.0,%
- JPY (<SGIFXJPU>) : weight of 12.5,%
- SEK (<SGIFXSEU>) : weight of 5.0%.
The SGI FX Basket USD 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.