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Main characteristics

Bloomberg Code SGIFXEUU
Inception Date 28/06/2011
Return Type Excess Return
Currency USD
CALCULATED_BY Standard & Poor's

Objective

SGI FX Market Access range of indices aims to replicate the performance of a strategy rolling foreign exchange forwards on currency pairs. Each index tracks a given pair and can be denominated in a third currency. The objective is to provide a simple way to access the performance of a currency vs. another one across all regions. SGI FX Markets Access indices can be used as a benchmark and as an underlying for financial instruments.

Mechanism

The SGI FX indices track the performance of a systematic roll of 1-month currency 1/ currency 2 forwards. The prices of the forwards are based on publicly observable mid-levels.


The SGI FX-EUR/USD in USD (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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