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SGI Bond Carry G6 EUR Index (EUR - Excess Return)

Index level: 1410.79 as of 04/06/2020

Main characteristics

Bloomberg Code SGIXB6EE
Inception Date 11/01/2019
Return Type Excess Return
Currency EUR
Calculated By Singapore Exchange Limited

Objective

The SGI Bond Carry G6 EUR Index is a systematic, rules-based index that provides exposure to the performance of a carry strategy on a hypothetical basket of bond future.

Mechanism

The Index is composed of a synthetic basket of Underlying SGI Indices that aim to replicate a systematic roll of 10y bond futures in US, Germany, UK, Japan, Australia and Canada. The allocation is determined on a daily basis.


The SGI Bond Carry G6 EUR Index is the property of the Customer Singapore Exchange Limited and its affiliates each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom indices or values of the Custom Indices. In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort, strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss of any kind, suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.

 

 

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