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SGI Brent x5 Short

Index level: Index level is not available

Main characteristics

Bloomberg Code SGIXBR5S
Inception Date 13/08/2012
Return Type Total Return
Currency USD


The Brent x5 Short Index is a total return index designed to reflect the returns generated overtime relating to the composite performance of notional investment in a money market instrument (the “Money Market Instrument”), and a 500% short position in the Brent Crude Oil Benchmark Index (the “Underlying Index”). The Underlying Index tracks the performance of a systematic rolling strategy, where the position is made up of Brent crude oil futures contracts.


The constituents of the Index are the Underlying Index, with a fixed exposure of 500%, and the Money Market Instrument.

The notional of the investment in the Underlying Index is revised every day to take into account the most recent past performance of the Underlying Index.

The SGI Brent x5 Short (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.