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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.98 % -3.74 % -1.61 % -3.88 % +9.42 %
Annualized Performance -3.88 % +3.05 %
Annualized Volatility +3.75 % +3.05 % +3.77 % +2.79 % +3.03 %
Sharpe Ratio -- --
Max Drawdown -2.12 % -3.85 % -1.11 % -4.06 % -4.78 %

The SGI Bond 5Y USD has been backtested since 09/01/1990 and calculated since 02/08/2007.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The SGI Bond 5Y USD (USD - TR) (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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Linked news

10 JAN 2018
IMPORTANT NOTICE on ISDA Rates

On December 29 th 2017, ISDA rates used as input data for the computation of the following indices were not published: SGIXBU4, SGIXBU5, SGIXBU6, SGIXBU7, SGIXBU10.

As foreseen in the index rules, SG has determined in good faith an estimate of such rate, using the average of the first bid and ask quotes available of the relevant swap rate available via the Bloomberg composite tickers.

The levels of the indices were republished for the period beginning on December 29 th 2017 and ending on January 9 th 2018.

13 DEC 2021
Index Rules Amendment linked to the discontinuation of LIBOR – SGI BOND USD Indices

In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agent to remove USD LIBOR 2M for the computation of the indices below. Such change will be effective on December 13 th, 2021 (included).

Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition ( https://wholesale.banking.societegenerale.com/en/compliance-regulatory-information/general-disclosures/ibor-transition/). If you have questions relating to this communication please send to sgcib-regulatory-support.par@sgcib.com or to your usual contact at Société Générale Index.

An updated version of the Index Rules is available upon request to the Index Sponsor.

Scope of indices:

  • SGIXBU10
  • SGIXBU5
  • SGIXBU3M