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SGI Credit Compression Global Index

Index level: 158.10 as of 13/12/2018

Main characteristics

Bloomberg Code SGIXCCMG
Inception Date 29/01/2018
Return Type Excess Return
Currency USD
Calculated By Markit

Objective

The SGI Credit Compression Global Index aims to provide an exposure to the performance of a credit compression strategy on european and north american credit markets between High Yield and Investment Grade.

Mechanism

The Index is constructed to capture the risk premium of credit compression both in Europe and North America credit market through SGI Indices.

The allocation of the Index is systematically adjusted on a monthly basis

  • 50% of SGI Credit Value Compression NA Index
  • 50% of SGI Credit Value Compression Europe Index

 

These weights are applied to the Underlying Basket Components so as to determine the Index performance. The Index is denominated in USD and the non-USD denominated sub-indices are daily hedged into USD.


The SGI Credit Compression Global Index is administered and calculated by Markit. For more information, see www.markit.com.

Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to SGI Credit Compression Global Index or any data included therein, or any data from which it is based or as to results to be obtained from the use of the SGI Credit Compression Global Index . Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Societe Generale or third parties and that seeks to provide an investment return based on the returns of the SGI Credit Compression Global Index .

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