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SGI Credit Europe XO Momentum Index

Index level: 932.05 as of 13/12/2018

Main characteristics

Bloomberg Code SGIXCEXM
Inception Date 01/07/2014
Return Type Excess Return
Currency EUR
Calculated By Markit

Objective

The SGI Credit Europe XO Momentum Index is a credit inddex that exploits trading performance of momentum strategies designed by the SG Quantitative Research and written on SGI Credit Europe XO Index.

Mechanism

On every calculation Date, the SGI Credit Europe XO Momentum takes short and long position of a static basket of SGI Credit Europe XO Index as designed by SG quantitative research and reset on a monthly basis. 


The SGI Credit Europe XO Momentum Index is administered and calculated by Markit. For more information, see www.markit.com

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