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.
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 (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.