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SGI European Dvd Constant Maturity 3Y

Index level: 942.22 as of 22/08/2019

Main characteristics

Bloomberg Code SGIXDCM3
Inception Date 15/11/2017
Return Type Excess Return
Currency EUR
Calculated By Solactive

Objective

he SGI European Dvd Constant Maturity 3Y Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on dividends of the Euro Stoxx 50 Price Return Index.

Mechanism

The Index is designed to provide the investor with the performance of a rolling long position on the third and fourth nearby futures contracts on dividends of the Euro Stoxx 50 Price Return Index. The strategy is invested in the third and fourth futures contracts, so that the theoretical maturity of the strategy to the dividend futures is always equal to three years.


The SGI European Dvd Constant Maturity 3Y Index (EUR - Excess Return) (the “Index”) is the exclusive property of Société Générale. Société Générale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.

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