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SGI Short x1 10Y U.S. Treasury Note Futures Index

Index level: 1036.66 as of 26/04/2018

Main characteristics

Bloomberg Code SGIXTYS1
Inception Date 01/12/2016
Return Type Total Return
Currency EUR
Calculated By Solactive

Objective

The SGI Short x1 10Y U.S. Treasury Note Futures Index is a rules-based index that aims to provide the performance of a short position on a basket of rolling futures on of the US Treasuries.

 

Mechanism

The Index is designed to provide the performance of rolling a short position on the first nearby Future Contract of the US Treasuries. The position is rolled on quarterly basis on the first Calculation Date immediately preceding the expiry of the first nearby.


The SGI Short x1 10Y U.S. Treasury Note Futures Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale 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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