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SGI Global 85% Progressive Protection Bond Index

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Main characteristics

Bloomberg Code SGMDGPPB
Inception Date 14/02/2020
Return Type Total Return
Currency EUR
Calculated By Stoxx

Objective

The SGI Global 85% Progressive Protection Bond Index, aims to provide the performance of a crescendo product on a SG Index including a volatility target mechanism.

Mechanism

The SGI Global 85% Progressive Protection Bond Index is an index designed to track the performance of a strategy that is:
• Long a Risky Asset, the SGI Custom Dynamic Funds Allocation Index
• Long a Lookback Put on the SGI Custom Dynamic Funds Allocation Index Index
• Long a Cash Component
Everytime the option reaches its maturity, the exposure to the Risky Asset and the Lookback Put on SGI Custom Dynamic Funds Allocation Index is extended. This extension aims to provide protection against sharp declines of the SGI Custom Dynamic Funds Allocation Index and limit potential losses to a maximum of 15% of the last Maximum Level of the Index while maintaining an exposure to the potential upside of the Risky Asset.
The SGI Custom Dynamic Funds Allocation Index is a volatility-controlled Index that aims to replicate the performance of a Hypothetical Basket composed of an Equity Fund and a Fixed Income Fund. Each Basket Component Weight is determined daily such that the volatility of the Hypothetical Basket equals


The SGI Global 85% Progressive Protection Bond Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

The SGI Global 85% Progressive Protection Bond Index (the “Index”) has been developed by, and is proprietary to, Société Générale (“SG”) and no third party shall have any proprietary interest herein except as may be expressly granted by SG. STOXX Limited acknowledges that the ownership and all intellectual property rights in respect of the name of the Index (and index rules such as, but not limited to, calculation methods) are and shall remain the exclusive property of SG.
SG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE INDEX OR ANY DATA INCLUDED THEREIN AND SHALL HAVE NO LIABILITY FOR ANY ERROR OR OMISSION THEREIN AND/OR ANY INTERRUPTION IN THE CALCULATION AND/OR DISSEMINATION THEREOF. SG MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDEX RULES OR ANY DATA INCLUDED THEREIN. SG MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THESE INDEX RULES OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL SG HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES OR LOST PROFITS, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES

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