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Jyske Seasonal Commodity Index

Index level: 92.94 as of 20/09/2017

Main characteristics

Bloomberg Code SGMDJSFE
Inception Date 31/10/2016
Return Type Excess Return
Currency EUR
CALCULATED_BY S&P Dow Jones
COMPOSED_BY Jyske Bank

Objective

The Jyske Seasonal Commodity Index tracks the performance of a systematic long/short strategy driven by the seasonality of commodity fundamentals and based on positions made up of single commodity underlying Indices.

Mechanism

The composition and allocation of the Jyske Seasonal Commodity Index is systematically adjusted on a monthly basis, according to a research work based on the seasonality of the commodities fundamentals. Following this research work, each long or short position, on each single commodity, has been predetermined by the Index Advisor. In case of a major change in the seasonal pattern of any Underlying Index, the Index Advisor will suggest to the Scientific Committee ad hoc changes to keep the Index investment strategy relevant.


The Jyske Seasonal Commodity 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. The S&P 500® Index is the exclusive property of S&P Dow Jones Indices, its affiliates and/or their third party licensor(s). Each of the CBOE SPX far-term VIX Index® (the VIF®) and the CBOE near-term VIX Index® (the VINX®) is the exclusive property of the Chicago Board Options Exchange, Incorporated. Each of the S&P 500® Index, the VIF® and the VINX® have been licensed for use by SG in connection with the Index.

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