Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	USD	02/01/2008	-0.07 %	+3.55 %
SGI BOSS 5%	SGIXBS5E	Total Return	Interest Rates	Strategy	Global	EUR	02/01/2008	-0.51 %	+4.29 %
SGI Enhanced Buy Write US	SGIXBWU	Net Return	Equity	Strategy	North America	USD	16/04/2007	-1.87 %	+2.75 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	USD	01/07/2013	-1.35 %	+0.25 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	USD	21/04/2014	-1.24 %	-5.33 %
SGI Canada Bond Index	SGIXCN	Excess Return	Interest Rates	Market	North America	CAD	03/09/2013	+2.67 %	+1.58 %
SGI Silver x5 Short	SGICSI5S	Total Return	Commodities	Market	Global	USD	15/04/2013	-13.56 %	+57.03 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	USD	19/04/2012	+1.92 %	+1.86 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	USD	24/07/2009	+1.28 %	+1.79 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	USD	28/06/2011	-0.19 %	+7.04 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	USD	28/06/2011	+0.17 %	+6.46 %
SGI FX-EUR/USD in USD	SGIFXEUU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	+0.02 %	-7.41 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	USD	28/06/2011	+0.52 %	-0.28 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	USD	28/06/2011	-0.02 %	+3.91 %
SGI Alternative Beta	SGIXAB	Total Return	Multi-Assets	Market	Global	USD	04/04/2007	-1.98 %	-2.12 %
SGI Alternative Beta - Shortable	SGIXABS	Total Return	Multi-Assets	Market	Global	USD	25/06/2008	-3.09 %	-0.63 %
SGI Bond 10Y EUR	SGIXBE10	Total Return	Interest Rates	Market	Europe	EUR	02/08/2007	+0.42 %	+2.21 %
SGI Bond 30Y EUR	SGIXBE30	Total Return	Interest Rates	Market	Europe	EUR	01/08/2007	+1.29 %	+3.67 %
SGI BOSS 5%	SGIXBE5E	Excess Return	Interest Rates	Strategy	Global	EUR	02/01/2008	-0.49 %	+4.67 %
SGI Bond 6M EUR	SGIXBE6M	Total Return	Interest Rates	Market	Europe	EUR	01/08/2007	-0.01 %	-0.18 %
SGI Coral	SGIXCRLE	Excess Return	Equity	Strategy	Europe	EUR	08/05/2012	-0.30 %	-1.28 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	USD	21/04/2014	-1.10 %	-3.17 %
DayByDay Selection ETF Index	SGIXDBD	Total Return	Multi-Assets	Market	Global	EUR	07/11/2014	-0.96 %	-0.84 %
SGI Daily Leveraged Bund	SGIXDLBU	Total Return	Interest Rates	Market	Europe	EUR	04/03/2011	+1.27 %	+7.41 %
SGI Emerging Debt Long Short	SGIXDLSE	Excess Return	Interest Rates	Strategy	Emerging Markets	EUR	01/12/2010	-0.52 %	-15.31 %
SGI Diversified Alpha	SGIXDVAE	Excess Return	Multi-Assets	Strategy	Global	EUR	01/04/2010	-0.33 %	-3.60 %
SGI Diversified Alpha 2	SGIXDVE2	Excess Return	Multi-Assets	Strategy	Global	EUR	01/04/2011	-0.37 %	-4.48 %
SGI ERC EuroZone Invest	SGIXERCI	Net Return	Equity	Strategy	Europe	EUR	30/11/2011	-4.59 %	-9.30 %
SGI Flexible Trend Allocator Index	SGIXFLEX	Excess Return	Multi-Assets	Strategy	Global	EUR	31/10/2012	+0.13 %	-4.40 %
SGI European Value Quality Index	SGEPVQBE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-4.39 %	-13.68 %
SGI World Value Quality Index	SGEPVQBW	Net Return	Equity	Strategy	Global	EUR	31/10/2015	+12.76 %	+12.76 %
SGI European Value Ex-Junk Index	SGEPVXBE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-5.30 %	-13.02 %
SGI World Value Ex-Junk	SGEPVXBW	Net Return	Equity	Strategy	Global	EUR	31/10/2015	+20.86 %	+20.86 %
SG European Quality Defensive	SGEQD	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-2.62 %	-3.06 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	USD	24/07/2009	+0.54 %	-4.58 %
SGI Brent Crude Oil Benchmark	SGICBRB	Excess Return	Commodities	Market	Global	USD	13/08/2012	-5.65 %	-13.21 %
SGI Commodities Curve Momentum Beta+	SGICCLMX	Excess Return	Commodities	Strategy	Global	USD	10/05/2011	-1.56 %	-9.42 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	USD	10/05/2011	+0.10 %	-3.09 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	USD	24/07/2009	-6.25 %	-13.73 %
SGI Gold x10 Leverage	SGICG10L	Total Return	Commodities	Market	Global	USD	15/04/2013	+23.31 %	-68.68 %
SGI Gold x10 Short	SGICG10S	Total Return	Commodities	Market	Global	USD	15/04/2013	-21.38 %	+13.65 %
SGI Gold Benchmark	SGICGDB	Excess Return	Commodities	Market	Global	USD	13/08/2012	+2.19 %	-6.80 %
SGI Gold To Oil Index	SGICGTOV	Excess Return	Commodities	Strategy	Global	USD	25/05/2012	+0.68 %	+2.10 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	USD	24/07/2009	-2.89 %	-18.97 %
SGI Silver x5 Leverage	SGICSI5L	Total Return	Commodities	Market	Global	USD	15/04/2013	+11.91 %	-69.59 %
SG Seasonal Factor Commodity Index MKR	SGCOM95E	Excess Return	Commodities	Strategy	Global	USD	02/12/2013	-0.76 %	+0.79 %
SG Seasonal Factor Commodities Index 100	SGCOM97E	Excess Return	Commodities	Strategy	Global	USD	31/12/2013	-1.50 %	+3.95 %
SGI European Carry Index	SGEPCBE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-4.54 %	-7.85 %
SGI World Carry Index	SGEPCBW	Net Return	Equity	Strategy	Global	EUR	31/10/2015	+11.88 %	+11.88 %
SGI European Low Volatility Index	SGEPLBE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-3.90 %	-4.35 %

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Performances calculated as of 19/12/2018

THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.