Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
JPY/USD in USD	SGIFXJPU	Excess Return	Foreign Exchange	Market	Asia	USD	28/06/2011	+0.96 %	-5.98 %
BRL/USD in USD	SGIFXBRU	Excess Return	Foreign Exchange	Market	Emerging Markets	USD	28/06/2011	+2.07 %	-7.65 %
USD/SEK in USD	SGIFXSEU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	+1.97 %	-4.63 %
USD/CHF in USD	SGIFXCHU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	+2.23 %	-4.96 %
CAD/USD in USD	SGIFXCAU	Excess Return	Foreign Exchange	Market	North America	USD	28/06/2011	+0.44 %	+1.52 %
USD/NOK in USD	SGIFXNOU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	+0.55 %	+0.49 %
US Equity Index	SGBVRSP1	Excess Return	Equity	Market	North America	USD	19/02/2016	+3.79 %	+10.26 %
SGI Commodity Trend Following Index	SGIXTFCY	Excess Return	Commodities	Strategy	Global	USD	31/10/2016	-0.15 %	+7.06 %
SGI Interest Rates Trend Following Index	SGIXTFIR	Excess Return	Interest Rates	Strategy	Global	USD	31/10/2016	-0.95 %	+2.54 %
SGI Equity Trend Following Index	SGIXTFEQ	Excess Return	Equity	Strategy	Global	USD	31/10/2016	+2.21 %	+7.99 %
SGI BOSS 5% EUR Hedged	SGIXBHE5	Excess Return	Interest Rates	Strategy	Global	EUR	16/09/2016	-0.09 %	-3.51 %
Sustainable Food Index	SUFIX	Total Return	Equity	Market	Global	EUR	01/10/2007	+1.45 %	+10.12 %
SGI Global Waste Management Index	SGIXGWM	Net Return	Equity	Market	Global	EUR	13/04/2007	+2.21 %	+15.18 %
SGI Cross Asset Dual Momentum Strategy Index	SGBVCADM	Excess Return	Multi-Assets	Strategy	Global	USD	01/03/2016	+0.61 %	+2.79 %
Dynamic Long VIX futures Index	DLVIX	Total Return	Equity	Strategy	Global	USD	31/08/2012	+0.00 %	-7.19 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	03/04/2013	+0.48 %	+0.63 %
SGI Smart Market Neutral FS	SGICLMFV	Excess Return	Commodities	Strategy	Europe	USD	01/12/2016	+0.66 %	+1.46 %
SGI Market Neutral FS	SGICLMF	Excess Return	Commodities	Strategy	Europe	USD	01/12/2016	+0.24 %	+0.34 %
SGI CEO Value	SGIXCEOV	Net Return	Equity	Strategy	Europe	EUR	14/03/2011	+0.14 %	+10.67 %
SGI Futures Series – Hong Kong Equity Index	SGBVRHI1	Excess Return	Equity	Market	Asia	HKD	19/02/2016	+0.10 %	+4.73 %
SG European Quantitative ESG Index	SGIESGQE	Net Return	Equity	--	Europe	EUR	28/11/2019	+2.13 %	+6.30 %
SGI US Carry Index	SGEPCBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+1.58 %	+20.95 %
SGI US Pofitability Index	SGEPPBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+3.19 %	+8.88 %
SGI US Momentum Index	SGEPMBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+2.65 %	+12.30 %
SGI US Low Volatility Index	SGEPLBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+2.04 %	+6.70 %
SGI US Size Index	SGEPSBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+2.82 %	+23.77 %
SGI US Value Index	SGEPVBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+2.12 %	+20.19 %
SGI US Quality Index	SGEPQBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+3.14 %	+4.47 %
SGI MUSE 2013 Index	SGIXMU13	Excess Return	Multi-Assets	Strategy	Global	EUR	02/08/2013	+0.00 %	+1.28 %
Brent Futures x4 Leveraged Index	SGCOS84E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+1.60 %	+92.53 %
Gold Futures x12 Leveraged Index	SGCOU08E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+10.33 %	-83.00 %
Silver Futures x12 Leveraged Index	SGCOU18E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+8.33 %	-62.86 %
SGI Commodity Dynamic Curve Carry	SGCOCOC2	Excess Return	Commodities	Strategy	Global	USD	15/06/2018	+0.96 %	+7.32 %
SGI Bond Carry G6 EUR Index (EUR - Excess Return)	SGIXB6EE	Excess Return	Interest Rates	Strategy	Global	EUR	11/01/2019	+0.25 %	-2.79 %
SGI CODA VT6 Index	SGICODA6	Excess Return	Commodities	Strategy	Global	USD	07/09/2018	+2.28 %	+1.67 %
SGI VRR US Index - Vol Roll on Rates (USD - Total Return)	SGBVVRRU	Total Return	Interest Rates	Strategy	North America	USD	23/04/2018	+0.12 %	+10.89 %
SG XAL Main GC	SGCOV42E	Excess Return	Commodities	Strategy	Global	USD	22/10/2018	+0.65 %	+1.83 %
SGI Australia 3Y Bond Future Index (AUD - Excess Return)	SGIXBYM	Excess Return	Interest Rates	Market	Global	AUD	07/12/2018	+0.11 %	-0.01 %
SGI US 2Y Bond Future Index (USD - Excess Return)	SGIXBTU	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-0.02 %	-0.07 %
SGI Germany 5Y Bond Future Index (EUR - Excess Return)	SGIXBOE	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	+0.09 %	-0.28 %
SGI Germany 2Y Bond Future Index (EUR - Excess Return)	SGIXBDU	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	+0.02 %	-0.02 %
SGI US 5Y Bond Future Index (USD - Excess Return)	SGIXBFV	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	+0.12 %	-1.61 %
SGI Equity Tail Risk US Index	SGIXTTRU	Excess Return	Equity	Market	Global	USD	12/05/2017	+0.25 %	-1.03 %
SGI US 30Y Bond Future Index (USD - Excess Return)	SGIXBWN	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	+1.56 %	-12.20 %
SGCO Alpha 1 Target Volatility 1 Index	SGCOA1V1	Excess Return	Commodities	Strategy	North America	USD	31/12/2009	+0.87 %	+2.01 %
SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return)	SGCOS60E	Excess Return	Commodities	Strategy	Global	USD	02/05/2018	+2.17 %	+2.41 %
SGI FX Forwards - TWD-USD	SGIXFTWU	Excess Return	Foreign Exchange	Market	Global	USD	04/09/2018	+0.10 %	-3.04 %
SGI FX Forwards - TRY-USD	SGIXFTRU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+2.92 %	-3.53 %
SGI Global Credit Momentum Index	SGIXGCM	Excess Return	Credit	Strategy	Global	EUR	01/09/2014	+0.19 %	+0.47 %
SGI Credit NA IG Momentum Index	SGIXCAIM	Excess Return	Credit	Strategy	North America	USD	01/06/2014	+0.08 %	+0.16 %

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Performances calculated as of 13/04/2021

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.

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