Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
Dynamic Long VIX futures Index	DLVIX	Total Return	Equity	Strategy	Global	USD	31/08/2012	-0.12 %	-0.12 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	03/04/2013	-2.26 %	-2.26 %
SGI Smart Market Neutral FS	SGICLMFV	Excess Return	Commodities	Strategy	Europe	USD	01/12/2016	-2.83 %	-2.83 %
SGI Market Neutral FS	SGICLMF	Excess Return	Commodities	Strategy	Europe	USD	01/12/2016	-1.04 %	-1.04 %
SGI CEO Value	SGIXCEOV	Net Return	Equity	Strategy	Europe	EUR	14/03/2011	+3.01 %	+3.01 %
SGI Futures Series – Hong Kong Equity Index	SGBVRHI1	Excess Return	Equity	Market	Asia	HKD	19/02/2016	+4.23 %	+4.23 %
SG European Quantitative ESG Index	SGIESGQE	Net Return	Equity	Strategy	Europe	EUR	28/11/2019	-5.16 %	-5.16 %
SGI US Carry Index	SGEPCBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+2.32 %	+2.32 %
SGI US Pofitability Index	SGEPPBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-7.80 %	-7.80 %
SGI US Momentum Index	SGEPMBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-0.08 %	-0.08 %
SGI US Low Volatility Index	SGEPLBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-3.96 %	-3.96 %
SGI US Size Index	SGEPSBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-0.43 %	-0.43 %
SGI US Value Index	SGEPVBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	+1.26 %	+1.26 %
SGI US Quality Index	SGEPQBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-8.53 %	-8.53 %
Brent Futures x4 Leveraged Index	SGCOS84E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+63.34 %	+63.34 %
Gold Futures x12 Leveraged Index	SGCOU08E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+1.05 %	+1.05 %
Silver Futures x12 Leveraged Index	SGCOU18E	Total Return	Commodities	Strategy	Global	USD	10/01/2018	+11.01 %	+11.01 %
SGI Commodity Dynamic Curve Carry	SGCOCOC2	Excess Return	Commodities	Strategy	Global	USD	15/06/2018	+5.84 %	+5.84 %
SGI Bond Carry G6 EUR Index (EUR - Excess Return)	SGIXB6EE	Excess Return	Interest Rates	Strategy	Global	EUR	11/01/2019	-1.52 %	-1.52 %
SGI CODA VT6 Index	SGICODA6	Excess Return	Commodities	Strategy	Global	USD	07/09/2018	-1.40 %	-1.40 %
SG XAL Main GC	SGCOV42E	Excess Return	Commodities	Strategy	Global	USD	22/10/2018	+4.60 %	+4.60 %
SGI Australia 3Y Bond Future Index (AUD - Excess Return)	SGIXBYM	Excess Return	Interest Rates	Market	Global	AUD	07/12/2018	-0.60 %	-0.60 %
SGI US 2Y Bond Future Index (USD - Excess Return)	SGIXBTU	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-0.50 %	-0.50 %
SGI Germany 5Y Bond Future Index (EUR - Excess Return)	SGIXBOE	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	-0.53 %	-0.53 %
SGI Germany 2Y Bond Future Index (EUR - Excess Return)	SGIXBDU	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	-0.10 %	-0.10 %
SGI US 5Y Bond Future Index (USD - Excess Return)	SGIXBFV	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-1.50 %	-1.50 %
SGI Equity Tail Risk US Index	SGIXTTRU	Excess Return	Equity	Market	Global	USD	12/05/2017	-1.56 %	-1.56 %
SGI US 30Y Bond Future Index (USD - Excess Return)	SGIXBWN	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-4.54 %	-4.54 %
SGCO Alpha 1 Target Volatility 1 Index	SGCOA1V1	Excess Return	Commodities	Strategy	North America	USD	31/12/2009	-1.20 %	-1.20 %
SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return)	SGCOS60E	Excess Return	Commodities	Strategy	Global	USD	02/05/2018	-0.08 %	-0.08 %
SGI FX Forwards - TWD-USD	SGIXFTWU	Excess Return	Foreign Exchange	Market	Global	USD	04/09/2018	-0.01 %	-0.01 %
SGI FX Forwards - TRY-USD	SGIXFTRU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+0.74 %	+0.74 %
SGI Global Credit Momentum Index	SGIXGCM	Excess Return	Credit	Strategy	Global	EUR	01/09/2014	-0.37 %	-0.37 %
SGI Credit NA IG Momentum Index	SGIXCAIM	Excess Return	Credit	Strategy	North America	USD	01/06/2014	-0.29 %	-0.29 %
SGI Credit Europe IG Momentum Index	SGIXCEIM	Excess Return	Credit	Strategy	Europe	EUR	01/07/2014	-0.11 %	-0.11 %
SGI Credit Europe XO Momentum Index	SGIXCEXM	Excess Return	Credit	Strategy	Europe	EUR	01/07/2014	-0.94 %	-0.94 %
SGI Credit NA HY Momentum Index	SGIXCAHM	Excess Return	Credit	Strategy	Global	USD	01/07/2014	+0.28 %	-1.47 %
SGI FX Forwards - SEK-USD	SGIXFSEU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-0.65 %	-0.65 %
SGI FX Forwards - PLN-USD	SGIXFPLU	Excess Return	Foreign Exchange	Market	Global	USD	31/08/2018	+1.18 %	+1.18 %
SGI FX Forwards - NZD-USD	SGIXFNZU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-0.80 %	-0.80 %
SGI FX Forwards - ILS-USD	SGIXFILU	Excess Return	Foreign Exchange	Market	Global	USD	27/08/2018	-0.83 %	-0.83 %
SGI FX Forwards - GBP-USD	SGIXFGBU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	+0.63 %	+0.63 %
SGI FX Forwards - ILS-UNR	SGIXFINU	Excess Return	Foreign Exchange	Market	Global	USD	03/09/2018	-0.23 %	-0.23 %
SGI FX Forwards - JPY-USD	SGIXFJPU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	+0.70 %	+0.70 %
SGI FX Forwards - KRW-USD	SGIXFKRU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-0.46 %	-0.46 %
SGI FX Forwards - NOK-USD	SGIXFNOU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	+0.51 %	+0.51 %
SGI FX Forwards - RUB-USD	SGIXFRUU	Excess Return	Foreign Exchange	Market	Global	USD	26/07/2018	-2.10 %	-2.10 %
SGI FX Forwards - SGD-USD	SGIXFSGU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+0.07 %	+0.07 %
SGI FX Forwards - EUR-USD	SGIXFEUU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-0.27 %	-0.27 %
SGI FX Forwards - CZK-USD	SGIXFCZU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	+2.29 %	+2.29 %

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Performances calculated as of 20/01/2022

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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