Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI FX Forwards - KRW-USD	SGIXFKRU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-0.84 %	-0.84 %
SGI FX Forwards - NOK-USD	SGIXFNOU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-2.60 %	-2.60 %
SGI FX Forwards - RUB-USD	SGIXFRUU	Excess Return	Foreign Exchange	Market	Global	USD	26/07/2018	-0.12 %	-0.12 %
SGI FX Forwards - SGD-USD	SGIXFSGU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-0.55 %	-0.55 %
SGI FX Forwards - EUR-USD	SGIXFEUU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-1.75 %	-1.75 %
SGI FX Forwards - CZK-USD	SGIXFCZU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	-0.51 %	-0.51 %
SGI FX Forwards - AUD-USD	SGIXFAUU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-2.66 %	-2.66 %
SGI Futures Series – Italy Equity Index	SGBVRST1	Excess Return	Equity	Strategy	Europe	EUR	09/05/2016	+1.21 %	+1.21 %
SGI Futures Series – Netherlands Equity Index	SGBVREO1	Excess Return	Equity	Strategy	Europe	EUR	09/05/2016	+0.17 %	+0.17 %
SGI Futures Series – Spain Equity Index	SGBVRIB1	Excess Return	Equity	Strategy	Europe	EUR	09/05/2016	-0.09 %	-0.09 %
SGI Futures Series – Canada Equity Index	SGBVRPT1	Excess Return	Equity	Strategy	North America	CAD	15/07/2016	+3.75 %	+3.75 %
SGI Futures Series - Germany Equity Index	SGBVRGX1	Excess Return	Equity	Strategy	Europe	EUR	25/03/2016	+1.96 %	+1.96 %
SGI Futures Series – Australia Equity Index (AUD – Excess Return)	SGBVRXP1	Excess Return	Equity	Market	Asia	AUD	14/10/2016	+6.38 %	+6.38 %
SGI FX Forwards - CAD-USD	SGIXFCAU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-1.37 %	-1.37 %
SGI FX Forwards - CHF-USD	SGIXFCHU	Excess Return	Foreign Exchange	Market	Global	USD	20/08/2018	-0.24 %	-0.24 %
SGI FX Forwards - CNH-USD	SGIXFCNU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+0.70 %	+0.70 %
Global Tactical Asset Allocator Index	SGIXGTAA	Excess Return	Multi-Assets	Strategy	Global	EUR	27/04/2018	+2.19 %	+2.19 %
Cross Asset Risk Off Index	SGIXCARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.00 %	+0.00 %
SGI Commodity Dynamic Curve Carry	SGCOCOC2	Excess Return	Commodities	Strategy	Global	USD	15/06/2018	-2.94 %	-2.94 %
SG Alpha Liquidity D0 Index	SGCOL81E	Excess Return	Commodities	Strategy	Global	USD	10/02/2017	-0.04 %	-0.04 %
SGI CODA LS X Index	SGCODALX	Excess Return	Commodities	Strategy	Global	USD	31/01/2019	--	--
LOIM Long Equity Volatility EUR Index	SGMDLOEE	Excess Return	Equity	Strategy	Europe	EUR	01/11/2018	-1.28 %	-1.28 %
Global Multiasset Strategy CZK Index	SGMDGMAS	Excess Return	Multi-Assets	Strategy	Global	--	12/07/2016	+2.42 %	+2.42 %
Lutetia Merger Arbitrage Volatility Control Index	SGMDLMAC	Total Return	Equity	Strategy	Global	EUR	29/11/2016	+0.36 %	+0.36 %
SGI Euro equi fix div	SGMDEWFD	Total Return	Equity	Market	Europe	EUR	04/01/2018	-0.35 %	-0.35 %
Efficiency AAA Mixed Profile Index	SGMDEAMP	Total Return	Multi-Assets	Strategy	Europe	EUR	23/03/2018	-0.16 %	-0.16 %
SG Japan Machine Learning Long Equity Index	SGEPMLJL	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	+0.20 %	+0.20 %
SG US Machine Learning Short Equity Index	SGEPMLUS	Total Return	Equity	Strategy	North America	USD	08/03/2019	+1.32 %	+1.32 %
SG European Machine Learning Long Equity Index	SGEPMLEL	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	+1.55 %	+1.55 %
SG European Machine Learning Short Equity Index	SGEPMLES	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	-0.03 %	-0.03 %
SG European Machine Learning Long Short Equity Index	SGEPMLEU	Excess Return	Equity	Strategy	Europe	EUR	19/04/2019	+1.57 %	+1.57 %
SG US Machine Learning Long Equity Index	SGEPMLUL	Total Return	Equity	Strategy	North America	USD	08/03/2019	+2.01 %	+2.01 %
SG US Machine Learning Long Short Equity Index	SGEPMLU	Excess Return	Equity	Strategy	North America	USD	19/04/2019	+0.63 %	+0.63 %
SG Japan Machine Learning Short Equity Index	SGEPMLJS	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	+0.15 %	+0.15 %
SG Japan Machine Learning Long Short Equity Index	SGEPMLJP	Excess Return	Equity	Strategy	Asia	JPY	08/03/2019	+0.02 %	+0.02 %
SGI Alpha Top 8 Back Contango FS	SGCOS68E	Excess Return	Commodities	Strategy	Global	USD	25/06/2018	-1.40 %	-1.40 %
Dynamic Short VIX Futures Index (USD - Excess Return)	DSVIXER	Excess Return	Equity	Strategy	North America	USD	08/08/2013	+2.07 %	+2.07 %
AUS Equity Index (AUD – Excess Return)	SGBVDFXP	Excess Return	Equity	Strategy	Europe	AUD	04/04/2016	+6.47 %	+6.47 %
VA Swiss Equity Index	SGBVASM	Excess Return	Equity	Strategy	Europe	CHF	25/08/2017	+1.82 %	+1.82 %
VA Sweden Equity Index	SGBVAQC	Excess Return	Equity	Strategy	Europe	SEF	25/08/2017	+1.55 %	+1.55 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	31/08/2012	+0.00 %	+0.00 %
The JPN Equity Index (JPY – Excess Return)	SGBVDFTP	Excess Return	Equity	Strategy	Asia	JPY	04/04/2016	+0.32 %	+0.32 %
The Euro Equity Index (EUR – Excess Return)	SGBVDFVG	Excess Return	Equity	Strategy	Europe	EUR	04/04/2016	-0.05 %	-0.05 %
The GB Equity Index (GBP – Excess Return)	SGBVDFZ	Excess Return	Equity	Strategy	Europe	GBP	04/04/2016	-0.79 %	-0.79 %
Cross Asset Risk Off Diversified W/O Licensing Fee Index (EUR – Excess Return)	SGMDXARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+4.00 %	+4.00 %
SGI Alternative Beta (Euro Hedged)	SGIXABE	Total Return	Multi-Assets	Market	Global	EUR	04/04/2007	-0.09 %	-0.09 %
SG Japan Quality Income Index (PR-JPY)	SGQJ	Price Return	Equity	Strategy	Asia	JPY	02/12/2016	-0.03 %	-0.03 %
SGI Gas Oil Static Roll Index	SGICQSSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-9.74 %	-9.74 %
SGI Silver Static Roll Index	SGICSISR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-0.54 %	-0.54 %
SGI Wheat Static Roll Index	SGICWSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+3.07 %	+3.07 %

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Performances calculated as of 24/01/2020

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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