Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI European Momentum Hedged Index	SGEPMAE	Excess Return	Equity	Strategy	Europe	EUR	30/10/2015	+0.72 %	-2.41 %
SGI European Low Volatility Hedged Index	SGEPLAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	+0.38 %	+3.15 %
SGI US Value Ex-Junk Index	SGEPVXBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-7.02 %	-8.83 %
SGI US Value Quality Index	SGEPVQBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-4.65 %	-5.21 %
SGI European Value Quality Hedged Index	SGEPVQAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-0.03 %	-4.72 %
SGI US Value Index	SGEPVBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-7.48 %	-10.45 %
SGI European Value Hedged Index	SGEPVAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-1.61 %	-9.05 %
SGI European Size Hedged Index	SGEPSAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-1.24 %	-2.22 %
SGI European Quality Ex-Overvalued Hedged Index	SGEPQXAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	+0.43 %	-1.34 %
SGI US Quality Ex-Overvalued	SGEPQXBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-4.13 %	-3.84 %
SGI US Size Index	SGEPSBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-5.96 %	-2.57 %
SGI European Value Ex-Junk Hedged Index	SGEPVXAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-0.87 %	-5.09 %
SGI US Carry Index	SGEPCBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-3.01 %	-1.52 %
SGI European Carry Hedged Index	SGEPCAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-0.22 %	-1.58 %
SGI US Low Volatility Index	SGEPLBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-1.84 %	+4.46 %
SGI US Momentum Index	SGEPMBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-4.24 %	-1.73 %
SGI European Quality Carry Hedged Index	SGEPQCAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	-0.23 %	+0.32 %
SGI US Quality Carry Index	SGEPQCBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-2.49 %	+0.29 %
SGI US Quality Index	SGEPQBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-3.36 %	-0.42 %
SGI European Quality Hedged Index	SGEPQAE	Net Return	Equity	Strategy	Europe	EUR	16/10/2015	+1.62 %	+1.67 %
SGI US Pofitability Index	SGEPPBU	Net Return	Equity	Strategy	North America	USD	19/01/2016	-4.01 %	-2.07 %
SGI Smart WTI Long	SGIXWTIL	Net Return	Commodities	Strategy	Global	USD	01/04/2009	+0.77 %	-5.36 %
SGI Smart WTI Long	SGIXWTLX	Excess Return	Commodities	Strategy	Global	USD	01/04/2009	+4.68 %	-4.01 %
SGI Credit Europe IG 125	SGIXCEIG	Excess Return	Credit	Market	Europe	EUR	22/01/2010	+0.09 %	-0.25 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	USD	29/03/2009	-0.05 %	-0.13 %
SGI Bond 10Y USD	SGIXBU10	Total Return	Interest Rates	Market	North America	USD	02/08/2007	+1.12 %	-1.75 %
SGI Bond 10Y JPY	SGIXBJ10	Total Return	Interest Rates	Market	Asia	JPY	02/08/2007	+0.32 %	+1.17 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	USD	02/08/2007	+0.65 %	-0.01 %
SGI Merger Arbitrage Dynamic EUR Index	SGBVLMDE	Total Return	Equity	Strategy	Global	EUR	06/07/2015	-0.58 %	+2.44 %
SGI Merger Arbitrage 2 Index	SGBVMAE2	Net Return	Equity	Strategy	Global	EUR	06/07/2015	-0.37 %	+1.69 %
SGI Merger Arbitrage Dynamic USD Index	SGBVLMDU	Total Return	Equity	Strategy	Global	USD	06/07/2015	-0.24 %	+3.24 %
SGI Price Momentum Europe Index	SGBVPMEU	Total Return	Equity	Strategy	Europe	EUR	06/07/2015	+2.99 %	-8.73 %
SGI WISE Emerging Shariah (TR)	SGIXWESN	Total Return	Equity	Strategy	Emerging Markets	USD	01/05/2008	-0.83 %	-11.05 %
AUD/USD in USD	SGIFXAUU	Excess Return	Foreign Exchange	Market	Asia	USD	28/06/2011	-1.04 %	-7.51 %
NZD/USD in USD	SGIFXNZU	Excess Return	Foreign Exchange	Market	Asia	USD	28/06/2011	-0.07 %	-3.48 %
USD/TRY in USD	SGIFXTRU	Excess Return	Foreign Exchange	Market	Emerging Markets	USD	28/06/2011	-1.43 %	-17.91 %
SGI Merger Arbitrage 2 USD Index	SGBVMAU2	Net Return	Equity	Strategy	Global	USD	12/01/2016	-0.11 %	+3.22 %
SGI Merger Arbitrage 2 CHF Index	SGBVMAC2	Net Return	Equity	Strategy	Global	CHF	03/05/2016	-0.39 %	+1.11 %
JPY/USD in USD	SGIFXJPU	Excess Return	Foreign Exchange	Market	Asia	USD	28/06/2011	-0.14 %	-2.96 %
USD/SGD in USD	SGIFXSGU	Excess Return	Foreign Exchange	Market	North America	USD	28/06/2011	-0.00 %	-3.15 %
BRL/USD in USD	SGIFXBRU	Excess Return	Foreign Exchange	Market	Emerging Markets	USD	28/06/2011	-0.27 %	-11.71 %
USD/SEK in USD	SGIFXSEU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	-0.07 %	-11.85 %
USD/CHF in USD	SGIFXCHU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	+0.26 %	-4.53 %
CAD/USD in USD	SGIFXCAU	Excess Return	Foreign Exchange	Market	North America	USD	28/06/2011	-0.56 %	-6.71 %
USD/NOK in USD	SGIFXNOU	Excess Return	Foreign Exchange	Market	Europe	USD	28/06/2011	-0.15 %	-5.53 %
US Equity Index	SGBVRSP1	Excess Return	Equity	Market	North America	USD	19/02/2016	-3.85 %	-1.48 %
UK Equity Index	SGBVRZ1	Excess Return	Equity	Market	Europe	GBP	19/02/2016	-1.39 %	-7.55 %
SGI North America HY	SGIXNAHY	Total Return	Credit	Market	North America	USD	01/07/2013	+0.24 %	+0.56 %
SGI North America IG	SGIXNAIG	Total Return	Credit	Market	North America	USD	04/06/2010	+0.48 %	-0.22 %
SGI Short x1 10Y U.S. Treasury Note Futures Index	SGIXTYS1	Total Return	Interest Rates	Market	North America	EUR	01/12/2016	-0.59 %	+3.68 %

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Performances calculated as of 14/12/2018

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.