Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI CODA VT6 Index	SGICODA6	Excess Return	Commodities	Strategy	Global	USD	07/09/2018	+2.98 %	-0.14 %
SG XAL Main GC	SGCOV42E	Excess Return	Commodities	Strategy	Global	USD	22/10/2018	-8.72 %	+5.98 %
SGI Australia 3Y Bond Future Index (AUD - Excess Return)	SGIXBYM	Excess Return	Interest Rates	Market	Global	AUD	07/12/2018	-0.91 %	-4.90 %
SGI US 2Y Bond Future Index (USD - Excess Return)	SGIXBTU	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-0.93 %	-3.30 %
SGI Germany 5Y Bond Future Index (EUR - Excess Return)	SGIXBOE	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	-1.86 %	-6.68 %
SGI Germany 2Y Bond Future Index (EUR - Excess Return)	SGIXBDU	Excess Return	Interest Rates	Market	Global	EUR	07/12/2018	-0.58 %	-1.89 %
SGI US 5Y Bond Future Index (USD - Excess Return)	SGIXBFV	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-1.77 %	-7.23 %
SGI Equity Tail Risk US Index	SGIXTTRU	Excess Return	Equity	Market	Global	USD	12/05/2017	-2.54 %	-8.88 %
SGI US 30Y Bond Future Index (USD - Excess Return)	SGIXBWN	Excess Return	Interest Rates	Market	Global	USD	07/12/2018	-4.80 %	-23.19 %
SGCO Alpha 1 Target Volatility 1 Index	SGCOA1V1	Excess Return	Commodities	Strategy	North America	USD	31/12/2009	-0.66 %	-8.18 %
SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return)	SGCOS60E	Excess Return	Commodities	Strategy	Global	USD	02/05/2018	-0.30 %	-0.41 %
SGI FX Forwards - TWD-USD	SGIXFTWU	Excess Return	Foreign Exchange	Market	Global	USD	04/09/2018	-2.85 %	-8.18 %
SGI FX Forwards - TRY-USD	SGIXFTRU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-2.11 %	-9.41 %
SGI Global Credit Momentum Index	SGIXGCM	Excess Return	Credit	Strategy	Global	EUR	01/09/2014	+0.77 %	-0.83 %
SGI Credit NA IG Momentum Index	SGIXCAIM	Excess Return	Credit	Strategy	North America	USD	01/06/2014	+0.36 %	-0.89 %
SGI Credit Europe IG Momentum Index	SGIXCEIM	Excess Return	Credit	Strategy	Europe	EUR	01/07/2014	+0.57 %	+0.03 %
SGI Credit Europe XO Momentum Index	SGIXCEXM	Excess Return	Credit	Strategy	Europe	EUR	01/07/2014	+2.25 %	-1.82 %
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	-3.49 %	-10.89 %
SGI FX Forwards - PLN-USD	SGIXFPLU	Excess Return	Foreign Exchange	Market	Global	USD	31/08/2018	-3.71 %	-8.10 %
SGI FX Forwards - NZD-USD	SGIXFNZU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-2.96 %	-7.55 %
SGI FX Forwards - ILS-USD	SGIXFILU	Excess Return	Foreign Exchange	Market	Global	USD	27/08/2018	-2.47 %	-9.14 %
SGI FX Forwards - GBP-USD	SGIXFGBU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-2.62 %	-9.33 %
SGI FX Forwards - ILS-UNR	SGIXFINU	Excess Return	Foreign Exchange	Market	Global	USD	03/09/2018	-0.59 %	-3.20 %
SGI FX Forwards - JPY-USD	SGIXFJPU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	-4.95 %	-15.11 %
SGI FX Forwards - KRW-USD	SGIXFKRU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-4.64 %	-8.49 %
SGI FX Forwards - NOK-USD	SGIXFNOU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-4.78 %	-10.54 %
SGI FX Forwards - RUB-USD	SGIXFRUU	Excess Return	Foreign Exchange	Market	Global	USD	26/07/2018	+22.36 %	+61.34 %
SGI FX Forwards - SGD-USD	SGIXFSGU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-1.16 %	-2.71 %
SGI FX Forwards - EUR-USD	SGIXFEUU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-1.69 %	-7.78 %
SGI FX Forwards - CZK-USD	SGIXFCZU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	-1.26 %	-5.01 %
SGI FX Forwards - AUD-USD	SGIXFAUU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-3.25 %	-4.66 %
SGI FX Forwards - CAD-USD	SGIXFCAU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-2.03 %	-2.13 %
SGI FX Forwards - CHF-USD	SGIXFCHU	Excess Return	Foreign Exchange	Market	Global	USD	20/08/2018	+0.25 %	-5.17 %
SGI FX Forwards - CNH-USD	SGIXFCNU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-0.21 %	-3.63 %
Global Tactical Asset Allocator Index	SGIXGTAA	Excess Return	Multi-Assets	Strategy	Global	EUR	27/04/2018	-1.33 %	-5.54 %
Cross Asset Risk Off Index	SGIXCARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.00 %	+0.00 %
SG Alpha Liquidity D0 Index	SGCOL81E	Excess Return	Commodities	Strategy	Global	USD	10/02/2017	-0.41 %	+2.45 %
Global Multiasset Strategy CZK Index	SGMDGMAS	Excess Return	Multi-Assets	Strategy	Global	--	12/07/2016	-1.97 %	-4.36 %
Lutetia Merger Arbitrage Volatility Control Index	SGMDLMAC	Total Return	Equity	Strategy	Global	EUR	29/11/2016	+0.00 %	-12.04 %
SGI Euro equi fix div	SGMDEWFD	Total Return	Equity	Market	Europe	EUR	04/01/2018	-6.86 %	-16.88 %
Efficiency AAA Mixed Profile Index	SGMDEAMP	Total Return	Multi-Assets	Strategy	Europe	EUR	23/03/2018	-2.85 %	-11.85 %
SG Japan Machine Learning Long Equity Index	SGEPMLJL	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	+0.41 %	-0.80 %
SG US Machine Learning Short Equity Index	SGEPMLUS	Total Return	Equity	Strategy	North America	USD	08/03/2019	-5.13 %	-14.91 %
SG European Machine Learning Long Equity Index	SGEPMLEL	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	-7.72 %	-21.47 %
SG European Machine Learning Short Equity Index	SGEPMLES	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	-8.04 %	-16.17 %
SG European Machine Learning Long Short Equity Index	SGEPMLEU	Excess Return	Equity	Strategy	Europe	EUR	19/04/2019	+0.36 %	-6.62 %
SG US Machine Learning Long Equity Index	SGEPMLUL	Total Return	Equity	Strategy	North America	USD	08/03/2019	-7.08 %	-14.94 %
SG US Machine Learning Long Short Equity Index	SGEPMLU	Excess Return	Equity	Strategy	North America	USD	19/04/2019	-1.48 %	-0.20 %
SG Japan Machine Learning Short Equity Index	SGEPMLJS	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-1.39 %	-4.68 %

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Performances calculated as of 27/06/2022

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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