There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
Our indices follow a common set of rules in order to make the indices fully transparent, but also fully investable by reducing uncertainty and thus operational and market risks associated with ordinary and exceptional events.
*Subject to the individual Index Rules governing the indices
The Equity Indices are indices designed to reflect the performance of a basket of equities; such indices are always managed in a three layer manner:
The first layer is the selection layer, where potential index members are screened for relevance in entering the Index.
The second layer is the allocation layer, where index members are weighted according either to their market value with free float and capping adjustments, or are weighted according to a fundamental scoring.
The third layer is the calculation in itself: weights and adjustments are transformed into a number of shares; index level is computed using a classical Laspeyres framework; ongoing maintenance is performed on a daily basis by our Index Calculation Agents using the rules set out in the methodology.
Version 1.0 of the methodology introduced the common management rules of Equity Indices;
Version 1.1 made clearer how some specific cases of rights distributions impact the Index;
Version 1.2 introduced a two stage rebalancing process, where the number of shares are determined ahead of the rebalancing date, and Index Divisor is adjusted for continuity on the rebalancing date.
Version 1.3 extended possible underlying classes to assets such as Indices, Funds and Interest Rates as well as adding definitions to Closing Price determination.
The activity of administering proprietary indices of Societe Generale SA, under the brand “SGI”, is integrated in the financial markets department of Societe Generale, “MARK”. The “SGI” proprietary indices are created primarily to be the underlying reference of products traded by MARK, which requires a regular interaction between the “SGI” index team and the other engineering teams within MARK.
Furthermore, the “SGI” index team shall interact with the sales teams and the trading teams of the dealing room, particularly in the context of when new products are launched with an “SGI” index as an underlying reference.
The integration of the “SGI” teams within MARK leads to a risk of conflicts of interest.
Those risks are notably but without limitation:
Furthermore, the trading teams of the dealing room which hedge the risks generated by the issuance of financial products by MARK, by taking positions on underlying financial instruments to replicate the indices composition, could be likely to have an interest in influencing the values of the indices components in the financial markets in an inappropriate manner.
In order to prevent these various risks, Societe Generale has implemented an oversight function, procedures and controls governing the administration of “SGI” indices, compliant with the European Regulation 2016/2011 of 8 June 2016 concerning the indices used as benchmarks.
The following measures are implemented to address these conflicts of interest risks:
A dedicated department within the Societe Generale Compliance department carries out controls on the transactions conducted by the MARK trading teams, in accordance with Societe Generale’s regulatory obligations in order to detect risks of market abuse that could be generated by these operations.