You have to validate the disclaimer to access this website.

Amendments on the Index Rules of SGIXFBRU, SGIXFIDU, SGIXFINU, SGIXFKRU, SGIXFPHU, SGIXTWU

2

OCT
2020

On 19 th October 2020, USD discounting conventions applied by majors CCP will change, with SOFR replacing EFFR as the new standard.

 

Accordingly, Société Générale as Index Sponsor will adjust the Index Rules of the following indices to refer to SOFR instead of EFFR:

  • SGIXFBRU
  • SGIXFIDU
  • SGIXFINU
  • SGIXFKRU
  • SGIXFPHU
  • SGIXFTWU

 

A revised version of the Index Rules is available upon request to the Index Sponsor