Index Rules Amendment linked to the discontinuation of LIBOR – SGI Bond 10Y USD

31

AUG
2022

In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agent to replace USD LIBOR and LIBOR swaps by USD RFR swaps for the computation of the SGI Bond 10Y USD Index (ticker SGIXBU10). Such change will be effective on August 31 st, 2022 (included).

Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition. If you have questions relating to this communication please send to sgcib-regulatory-support.par@sgcib.com or to your usual contact at Société Générale Index.

An updated version of the Index Rules is available upon request to the Index Sponsor.