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About SG Index
The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be Solactive AG from February 1 st, 2021 included onwards:
The Index Rules of the SG Global Income Fund USD VT 4.5 Index have been amended. This has no impact to historical index levels. A revised version of the Index Rules is available on the website.
The necessary fixing to compute the level of SGIXBC5 is unavailable as of December 31 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBC10 is unavailable as of December 31 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBE5 is unavailable as of December 31th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBE10 is unavailable as of December 31 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBE5 is unavailable as of December 24 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBE10 is unavailable as of December 24 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBC2 is unavailable as of December 24 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBC5 is unavailable as of December 24 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The necessary fixing to compute the level of SGIXBC10 is unavailable as of December 24 th, 2020.
In accordance with the index rules, this date will be considered closed for this index.
The Index Rules of the following indices have been amended to add holidays (24 December and 31 December):
A revised version of the Index Rules is available upon request to the Index Sponsor
The Index Rules of the SGI Bond Carry G6 Index (EUR) have been amended to correct a typo. This has no impact to historical index levels. A revised version of the Index Rules is available upon request to the Index Sponsor.
October 13 th is considered a calculation date for the index despite Hong Kong Exchange is halted for trading due Typhoon. Impacted indices : SGQINTRD; SGQINH; SGQINRGH; SGQINTR; SGQI; SGQINRGB; SGQID.
On 19 th October 2020, USD discounting conventions applied by majors CCP will change, with SOFR replacing EFFR as the new standard. Cleared Interest Rates USD Swaps will be compensated by the CCP
Accordingly, Société Générale as Index Sponsor will adjust the Objective Pricing Methodology and the Index Rules of the following indices to use SOFR discounting and to reflect a full compensation of swaps and swaptions, and to use SOFR instead of EFFR for the compounding of the cash:
A revised version of the Index Rules is available upon request to the Index Sponsor.
On 19 th October 2020, USD discounting conventions applied by majors CCP will change, with SOFR replacing EEFFR as the new standard. Cleared Interest Rates USD Swaps will be compensated by the CCP.Accordingly, Société Générale as Index Sponsor will adjust the Index Rules of the following indices to use SOFR discounting and to reflect a full compensation of swaps:
A revised version of the Index Rules is available upon request to the Index Sponsor.
As envisaged in the relevant index rules, the Objective Pricing Methodology has been amended on October 13 th 2020 for technical enhancements purposes. The amended version shall apply to the relevant indices referring to the Objective Pricing Methodology and will take effect as of and including October 13 th 2020
On 19 th October 2020, USD discounting conventions applied by majors CCP will change, with SOFR replacing EFFR as the new standard. On 27 th July 2020, EUR discounting conventions applied by majors CCP also changed, with €STR replacing EONIA as the new standard.
Accordingly, Société Générale as Index Sponsor will adjust the Index Rules of the following indices to adjust the rates used for the compounding and detrend:
A revised version of the Index Rules is available upon request to the Index Sponsor.
A corporate action will occur on October 13 th, 2020: the fund Graal Aktiehedge (AKTAGAA SS Equity) will be merged into the new fund Räntestrategi (AKARANA SS Equity). Following this merger, as per the Index Rules of SG AA Aktiehedge SEK VT 6 Index (SGKMGRAA Index), the allocation of the index will be amended to reflect the corporate action, effective October 13 th, 2020.
The Index Rules of the following indices have been amended in order to improve the definitions:
A revised version of the Index Rules is available upon request to the Index Sponsor
Due to recent dividend cuts announced by companies following the recent markets drawdowns, we used a second data source to cross-check dividends used for April rebalancing, Therefore, any company that cancelled its next dividend according to this second data source was excluded from the selection process. Impacted indices : SGQINTRD; SGQINH; SGQINRGH; SGQINTR; SGQI; SGQINRGB; SGQID
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:
A revised version of the Index Rules is available upon request to the Index Sponsor
The Index Rules of SGMDESEK Index have been amended in order to improve the definition. A revised version of the Index Rules in available upon request to the index Sponsor.
The Index Calculation Agent for the indices SGBVVRRU and SGBVVR01, formerly Bloomberg Finance L.P., is now Solactive AG from 23 rd September 2020 included onwards
The Index Rules of the SGMDGPPB have been amended in order to improve the definitions. A revised version of the Index Rules is available on the website.
The Index Rules of the SGMDGPPB have been amended in order to improve the definitions. A revised version of the Index Rules is available on the website.
The Index Rules of the SGMDGPPB have been amended in order to improve the definitions. A revised version of the Index Rules is available on the website.
On 27 th July 2020, EUR discounting conventions applied by majors CCP will change, with €STR replacing EONIA as the new standard. Cleared Interest Rates EUR Swaps will be compensated by the CCP.
Accordingly, Société Générale as Index Sponsor will adjust the Index Rules of the following indices to use €STR discounting and to reflect a full compensation of swaps:
SGIXE05S
SGIXE07S
SGIXE10S
SGIXE15S
SGIXE20S
SGIXE30S
A revised version of the Index Rules is available upon request to the Index Sponsor.
On 27 th July 2020, EUR discounting conventions applied by majors CCP will change, with €STR replacing EONIA as the new standard. Cleared Interest Rates EUR Swaps will be compensated by the CCP, and the ECB recommended EUR swaptions to be cleared too.
Accordingly, Société Générale as Index Sponsor will adjust the Objective Pricing Methodology and the Index Rules of the following indices to use €STR discounting and to reflect a full compensation of swaps and swaptions, and to use €STR instead of EONIA for the compounding of the cash:
SGBVVR02
SGBVVRRE
A revised version of the Index Rules is available upon request to the Index Sponsor.
The Index Rules of the following indices have been amended in order to improve the definitions:
SGIXFAUU
SGIXFCAU
SGIXFCHU
SGIXFEUU
SGIXFGBU
SGIXFJPU
SGIXFNOU
SGIXFNZU
SGIXFSEU
A revised version of the Index Rules is available upon request to the Index Sponsor.