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News


1 Feb 2021

Change of Calculation Agent for 5 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be Solactive AG from February 1 st, 2021 included onwards:

  • SGBVEVRR
  • SGBVRRU1
  • SGBVRRU2
  • SGBVRRU3
  • SGBVRRU4

21 Jan 2021

Index Rules Amendments (SGKMGINF)

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.

 


5 Jan 2021

SGIXBC5 level as of December 31th 2020

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.


5 Jan 2021

SGIXBC10 level as of December 31th 2020

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.


5 Jan 2021

SGIXBE5 level as of December 31th 2020

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.


5 Jan 2021

SGIXBE10 level as of December 31th 2020

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.


29 Dec 2020

SGIXBE5 level as of December 24th 2020

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.


29 Dec 2020

SGIXBE10 level as of December 24th 2020

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.


29 Dec 2020

SGIXBC2 level as of December 24th 2020

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.


29 Dec 2020

SGIXBC5 level as of December 24th 2020

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.

 


29 Dec 2020

SGIXBC10 level as of December 24th 2020

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.

 


18 Dec 2020

Index Rules Amendment (SGBVVRRE – SGBVVR02 – SGIXE05S – SGIXE07S – SGIXE10S – SGIXE15S – SGIXE20S – SGIXE30S)

The Index Rules of the following indices have been amended to add holidays (24 December and 31 December):

  • SGBVVRRE
  • SGBVVR02
  • SGIXE05S
  • SGIXE07S
  • SGIXE10S
  • SGIXE15S
  • SGIXE20S
  • SGIXE30S

 

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


15 Dec 2020

Index Rules Amendments (SGIXB6EE – SGIXB6ET)

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.


13 Oct 2020

Amendments on SGQINTRD, SGQINH, SGQINRGH, SGQINTR, SGQI, SGQINRGB, SGQID

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.


13 Oct 2020

Amendments on the Index Rules of SGBVVRRU, SGBVVR01 and IND1LFRV and of the Objective Pricing Methodology

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:

  • SGBVVR01
  • SGBVVRRU
  • IND1LFRV

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


13 Oct 2020

Amendments on the Index Rules of SGIXU05S, SGIXU07S, SGIXU10S, SGIXU15S, SGIXU20S, SGIXU30S

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:

  • SGIXU05S
  • SGIXU07S
  • SGIXU10S
  • SGIXU15S
  • SGIXU20S
  • SGIXU30S

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


13 Oct 2020

Amendment of the Objective Pricing Methodology

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


13 Oct 2020

Amendments on the Index Rules of SGBVEVRR, SGBVRRU1, SGBVRRU2, SGBVRRU3, SGBVRRU4

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:

  • SGBVEVRR
  • SGBVRRU1
  • SGBVRRU2
  • SGBVRRU3
  • SGBVRRU4

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


13 Oct 2020

Corporate Action on SGKMGRAA

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.


12 Oct 2020

Amendments on the Index Rules of SGIXBC6E, SGIXBTY, SGIXBRX, SGIXBGB, SGIXBJB, SGIXBXM, SGIXBCN

The Index Rules of the following indices have been amended in order to improve the definitions:

  • SGIXBC6E
  • SGIXBTY
  • SGIXBRX
  • SGIXBGB
  • SGIXBJB
  • SGIXBXM
  • SGIXBCN

 

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


6 Oct 2020

Amendment on SGQINTRD, SGQINH, SGQINRGH, SGQINTR, SGQI, SGQINRGB, SGQID

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


2 Oct 2020

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

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


25 Sep 2020

Amendments on the SGMDESEK Index Rules

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.


23 Sep 2020

Change of Calculation Agent for SGBVVRRU and SGBVVR01

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


16 Sep 2020

Amendments on the SGMDGPPB Index Rules

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.


4 Sep 2020

Amendments on the SGMDGPPB Index Rules

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.


2 Sep 2020

Amendments on the SGMDGPPB Index Rules

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.


21 Jul 2020

Amendments on the Index Rules of SGIXE05S, SGIXE07S, SGIXE10S, SGIXE15S, SGIXE20S and SGIXE30S

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.


21 Jul 2020

Amendments on the Index Rules of SGBVVRRE and SGBVVR02 and of the Objective Pricing Methodology

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.


17 Jul 2020

Amendments on the SGI FX Forwards Index Rules

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.