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About SG Index
News
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.
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|---|---|---|
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| SGI Silver x5 Leverage | +10.24 % | +13.46 % |
| European Renewable Energy | +9.51 % | +26.84 % |