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News

18 DEC 2018
Rebalancing date for the World Water and World Alternative Energy indices will be postponed from December 21, 2018 to January 18, 2019.

 

SG prepares a new methodology that smoothes the rebalancing of the following indices on 5 business days. Due to the low liquidity on Equity markets during the end of the year, SG is unable to perform the rebalancing initially planned on December 21, 2018.

The next rebalancing for these indices is scheduled for January 18, 2019. The involved indices are:

 

-              World Water Total Return Index in EUR (WOWAX)

-              World Water Price Index in EUR (WOWAXP)

-              World Water Total Return Index in EUR Market Cap Adjusted (WOWAXC)

-              World Water Price Index in EUR Market Cap Adjusted (WOWAXPC)

 

-              World Water Total Return Index in USD (WOWAXD)

-              World Water Price Index in USD (WOWAXPD)

-              World Water Total Return Index in USD Market Cap Adjusted (WOWAXDC)

-              World Water Price Index in USD  Market Cap Adjusted (WOWAXPDC)

 

-              World Alternative Energy Total Return Index in EUR (WAEX)

-              World Alternative Energy Price Index in EUR (WAEXP)

-              World Alternative Energy Total Return Index in EUR Market Cap Adjusted (WAEXC)

-              World Alternative Energy Price Index in EUR Market Cap Adjusted (WAEXPC)

-             

-              World Alternative Energy Total Return Index in USD (WAEXTD)

-              World Alternative Energy Price Index in USD (WAEXPD)

-              World Alternative Energy Total Return Index in USD Market Cap Adjusted (WAEXDC)

-              World Alternative Energy Price Index in USD Market Cap Adjusted (WAEXPDC)

5 DEC 2018
Index Disruption Event on 2 Credit Indices

On 5 December 2018 (national day of mourning for former President George H.W. Bush), a deterioration of the liquidity of the Credit Default Swap market impaired the ability of the market participants to effect transactions on the Credit Default Swap market.

This constitutes an Index Disruption Event pursuant to the Index Rules of the following indices:

• SGIXCAHY

• SGIXCAIG

Accordingly, no index level has been published for those indices for 5 December 2018.

Top Ten

Nom Perf. MTD Perf. YTD
SGI Gold x10 Leverage +23.31 % -68.68 %
SGI World Value Ex-Junk +20.86 % +20.86 %
SGI Brent x5 Short +19.43 % -27.99 %
SGI VI Beta Index +14.54 % +4.99 %
SGI VI Beta Short Term Index +14.52 % +4.82 %
SGI VI Beta 2 Index +14.51 % +4.65 %
SGI World Value Quality Index +12.76 % +12.76 %
SGI Silver x5 Leverage +11.91 % -69.59 %
SGI World Carry Index +11.88 % +11.88 %
SGI Vol Invest Hedge Index +11.84 % -3.76 %