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SGI Agriculture and Livestock Static Index

Index level: 103.968 as of 01/26/2022

Main characteristics

Bloomberg code SGICAMX
Inception date 07/24/2009
Return type Excess Return
Currency USD

Objective

The SGI Agriculture and Livestock Static Index (the Index or the SGI Agriculture & Livestock Index) began publishing on July 24, 2009 and aims to track the performance of a selection of agricultural and livestock commodity futures utilizing static and seasonal contract rolling methodologies.

Mechanism

The Index is based on a proprietary model developed by Société Générale.
 
The strategy reflected in the Index is designed to reduce the potential inefficiencies in the rolling mechanism used by the more traditional commodity indices (this rolling mechanism may impact the performance of the index). The Index uses several rolling mechanisms developed by Société Générale, which aim at improving the roll yield and therefore the performance of the Index.

The SGI Agriculture and Livestock Static Index (the "Index") began publishing on July 24, 2009. therefore, all data for the SGI Index for the period prior to July 24, 2009 represent Standard & Poor's ("S&P's") application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to July 24, 2009 consistent with the index methodology. Results prior to July 24, 2009 may have been different had the Index actually been in existence. The SGI Agriculture and Livestock Static Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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