|Return type||Excess Return|
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.
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.