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SGI BOSS USD 3%

Index level: 1318.66 as of 07/21/2017

Main characteristics

Bloomberg code SGIXBS3U
Inception date 01/02/2008
Return type Total Return
Currency USD

Objective

The BOSS aims to generate positive performance by taking long and short positions in various SGI Bond indices in order to capture opportunities across currencies and maturities in the interest rates markets while respecting certain pre-defined risk constraints.

Mechanism

The allocation of the SGI BOSS 3% is comprised of the following:

  • Long and short positions in 10 SGI Bond indices (the “Long/Short portfolio”)
  • Long positions in short-term money market rates (EUR or USD)

The SGI BOSS 3% Index is based on a systematic quantitative asset allocation model, which dynamically adjusts and rebalances the weightings of the various SGI Bond indices comprising the index according to a bi-monthly rebalancing process.


The SGI BOSS USD 3% (USD – TR) Index began publishing on January 2, 2008. Therefore, all data for the Index for the period prior to January 2, 2008 represent S&P Dow Jones ("S&P DJ"s) application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to January 2, 2008 consistent with the Index methodology. Results prior to January 2, 2008 may have been different had the Index actually been in existence. The SGI BOSS USD 3% (USD – TR) 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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