There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
|Return type||Excess Return|
The SGI Future Interest Rate Momentum US Index (the Index) began publishing on February 23, 2011 and seeks to take advantage of trends in short-term interest rates movements and the shape of the forward cure for CME 3M Eurodollar Futures.
The Index seeks to capture trends in interest rate movements by taking either long or short positions on CME 3M Eurodollar futures contracts based on a signal given by Fed decisions on the level of its target Fed Funds Rate as announced after its Federal Open Market Committee (FOMC) meeting.
The Index invests in the CME 3M Eurodollar future contracts depending on the Trend Following Strategy and the volatility target mechanism. The Index varies its exposure to the Trend Following Strategy depending on the historical volatility of such underlying as compared to a Target Volatility of 3%. If the historical volatility is greater or less than 3,% the Index increases or decreases its exposure to the Trend Following Strategy in order to maintain the volatility of the Index as close to 3% as possible.