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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.
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- 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 10Y US Treasury Note Vol Target Index (the Index) monitors its exposure to the SGI 10Y US Treasury Note Index (the “Underlying Index”) and implements a risk monitoring mechanism to optimize performance and control volatility.
The Underlying Index is hypothetically exposed to the performance of a notional position in the 1st nearest 10Y US Treasury Note future contract, which is synthetically rolled every 3 months.
The Index varies its exposure to the Underlying Index depending on the historical volatility of such Underlying Index as compared to a Target Volatility of 6%. If the historical volatility is greater or less than 6% the Index increases or decreases its exposure to the Underlying Index in order to maintain the volatility of the Index as close to 6% as possible.