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26 JAN 2022
29 DEC 2021
Index Rules Amendment linked to the discontinuation of LIBOR – SGI BOSS Indices

In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agents to replace the current underlying SGI Indices that were using CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR and their related swaps by substitute underlying SGI Indices, with equivalent economic characteristics, that aren’t referencing CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR. Such change will be effective on December 29th, 2021 (included).

Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition ( If you have questions relating to this communication please send to or to your usual contact at Société Générale Index.

An updated version of the Index Rules is available upon request to the Index Sponsor.

Scope of indices:









Top Ten

Nom Perf. MTD Perf. YTD
Brent Futures x4 Leveraged Index +66.56 % +66.56 %
SGI Natural Gas Static Roll Index +20.27 % +20.27 %
SGI Alpha Top 8 Back Contango FS +17.07 % +17.07 %
SGI Global Oil Index (USD - Net Total Return) +16.03 % +16.03 %
SGI Gas Oil Static Roll Index +15.16 % +15.16 %
SGI Brent Crude Oil Benchmark +14.26 % +14.26 %
SGI Heating Oil Static Roll Index +14.08 % +14.08 %
SGI Energy Semi Dynamic Index +13.60 % +13.60 %
SGI Commodity Dynamic Energy Ex-NG +13.25 % +13.25 %
SGI Smart WTI Long +12.35 % +12.35 %