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About SG Index
News
16
JUN
2022
Amendment of some expiries in Rates Volatility Indices
In light of Juneteenth holidays, 20 June 2022 and 19 June 2023 are no longer Calculation Dates for the indices below. As a result, expiries of options occurring on those dates have been moved to the next Scheduled Calculation Date.
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IND1LFRV
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SGIXVR2U
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SGIXVR3U
20
MAY
2022
Index Rules amendment of SGIXTFCY Index
Following a periodic review, and in light of the recent disruptions on the nickel market traded on the London Metals Exchange (LME), Societe Generale as Index Sponsor has amended the Index Rules of the SGI Commodity Trend Following Index <SGIXTFCY Index> to handle rebalancings on underlying index components affected by a Commodity Disruption Event. In line with market practice, the amendment will ensure the index keeps the quantity rebalanced on affected components unchanged from the previous day, with no further impact on unaffected components. The change is implemented on a going-forward basis, effective Monday 23 May 2022.
Top Ten
| Nom | Perf. MTD | Perf. YTD |
|---|---|---|
| Silver Futures x10 short Leveraged Index | +33.57 % | +505.81 % |
| SGI -7x Daily Inverse on MSCI Singapore | +21.30 % | +94.09 % |
| Brent Futures x5 Leveraged Index | +11.93 % | +149.61 % |
| WTI Futures x4 Leveraged Index | +10.11 % | +171.05 % |
| Brent Futures x4 Leveraged Index | +9.54 % | +186.73 % |
| Silver Futures x2 Short Leveraged Index | +6.74 % | +27.83 % |
| SGI Natural Gas Static Roll Index | +5.92 % | +59.92 % |
| SGI Gas Oil Static Roll Index | +4.13 % | +94.97 % |
| European Renewable Energy | +2.90 % | -6.51 % |
| SGI 7x Daily Leverage on MSCI Singapore | +2.90 % | -78.75 % |