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About SG Index
News
8
JUL
2020
Amendments on the SGI FX Forwards Index Rules
The Index Rules of the following indices have been amended in order to improve the definitions:
- SGIXFAUU
- SGIXFCAU
- SGIXFCHU
- SGIXFEUU
- SGIXFGBU
- SGIXFJPU
- SGIXFNOU
- SGIXFNZU
- SGIXFSEU
A revised version of the Index Rules is available upon request to the Index Sponsor.
7
JUL
2020
News on ERP Indices
We amended the index rules (typos correction) of all ERP indices, below the impact:
- Tie Breaker: use of ADV instead of the spot (all indices)
- Momentum Formula: Momentum Indices
- Merton Score: (All Quality + EU Value Quality)
The published index levels are good (rebalancing script is correct).
Top Ten
| Nom | Perf. MTD | Perf. YTD |
|---|---|---|
| SGI Silver x5 Leverage | +25.42 % | -60.12 % |
| SGI 7x Daily Leverage on MSCI Singapore | +17.00 % | -91.01 % |
| World Solar Energy Index | +15.64 % | +32.34 % |
| World Solar Enery Index | +15.64 % | +31.91 % |
| SGI Futures Series – China A-Shares Equity Index (USD – Excess Return) | +15.16 % | +13.61 % |
| Silver Futures x12 Leveraged Index | +11.46 % | -- |
| Brent Futures x4 Leveraged Index | +9.97 % | -- |
| SGI BRIC EX Index | +9.72 % | +1.93 % |
| SGI Futures Series – China H-Shares Equity Index (HKD – Excess Return) | +9.25 % | -3.54 % |
| The EME Equity Index (USD – Excess Return) | +8.26 % | -3.28 % |