You have to validate the disclaimer to access this website.

Main characteristics

Bloomberg Code SGIFXEUU
Inception Date 28/06/2011
Return Type Excess Return
Currency USD
Calculated By Standard & Poor's


SGI FX Market Access range of indices aims to replicate the performance of a strategy rolling foreign exchange forwards on currency pairs. Each index tracks a given pair and can be denominated in a third currency. The objective is to provide a simple way to access the performance of a currency vs. another one across all regions. SGI FX Markets Access indices can be used as a benchmark and as an underlying for financial instruments.


The SGI FX indices track the performance of a systematic roll of 1-month currency 1/ currency 2 forwards. The prices of the forwards are based on publicly observable mid-levels.

The SGI FX-EUR/USD in USD (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
Login to add this product to your favorites