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SGI Australia 10Y Bond Future Index (AUD - Excess Return)

Index level: 3070.560 as of 26/11/2021

Main characteristics

Bloomberg Code SGIXBXM
Inception Date 31/10/2018
Return Type Excess Return
Currency AUD
Calculated By Singapore Exchange Limited


The SGI Australia 10Y Bond Future Index (AUD - Excess Return) is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on SFE Aust 10Y.


The Index is designed to provide the investor with the performance of rolling a long position on the first nearby Future Contract. The position is rolled on a quarterly basis during 4 Calculation Dates and ends on the day immediately preceding the First Notice Date of the Current Futures Contracts.

The SGI Australia 10Y Bond Future Index (AUD - Excess Return) is the property of Société Générale. Singapore Exchange Limited and its affiliates (collectively, the “ SGX Group Companies”) each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom Indices (“ Underlying Data”) or values of the Custom Indices (“ Index Values”). In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort (including negligence), strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss or any kind (including but not limited to loss of profit, loss of reputation, loss of opportunity, or lost time or goodwill), suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.