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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
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SGI Vol Premium 3 is a systematic rules based index, aiming to capture the spread between implied volatility and realized volatility by rolling positive variance swaps. These positions are rolled on a weekly basis (5 business days).
The SGI Vol Premium 3 Index tracks the performance of a hypothetical portfolio holding variance swaps, rolling short positions on variance swaps with listed maturity close to 1 month. The positions in the variance swaps attempt to capture the spread between implied and realized volatility. The strike of each variance swap corresponds to the prevailing implied volatility.