SGI Futures Series – Japan Equity Index

Index level: 954.250 as of 30/01/2023

Main characteristics

Bloomberg Code SGBVRNK1
Inception Date 19/02/2016
Return Type Excess Return
Currency JPY
Calculated By Singapore Exchange Limited


The SGI Futures Series – Japan Equity Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on of the Nikkei 225® Index.


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 quarterly basis during four Calculation Dates and ends on the Calculation Date immediately preceding the expiry of the first nearby.

The SGI Futures Series – Japan Equity Index (collectively, the “ Custom Indices” and each a “Custom Index”), 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.

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