There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
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.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The Index aims to generate a systematic positive carry from the backwardation in the USD swaption volatility term structure by investing in delta hedged swaption triangles.
The VRR Strategy is a systematic investment strategy that takes advantage of the backwardated term structure of the USD rates volatility. It sets up a “cheap” long forward volatility position every week built with simple ATMf straddles using the expiry/tenor that offers the highest expected carry.
Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”) are not affiliated with Société Générale and do not approve, endorse, review, or recommend the SGI VRR US Index - Vol Roll on Rates. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI VRR US Index - Vol Roll on Rates. Bloomberg makes no warranty, express or implied, as to the SGI VRR US Index - Vol Roll on Rates or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. To the maximum extent allowed by law, Bloomberg, its licensors, and its and their respective employees, contractors, agents, suppliers, and vendors shall have no liability or responsibility whatsoever for any injury or damages—whether direct, indirect, consequential, incidental, punitive, or otherwise—arising in connection with the SGI VRR US Index - Vol Roll on Rates or any data or values relating thereto—whether arising from their negligence or otherwise.