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Main characteristics

Bloomberg Code SGCOM11S
Inception Date 18/03/2015
Return Type Excess Return
Currency USD
Calculated By S&P Dow Jones

Objective

The SGCOM11S Index tracks the performance of a selection of commodity futures.

Mechanism

The Contracts contained in the Index include the commodities contained in the Reference Index. Relative weights of each commodity, i.e. the quantity of Contracts to be included in the Index, are determined by reference to the Reference Index Methodology, as defined and provided by the Reference Index Sponsor. The Index Calculation Agent may review the composition of the Reference Index at any time, including but not limited to, when the Reference Index Sponsor changes the composition of the Reference Index. As a consequence, these Index Rules may be revised at any time to reflect such modifications in the composition of the Reference Index as well as any other material changes. Neither the Index Calculation Agent nor the Index Sponsor shall be liable for any consequences, including but not limited to, losses resulting from modifications in the Reference Index Methodology or in the Index.


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 calculate the Index. S&P® is a registered trademark 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” and its related stylized mark(s) have been licensed for use by SG.  Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.”

 

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