Main characteristics

Bloomberg Code SGICEMX
Inception Date 24/07/2009
Return Type Excess Return
Currency USD
Calculated By S&P Dow Jones


The SGI Energy Semi Dynamic Index (the Index) began publishing on July 24, 2009 and aims to track the performance of a selection of energy commodity futures, utilizing static, dynamic and seasonal contract rolling methodologies.


The Index is based on a proprietary model developed by Société Générale.
The strategy reflected in the Index is designed to reduce the potential inefficiencies in the rolling mechanism used by the more traditional commodity indices (this rolling mechanism may impact the performance of the index). The Index uses several rolling mechanisms developed by Société Générale, which aim at improving the roll yield and therefore the performance of the Index.

The SGI Energy Semi Dynamic Index (USD - ER) (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 maintain and calculate the Index. S&P® is a registered trademarks 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 Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index. The S&P GSCI Energy index is the exclusive property of S&P Dow Jones Indices, its affiliates and/or their third party licensor(s) and has been licensed for use by SG in connection with the Index.