Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI FX Forwards - JPY-USD	SGIXFJPU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	+1.22 %	-6.00 %
SGI FX Forwards - KRW-USD	SGIXFKRU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	-1.51 %	-4.67 %
SGI FX Forwards - NOK-USD	SGIXFNOU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-1.61 %	-2.11 %
SGI FX Forwards - RUB-USD	SGIXFRUU	Excess Return	Foreign Exchange	Market	Global	USD	26/07/2018	+0.35 %	+3.95 %
SGI FX Forwards - SGD-USD	SGIXFSGU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	-0.63 %	-2.24 %
SGI FX Forwards - EUR-USD	SGIXFEUU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	+0.15 %	-3.30 %
SGI FX Forwards - CZK-USD	SGIXFCZU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	+0.22 %	-0.01 %
SGI FX Forwards - AUD-USD	SGIXFAUU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	-1.44 %	-4.20 %
SGI FX Forwards - CAD-USD	SGIXFCAU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	-0.51 %	+2.32 %
SGI FX Forwards - CHF-USD	SGIXFCHU	Excess Return	Foreign Exchange	Market	Global	USD	20/08/2018	+1.94 %	-2.99 %
SGI FX Forwards - CNH-USD	SGIXFCNU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+0.12 %	+2.00 %
Global Tactical Asset Allocator Index	SGIXGTAA	Excess Return	Multi-Assets	Strategy	Global	EUR	27/04/2018	+0.29 %	-2.04 %
Cross Asset Risk Off Index	SGIXCARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.00 %	+0.00 %
SG Alpha Liquidity D0 Index	SGCOL81E	Excess Return	Commodities	Strategy	Global	USD	10/02/2017	-0.08 %	+4.88 %
SGI CODA LS X Index	SGCODALX	Excess Return	Commodities	Strategy	Global	USD	31/01/2019	+0.29 %	+0.42 %
Global Multiasset Strategy CZK Index	SGMDGMAS	Excess Return	Multi-Assets	Strategy	Global	--	12/07/2016	+1.07 %	-3.72 %
Lutetia Merger Arbitrage Volatility Control Index	SGMDLMAC	Total Return	Equity	Strategy	Global	EUR	29/11/2016	-1.51 %	-2.15 %
SGI Euro equi fix div	SGMDEWFD	Total Return	Equity	Market	Europe	EUR	04/01/2018	-0.04 %	+12.39 %
Efficiency AAA Mixed Profile Index	SGMDEAMP	Total Return	Multi-Assets	Strategy	Europe	EUR	23/03/2018	+2.04 %	-1.65 %
SG Japan Machine Learning Long Equity Index	SGEPMLJL	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-0.39 %	+12.80 %
SG US Machine Learning Short Equity Index	SGEPMLUS	Total Return	Equity	Strategy	North America	USD	08/03/2019	-1.50 %	+13.23 %
SG European Machine Learning Long Equity Index	SGEPMLEL	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	+3.62 %	+23.50 %
SG European Machine Learning Short Equity Index	SGEPMLES	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	-0.12 %	+13.73 %
SG European Machine Learning Long Short Equity Index	SGEPMLEU	Excess Return	Equity	Strategy	Europe	EUR	19/04/2019	+3.57 %	+8.16 %
SG US Machine Learning Long Equity Index	SGEPMLUL	Total Return	Equity	Strategy	North America	USD	08/03/2019	+1.81 %	+22.79 %
SG US Machine Learning Long Short Equity Index	SGEPMLU	Excess Return	Equity	Strategy	North America	USD	19/04/2019	+2.82 %	+7.61 %
SG Japan Machine Learning Short Equity Index	SGEPMLJS	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-2.66 %	+6.56 %
SGI Alpha Top 8 Back Contango FS	SGCOS68E	Excess Return	Commodities	Strategy	Global	USD	25/06/2018	-1.52 %	+5.56 %
Dynamic Short VIX Futures Index (USD - Excess Return)	DSVIXER	Excess Return	Equity	Strategy	North America	USD	08/08/2013	-1.30 %	-0.49 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	31/08/2012	-1.52 %	-0.45 %
Cross Asset Risk Off Diversified W/O Licensing Fee Index (EUR – Excess Return)	SGMDXARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.76 %	-7.39 %
SGI Alternative Beta (Euro Hedged)	SGIXABE	Total Return	Multi-Assets	Market	Global	EUR	04/04/2007	-1.15 %	+3.62 %
SG Japan Quality Income Index (PR-JPY)	SGQJ	Price Return	Equity	Strategy	Asia	JPY	02/12/2016	-0.46 %	+4.37 %
SGI Gas Oil Static Roll Index	SGICQSSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+1.75 %	+42.35 %
SGI Silver Static Roll Index	SGICSISR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-1.54 %	-2.72 %
SGI Wheat Static Roll Index	SGICWSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.20 %	+12.39 %
SGI FIRM Bobl	SGIXFMBL	Excess Return	Interest Rates	Strategy	Europe	EUR	21/04/2010	+0.72 %	+1.11 %
SG Smart BuyBack Europe Index	SGIXSBE	Excess Return	Equity	Market	Europe	EUR	01/09/2016	+1.27 %	+4.33 %
SG Global Quality Income Index	SGQINRGH	Net Return	Equity	Strategy	Global	GBP	02/05/2014	+2.89 %	+14.68 %
SG Smart Low-Vol VT 2.5	SGIXSLVT	Excess Return	Equity	Strategy	Europe	EUR	15/06/2016	+1.26 %	+2.36 %
SGI Term Structure Carry	SGIXTSCX	Excess Return	Multi-Assets	Strategy	Global	EUR	15/01/2018	+0.89 %	+1.35 %
SGI Natural Gas Static Roll Index	SGICNGSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+12.00 %	+50.88 %
SGI Copper Static Roll Index	SGICLPSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.76 %	+26.71 %
SGI Live Cattle Static Roll Index	SGICLCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-0.12 %	+7.28 %
SGI Aluminum Static Roll Index	SGICLASR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+2.72 %	+29.15 %
SGI Coffee Static Roll Index	SGICKCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+22.53 %	+46.06 %
SGI Heating Oil Static Roll Index	SGICHOSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+2.87 %	+47.49 %
SGI Cotton Static Roll Index	SGICCTSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+6.37 %	+16.23 %
SGI Corn Static Roll Index	SGICCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-5.44 %	+33.75 %
SGI Lean Hogs Static Roll Index	SGICLHSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+2.00 %	+30.00 %

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Performances calculated as of 30/07/2021

THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.

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