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News


21 Oct 2021

SGI Pan Africa Index News - Rebalancing exception

Due to an exceptional holiday in some African Countries, it was decided to use the latest available market cap for stocks impacted by markets closing in the rebalancing process of SGIXPA.


1 Sep 2021

Index Rules Amendment – IND1DBSE

w.e.f. 31-Aug-2021, the transaction cost applicable for buying and selling within IND1DBSE Index (and hence within DBSCIOB Index) for Hong Kong listed stocks has been revised from 0.14% to 0.17%.


22 Jul 2021

News on SGIXPA

Due to an exceptional holiday in some African Countries, it was decided to use the latest available market cap for stocks impacted by markets closing in the rebalancing process of SGIXPA.


19 Jul 2021

Amendment in official closing time of SGI leveraged MSCI Singapore Index Family

Following the inclusion of Sea Ltd (SE UN) in the composition of Underlying Indices (i.e. M7SIMSCI and M8SIMSCI), the Official Closing Time for the ‘SGI Leveraged on MSCI Singapore Index Family’ comprising of SGIXSP5L/SGIXSP5S/SGIXSP7L/SGIXSP7S has been updated from ‘11:40pm SGT’ to ‘2 hours after the official close time of the Underlying Index’ w.e.f. 28-May-2021 close.


8 Jul 2021

Index Rules Amendment linked to the discontinuation of EONIA

On 31 May 2019, the European Money Markets Institute (EMMI) announced that the Euro Overnight Index Average (EONIA) will be discontinued on 3 January 2022 The Working Group on Euro Risk-free Rates (Euro RFR WG) has recommended that the Euro Short-Term Rate (€STR) be adopted as EONIA’s replacement prior to EONIA’s discontinuation.  The Euro RFR WG’s statements can be found at

https://www.ecb.europa.eu/press/pr/date/2019/html/ecb.pr190314_1~af10eb740e.en.html.

In accordance with the Euro RFR WG’s recommendation and to maintain the economic characteristics of the following indices, Société Générale, as Index Sponsor, will adjust the Index Rules and direct the Index Calculation Agents to replace the use of EONIA by €STR plus a fixed spread of 8.5 basis points. Such change will be effective on July 12 th, 2021 (included).

An updated version of the Index Rules is available upon request to the Index Sponsor.

 

Scope of indices:

SGIXMOE2

SGIXFMBL

SGMDIDCB

SGIXFIRM


8 Jul 2021

Index Rules Amendment linked to the discontinuation of EONIA

On 31 May 2019, the European Money Markets Institute (EMMI) announced that the Euro Overnight Index Average (EONIA) will be discontinued on 3 January 2022. The Working Group on Euro Risk-free Rates (Euro RFR WG) has recommended that the Euro Short-Term Rate (€STR) be adopted as EONIA’s replacement prior to EONIA’s discontinuation. The Euro RFR WG’s statements can be found at

https://www.ecb.europa.eu/press/pr/date/2019/html/ecb.pr190314_1~af10eb740e.en.html.

In accordance with the Euro RFR WG’s recommendation and to maintain the economic characteristics of the following indices, Société Générale, as Index Sponsor, will adjust the Index Rules and direct the Index Calculation Agents to replace the use of EONIA by €STR. Such change will be effective on July 12 th, 2021 (included).

An updated version of the Index Rules is available upon request to the Index Sponsor.

 

Scope of indices:

SGIMCESP

SGMDCESP

SGIXCEIG

SGIXCEXO

SGIXB6EE

SGIXS6EE

 


5 Jul 2021

News on European and World Equity Risk Premia Indices

Following the announcement of the CDOR administrator that the 6 Months CIDOR rate will no longer be published, it has been decided that the 3 Month CIDOR rate will be used to compute Merton Distance to Default scores of Canadian Stocks in all Europe and World equity risk premia indices.


25 Jun 2021

Index Rules Amendment for SGKMSC16 and SGKMALPO

The Rules of SGKMSC16 and SGKMALPO indices have been amended. 


16 Jun 2021

News on SGIXWC

The systematic optimization for SGIXWC for the June Rebalancing did not yield a result satisfying all constraints stated in the rules. Two shares were assigned a weight exceeding 10%. Therefore it was decided to redistribute equally the excess weights on all other components to respect the index guidelines.


7 May 2021

Index Rules Amendment for SGIXFLJP

The Index Rules of SGIXFLJP Index have been amended to add a fallback to the settlement price in case the bid and/or ask prices are not available on a given Calculation Date. A revised version of the Index Rules is available upon request to the Index Sponsor.


30 Apr 2021

Change of Calculation Agent for 4 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be Solactive AG from April 30th, 2021 onwards:

  • SGBVLMDU
  • SGBVMAC2
  • SGBVMAE2
  • SGBVMAU2

30 Apr 2021

Change of Calculation Agent for 5 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be SGX from April 30th, 2021 onwards:

  • SGBVRME1
  • SGBVRNQ1
  • SGBVRQC1
  • SGBVRSX1
  • SGBVRXU1

20 Apr 2021

SGI Bond JPY levels as of April 19th 2021

On April 19 th 2021, the data for the JPY 5Y swap rate was unavailable at or after the Index Fixing Time, as a result the last available data before the Index Fixing Time was used to compute the index levels of the below indices:

  • SGIXBJ5
  • SGIXBJ10

14 Apr 2021

Index Rules Amendments for SGMDMAP and SGMDMAPD

Following the delisting of IBC1 LN Equity, the underlying for Inflation-linked – Euro is replaced by IBCI GY Equity.


13 Apr 2021

Index Rules Amendment – SGBVVRRU

The Index Rules of the SGBVVRRU Index have been amended to define the excess return level of the index. A revised version of the Index Rules is available upon request to the Index Sponsor


8 Apr 2021

Index Rules Amendment for SGKMSEC9

The Index Rules of the SGKMSEC9 index have been amended.

Revised versions of the Index Rules are available on the website.


7 Apr 2021

Change of Calculation Agent for 11 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be SGX from April 2nd, 2021 onwards:

  • SGBVAIK
  • SGBVDFME
  • SGBVOAT
  • SGBVAQC
  • SGBVASM
  • SGBVDFTP
  • SGBVRTP1
  • SGBVDFVG
  • SGBVAWN
  • SGBVDFXP
  • SGBVDFZ

30 Mar 2021

Amendments on the SGIXROBO Index Rules

The rulebook was modified to exclude from the eligible universe Chinese Shares quoted in CNY that are not available to trade on without restrictions.


29 Mar 2021

Change of Calculation Agent for 9 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be SGX from March 26th, 2021 onwards:

 

  • SGBVRGX1
  • SGBVRPT1
  • SGBVRXP1
  • SGBVRCF1
  • SGBVREO1
  • SGBVRIB1
  • SGBVRSM1
  • SGBVRST1
  • SGBVRZ1

19 Mar 2021

Change of Calculation Agent for 4 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be SGX from March 19 th, 2021 onwards:

  • SGBVRNK1
  • SGBVRES1
  • SGBVRVG1
  • SGBVRKM1

17 Mar 2021

Index Rules Amendments for SGKMSEC9 and SGKMMAFE

The Index Rules of the SGKMSEC9 index have been amended on the 20th October 2020.

The Index Rules of the SGKMMAFE index have been amended on the 27th November 2020. 

Revised versions of the Index Rules are available on the website.


17 Mar 2021

Amendments on the SGKMCOTE Index Rules

The Index Rules of SGKMCOTE Index have been amended on October 29 th, 2020 to specify the publication calendar.

 


17 Mar 2021

Amendments on the SGKMKOL Index Rules

The Index Rules of SGKMKOL Index have been amended on October 29 th, 2020 to specify the publication calendar.


17 Mar 2021

Amendments on the SGKMSECU Index Rules

The Index Rules of SGKMSECU Index have been amended on October 29 th, 2020 to specify the publication calendar.

 


17 Mar 2021

Amendments on the SGKMCYBS Index Rules

The Index Rules of SGKMCYBS Index have been amended on October 29 th, 2020 to specify the publication calendar.


1 Feb 2021

Change of Calculation Agent for 5 indices

The Index Calculation Agent for the following indices, formerly Bloomberg Finance L.P., will be Solactive AG from February 1 st, 2021 included onwards:

  • SGBVEVRR
  • SGBVRRU1
  • SGBVRRU2
  • SGBVRRU3
  • SGBVRRU4

21 Jan 2021

Index Rules Amendments (SGKMGINF)

The Index Rules of the SG Global Income Fund USD VT 4.5 Index have been amended. This has no impact to historical index levels. A revised version of the Index Rules is available on the website.

 


5 Jan 2021

SGIXBC5 level as of December 31th 2020

The necessary fixing to compute the level of SGIXBC5 is unavailable as of December 31 th, 2020.

In accordance with the index rules, this date will be considered closed for this index.


5 Jan 2021

SGIXBC10 level as of December 31th 2020

The necessary fixing to compute the level of SGIXBC10 is unavailable as of December 31 th, 2020.

In accordance with the index rules, this date will be considered closed for this index.


5 Jan 2021

SGIXBE5 level as of December 31th 2020

The necessary fixing to compute the level of SGIXBE5 is unavailable as of December 31th, 2020.

In accordance with the index rules, this date will be considered closed for this index.