Index Rules Amendment linked to the discontinuation of LIBOR - SGI Forex Trend Following Index



In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agents to replace the current Underlying SGI Indices that were using USD LIBOR to substitute Underlying SGI Indices, with equivalent economic characteristics, that aren’t referencing USD LIBOR. Such change will be effective on December 14th, 2021 (included).

Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition [ ]. If you have questions relating to this communication please send to or to your usual contact at Société Générale Index.

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

Scope of indices: