Client Custom Index Examples

Our indices follow a set of common rules in a move to make the indices fully transparent, but also fully investable by reducing uncertainty and thus operational and market risks associated with ordinary and exceptional events. Equity Indices The Equity Indices are indices designed to reflect the performance of a basket of equities; such indices are always managed in a three layer manner: The first layer is the selection layer, where potential index members are screened for relevance in entering the Index. The second layer is the allocation layer, where index members are weighted according either to their market value with free float and capping adjustments, or are weighted according to a fundamental scoring. The third layer is the calculation in itself: weights and adjustments are transformed into a number of shares; index level is computed using a classical Laspeyres framework; ongoing maintenance is performed on a daily basis by our Index Calculation Agents using the rules set out in the methodology SGI Map and SGI MAP Dynamique Indices Due to an incorrect capture of some market parameters, the historical closing levels of the SGI MAP and SGI MAP Dynamique indices have been restated between the close of the last rebalancing date (April 15th, 2010) and the close of June 4th, 2010.