In recent years, low interest rate environments have made it challenging for structured product issuers to create products that meet investors’ needs. Decrement indices, which can serve as the basis for these products, have gained traction with issuers by incorporating an overlay that intends to represent the deduction of a predefined fee. Catering to a wide range of needs, S&P Dow Jones Indices offers decrement indices based on a variety of underlying indices including the iconic S&P 500®, innovative measures of ESG, climate and net zero-focused companies, and thematic indices covering emerging technologies, societal trends and more.

Key Features

  • World-renowned independent underlying indices
  • A flexible, transparent and rules-based methodology and calculation framework
  • Customization options in underlying index and decrement parameters

Decrement Indices Explained

Learn about the benefits and tradeoffs associated with decrement indices, and go under the hood to see how they’re constructed.

Learn more

Deciphering Decrement Indices

Find out why the design of S&P DJI’s decrement indices may appeal to structured product issuers facing low interest rates and dividend risk.

Watch the video

Featured Indices

To explore our full suite of decrement indices, please visit our Index Finder.

Indices

GRAPH VIEW LIST VIEW

More Resources

Sign up to receive updates via email

Sign Up