Decrement Indexes
MSCI has created a series of Decrement Indexes for institutional investors that may be relevant for structured product use. These indexes are designed to represent the performance of a strategy in which a pre-determined amount — in the form of a “synthetic dividend” — is periodically withdrawn from the parent index it tracks.
Target benefitsSupporting your decrement index strategy
Customize to address specific needs
Apply decrement index methodology to any of our standard indexes.
Strengthen risk management
Expanded index range built to support investors seeking to manage risk and increase portfolio diversification.
Incorporate indexes with ease
Accessible licensing simplifies use in structured products for efficient investment design and implementation.
Our decrement index methodology can be applied to any of our standard indexes, including:
Featured indexes
Decrement index resources
MSCI Decrement Indexes methodology
Take a deeper dive into our thinking behind our Decrement Indexes.
Index licensing for derivatives
Learn more about the growing derivatives market and rapid adoption of equity index futures and options.
