Decrement Indexes Intro
MSCI has created a series of decrement indexes that may be relevant for structured product use. These indexes are designed to represent the performance of a strategy tracking a given MSCI index from which a pre-determined amount (‘synthetic dividend’) is withdrawn at pre-defined intervals.
MSCI can calculate the MSCI Decrement Indexes based upon any given MSCI Parent Index. Below is a selection of such “live” indexes, available for licensing. Furthermore, this expands the MSCI range of indexes that can be used for derivatives and efficient structured product use.
Explore MSCI Decrement Index Suite
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