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S&P 500 Futures 40% Defined Volatility Autocall Index
Description
The S&P 500® Futures 40% Defined Volatility Autocall Index measures the performance of a portfolio of autocalls on the S&P 500 Futures 40% Defined Volatility TCA 6% Decrement Index II issued on a rolling weekly basis. Each autocall is held until maturity or an early redemption call. Cash received from periodic coupon payments, early redemptions and redemption at maturity are reinvested into new autocalls periodically.
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