Structured products are often well served by transparent underlying indices that are compatible with specific product structures and can be used across market conditions. We offer one of the industry’s broadest ranges of off-the-shelf index solutions, alongside deep expertise in bespoke index development, helping to address clients’ design objectives and constraints.

Our indices are developed with an understanding of the practical considerations associated with different structured product types, including autocallables, yield-oriented notes and capital-protected structures. From decrement frameworks to multi-asset, factor and thematic strategies, our indices take into consideration common payoff structures while remaining transparent, rules-based and scalable.

Our unparalleled set of index building blocks, spanning equities, fixed income, commodities and alternatives, is matched by our industry-leading datasets including sustainability scores, as well as proprietary data and analytics from Kensho and S&P Global Mobility. This breadth allows us to provide both established and bespoke index solutions aligned with client needs and regulatory considerations globally.

Decrement Indices

Decrement strategies may allow structured products to provide more favorable terms at the structural level such as higher participation rates, improved downside protection with lower knock-in barrier and eliminated dividend risk.

Indices

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Multi-Asset Indices

Drawing on our deep cross-asset-class capabilities, our multi-asset indices offer diversification within a single underlying, helping to mitigate volatility while maintaining participation in the market.

Indices

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Thematic Indices

Thematic indices provide access to long-term structural trends using transparent, rules-based approaches, without relying on traditional sector classifications alone. Our thematic capabilities are supported by advanced sustainability analytics and proprietary datasets from Kensho, S&P Global Mobility and more.

Indices

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Factor Indices

Our single- and multi-factor indices offer targeted access to well-researched drivers of returns such as value, quality, momentum, and low volatility.

Indices

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Research & Insights

  • S&P Thematics Dashboard

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  • Deciphering Decrement Indices

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  • Applying Nobel Prize-Winning Volatility Research to the S&P 500

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  • A Systematic Approach for Identifying Companies with Economic Moats

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  • Unlocking the Advantage of Volatility-Control Innovation

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To learn more about our index solutions for structured products, contact index_services@spglobal.com.