About the SIX Decrement Indices
The SIX Decrement Indices replicate an investment in an underlying index, less a constant Decrement in the form of a fixed annualized percentage value or a fixed annualized index point value. The performance reduction is applied daily and pro-rated with an actual/365 day-count convention. Decrement index versions are available for various indices, including but not limited to, the SMI and the SXI Switzerland Sustainability 25.
Decrement indices are versatile tools in the financial market. They are used for various purposes, including enhancing the risk-return profile to the benefit of the end investor, and offering customizable features to meet specific investment themes.
One common application is as a synthetic dividend. By being fixed and predefined in nature, decrements can act as deterministic dividends: the uncertainty around a dividend’s size and timing is removed, making the pricing of derivatives more efficient.
These indices are increasingly accepted as underlying for structured products due to their comprehensive coverage of key equity markets and their simplified applicability for financial instruments.
While all SIX Decrement Indices are calculated at day end, intraday calculations may also be available depending on the index. Details about the calculation frequency, together with launch date, base date and base value can be found in here.
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Factsheets
Explore our factsheets to gain in-depth insights into our indices at SIX. Find detailed descriptions, key figures, the methodology and much more. Statistical factsheets are available on the SIX Index Data Center.
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For current and historic index compositions, selection lists, index preview and review information as well as historical index values, please visit the SIX Index Data Center.
Additional Information
The use of SIX Decrement Indices and their registered trademarks as well as the access to restricted index data are governed by a licensing agreement. To request for an index data license, please get in touch with us.
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All SIX Indices and BME Indices are the intellectual property (including registered trademarks) of SIX or BME. SIX and BME provide no warranty of any kind and exclude all liability (whether in negligence or otherwise) with respect to their usage. The use of SIX Indices and BME Indices and their pending or registered trademarks (®) as well as access to restrictive index data is governed by a license agreement. Information on licensing and the format of the disclaimer can be found on the SIX and BME website.