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Tag Archives: S&P 500 Futures 35% Volatility Compass Autocall Index

Sep 21, 2026

An Alternative Approach to Autocall Indices

We recently published the blog Indexing Autocalls, where we highlighted the continued investor demand for solutions that facilitate income generation—in particular, autocalls. S&P Dow Jones Indices recently launched the S&P 500 Futures 35% Volatility Compass Autocall Index, which takes a unique approach to incorporating autocall features within an index framework. The index measures the performance…

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