ICE Index Forum 2026
Navigating what's next: Key market trends and insight into index innovation | June 23, 2026 at the New York Stock Exchange
The ICE Index Forum takes place at the New York Stock Exchange on June 23rd 2026. This invite-only event brings together senior leaders and experts across the ecosystem of global ETF issuers, asset managers, quant investment firms, wealth management, RIAs, asset owners, consultants, legal practitioners, news media and academia, to unpack the key issues and opportunities in the market today and looking ahead.
Joining ICE on stage will include speakers from BlackRock, Charles Schwab, CNBC, Global X, Goldman Sachs, Invesco, Northern Trust, Seward & Kissel, State Street, Vanguard and Yale.
Why attend –
- Insight on the leading edge of index innovation and trends.
- Hear directly from senior leaders and experts in the global index investment ecosystem with panels and Q&A.
- ICE hosted, invite-only annual event at the prestigious NYSE, 11 Wall Street, New York. With lunch and networking reception.
When you register, we will confirm your attendance and provide additional details about entry to this event. You must have attendance confirmed to join on the day. This invitation is non-transferable.
Agenda
The forces driving global markets and what they mean for index-linked investment strategies. Themes include:
- Central bank rates and what 'higher for longer' means for indexed allocations
- The U.S. dollar and its effect on international index demand and currency-hedged products
- Geopolitical risk pricing across tariffs, supply-chain reshoring, and major election cycles
How model portfolios, separately managed accounts, and direct indexing are transforming index strategies. Themes include:
- Model portfolios and index strategies at scale
- Where custom and direct indexing fits versus off-the-shelf ETFs in the advisor toolkit
- The growing separately managed account (SMA) market for both active and passive strategies
How defined-maturity and laddered bond index strategies can serve as powerful building blocks for liability matching and income management. Themes include:
- Defined maturity indices as a liability-matching tool for both retail and institutional investors
- The laddered approach as a disciplined, low-maintenance alternative to active fixed income management
- What's next: broader credit rungs, shorter maturities, ESG overlays, and regional variants
The line between active and passive continues to blur. This panel examines how active insight is being embedded into index construction and where traditional active management still holds an edge considering all-time highs in equity market concentration. Themes include:
- Why active managers are increasingly licensing their investment processes for the design of rules-based indices
- Where does active management still win?
- The implications on active and passive strategies of ever-increasing market and sector concentration in equity benchmarks
A forward-looking discussion on the mechanics and opportunities around converting assets across fund structures while managing tax consequences. Themes include:
- ETF share-class structures and in-kind conversion mechanics
- Mutual fund to ETF and SMA to ETF conversions and the index implications
- Section 351 exchange mechanics for seeding ETFs
Demand for downside protection is surging. This panel explores how options-based, buffered, and autocallable index strategies are helping meet investor needs in an uncertain rate environment. Themes include:
- Why buffered and defined outcome ETF demands is accelerating across retail and institutional channels
- Autocallable index design and what investors and advisors need to understand
- Regulatory and sustainability considerations as options and structured index product strategies enter the mainstream