• Calamos Autocallable Income UCITS ETF democratizes $422 billion annual autocallable note market¹ through innovative new UCITS framework
  
  
• Launching April 27, the fund delivers high, stable, monthly income potential via efficient single-ticker access to a portfolio of laddered autocallable yield notes 
  
  
• U.S. versions of Calamos autocallable income strategies (CAIE and CAIQ) gathered over $1 billion in collective assets in first 10 months since launch

John Koudounis, President and CEO of Calamos, a leading alternatives manager, announced the launch of the Calamos Autocallable Income UCITS ETF, bringing a proven, successful, award-winning income ETF strategy to investors across Europe, Asia, and the Middle East. With a current annualized weighted average coupon of 14% in the ETF’s swap-based index, the Fund is designed to provide high, stable, monthly income through exposure to a laddered portfolio of autocallables, transforming a complex market into an accessible, liquid, and operationally efficient ETF solution. J.P. Morgan will serve as primary swap counterparty, MerQube as index provider, Waystone as the white label UCITS ETF platform, and Calamos as the developer and portfolio manager of the ETF.

“We are proud of our great success in the U.S. with our autocallable ETF lineup and excited to bring this innovation to investors around the world,” said Koudounis. “Our mission at Calamos is to deliver sophisticated, yet easily accessible solutions for all types of clients. The structured note market is enormous and ripe for new ideas on efficiency and accessibility. We are charting a new course for the future of income investing.”

Autocallables are market-linked investments which offer regular coupons and return principal at maturity, or when called early, contingent on the performance of a reference equity index. In 2025, the global callable structured note market saw approximately $538 billion in issuance.¹

“Global investors have embraced structured notes for years while tolerating cumbersome over-the-counter access,” said Matt Kaufman, SVP, Global Head of ETFs at Calamos. “Starting April 27, they can access a diversified portfolio of autocallables, continually refreshing over time, wrapped into a single-ticker ETF solution. This is a game changer.”

Source: Calamos