Bollingen Series XX An exceptionally comprehensive index by paragraph numbers. Certain subjects are treated in separate sub-indexes within the General Index. These include alchemy, animals, the Bible, colors, Freud, Jung & numbers.
For my graduate thesis on Kant's influence on Jung I read everything then available that had been written by Jung or transcribed from his speaking, not all of which was then in The Collected Works. The index was a check on such work in that it caught some oversights, but my own listing was more thorough.
Sadly, idiot that I was, I recorded text by page numbers while the Collected Works also provide paragraph numbers. The reason for this editorial choice is that some texts have undergone revision as new editions have come out with more information at hand. Jung, like many authors, often reworked his pieces and different editions published in his lifetime can be substantially variant.