I am preparing an upgrade from 9.5 to 9.7. So I made a script to alter all indexes to "compress yes" followed by a reorg table.
As long as you defined the index yourself everything is okay, but generated indexes (the ones IBM named 'sysibm.SQL<timestamp>') cannot be altered.

How can I compress those indexes as well?

p.s. english is not my native language but long time ago at school they tried to teach me that the plural of 'index' is 'indices'. In the RDMS context I never see that word used. Can anyone explain why? Is it a U.K. vs U.S.A. thing?

If the base table is compressed, then all indexes will be compressed by default. Also, you can avoid DB2 creating indexes automatically for you by defining constraints outside of the create table statement.

Regarding indexes vs indices, the term index in a relational database refers to a very specific tpye of database object (almost like a proper noun), and not the use of a general index.

Yes, that will be the case when you define the table in v9.7.
In my case I will be building a new server (win2008/db2v97) and restore the backup image (win2003/db2v95). Then the new database will be ready for use but the indexes will stil be uncompressed (I can see that when I punch the DDL with db2look). So I am working on "post restore" scripts to activate the 9.7 features.

But maybe my conclusions were wrong. I thought that all "SYSIBM.SQLxxx" indexes gave errors in the alter statement. It can be that I saw a MDC-index. That one cannot be compressed.