Leveraged return note
There are two principle types of leveraged return note in the US. One has a capped upside with higher participation; the other is uncapped but has lower participation. Once very popular, they are giving...
Bullish US investors happy to lose capital at the rate of 2:1 for any fall in the S&P 500 in the wake of the Lehman Brothers collapse were rewarded handsomely in this product, which offered a leverage...
Credit Suisse has released a five-year leveraged return note in the US based on the Euro Stoxx 50. It offers a potential return of 90% and would suit investors expecting a gradual rise in equities who...
More Leveraged return note articles
In the US public registered market in December, Bank of America Merrill Lynch was the leading issuer of structured products by notional, while UBS launched the greatest number of products, writes Future Value Consultants’ Tim Mortimer
The US structured products market in August showed exactly the same features and preferences as it so often does – an obsession with leveraged return notes and the S&P 500
Deutsche Bank returned to the top three most prolific issuers in the US in July, while Japanese underlyings also proved popular. Investec dominated in the UK. Tim Mortimer reports on the latest trends in the US and UK structured products markets
The volatility around Research in Motion stock was high enough to ensure that a reverse convertible issued in the US linked to the stock offered to pay investors a near 30% annual return, writes Future Value Consultants’ Suzi Hampson
Volatility in most equity indexes has been comparatively low over the past two years, especially compared to the levels seen during the onset of the financial crisis. This has had a dramatic effect on structured product design. In this issue, we look...
Tim Mortimer analyses the latest monthly trends in the US and UK structured product markets
Goldman Sachs has offered a leveraged buffered two-year note linked to the Euro Stoxx 50 that offers potential return of 67.5% and full capital repayment
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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