Reverse convertible
Trade of the month: Autocallables
Original headline:
Autocallables remain popular products, helped by the offer of high target returns (pseudo-yield) in excess of what is achievable by a reverse convertible linked to the same underlying over the same period....
Original headline:
As the volume of sales of structured products in the US decreases, leveraged return products remain the most popular product, followed by bonus structures and then reverse convertibles. The UK market continues...
Original headline:
Short-term products carry the disadvantage that there is so little time to recover should the market move against the investor. This was true for the six-month autocallable JP Morgan created in November...
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More Reverse convertible articles
Defensive strategies by different means: the divergence in the German...
Original headline:
Transparency and simplicity remain a key theme for structured product providers in Germany and Switzerland, where even high-net-worth-individual accounts at private banks want simple payouts and low counterparty risk. By Michael Marray
Market snapshot
Original headline:
Tim Mortimer of Future Value Consultants review structured products issuance in the US and UK in November. Leveraged returns remains the darling of the US, which the UK is still firmly wedded to the FTSE 100
Bonus certificates lose their shine
Original headline:
Volatility revisited equity markets in August and September, which meant Germany’s much-loved bonus certificates hit barriers, creating much inconvenience to retail investors. Bonuses have been adapted to cope but are less popular than discount certificates,...
Trade of the month: reverse convertibles
Original headline:
For most investors and advisers, structured products are about risk control, which explains the appeal of capital-protected notes and super-tracker products. Reverse convertibles, by contrast, are an aggressive, high-yield product that includes significant...
Product retrospective: Hybrid income
Original headline:
This six-month review reverse convertible linked to Ford Motor Company stock was featured back in the May issue. The product offered a fixed income stream but capital was at risk if a 75% barrier was breached during the term
Raffeisen Centrobank offers low-barrier reverse convertible
Original headline:
Raffeisen Centrobank has issued reverse convertible notes linked to the Euro Stoxx 50 Index. Fixed annual coupons are on offer, with risk to capital dependent on whether a relatively low barrier is breached
US structured product investors unwilling to abandon capital guarantees...
Original headline:
The US structured products market has regained much of the ground it lost after the Lehman Brothers bankruptcy in 2008, but investors and financial advisers are still seeking out principal protection. Many industry participants expected demand for capital-at-risk...
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