Kickout
Five-way collateralisation
Five-way collateralisation
Defining risk and return
Defining risk and return
UK structured products market grows 20% on back of increased risk appetite
UK structured products market grows 20% on back of increased risk appetite
Goldman Sachs autocallable offers early kickout
Kicking out early
Market snapshot
Market snapshot
Correlation and kick-outs
Correlation and kick-outs
Trade of the month: Multi-asset products
Trade of the month: Multi-asset products
Market snapshot
Market snapshot
UK Wrap: The holy grail - income and capital protection
Products are still being influenced by the pricing environment and despite a couple of spicy options most of the products seen this fortnight are safe repeats
Market snapshot
A dramatic increase in the notional issuance of accelerated growth products in the US has catapulted Bank of America to the top of the issuance charts
Product performance
The three products reviewed this month all have a strike date of 11 December 2009. The products are valued weekly and the results are shown along with the performance of the underlying asset. All three products are fairly typical of products that are…
Morgan Stanley Jump
Morgan Stanley has issued Jump Securities, a structured products based on the performance of a basket composed of the iShares MSCI Emerging Markets Index Fund and the Dow Jones Eurostoxx 50. Principal is not protected and the upside above the target…
UK Wrap: Vanilla repeats rule the roost
Among the few products launched in the UK during the past two weeks, the popularity of the FTSE 100 is continuing as investors remain nervous
UK Wrap: Growth and income products proliferate despite rising volatility
Growth and income plans were by far the most popular style of product over the past three weeks, thereby disproving the previous UK wrap prediction that autocall products would increase in popularity
Market snapshot
Tim Mortimer of Future Value Consultants reviews the product preferences in the US and UK structured products markets
Corporate statement: Capital protection in structured products – what are the choices?
Sophie Barnett, vice-president at Morgan Stanley, looks at the different types of capital protection that investors can achieve through structured products
Dutch Trigger
Van Lanschot has issued five-year trigger notes based on the AEX index of the 25 most-traded Dutch stocks. The product offers a minimum of 10% per annum on potential early maturity, although capital is not protected if the 50% barrier is breached at the…
The call and collateralisation
Citi is providing an open-ended structured fund linked to the FTSE 100 index. Investments in the Autocall Fund mature when kickout occurs or when a five-year cycle is completed, and proceeds are reinvested on kickout. The fund is fully collateralised…