Analysis
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:
Generally used as an underlying for growth rather than income products in the US, the S&P 500 index is used as an underlying for approximately 20% of products issued but accounts for roughly 50% of notional...
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Product performance
Original headline:
Based on three different US underlyings, FVC outlines the performance of two accelerated growth products and an investment that is principal protected
Retrospective: Morgan Stanley leverages the downside
Original headline:
This Morgan Stanley product was aimed at bearish investors seeking to profit from declines in the Russell 2000 Index. Principal was at risk if the index performed above a certain level
Retrospective: JP Morgan autocall victim of short-termism
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 2011, based on the Russell 2000 Index and the SPDR...
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
Trade of the month: UK alternatives to the FTSE 100
Original headline:
A PDF of this article is available The UK structured retail product market shows a strong bias towards the FTSE 100, the main domestic equity index, which comprises the largest 100 stocks listed on the London Stock Exchange. The two peaks of non-FTSE...
FVC custom indexes
Original headline:
A PDF of this article is available In the European region, the Future Value Consultants accelerated and income indexes both fell compared to their performance over the same period last year and last month. The largest fall was in the most volatile of...
Product performance
Original headline:
The three products reviewed this month have structures typical of those issued in the US retail market
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