JP Morgan looks to emerging equities for synthetics

The constituents of the index will be seven of the so-called Next 11 countries, the 11 most promising medium-sized emerging-market economies.

The 40 largest and most-listed stocks on the exchanges in Indonesia, Mexico, Pakistan, the Philippines, South Korea, Turkey and Vietnam are included. The weighting of each country in the index is assessed quarterly, according to liquidity and market capitalisation. Liquidity is measured through the daily average volume traded, measured over six months. In addition, countries and companies included are reassessed yearly.

The index is traded exclusively by JP Morgan for the first three months, which is marketing a linear index certificate. It plans to launch further structured products referencing the index at a later date. The notes will be offered in capital-protected and partial capital-protected formats.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here