Articles by Tim Mortimer
Trade of the month: Bear market products
Trade of the month: Bear market products
Market snapshot
Market snapshot
Trade of the Month: Commodity indexes
Trade of the Month: Commodity indexes
Market snapshot: May 2011
Market snapshot
Market snapshot: April 2011
Market snapshot
Product performance
Product performance
Trade of the month: collateralisation
Trade of the month: collateralisation
Market snapshot
Market snapshot
Product performance
Product performance
Trade of the Month: Volatility as an asset class
Trade of the Month: Volatility as an asset class
Market snapshot
Market snapshot
Product review: Meteor's FTSE 100 kickout
Meteor is offering a standard kickout based on the top 10 UK stocks that promises a 17.5% annual return if eight of the stocks are above their initial level. The six-year product is issued by BNP Paribas and puts capital at risk if the three worst…
Trade of the month: Secondary pricing and fair value
As with any competitive market, fee levels are influenced to a large degree by the market, since a product cannot normally hide high fees and appear competitive.
UK issuance data: key statistics
A comprehensive breakdown of issuance data for the UK stuctured products industry since 2006, including numbers of products issued, underlyings and typical maturities
Product review: Investec provides ratings choice
Investors can choose between a triple B and a single A rated bank issuer in this five-year rollover plan, and receive different coupon payments on the basis of their choice as long as index levels are above the strike level at product anniversaries
Product review: Risking the first 10%
Gilliat Financial Solutions is offering a six-year income product linked to the FTSE 100 that promises a fixed coupon as well as bonus payments, but only if investors are prepared to put 10% of their capital at risk
Product review: Barclays UK accumulator
Barclays has offered an accumulator product based on the FTSE 100, with lock-ins for every 15% rise in the index subject to a 60% cap. If the index does not trade above a 115% strike level and the 50% protection barrier is breached, capital is not…
Product review: Blue Sky offers downside protection
A six-year growth product from Blue Sky Asset Management that is relatively complex for retail investors. The product links to the FTSE 100 and gives accumulated returns up to an annual cap of 12%
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Product performance
Comparing principal-protected, accelerated growth and reverse convertible products with June 2009 strike dates
The callable countdown
JP Morgan has launched a callable countdown constant maturity swap range-accrual certificate of deposit that pays a coupon dependent on the proportion of days the CMS rate is within a 0-6.25% range. The tenor is 15 years and the product benefits from…
UK accumulation
Barclays is offering an accumulator product based on the FTSE 100, with lock-ins for every 15% rise in the index subject to a 60% cap. If the index does not trade above a 115% strike level and the 50% protection barrier is breached, capital is not…