Range accrual products on the up

News

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With returns from the stock market remaining flat during the past year, and analysts predicting similar performance for 2005, product providers have begun the year by issuing a swathe of range accrual offerings.

The volatility of the FTSE 100 increased from 22% at the beginning of 2002 to a high of 31.5% in June 2003, before falling to a current low of 10.4%. During 2004 as a whole, the volatility amounted to only 11%, and this downward trend has prompted many issuers to use range accrual st

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