US Wrap: Principal protection back on agenda

Barclays has launched a new principal-protected note into the US market linked to the S&P 500 index, offering 100% return of capital subject to credit risk. The note has both a long maturity and a cap on returns to fund the protection. It lasts five-and-a-half years and the maximum payment will be between 43% and 53% at redemption, with the exact level to be set at pricing.

Accelerated-growth products are still dominating the majority of activity, with six new notes on offer linked to either eme

To continue reading...

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 indvidual account here: