US Wrap: Straddles return, based on S&P 500


The US market is back on top form, with a more diverse offering after a couple of quieter weeks on the issuance front. The latest offering includes two, rare straddles. Both products are issued by Barclays and are based on the S&P 500.

One of these is the three-year Principal Protected Notes Linked to the Performance of the S&P 500 Index, offering participation in either the upside or downside of the index at maturity. The product has a downside barrier of 72–78% and an upside barrier of 122–128

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