Retrospective: Morgan Stanley's Jump Securities

More upside, please

In June 2010, Morgan Stanley issued Jump Securities, a six-month digital product based on the performance of a basket consisting of the Eurostoxx 50 index and the iShares MSCI Emerging Markets Index Fund. The product was structured to pay a return of 10% if the level of the basket finished at or above its initial level. No downside protection was offered, so the investor could suffer losses on a 1:1 basis from the strike level of 100%.

The basket was weighted 40% in the Eurostoxx 50 Index and 60

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: