US issuers diversify from reverse convertibles

The latest filing with the SEC is dominated by leveraged return notes and reverse convertibles, with some autocallables and a straddle offering diversity

SEC filings offer diversity

A tranche of leveraged return notes, a smattering of autocallables and a straddle added variety to the usual supply of reverse convertibles registered with the US Securities and Exchange Commission in the past two days.

JP Morgan was one of the leads in the creation of alternatives to the reverse convertible supply, providing a straddle and two autocallables. The 1.03-year straddle is linked to the performance of the S&P 500 index, with an upside cap of 115% and a downside protection barrier of

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