S&P launches low-volatility index for structured products

Underlyings' liquidity aids issuers in pricing and hedging

market volatility
Index aims to offer a simpler alternative to volatility controls

A new index launched by S&P Dow Jones Indices (S&P) and licensed by Deutsche Bank in mid-November aims to balance low volatility, yield and liquidity to appeal to issuers looking to price structured products off it.

The S&P 500 Low Volatility Enhanced Index, launched on November 18, is comprised of 50 stocks from the S&P 500 with the lowest beta out of those equities that have a dividend yield equal or exceeding the weighted yield of the S&P 500.

S&P and Deutsche Bank say the index will be well

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

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 individual account here