SRP delivers market leading intelligence on the structured products industry. Find out more about the insights available our database in this guide.
How many products are included in SRP’s database?
SRP reports on more than 35.6m structured products from 3,191 companies totalling 10.5 trillion USD [as of July 2022].
How do clients use SRP’s data?
SRP’s database offers comprehensive intelligence on market structure, sales volumes, key trends and competitor activity. Insights provided help to make informed decisions on issuance and sales strategy by analysing market shares, trends, best-selling and performing products and asset classes.
By extracting key data points, the information can also inform critical dividend risk and volatility analysis as part of a trading strategy.
How long has SRP been collecting data?
SRP launched in 2001 in response to an increasing need from the derivatives and structured products market for the highest quality market intelligence.
What data points are included?
At a market level, SRP provides key information about issuers and distributors as well as information about product wrappers: bonds (incl. Green and Social bonds), certificates, funds or deposits. At a granular level, we breakdown the distribution among Public Offers and Private placements to monitor developments separately.
Key products attributes cover:
- product structure
- payoffs, including strike levels, payouts and barriers
- key dates, including initial offer, initial fixing, maturity, coupons and early redemption
- observation dates, including initial offer, initial fixing, maturity, coupons and early redemption observation dates (i.e. call, autocall dates)
- underlying asset (including ESG flag for indexes)
- additional features, including multi-underlying, worst-of performance, etc.
- product expiry status
- public offers vs private placements
How does SRP collect data?
Data is regularly sourced from complementary data sources and automated product feeds from investment banks, stock exchanges, and via submissions from issues and distributors. The data is checked for accuracy and for adherence to our reporting guidelines.
Our approach involves sourcing key figures from approved regulatory documents including Final Terms documents, Priips KID documentation as well as and marketing documentation and brochures. Sensitive information, such as collected sales volumes is generally sourced from a combination of issuer notices and actual disclosures from buy and sales-side providers.
How can I access SRP data?
Clients can access the product search and analysis portal via the website or as an automated data feed through an API.
What data is included in StructrPro?
StructrPro includes forecasted values and advanced analytical capabilities across custom portfolios. Find out more at structuredretailproducts.com/structrpro.
