The third chapter of the SRP Index Report 2025 is available for download now.

SRP has launched part three of the SRP Index Report 2025. In this chapter, we look into the increasing weight of Custom & Strategy indices within the structured products market. 

The SRP Index Report 2025 aims to show the landscape and evolution of products linked to different index categories between 2022-2024

In the third chapter of the SRP Index report 2025, we look at the landscape involving custom and proprietary indices with a focus on QIS and strategy indices but also on overlays like target volatility and risk control as well as factor indices including growth, value, dividend, momentum and multi-factor strategies.

Strategy & custom indices have become popular in the structured products market over the last few years because they offer diversification and personalisation, but they also contribute to improving the pricing of products and enabling investment banks to deliver systematic rules-based strategies aimed at outperforming benchmark indices.

These indices can also offer dynamic exposure to factor-based strategies which have historically delivered a premium over the long run and deploy overlays to embed risk management features such as risk control or synthetic dividends (decrement).

The SRP data analysis looks at indices launched over the last two years as well as existing proprietary indices that have been deployed during the period in the structured notes market including flagship type of underlying in this segment.

The report also includes input and views from senior executives across the industry’s value chain as well a global overview of market activities and highlights from the main suppliers of custom & strategy indices across markets based on SRP data.

The SRP Index Report 2025 aims to show the landscape and evolution of products linked to different index categories between 2022-2024. Previous chapters of the SRP Index Report 2025 include ‘Market cap & sector indices’ and ‘ESG, Thematics, Decrement indices’.

Click on the below image to download your free copy.

 

Do you have a confidential story, tip or comment you’d like to share? Contact Us | SRP (structuredretailproducts.com)