The bank’s structuring team discusses the bank’s first high-volatility index strategy and its second-generation evolution.

The US bank has gathered US$328m in sales from structured notes tracking the S&P Edge Volatility Index Series, its first high volatility strategy that went live in May 2024, SRP data shows. S&P DJI’s brand, infrastructure, and global support on the entire series allowed for timely and effective pushes to a widespread client base since last year Meanwhile, one of the indices was traded with US$10.2m in notional in the registered index-linked annuity (Rila) market through Midland