The SSPA Benchmark Index, which tracks standardised Worst-of Barrier Reverse Convertibles recorded another strong month, with the USD tranche leading gains and all segments reaching record levels.

The Swiss Structured Products Association (SSPA) reported that all three currency tranches of its benchmark index, which tracks standardised Worst-of Barrier Reverse Convertibles linked to the S&P 500, Euro Stoxx 50 and Nikkei 225, reached record highs during the month. The benchmark's USD tranche posted the strongest monthly gain, rising 2.1% in August Standardised Barrier Reverse Convertibles delivered strong performance during August 2026, supported by rising equity markets and lower