( Data Insights

Analysis

Deep dives into market trends backed by extensive data analysis.

Spotlight on… Asia Pacific’s payoff trends in H1

29 August 2025

Spotlight on… Asia Pacific’s payoff trends in H1

Autocallable reverse convertibles and phoenix autocalls recorded a higher market share this year in the region.

Charm: measuring the change of Delta with respect to time

27 Aug 2025

Charm: measuring the change of Delta with respect to time

In this article, we will continue the exploration of different Greeks and examine a key second-order Greek known as “Charm”.

Index providers: Americas, Emea see double-digit declines, Apac shows stability

22 Aug 2025

Index providers: Americas, Emea see double-digit declines, Apac shows stability

SRP analysed how the main index providers fared during in the spring of 2025, highlighting a shift in market share, sales dynamics and regional trends.

Spotlight on… SPX futures indices in structured notes

22 Aug 2025

Spotlight on… SPX futures indices in structured notes

This year has seen a continued momentum of issuances linked to the S&P 500 Futures Excess Return (ER) Index, including variants with a volatility control or decrement feature.

Spotlight on… the Dach region (Q2 2025)

15 Aug 2025

Spotlight on… the Dach region (Q2 2025)

Sales in the region increased by almost 60% YoY.

Article thumbnail

13 Aug 2025

SRP Analysis – Greek sensitivities during the tariffs shock

In this article we look at the Greek dynamics of several underlyings...

Article thumbnail

11 Aug 2025

Best performing products Europe H1 2025: Goldman’s sprinter beats autocalls

SRP reviews some of the best-performing products across European...

Article thumbnail

08 Aug 2025

Spotlight on… index-linked products: knock-in barriers held strong on Liberation Day

Less than one percent of over 38k products analysed by SRP had their...

Article thumbnail

01 Aug 2025

Spotlight on… Apac’s asset classes and underlying trends in H1

The use of single stock structures was favourable in Hong Kong SAR;...

Spotlight on … global market trends – steady growth

25 Jul 2025

Spotlight on … global market trends – steady growth

The global structured products market remains in good shape and has more than doubled since 2020 with sales reaching an all-time high in 2024.

Spotlight – Europe Q1 2025 (part 3): issuance declines as rates-linked cap prot loses steam

11 Jul 2025

Spotlight – Europe Q1 2025 (part 3): issuance declines as rates-linked cap prot loses steam

The number of non-equity products with capital protection has decreased with non-protected participation gaining ground year on year.

Custom indices: dynamic strategies head-to-head

09 Jul 2025

Custom indices: dynamic strategies head-to-head

In this article we compare the characteristics and performance of two similar underlying strategies sold in the US market via structured products.

Q2 crash and rebound: only five percent of Nvidia-linked products at risk of loss

08 Jul 2025

Q2 crash and rebound: only five percent of Nvidia-linked products at risk of loss

In this analysis, we explore how close yield enhancement autocallable products came to breaching their knock-in barriers or crossed them following the market correction and rebound earlier this year as a result of the new tariffs introduced by the US administration.