21 October 2026
Index Greeks H1 2026: March sell-off drives spike in index Greeks before Q2 recovery
Delta, Vega and Gamma exposures on structured products linked to major equity indices peaked during the March sell-off and eased as markets recovered in the second quarter, with the S&P 500 the main risk driver throughout.
Most Read in Analysis
15 Oct 2026
When the Greeks get it wrong (Part 2): better models, bigger risks - why Heston doesn’t solve model risk
More sophisticated volatility models can better capture smiles, skew...
14 Oct 2026
When the Greeks get it wrong: the hidden risk in structured products (part 1)
From Black-Scholes to Heston, the models used to price structured...
07 Oct 2026
Prediction markets move into structured products
The growth of prediction markets has created sufficient liquidity for...
30 Sep 2026
UK H1 maturities climb as all products make gains
Every product maturing in the first two quarters of 2026 made a gain.
16 Sep 2026
Spotlight: interest rates-linked issuance rises in Emea driven by more structured exposures
Issuance of interest rate-linked structured product in Emea increased...
16 Sep 2026
Structured products and the Greeks in easy language – part 4: call warrant on US short term interest rates
In the fourth part of our ‘Easy-Language’ series, we return to the...
09 Sep 2026
Covered call ETFs cash in as rates stay high
With risk-free rates holding near five percent, premium income ETFs...
07 Sep 2026
SRP Custom & Strategy Indices report 2026 is out
Custom and strategy indices have moved from being a specialist...
26 Aug 2026
Understanding Greeks: international stocks and sensitivity shifts
A sharp movement in sensitivity may reflect new product issuance or...
13 Aug 2026
Buffered ETFs deliver smoother returns without sacrificing risk-adjusted performance
Defined outcome and buffer ETFs have cut volatility and drawdowns...
12 Aug 2026
Structured Products and the Greeks in easy language [Part 3]: the reverse convertible
In the third part of our “easy-language” series, we will discuss a...
05 Aug 2026
From asset classes to investment strategies: a new role for structured products
Strategy Allocation can provide a framework for integrating structured...