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Factor Index

Market
Spotlight on… strategy indices

11 Aug 2023

Spotlight on… strategy indices

Strategy indices have been an area of focus in the structured products market for quite some time although their significance has decreased over the last four years.

Products
MSCI revenues boosted by strong growth from market-cap, ESG indices

17 Nov 2022

MSCI revenues boosted by strong growth from market-cap, ESG indices

Twenty-nine of the company’s indices were used as underlying for structured products in Q3 2022, according to SRP data.

Products
Analysis: rotator strategies

12 Oct 2022

Analysis: rotator strategies

We look at the pros and cons of underlyings allocating dynamically across different asset classes and sectors depending on market conditions.

Products
MSCI index revenues up 23.5% YoY, deploys 15 underlyings in structured products market

08 Mar 2022

MSCI index revenues up 23.5% YoY, deploys 15 underlyings in structured products market

The US finance company reported double-digit subscription growth in its index business for the 32nd consecutive quarter in Q4 2021.

Products
SG QIS (part 2): rotation more efficient than ‘swinging the bat’ across trades

02 Sep 2021

SG QIS (part 2): rotation more efficient than ‘swinging the bat’ across trades

The French bank has developed new underlyings to respond to demand from clients seeking exposure to sustainable assets, multi-factor and rotation strategies.

Products
Product wrap: Citi tracks Fidelity factor indices

29 Jan 2021

Product wrap: Citi tracks Fidelity factor indices

In this week’s wrap, we look at a selection of structured products with strike dates between 24 and 30 January 2021.

Products
US indices delivered 6.5% average since 2019

07 Jan 2020

US indices delivered 6.5% average since 2019

US investors have a long history of using US equity indices as a vehicle to access equity exposure. The US structured product industry has also used this approach extensively, with US equity indices representing over 80% of all the US structured products market volume sold in 2019.

Products
Index roundup: sustainability-related index in top 10 underlying list for structured products

15 Jan 2019

Index roundup: sustainability-related index in top 10 underlying list for structured products

A sustainability-related index made it in the top 10 underlying list for structured products in the second week of January (Jan 7 – 13 2019) this year in terms of sales volume.

Market
Securities with an ‘Economic moat’ provide an alternative source of quality and outperformance, Solactive

13 Nov 2018

Securities with an ‘Economic moat’ provide an alternative source of quality and outperformance, Solactive

The German index provider shows how getting exposure to companies surrounded by an Economic Moat via a rule-based alternative index can deliver outperformance

Products
Index roundup: Eurostoxx 50 cashes in across markets

06 Nov 2018

Index roundup: Eurostoxx 50 cashes in across markets

The Eurostoxx 50 was the most used index in Europe in October, seen in 114 structured products (excluding non-retail, leverage and flow) which amassed sales of US$850m, according to SRP data. The index was used across 14 jurisdictions, of which France, with sales of US$425m (from 19 products), was the standout market.