27 Sep 2024
Switzerland Market Review, August 2024: demand for conditional cap prot increases in seasonal slowdown
Despite losing overall market momentum as a result of the summer season the Swiss market remains in good health and has shown sign of changing dynamics in investor appetite for risk.
27 Nov 2023
SRP in brief: Roche and roll
The spotlight is on Switzerland as over 75% of live products featuring the Roche share are more than 10% away from crossing their Knock-In barriers. Some 55% are more than 20% from breaching them.
10 May 2023
Analysis: deep barriers
The recent increases in interest rates have triggered a return to capital protected structures but has also allowed issuers to offer extra protection on autocall products with lower barriers.
21 Apr 2022
US market overview March 2022: a record month
The US structured products market continued to blossom as both sales volumes and product issuance reached record levels during March.
16 Feb 2022
Analysis: coping with market corrections
As has been widely reported in the financial press recently most major markets have experienced a significant correction from the highs posted at the end of 2021.
30 Jun 2021
Canada Market Review, May 2021: Tesla in demand
Four hundred forty-nine products worth C$1.2 billion (US$928m) had strike dates in Canada in May.
31 May 2021
Canada Market Review, April 2021: BMO going strong
Some 431 structured products worth C$1.34 billion (US$1.08 billion) had strike dates in April.
31 Mar 2021
Société Générale: long-dated implied vol in Japan under pressure
In an interview with SRP, Bharat Sachanandani, head of flow strategy and solutions for Apac at Société Générale, discusses the latest trends in Japanese and Korean autocallable markets, and caveats the implied volatility of the Nikkei 225.
27 Oct 2020
Mondriaan: higher coupons despite restructuring
In the second of a two-part interview, Jeroen Sinnige (pictured) managing director portfolio management at Mondriaan Structures Fund, looked back at how the fund fared during the extreme Covid-19 related volatility on the financial markets earlier this year.
21 Aug 2020
Canada Market Review, July 2020: lowest issuance in a year
Two hundred seventy-seven products worth C$780m (US$582m) had strike dates in Canada in July.
11 May 2020
France Market Review, March 2020: solid barriers continue to deliver
Two hundred and twenty-four structured products were added to the SRP France database in March.
20 Apr 2020
SRP in brief: barrier breaches and pricing problems
Two of SRP’s most popular articles last week took readers on a trip to Switzerland and Russia, respectively.