Canada Market Review, September 2020: record issuance of autocall income notes

Some 143 products matured, releasing C$673 million back onto the market. The total number of autocall products stood at 255, of which 189 were income structures – meaning this month had the highest issuance of autocall income notes during the past year. Excludes: Private Banking, Leverage, Flow & Others © Copyright StructuredRetailProducts.com 2020 The typical barrier protection is 63.3% and the mean coupon barrier is 64%. On average, investors will get a coupon of 7.66% pa