Tag: S&P 500
Spotlight on… top issuers in the US (Q3 2023)
North America | Industry
27 Oct 2023 by SRP News
J.P. Morgan remained the number one issuer in a quarter which saw BBVA and Nomura return to the US market after a lengthy absence.
Research: volatility and OTM call returns
International | Products
03 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
Annuities: Prof Siegel’s index earns SRP accolade, SEC simplifies forms for Rilas
North America | Products
02 Oct 2023 by SRP News
The US SEC has proposed a tailored registration form for Rilas; Farmers debuts FIA; Salt Financial and Nasdaq expand vol control suite; and more.
Research: volatility and OTM call returns
International | Expert View
02 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
Spotlight on… a record month in the US
North America | Industry
15 Sep 2023 by SRP News
Sales of structured products in the US market reached an all-time high in August.
Strategy & custom indices – banking on diversification needs
International | Indices
13 Sep 2023 by Tim Mortimer - FVC
The use of strategy and custom indices has had a long and rich history within retail structured products markets for many years.
Product wrap: market cap benchmarks dominate issuance
International | Products
01 Sep 2023 by SRP News
In this week’s wrap, we look at a selection of structured products with strike dates between 27 August and 2 September.
Product wrap: Barclays offers defensive Phoenix, GS tracks ETF portfolio index
International | Products
25 Aug 2023 by Marc Wolterink
In this week’s wrap we look at a selection of structured products with strike dates between 20-26 August 2023.
Top underlyings Americas H1 2023: Nasdaq is back, Canada favours thematics
International | Products
11 Aug 2023 by Summer Wang
We look at some of the most popular underlying assets across the Americas in the first half of 2023.