Tag: Range accruals
Product snapshot: SG adds downside accrual barrier twist
Europe | Products
17 Mar 2021 by Suzi Hampson - FVC
Structured product plan manager Idad have started 2021 by bringing an innovative variation on the standard kickout product to the UK market.
Isda fallbacks: structured notes have a complicated problem to address
International | Regulations & Legal
03 Mar 2021 by Marc Wolterink
SRP takes a closer look at the new fallbacks for derivatives linked to key interbank offered rates (Ibors) published by the International Swaps and Derivatives Association (Isda) in January.
Range accruals: post fallbacks outcome not acceptable
International | Regulations & Legal
25 Feb 2021 by Marc Wolterink
SRP looks at the impact of the new fallbacks for derivatives linked to key interbank offered rates (Ibors) published by the International Swaps and Derivatives Association (Isda) in January.
China Market Review, December 2020: FX rates dominate
Asia Pacific | Market Reviews
31 Jan 2021 by Petya Damyanova
Two hundred fifty-two products worth an estimated CNY30.9 billion (US$4.8 billion) had strike dates in December.
The rise of the range accrual
International | Products
05 Feb 2020 by Tim Mortimer FVC
The range accrual product type is a long established payoff within the world of structured products.
Mexico Market Review, October 2019: sharp increase in short-term strategies
Latin America | Market Reviews
26 Nov 2019 by Martina Tsvetkova & Marc Wolterink
Issuance of structured products on the Mexican market is growing stronger with foregn exchange rates being the main driver of activity and independent range structures finding renewed demand in October.
Mexico Market Review – September 2019
Latin America | Market Reviews
25 Oct 2019 by Martina Tsvetkova & Marc Wolterink
Six hundred and eighty-seven products with aggregated sales volume of MXN23.9 billion (US$1.2 billion) had strike dates in September – in line with figures for the previous-month, when the volumes stood at MXN24 billion (from 737 products).
Range accrual payoff snags top spot in H1
International | Products
22 Aug 2019 by Jihye Hwang
The range accrual payoff structure held the global No. 1 spot over the protected tracker notes with ‘knock-out’ and ‘worst of’ options during the first six months of this year.
China’s three-month Libor linked deposits best-sellers in H1
International | Products
12 Aug 2019 by Jihye Hwang
Only one product sold outside of Asia made it to the global top 10 best-selling structured products list for the first six months of this year, while eight of them were issued in China.