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Analysis

Deep dives into market trends backed by extensive data analysis.

SX5E eclipses SMI in structured products exposure

13 May 2026

SX5E eclipses SMI in structured products exposure

While Switzerland remains a major structured products hub, SRP Greeks data shows the Eurostoxx 50 overwhelmingly dominates notional exposure, product design and sensitivity profiles, underlining its far greater importance as a global standalone underlying compared with the more basket-driven SMI.

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06 May 2026

Inside a fund of synthetic structured products

This article explores how such structures operate within Ucits rules,...

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30 Apr 2026

SPX Greeks: stable macro regime, rising single-name dispersion

Over the past month and week, the S&P 500 (SPX) stayed mostly flat...

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29 Apr 2026

Decrement index analysis: FTSE 100 structures under the microscope

Analysis of FTSE 100 decrement indices highlights how yield- and...

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24 Apr 2026

Spotlight: single-index flow concentrates in decrement exposure

Single-index underlyings remained a key component of the Europe/MEA...

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15 Apr 2026

Same size, different risk: Apple and Roche under the Greeks lens

The two stocks appear similar in size within structured products, but...

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01 Apr 2026

Structured Edge: autocalls dominate as market hits record issuance

Issuance more than doubled since 2020, reflecting strong demand for...

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20 Mar 2026

Europe 2025: autocallables dominate, thematic and rates strategies evolve

Athena and Phoenix structures accounted for more than half of the...

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18 Mar 2026

Gold leads the pack as precious metals regain shine in structured products

Surging prices and renewed market uncertainty have driven strong...

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11 Mar 2026

Decoding Rho: understanding interest rate risk in structured products

Embedded options in structured products carry nuanced interest rate...

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04 Mar 2026

Peak Vega: where portfolio volatility risk hits maximum

Analysis of a multi-name structured product portfolio shows that Vega...

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02 Mar 2026

Defence supercycle ignites structured products boom

As Morningstar flags a new global defence supercycle, structured...

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25 Feb 2026

Shifting preferences fuel record inflows in France

Private placements are increasingly driving inflows in France with...