( Data Insights

Analysis

Deep dives into market trends backed by extensive data analysis.

Europe, Q2 2025: Belgium, Italy stand out as market expands YoY

26 September 2025

Europe, Q2 2025: Belgium, Italy stand out as market expands YoY

The European structured products market delivered a solid performance in Q2 2025.

Analysis: jump over the barrier and back strategy

25 Sep 2025

Analysis: jump over the barrier and back strategy

This fourth article explores the “jump over the barrier and back” strategy specifically within the framework of barrier reverse convertibles (BRCs).

SRP Greeks analysis: evaluating backtesting

24 Sep 2025

SRP Greeks analysis: evaluating backtesting

Using backtested data sets can be useful for traders to gain extra insight.

Analysis: identifying opportunities and relevant market signals

11 Sep 2025

Analysis: identifying opportunities and relevant market signals

In this article we look at how the risk profile of structured products change when barrier options were triggered and how monitoring the Greeks can help identifying opportunities and relevant market signals for the issuance of structured products.

Comparative analysis: MS MAP Trend vs Barclays Trailblazer

10 Sep 2025

Comparative analysis: MS MAP Trend vs Barclays Trailblazer

Products linked to strategy and custom indices have long been a niche but important part of the retail structured products market.

Article thumbnail

08 Sep 2025

TIS: complex underlyings fail to keep pace

Recent research from the index ratings and analytics specialist firm...

Article thumbnail

05 Sep 2025

Nvidia vs Roche: barrier risk analysis

In this analysis we look at the barrier risk through two of the most...

Article thumbnail

29 Aug 2025

Spotlight on… Asia Pacific’s payoff trends in H1

Autocallable reverse convertibles and phoenix autocalls recorded a...

Article thumbnail

27 Aug 2025

Charm: measuring the change of Delta with respect to time

In this article, we will continue the exploration of different Greeks...

Index providers: Americas, Emea see double-digit declines, Apac shows stability

22 Aug 2025

Index providers: Americas, Emea see double-digit declines, Apac shows stability

SRP analysed how the main index providers fared during in the spring of 2025, highlighting a shift in market share, sales dynamics and regional trends.

Spotlight on… SPX futures indices in structured notes

22 Aug 2025

Spotlight on… SPX futures indices in structured notes

This year has seen a continued momentum of issuances linked to the S&P 500 Futures Excess Return (ER) Index, including variants with a volatility control or decrement feature.

Spotlight on… the Dach region (Q2 2025)

15 Aug 2025

Spotlight on… the Dach region (Q2 2025)

Sales in the region increased by almost 60% YoY.

SRP Analysis – Greek sensitivities during the tariffs shock

13 Aug 2025

SRP Analysis – Greek sensitivities during the tariffs shock

In this article we look at the Greek dynamics of several underlyings used in structured products following the “Liberation Day” tariffs announcement earlier this year.