11 April 2025
Spotlight Europe 2024 (part 2): renewed interest for decrement
In the second part of our review of the European structured products market in 2024, we look at a data-driven overview of key trends observed across asset classes and underlyings.
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10 Apr 2025
Trading books weather out SPX crash, barriers unscathed
The market turbulence triggered by the new tariffs imposed by the US government has put the focus on structured products which unleashed market chaos in the past when exotic desks piled up to buy Vega as knock-in put levels were breached.
21 Mar 2025
Spotlight Europe 2024: record-breaking sales growth
The European market has tripled since 2020 with sales reaching an estimated US$254.1 billion in 2024.
19 Mar 2025
Greeks: Vega – a crucial parameter for effective dynamic hedging
FVC’s Tim Mortimer looks at the role of Vega, or sensitivity to the volatility level.
14 Mar 2025
Spotlight on… Apac payoff trends in Q4 and 2024
Autocall sales have extended their dominance in Asia Pacific while FX lifted the sales volume of digital structures. Sales of Korean capital at risk autocalls plunge.
21 Feb 2025
Spotlight: exploring industry sector index trends (2022-2024)
The geographic exposure to sectors has shifted significantly toward...
19 Feb 2025
Greeks – Gamma: a crucial measure to rebalance delta hedging
In this article, we look at the role Gamma to understand how to...
14 Feb 2025
Spotlight on… Apac sales up by 14%, single stocks up 40%
Products tracking financials underlying sector recorded the most...
07 Feb 2025
Spotlight: global overview market cap indices 2022-2024
SRP registered an uptick in usage of market cap indices in Europe and...
06 Feb 2025
2024 maturities: SX5E-linked soft-protected products beat underlying, twin wins deliver 20% on average
The second most utilised equity underlying in the structured products market has kept the pace with the S&P 500 index in delivering value to structured products investors in 2024.
05 Feb 2025
2024 maturities: growth, income autocalls battle it out in the UK
We look at key UK performance trends in product maturities in 2024.
29 Jan 2025
Nvidia: defensive barriers at safe distance as stock plunges
Only 60 very short-term products linked to Nvidia launched since November 2024 have breached their defensive barriers as a result of yesterday’s historic crash.
27 Jan 2025
2024 maturities: SPX-linked products deliver 8% on average to US investors
As the S&P500 continues to reach new heights, we look at how products linked to the most featured equity underlying in the structured products market fared during 2024.