This week’s wrap covers a selection of structured products with strike dates between 17-23 May 2020.

EUROPE AG2R La Mondiale is distributing Horizon Durable Mai 2020 in France. The 4.6-year medium-term note, issued via Crédit Agricole CIB, is linked to ‘La Mondiale Partenaire’ euro fund gross return and to the MSCI Europe Select Green 50 5% Decrement index. The invested capital is distributed between a capital guaranteed wrapper (68,775%), replicating and reinvesting the yield of the fund, and a capital-at-risk wrapper (29,475%) which, at maturity, offers a return on capital

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