We look at trends in issuance, maturities and returns across index-linked products in the US market.

Structured products linked to equity indices make up the highest proportion of products on StructrPro. Four out of the top five indices in the league table are US indices with the only exception the Eurostoxx 50 index. The S&P 500 index was present in 49% of all products over the period either as the sole underlying or as part of a basket (or worst-of set). For the past two years the proportion of S&P 500 linked products has been consistently higher than 50% with the peak coming in the

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