In this week’s wrap we look at a selection of structured products with strike dates between 13-19 October 2024.

Société Générale issued Proximité Évolution Taux Juillet 2024 in France. This 12-year structure offers a 2.0% coupon for each quarter in which the underlying 10-year EUR constant maturity swap (CMS) rate is at or below the 3.0% barrier. Otherwise, no coupon is paid for that quarter. The product redeems early – quarterly, beginning 14 July 2025 – if the underlying reference rate closes at or below 2.5%. At maturity, the product returns the cap

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