Tag: CMS rate

Deutsche offers short maturity on interest-linked autocall

Europe | Products

07 Sep 2022 by Marc Wolterink

The success of the bank’s interest-linked products is fuelled by heightened volatility and uncertainty on the equity markets causing a shift to more defensive products.

China Market Review, May 2022: sales down by 21%

Asia Pacific | Market Reviews

30 Jun 2022 by Petya Damyanova

Four hundred eighty-three products worth an estimated CNY50.1 billion (US$7.4 billion) were added to SRP China database in May.

Libor part 3 - Backwards and forwards

International | Features

15 Jun 2022 by Sybil Yorke

Sofr has overcome early resistance to become the dominant index for new trading and lending transactions, including structured products.

SRP in brief: falling into place

International | Industry

09 May 2022 by Amélie Labbe

Headlines in the structured product space moved in different directions last week, with product innovation coming out of Asia Pacific, and regulatory reviews in the EU.

Exclusive: UBS brings back CMS-linked notes to Chinese market

Asia Pacific | Products

05 May 2022 by Summer Wang

The Swiss bank has issued two tranches of structured notes linked to USD 10-year constant maturity swap (CMS) in China to capitalise on US treasury volatility spikes.

Product wrap: Hilbert, Citi autocall on single stock decrement basket

International | Products

29 Apr 2022 by Marc Wolterink

In this week’s wrap, we look at a selection of structured products with strike dates between 24-30 April 2022.

Taiwan Market Review, March 2022: demand for CMS notes, callables

Asia Pacific | Market Reviews

28 Apr 2022 by Vanina Kopcheva

Some 1,336 products with estimated sales of TWD128 billion ($4.3 billion) were added to the SRP Taiwan database in March 2022.

NH Investment’s ELS issuance bottoms out

Asia Pacific | Industry

04 Nov 2021 by Summer Wang

The issuance of equity-linked securities (ELS) and equity-linked bond (ELB) at NH Investment & Securities has reached its lowest point in Q3 21 down at the level seen a year ago.

Belgium Market Review, August 2021: has the market bottomed out?

Europe | Market Reviews

11 Oct 2021 by Marc Wolterink

Sales volumes increased month-on-month but year-on-year they are down 62%.