Prospect News Structured Products Weekly
Prospect News Structured Products Weekly for June 22, 2017
• Credit Suisse’s Bares tied to S&P 500, Russell use worst-of to generate premium, higher cap
• HSBC’s AMPS linked to Euro Stoxx 50 offset lack of dividends with ‘decent’ terms, adviser says
• HSBC’s capped return enhanced notes tied to SPDR S&P Bank ETF may have missed the bull party
• HSBC’s leveraged uncapped notes tied to S&P 500 show buffer/dividend trade off
• JPMorgan’s $14.17 million capped enhanced notes on dollar versus yen aimed at dollar bulls

Prospect News Structured Products Weekly for June 14, 2017
• Citigroup’s barrier digital notes tied to copper, oil pay high yield but not enough for bulls
• Goldman Sachs’ digital notes tied to Stoxx Europe 600 offer alternative to equity fund
• JPMorgan to price pair of similar buffered leveraged notes tied to EAFE ETF for nuanced views
• Morgan Stanley’s 9.25% contingent income notes on three indexes show rare long duration

Prospect News Structured Products Weekly for June 7, 2017
• BMO’s notes tied to Raymond James tax reform stock basket offer access, show political risk
• Credit Suisse’s $52.02 million leveraged notes on basket seen as bid on EAFE alternative
• Credit Suisse’s notes tied to Dow, Russell show rare use of a worst-of in a leveraged trade
• Deutsche Bank’s autocallables linked to Euro Stoxx Banks offer high premium on sector bet
• HSBC’s contingent income autocallables linked to U.S. Steel show poor risk-adjusted return

Prospect News Structured Products Weekly for May 31, 2017
• Barclays’ SuperTrack notes tied to iShares Nasdaq Biotech ETF target mildly bullish investors
• Citigroup’s enhanced digital plus tied to S&P 500 to offer alpha, buffered protection
• RBC’s direct investment notes linked to small-cap focus list may be a tough sale, advisers say
• Sources show surprise at low premium paid on GS Finance’s callable notes over bullet version

Prospect News Structured Products Weekly for May 24, 2017
• Credit Suisse’s absolute return digital notes on indexes offer high chances of gains with risk
• JPMorgan’s buffered return enhanced notes tied to Euro Stoxx offer no-cap/long tenor trade-off
• Morgan Stanley’s autocallables tied to MAP Trend mark firm’s first use of new momentum index
• RIAs would prefer a bet on indexes than BofA’s $3 million 9.5% autocall tied to three stocks
• Scotiabank’s $20.65 million STEP Income notes on Delta Air Lines benefit from sell-off timing

Prospect News Structured Products Weekly for May 17, 2017
• BMO’s series of fixed-interest autocallables tied to ETFs raise the call threshold
• Credit Suisse’s Ares tied to SPDR S&P Metals and Mining ETF offer bullish sector bet
• Goldman’s buffered digital notes linked to Dow Jones industrial average lack ‘exciting’ return
• JPMorgan’s 15-month PLUS tied to Euro Stoxx 50 offer ‘hefty’ cap, euro zone bullish bet
• RBC’s planned autocall contingent coupon notes on Ford, GM may pay higher yield for longer
• RBC’s relative performance notes tied to EM ETF, S&P 500 seen as hedge against global risk

Prospect News Structured Products Weekly for May 10, 2017
• Credit Suisse’s 15.6% autocallables tied to stocks show risky, worst-of bet on hype, momentum
• HSBC’s autocallables tied to Russell 2000, S&P 500 allow for fixed rate with American barrier
• HSBC’s barrier AMPS tied to iShares MSCI Brazil Capped designed for turnaround play
• Morgan Stanley’s $13.4 million contingent income notes on three stocks offer rare features

Prospect News Structured Products Weekly for May 3, 2017
• BMO’s $1.06 million buffered notes on Financial Select SPDR seen as bespoke, well-priced deal
• Citigroup’s annual reset securities tied to Russell 2000 seen as hedge against rising rates
• Credit Suisse’s 7% yield autocallables tied to two indexes are designed for predictable income
• Morgan Stanley’s market-linked notes tied to S&P 500 protect principal, but return is at risk
• UBS prices first European Volatility ETNs, but it’s for traders, sophisticated investors only

Prospect News Structured Products Weekly for April 26, 2017
• BofA Finance’s two bear note issues tied respectively to S&P, Russell 2000 may be a tough sale
• Credit Suisse’s $25 million X-Links crude oil covered call ETNs: a novel way to boost yield
• Credit Suisse’s knock-out notes linked to SPDR S&P Oil & Gas designed for sideways market
• HSBC’s allocation securities tied to basket of three ETFs seen as hedge, but term is too long
• JPMorgan’s contingent income autocall tied to Apple show step-up call threshold

Prospect News Structured Products Weekly for April 19, 2017
• Citigroup’s barrier securities tied to Stoxx Europe 600 show good terms on narrow sector bet
• JPMorgan’s buffered notes tied to iShares U.S. Real Estate designed to squeeze more upside
• JPMorgan’s review notes tied to Russell 2000, S&P 500 offer high growth equity replacement
• JPMorgan’s uncapped gears tied to Euro Stoxx 50 seen as attractive, but five years is tough call
• RBC’s PLUS with leverage, 30% cap tied to Euro Stoxx 50 target investors looking for home run