Prospect News Structured Products Weekly
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
• 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

Prospect News Structured Products Weekly for April 12, 2017
• CIBC’s leveraged notes tied to JPX-Nikkei 400 designed to outperform a mildly bullish market
• Goldman’s callable contingent coupon notes linked to index, fund have sources sitting on fence
• RBC’s barrier absolute return notes tied to the S&P 500 to offer hedge, but risk is not small

Prospect News Structured Products Weekly for April 5, 2017
• Barclays’ $33.01 million enhanced step-up notes tied to S&P 500 boost returns in flat market
• Goldman offers low-risk, long-term sector bet with notes on Motif Capital National Defense 7
• GS Finance’s leveraged buffered notes tied to S&P 500 show low cap, modest buffer
• Morgan Stanley’s trigger PLUS on Euro Stoxx Select Dividend 30 offer different European play

Prospect News Structured Products Weekly for March 29, 2017
• CIBC’s market-linked notes tied to Energy Select Sector fund aimed at mildly bullish investors
• GS Finance’s PLUS tied to S&P MidCap 400 to outperform in mildly bullish market
• HSBC’s autocalls tied to Euro Stoxx 50 index: better be called sooner than not, analyst says
• JPMorgan’s $21.9 million absolute return notes provide novel feature with changing exposure
• Morgan Stanley’s lookback trigger step securities linked to S&P 500 seen as risky due to tenor

Prospect News Structured Products Weekly for March 22, 2017
• Barclays’ buffered SuperTrack notes tied to MSCI EAFE ETF signal renewed focus on buffers
• Barclays’18-month buffered SuperTrack notes tied to S&P 500 show high chances of modest gains
• BMO’s contingent risk absolute return notes on MSCI EM seen as safer for bulls, provide hedge
• Credit Suisse’s range accrual notes tied to S&P 500 offer too little return given tenor, call
• GS Finance’s notes linked to Dow Jones offer full protection, but long tenor, cap are hurdles