Prospect News Structured Products Weekly
Prospect News Structured Products Weekly for April 10, 2024
• BofA’s $20 million snowball on S&P provide some safety, tax benefits with long tenor
• Buffer on GS Finance’s $1.3 million leveraged notes on S&P: too small to work, contrarian says
• GS Finance’s $11.37 million notes on Stoxx show solid cap for bullish bet
• Morgan Stanley’s $500,000 PLUS linked to S&P 500 offer double-digit cap, buffer

Prospect News Structured Products Weekly for April 3, 2024
• Citi’s $3.08 million autocalls on S&P may outperform in different markets, both directions
• HSBC’s autocallables on Russell, S&P to help investors navigate uncertain, toppish market
• Morgan Stanley’s $34.4 million buffered jump notes on S&P 500 to outperform in sluggish market
• Pricing of TD Bank’s $16.35 million digital notes on Topix likely driven by negative forward

Prospect News Structured Products Weekly for March 27, 2024
• GS Finance’s catapult on Euro Stoxx 50 offers enough premium even for bulls
• Morgan Stanley’s $3.8 million autocallable jump notes on Russell show unusually short call period
• RBC’s $1.2 million leveraged notes on Gold Miners show too high of a cap given buffer size
• Scotia’s $10.12 million bear notes on S&P 500 offer high digital payout, hedging strategy

Prospect News Structured Products Weekly for March 20, 2024
• BNP’s $3.68 million notes on indexes offer high premium, 2.12x leverage with no cap
• Citi’s $2.66 million autocalls on stocks show new conditions for early redemption via knock in
• JPMorgan’s $1.06 million notes callable on three ETFs offer attractive valuations, contrarian says
• JPMorgan’s leveraged notes on MSCI EM offer growth potential, but political risk is high
• Scotia’s $36.27 million levered notes offer ‘high’ cap for a short, buffered play, advisers say

Prospect News Structured Products Weekly for March 13, 2024
• Barclays’ $10 million autocallables on biotech ETF show good terms, high entry amid rally
• BNP’s notes on the Dow, Nasdaq and Russell offer 50% absolute return with deeper barrier
• BofA Finance’s $3.27 million leveraged notes on defense ETF lack upside potential, protection
• CIBC’s leveraged buffered notes on Stoxx offer ‘adequate’ cap for various types of bulls

Prospect News Structured Products Weekly for March 6, 2024
• BofA’s $2.23 million autocallable leveraged notes on Russell add one call to regular catapult
• GS Finance’s $1.6 million absolute return trigger notes on S&P aimed at conservative bears
• HSBC’s $1.12 million participation notes with autocall on indexes to offer premium or growth
• Morgan Stanley’s $10 million notes on index basket combine best-of, principal-protection
• RBC’s $12.21 million Trigger PLUS on Topix show attractive terms, but entry price is high

Prospect News Structured Products Weekly for Feb. 28, 2024
• BMO’s $1.1 million leveraged notes on iShares 20+ Year Treasury Bond offer value play
• Citi’s $1.29 million of autocalls on stocks bring novel contingency feature for coupon payment
• JPMorgan’s $6.22 million autocalls on Nasdaq-100 Technology to reduce exposure to Mag 7
• Morgan Stanley’s $2.5 million digital basket notes designed for asset allocation, value bet
• Scotia’s $1 million dual directional digital notes on SPDR ETF aimed at mild bulls, bears

Prospect News Structured Products Weekly for Feb. 21, 2024
• Citi’s $11 million autocalls on Nasdaq-100 imply possible opportunity cost, volatility risk
• GS Finance’s leveraged buffered notes on Core S&P Small-Cap ETF show rarely used underlier
• JPMorgan’s $1.1 million of leveraged notes on indexes offer big tech exposure, uncapped upside
• UBS’ $11 million autocalls on biotech ETF look defensive due to value, buffer, advisers say

Prospect News Structured Products Weekly for Feb. 14, 2024
• Citigroup’s $1.16 million callable notes on ETFs show 18% yield based on sector bets
• JPMorgan’s $1.15 million notes on S&P, Stoxx: Advisers like the terms, not the worst-of
• JPMorgan’s $7.22 million review notes on oil services ETF offer high return on volatile play
• RBC’s $1.3 million bearish digitals on S&P show eye-catching return, full exposure to losses
• UBS’ $1.47 million autocalls on regional banks, energy ETFs show dispersion risk, volatility

Prospect News Structured Products Weekly for Feb. 7, 2024
• Barclays’ $1 million notes on Russell 2000, United States USO requires macro view, deep analysis
• BofA’s $4.01 million buffered autocalls on Russell, S&P may offer multiple uses in portfolio
• JPMorgan’s $1.76 million notes on performance-weighted basket show rarely seen ‘best-of’
• JPMorgan’s callable income notes on KraneShares ETF offer deep value, contrarian says
• Morgan Stanley’s $1 million notes show bearish bias with levered absolute return