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Barclays

Market snapshot

Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month

Market snapshot

Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month

Fudge or fix?

Barclays announced in September it had sold $12.3 billion of credit assets to a newly established fund called Protium Finance. The acquisition was largely financed by a loan from Barclays, meaning the bank has insulated itself against further mark-to…

Market snapshot

Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month

Banks' own credit risk hampers financial results

Own credit risk - the concept of including the credit risk of an institution in the measurement of the liabilities it issues - had a significant impact on banks' profits in the first half of 2009, as credit default swap (CDS) spreads referencing banks'…

Five years and six options

Barclays Bank has issued a five-year product that allows investors to choose the level of protection required and achieve a higher participation rate if they opt for a lower level. Each of six versions of the product has an option on the FTSE 100

Market snapshot

Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month

US Wrap: Gas and gold in reverse convertibles

Barclays Bank has issued a reverse convertible note offering exposure to the US Natural Gas Fund, which tracks the movements of natural gas prices. The note lasts one year and pays an annualised coupon of 20%. It will convert into stock if the fund slips…

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