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618 Part V: Index Options and Future
ly equal to that of the structured product would produce a position similar to a 101
straddle. The reader is left to interpret and analyze other such strategies on his OWI
LISTS OF STRUCTURED PRODUCTS
The descriptions provided so far encompass the great majority of listed structure
products. There are many similar ones involving individual stocks instead ofJndice
(often called equity-linked notes). The concepts are the same; merely substitute
stock price for an index price in the previous discussions in this chapter.
Some large insurance companies offer similar products in the form of annuities
They behave in exactly the same way as the products described above, except tha
there is no continuous market for them. However, they still afford one the opportu­
nity to own an index fund with no risk Many of the insurance company products, in
fact, pay interest to the annuity holder - something that most of the products listed
on the stock exchanges do not.
Both the CBOE and American Exchange Web sites (www.cboe.com and
www.amex.com) contain details of the structured products listed on their respective
exchanges. A sampling at the time of this writing showed the following breakdowns
of listed structured products:
Underlying Index Percent of Listed Products
Broad-based index (S&P 500, e.g.) 23%
Sector index
Stocks
43%
34%
If you browse those lists, an investor may find indices or stocks that are of particular
interest to him. In addition, it may be possible to find ones trading at a substantial
discount to cash settlement value, something a strategist might find attractive.
PERCS
Part II: Products Designed
to Provide /,/Income"
At the beginning of this chapter, it was stated that most listed structured products~
fall into one of two categories. The first category was the type of structured prod­
uct that resembled the ownership of a call option. The second portion, to be dis-