The digest
Every issue we have published, newest first. Each one is built from the final pricing supplements filed with the SEC.
Notable notes
Every Friday: five single deals from the week that stand out against comparable notes.
Market digest
Every other week: what changed in new issuance, with the charts behind it.
- An autocallable linked to Marvell shares tops its comparable group, a low worst-of barrier and a name new to the registry2026-11-03
- A high coupon note linked to Rivian and softer single-stock coupons2026-10-26
- Single-stock autocallables, explained through this fortnight's notes2026-10-26, One structure, explained
- Technology shares, a deep barrier and a uranium fund stand out this fortnight2026-10-16
- A high single-stock coupon, a chipmaker new to the registry and a gold and silver note with a short term2026-10-13
State of the Market
A monthly and quarterly report on the US structured notes issued: how many, in which structures, what they paid and what they cost, with the charts behind each figure. It is built from the same SEC filings as the digests. The first issue is in preparation and will go to everyone on the digest list.
Terms as issued, from final pricing supplements filed with the SEC. Market information, not investment advice.