Using Structured Products to Implement a Cash and Short Put Strategy

We have recently updated our presentation and increased the focus on why we use long dated equity linked securities and the factors that drive returns from our strategy. The two main factors we target are the equity risk premium and the premium of implied volatility over realised volatility. These combine into the Equity Insurance Premium.

We use long dated equity linked defined return investments to implement the strategy because we have identified this type of investment as a better way to capture the Equity Insurance Premium.

The full document is available here.