Swedish Structured Investment Products

Market Report - 2015

November 2016

Part of The Swedish Securities Dealers Association (est. 1908)

1,113Number of Products

Issued

the swedish structured

products market issued 1,113

new products in 2015. the

various products launched

ranged from capital protected

products to uncapped credit

linked products.

138bnProducts

outstaNdINg (seK)

the swedish structured

products market is the

largets structured products

market in the nordic region.

32.8bnNew IssuaNce (seK)

the swedish structured

products market experienced

strong sales in 2015. the

interest in structured prod-

ucts increased as the market

became more transparent

and diverse.

Overview of the Swedish Market - 2015

the swedish structured Investment Products association (sPIs) was founded in 2009, tasked with creating a more competitive and transparent structured products market. working closely with interest groups and regulators, sPIs aim is to increase con-fidence in the structured products market through education and its industry code of conduct. All SPIS members are bound by the sPIs industry code of conduct, providing increased consumer protection and increased transparency of product marketing material.

SPIS

Data source: Structured Retail Products ‘SRP’

3.9%average aNNual

PerformaNce

the average annual per-

formance of the swedish

structured products market

was stable at around 4%.

Average Performance Per Annum

2

Equity (Share Basket) Equity (Single Index) Capital ProtectionAlternatives Equity (Index Basket) No Protection

8.25% 8.50% 5.8% -0.07% 3.35% 5.24%

Market Share & Performance

UncappedCall39%

Autocalls20%

CreditDefault19%

Sprinter6%

Other14%

Payoff Type

Average Performance Per Annum

Market Share

Data source: Structured Retail Products ‘SRP’ Performance data is from products that matured in 2015.

Asset Class Equity(ShareBasket)51%

Credit17%

Equity(SingleIndex)15%

Equity(IndexBasket)7%

Hybrid6%

Fund

1% Others3%

Capital Protection

3

Swedish Structured Investment Products Associationblasieholmsgatan 4b5th fl, Box 1426111 84 stockholmwww.strukt.se