Resource Center
SI Key Indices
Index NamePrev. Close
JPM Efficiente USD Index104.51
S&P 5001,344.90
Dow Jones Industrial Average12,862.23
DJUBS Commodity Index145.54
SGI Fed Model US Index980.81

View All Indices

Glossary

Search Glossary:
Download the Glossary Click Here

Absolute Return Barrier:
A type of structured note or CD that may pay interest equal to the absolute value of the appreciation or depreciation of an underlying Index. Interest is paid at maturity only if the Index levels do not breach predetermined barriers, or levels, during the observation period.
See also: Barrier Option

Alpha:
Structured notes can be indexed to a wide range of fund-linked assets, such as mutual funds and hedge funds. Alpha reflects the difference between a fund's actual performance and its expected performance (its benchmark). A positive alpha indicates that the fund has performed better than expected, given its level of risk relative to the market. Conversely, a negative alpha indicates the fund has underperformed relative to its benchmark.
See also: Medium-Term Note

American-Style Option:
American-style options are options that can be exercised at any time.

Asian Options:
Asian options are options that use averaging in determining either the strike price or the final settlements price.

Asset Allocation:
A note or CD that pays at maturity the best performer of 3 underlying portfolios. Each portfolio contains different weightings of commodities, bonds, equities and currencies.
See also: Best of Option

At-the-Money:
An option whose strike is set at the same level as the prevailing market price.

Averaging:
Many structured notes measure either the starting index level or the final index level(or both) using averaging. This means that the index levels used in the calculation of the products's final return are the average index levels calculated during some pre-specified period.

The terms and definitions contained in this Glossary were devleoped by Incapital LLC.  These definitions may differ from securities industry-related definitions for common terms.  The definitions contained herein should be utilized with respect to the terms used in the Structured Investment website.
Financial Professionals
  • Continuing Education
  • Secondary Offerings
  • Resources & Tools
  • Blog
New Issues*

Bank of America Corp.
Callable Yield Note 2/15/2013

Goldman Sachs Bank USA
Income Generator 2/28/2019

Goldman Sachs Bank USA
Income Generator 2/28/2019

Goldman Sachs Bank USA
Income Generator 2/28/2019

Goldman Sachs Bank USA
Participating Index Linked 2/28/2019

Goldman Sachs Bank USA
Income Generator 2/28/2018

Goldman Sachs Group, Inc.
Participating Index Linked 8/31/2017

Goldman Sachs Group, Inc.
Buffered Digital 3/4/2014

Goldman Sachs Group, Inc.
Fix Rate Callable 8/10/2014

Goldman Sachs Group, Inc.
Step Up Callable 2/15/2021

Goldman Sachs Group, Inc.
Range 2/15/2027

HSBC USA Inc
Step Up Callable 2/16/2017

JP Morgan Chase
Income Generator 2/28/2018

JP Morgan Chase
Buffered Return Enhanced Note 2/28/2014

JP Morgan Chase
Classic 5/17/2012

JP Morgan Chase
Classic 5/17/2012

JP Morgan Chase
Classic 5/17/2012

JP Morgan Chase
Classic 5/17/2012

JP Morgan Chase
Classic 8/17/2012

JP Morgan Chase
Classic 8/17/2012

JP Morgan Chase
Classic 8/17/2012

JP Morgan Chase
Classic 8/17/2012

JP Morgan Chase Bank, N.A.
Participating Index Linked 8/31/2018

JP Morgan Chase Bank, N.A.
Participating Index Linked 8/31/2018

JP Morgan Chase Bank, N.A.
Participating Index Linked 8/31/2018

JP Morgan Chase Bank, N.A.
Participating Index Linked 8/31/2018

JP Morgan Chase Bank, N.A.
Income Generator 2/28/2017

JP Morgan Chase Bank, N.A.
Income Generator 2/28/2018

JP Morgan Chase Bank, N.A.
Income Generator 2/28/2019

JP Morgan Chase Bank, N.A.
Income Generator 2/28/2019

JP Morgan Chase Bank, N.A.
Income Generator 2/28/2019

Royal Bank of Canada
Fixed to Floating Rate 2/15/2019

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 5/15/2012

Royal Bank of Canada
Classic 8/15/2012

Royal Bank of Canada
Classic 8/15/2012

Royal Bank of Canada
Classic 8/15/2012

Royal Bank of Canada
Buffered Return Enhanced Note 8/29/2013

Union Bank, N.A.
Cliquet 2/29/2016

Union Bank, N.A.
Cliquet 2/28/2017

Wells Fargo & Company
Fixed to Floating Rate 2/15/2017

Wells Fargo Bank, N.A.
Participating Index Linked 8/27/2018

Wells Fargo Bank, N.A.
Digital Plus Performance 2/28/2018

*Please see important disclaimers regarding these offerings.