Structured Note

  

Categories: Banking, Bonds

A b-sharp seventh. Seems like a pretty heavily structured note to us.

But we're talking finance here. In this contex, a structured note represents a security where the payoff is tied to some underlying equity index, or other similar measure. It's a combination of a bond and a derivative (like an option). The way it's created is relatively complicated, so let the Harvard-educated financial wonks at the bank figure that stuff out. For the purposes of the buyer, it works like this:

You buy a $1,000 structured note. It's tied to the performance of the S&P 500 index. After a set period of time, if the S&P rises, you get a profit. If the S&P declines, you still get your $1,000 back.

So, like a bond, if you hold it to maturity, you can't lose money. However, the bond you're purchasing doesn't actually provide any interest. Fundamentally, its a 0% interest rate bond. In compensation for the free loan, you get the equivalent of an option on the S&P 500 (or whatever index or benchmark the structured note has as its basis). It gives you a way to bet on that equity index, but without the potential downside if it happens to decline.

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Finance: What are T-Notes, T-Bonds and T...18 Views

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Finance allah shmoop what are t notes t bills and

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tips All right we'll see that tea in there Well

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it stands for treasury and all of these air one

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flavor or another of government debt that is the u

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s government raises cash for itself teo fix roads build

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bridges and erect statues of lebron james dunking on the

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statue of liberty or you know whatever else he thinks

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the public wants or needs it does that by auctioning

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off these debt securities with the promise of its full

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faith and credit to pay back the money is the

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paper specifies well t notes are quote mid range unquote

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paper in that they generally have maturity ease of two

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three five seven and ten years that's a teen note

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t notes carry a stated interest rate and look a

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lot like a normal corporate bond paying interest twice a

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year T bills on the other hand are generally very

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short term paper usually coming due within a few days

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all the way up to a year they're sold or

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auctioned at a discount meaning that the t bill might

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promise to pay a thousand bucks if it comes due

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In six weeks you might pay nine hundred ninety six

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dollars for it and you get a whopping fee Four

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bucks an interest for your six weeks hard work of

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owning that t bill and just you know sitting there

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kind of looks like a zero coupon bond Okay so

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now we have tips that's tips treasury inflation protected securities

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tips as in show us your tips getting Why do

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we have such a thing Well the problem with super

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duper safe bonds like those of the u s government

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is that investors holding them a long time often do

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worse after taxes than inflation meaning that if inflation is

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growing at three percent a year in their bonds are

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only returning one percent a year after tax while then

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the investors actually losing two percent a year in buying

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power and that's a problem in nineteen nineties when investors

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started to realize this issue well they began Tio you

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know stop buying u s government bonds and that's a

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huge problem for a country that desperately needs to borrow

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cash all the time So rather than risk a liquid

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marketplace where there's just no buyers buying government paper uncle

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Sam created tips which basically adjust the end value of

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the principle that investors get based on the c p

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i or consumer price index which is a measure of

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the average selling prices of a carton of milk a

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gallon of fuel a dozen eggs and a grand slam

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breakfast at denny's Basically what happens is that the price

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of the principal the investor gets back goes up with

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inflation over time So they're not losing buying power and

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that's a big deal That's it go Enjoy your grand 00:02:33.995 --> [endTime] slam It'll be fourteen thousand dollars in fifty years

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