FVC custom indexes

Data

This is the first month in which we publish FVC's values for their custom indexes in Structured Products. The indexes are designed to mimic holdings of 60 component structured products at any one time, each with an initial maturity of five years. The strategies are: principal-protected growth, accelerated growth and a reverse convertible structure. The indxexes cover four regions: the US (S&P 500), the UK (FTSE 100), Europe (DJ Eurostoxx 50) and Japan (Nikkei 225). The indexes are all quoted