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Asia

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Worst-of options have been the staple of the structured products market in Asia for the past year and a half, during which time billions of dollars worth of these products have been sold to private banking clients and retail investors.

With equity-implied volatilities falling to record lows during the past year, the market has shifted emphatically away from single-stock equity-linked notes to products linked to a basket of stocks, with the addition of correlation enabling dealers to

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