Product performance


The charts on the right show the performance of three hypothetical structured products with a strike date of September 19, 2008 (just after the default of Lehman Brothers). The products are valued weekly and the results are shown along with the performance of the underlying asset. All three of the underlying assets used have fallen since the strike date and the effect of this on the different product types can be easily identified.

The first chart shows a principal-protected product, the price of

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