Product performance

This month three products are reviewed, all of which have a strike date of October 9, 2008. The products are valued weekly and the results are shown along with the performance of the underlying asset. To define the terms for each product, all but one of the parameters was fixed and the remaining measure was calculated using index data at the strike date, solving for a fair price of 100%.

The first chart shows the performance of a principal-protected product with a maturity of five years which is

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