US Wrap: Single product gives slow end to week

Investors will receive the absolute return of the index provided that it never trades outside of a barrier, which will be around 40-43% in either direction, with the exact level determined at strike.


Product type


Pricing date

Maturity date



S&P 500

January 22 2009

January 27 2011

Source: Future Value Consultants & SEC filings

For access to analysis of the US structured product market, visit


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