US Wrap: ABN picks up reverse convertible pace

JP Morgan was the only financial underlying on offer, packaged into the 16th note offering exposure to the bank launched this year. Investors opting for the structure will receive a 13.25% annualised coupon over six months with a barrier if the stock falls below 60% of its initial value.

Issuer

Product type

Underlying

Pricing date

Maturity date

ABN Amro

Reverse Convertible

Freeport

May 26 2009

Nov 30 2009

ABN Amro

Reverse Convertible

JP Morgan

May 26 2009

Nov 30 2009

ABN Amro

Reverse Convertible

US Steel

May 26 20

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