US Wrap: Short tenor and S&P 500 dominate
The half-year investment, offered by JP Morgan, features a 10% downside buffer, 200% upside participation, and a cap on returns of 9.5%. However, investors will participate 111.11% in the S&P's downside performance beyond the buffer if the index slides.
Issuer
Product type
Underlying
Pricing date
Maturity date
UBS
Straddle
S&P 500
Jun 25 2009
Jun 30 2011
J P Morgan Chase
Accelerated Growth
S&P 500
May 29 2009
Dec 04 2009
UBS
Accelerated Growth
S&P 500
Jun 12 2009
Jun 18 2010
Credit Suisse
Accelerated Growth
S&P 500
Ju
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