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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