US Wrap: ABN cuts in to reverse convertible space

The week's other structure of choice - accelerated growth - also made an appearance, this time from Morgan Stanley. The bank has issued a note that offers 150% participation in the S&P 500 index over two years, subject to a cap of 76-79% and including a 70% soft protection barrier.


Product type


Pricing date

Maturity date

Morgan Stanley

Accelerated growth

S&P 500

May 2009

May 2011

ABN Amro

Reverse convertible

Home Depot

May 13, 2009

Nov 18, 2009

ABN Amro

Reverse convertible


May 13, 2009


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