Product performance

Suzi Hampson
03 Mar 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The minimum participation included in the five-year principal-protected product linked to the S&P 500 index shown in figure 1 includes a cap on returns. The product terms were defined using market data correct as of August 21, 2009, with the assets pricing at 95% and a minimum participation of 80%. The cap is set at roughly 132%. Figure 1 also shows the change in the US dollar five-year risk-free rate, an important factor when valuing principal-protected structures such as these. The value of

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]