Product performance

This month the three products under review have a strike date of September 15, 2009. The products are valued weekly and the results are shown along with the performance of the underlying asset. All three products are fairly typical of products issued regularly in the US retail market.

The first is a five-year principal-protected note linked to the Nikkei 225. It offers 100% participation in the index with a cap of 147%, which is equivalent to roughly 8.01% (compounded annually). Figure 2 shows th

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