US wrap: Retailers provide basis for Barclays notes
Retailers provided the common underlying for the small issuance, featuring only Barclays reverse convertibles, at the end of last week. Clothing, organic food and cookware sellers feature in the latest offering.
The one-year Reverse Convertible Notes linked to Whole Foods Market pay an annual rate of 8.25%. There is an 80% protection barrier, after which capital will depreciate at the rate of 1:1. The notes have a riskmap score of 7.7, making them a moderately high risk investment. The
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