Product performance

The three product valuations in the June issue of Structured Products magazine are all linked to the FTSE 100, which is by far the most popular underlying in the UK. Unlike the US market, where short-term reverse convertibles are based on a whole host of underlyings, the UK market is dominated by the one benchmark index.

The first product is a five-year principal-protected product, which has gearing of 100% and a cap at 149% of the initial level. The product has a strike date of 20 November 2009

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