A complex payoff

The Royal Bank of Scotland has created a complicated retail structured product based on volatility for the Australian market and teamed up with National Australia Bank to help with distribution. Capital for the seven-year product is protected at maturity and investors receive a minimum return of 20%

These are two growth products linked to the performance of the Risk Stabilised SPI 200 Index Future or the Risk Stabilised Aquantum Pegasus EL1. Capital is protected at maturity.

Series one is a seven-year product linked to the Risk Stabilised SPI 200 Index Future Strategy, which applies a volatility strategy to the ASX200 Excess Return Rolling Futures Index and comprises futures contracts on the S&P/ASX 200. The strategy is reassessed daily and the level of participation is decided based on the

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here