The leveraged buffer note is an 18-month, non-principal protected trade which is designed to offer 300% participation in the underlying index subject to a 28.5-33% maximum return. The principal is not protected at maturity if the index falls by more than the buffer level (15%) below the initial strike. If the index does fall below the 15% buffer capital is lost on a 1.1765:1 basis.
IssuerProduct typeUnderlying(s)Pricing dateMaturity dateGOLDMAN SACHS GROUP INCAccelerated GrowthS&P 500Mar-09Oct-
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