Lyxor offers China volatility play

The two-year US dollar-denominated 100% principal protected fund, which looks to capitalise on the volatility of the HSCEI, pays a guaranteed coupon of 1.5% after the first year. Meanwhile, the quarter to quarter performance of the index will be recorded in absolute value, meaning that any negative movement in the index will be reversed to positive.

Each of the eight absolute performances is subject to a cap, expected to be between 15% and 19%. The return at maturity is the higher of the prin

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