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Research | Structured Product Monthly
Very Indicative Pricing (as at start of 28th July 2009) - please call for tradable price. Based on Deutsche Bank credit / DB Platinum (Jersey) PCC issuance. All prices GBP Quanto unless indicated. Call for alternative credit/collateralised trade prices.
Payoff / Region
| UK
 | Europe
 | US
 | Japan
 |
Participation -
Full Protection
| 95% (=)
| 70% (-)
80% EUR (=)
|
80% (+)
75% USD (=)
| 70% (-)
|
Participation -
Averaging 95% Protection
| 115% (-)
| 85% (-)
95% (EUR) (-)
| 85% (-)
85% (USD) (-)
| 75% (-)
|
Participation -
50% Soft Protection (European Barrier)
| 150% (+)
| 125% (-)
160% (EUR) (+)
| 130% (-)
145% (USD) (+)
| 105% (=)
|
Autocallable -
50% Soft Protection (European Barrier)
| 11% (-)
| 11.5% (-)
12% (EUR) (+)
| 9.5% (-)
11% (USD) (=)
| 7.5% (-)
|
All prices are indicative and for reference or comparison purposes only. All products 5 years except Autocallable which are 6 years with an annual autocall feature. Catley Lakeman Securities takes no responsibility for their accuracy.
Indicative trade prices for these and other payoffs/underlyings can be obtained by contacting Catley Lakeman Securities
