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12 September 2016
Looking forward, the US economy should pursue its efforts 10years US swap rates.The investment opportunity offers a
to maintain growth and long term rates should increase
If you share this market view and look for yield, you could
be interested in the below Reverse Convertible US CMS
10y
In comparison to an investment yield product with
Currency: USD
Maturity: 1 year
Guaranteed coupon
Profile: Aggressive
Alternative: EUR, European barrier 65%, coupon 8.05%
p.a.
* Pricing very sensitive to spot level
Currency: USD
Maturity: 24 months
14% (10%*140%)
share at maturity
Capital barrier: 75% daily close barrier
Profile: Aggressive
Investment suggestion: Leveraged Call spread / USD / 18 months / iShare MSCI Brazil Capped ETF (EWZ) / Capital
Barrier 70% (European) / 130% upside participation up to cap level (120% of intial fixing)/ Strike Level: 100% /
Payout: At Maturity if EWZ closes above initial level investors get 100% capital back + 130% upside participation (up
to 126%) / At maturity if EWZ closes below 70% of initial level capital is at risk (100% negative performance) /
Otherwise investor get 100% capital back / Profile: Aggressive
investors get 100 capital + 8.80% p.a/ At maturity if WTI closes below $30 (or above $58) investors' capital is at risk /
Profile: Aggressive
Disclaimer: this document, the trade ideas and indicative values set out herein have been prepared by Profin Partners for discussion and/or
information purposes only and are being provided to you based on our reasonable belief that you are a sophisticated institutional investor that is
capable of assessing the merits and risks of the transactions and financial matters discussed herein. This document is a financial promotion. ProFin
Partners, 100 New Bond Street, 4th Floor Mayfair, London W1S 1SP Tel/Fax: +44 20 8050 5292 contact@profinpartners.com. Authorized and
regulated by UK FCA (595504). Consequently this document is expressly not directed at or for distribution to retail customers as defined by the
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