Reverse Convertibles

3mth

UnderlyingAnnual CouponProtection BarrierCurrency
Deutsche Bank15%94%USD
UBS Bank7.5%94%USD
MSCI Russia2%94%USD

6mth

UnderlyingAnnual CouponProtection BarrierCurrency
Deutsche Bank13%94%USD
Gazprom5.5%94%USD
Lukoil6%94%USD
UBS Bank6.5%94%USD
Surgutneftgas5.5%94%USD
MSCI Russia4%94%USD
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