Product performance
The three most popular underlyings for US reverse convertibles in August were Freeport-McMoran Copper & Gold, General Electric and MetLife. We look at three structured products based on each underlying, all of which were launched on March 18
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This month's comparison of product performance looks at three reverse convertibles issued in the US. The notes use the three most popular underlyings for reverse convertibles in the US market as of August 2011, based on notional sales. The first product, which is tied to Freeport-McMoran Copper & Gold, is a $49.5 million one-year reverse convertible with an 80% closing day barrier and an issuer funding rate of 100 points. The second is based on General Electric, has a six
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