Product performance
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This month's products include a leveraged return note linked to the S&P 500, a reverse convertible linked to the Dow Jones Industrial Average and a five-year principal-protected note linked to the Russell 2000. All have a strike date of April 20 and have been valued weekly since inception. The underlying indexes, which accounted for the lion's share of the US market based on notional sold, have all fallen since the strike date, the effects of which are
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