The document outlines a financial structure that allows clients to participate 1.2 times in the upside performance of a low volatility, low beta, high dividend yield index in the Eurozone. The performance is uncapped and backtesting shows higher dividends, returns, and lower volatility compared to Eurostwoc50 and Stoxx600 indices. Risks include counterparty risk, mark-to-market risk, and rising Libor rates. A payoff comparison at maturity is provided, showing the structure's performance relative to a long-only strategy.
documents/EFTA01357476.pdf
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