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Unformatted text preview: Nikkei Put Warrants
Bringing Innovation to the Retail Level PENs
$5 mm SCPERS BT 1% Coupon PEFCO Fixed Undisclosed Flow $5mm + Appreciation Appreciation Appreciation What happens to Tokyo Index? 1 SCPERS
$5 mm 1% $5mm + App PEFCO
Fixed App BT
Dep Flow App Counterparty
Flow innovation to retail) Volatility Goldman Sachs
Dep Flow Goldman Sachs
Dep Flow Alternative Plan Nikkei Put Warrants (Bringing Dynamic Hedge Kingdom of Denmark
Dep Price Kingdom of Denmark
Depriciation At Maturity Option Premium At Beginning Public Market Public Market 2 ...
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- Spring '08