Phoenix Autocall Worst of S&P 500 INDEX and RUSSELL 2000 ...
Phoenix Autocall Worst of S&P 500 INDEX and RUSSELL 2000 INDEX USD, 10 Years, 8.5% p.a. coupon, 50% Downside Protection, Quarterly Redemption Dates, Non callable 1 Yea 20% 30% 40% 50% 60% 70% 80% 90% 100% 110% 120% 130% 140% 150% 160% Sep-11 Nov-11 Jan-12 Mar-12 May-12 Jul-12 European Barrier: 50% of the initial spot price Early Redemption: 100 ... ................
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