-
*
-
*
-
1.(Structured Securities)*
-
(Synthetic Securities)(Hybrid Securities)
*
-
2.
*
-
(Salomon Brothers Inc.)198691S&P 500(Standard Poors 500
Indexed NoteSPIN)199091$1,000 S&P 500 S&P 500 *
-
*Merrill Lynch1987101.25Index Liquid Yield Option NoteNew York
Stock Exchange Composite Index76.679%19911068.5%1.46
-
*19911(Goldman Sachs)1Stock Index Growth
NoteSIGNSIGNPrincipal-Protected5100%S&P 500S&P 500SIGN
-
*S&P5008810336.80%39%
-
*
-
*2001
-
*20017920022003(High Yield NotesHYN)Principal Guaranteed
NotesPGN
-
*28110
-
*
-
*50
-
*
-
*(short)(Reverse Convertibles)
-
*
-
*
-
*1. (Bull Notes)17-1
-
*2.(Bear Notes)17-2
-
*
-
*
-
*
-
*
-
*1. 17-3
-
*2. 17-4
-
*(Equity-Indexed Products)
-
*200011 S&P 500 101520
-
*50
-
*
-
*
-
*
-
3. *
-
*(Floating Rate NotesFRNs)
-
*
-
*
-
*
-
* (Reverse Floating Rate Notes)
-
*199463062Bankers AcceptanceBA14.4-BABABA+0.6BA6
-
* 0.5+0.5 0.5(14.4-BA)+0.5(BA+0.6) 7.57.5
-
*
-
*
-
*
-
*(Range Notes)
-
*
-
*LIBOR17-21LIBORLIBOR
-
*
-
*n/Nn6LIBORNLIBOR17-2217-2317-12 6017-1380
-
*
-
4. *1985Philip Morris (Dual Currency Bond)
-
*(FX Range Factor)(Reverse Multi-currency)(Reverse Dual
Currency)17-24
-
*
-
*20022002220011000
-
*200217-2517-25()
-
*
-
*
-
5. *
-
*
-
*
-
*Credit DerivativesPremium Protection BuyerProtection
SellerReference EntityReference AssetCredit EventCredit Payment
-
* (Credit Linked Notes) 199717200114British Bankers Association
and Risk19%
-
*(Recovery Rate)
-
* Single-Named Credit Linked Notes
-
*(Special Purpose VehicleSPV)17-6SPVSPV()
-
*
-
*
-
*Credit Linked Deposits First-to-Default Credit Linked
Notes(SPV)()
-
* (Collateralized Debt ObligationCDO)CDOCDO(Asset-Backed
SecuritiesABS)ABS CDOABSCDOCDOCBO(Collateralized Bond
Obligation)
-
*CDOBalance Sheet)ArbitrageCDO CDOCDO CDO
-
*
-
*
-
*(Convertible BondCB)10CB()()
-
* (CB Asset Swap) CB(CB)CB17-10CBCBCBCBCB
-
*
-
*CBCB17-26CBCBCBCBCBCB
-
*()CBCBCBCBCBCBCBCBCBCB
-
*
-
*
-
*CBCBCBCBCBCBCB
-
6. *1973PEMEX
-
*(Catastrophe Bond)9063
-
*6BA14.4BA14.41514.414.4
