Cost (Issuer Margin) of Derivative Products according to the German Derivatives Association

Issuer margin by product:

[table]

product, highest margin in % per year, average

Options,4.14,1.96

Capital Protection,1.35,0.73

Express-Certificates,2.02,0.66

Convertible Bonds,3.50,0.65

Bonus-Certificates,2.84,0.52

Discount-Certificates,1.23,0.50

Structured Bonds,0.39,0.14

[/table]

source: Deutscher Derivate Verband (DDV)

Study was commissioned by the DDV and presented by Lutz Johanning from the WHU-Otto-Beisheim School of Manangement in Valendar. He is chairholder of the Finance and Accounting Group, Empirical Market Research there.

Here are the main findings in condensed form:

Cost per year - aka Issuer Margin as calculated by the German Derivatives Association

Cost per year – aka Issuer Margin as calculated by the German Derivatives Association

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