Структурированные ноты от "Норд-Капитал" 28.01.2013

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  • 1. .: +7 (495) 544 41 87; 123317, . , e-mail: nc@ncapital.ru : +7 (495) 544 41 88, .10, , 38 www.ncapital.ru

2. - - 2 3 4 6 7 8 CRAY8 10 12 Amazon.com 14 S&P 500 16 18 CVS Caremark20 Bank of America22 24 ()27 31 3. 25.01.2013 NordStructuredProducts@ncapital.ru 4. - - 4 , - . , , (- , .), , (), - - / - - 5. - - 5 , ( ) , - , - - , - - - - 6. - - 6 - , (, , , ..) , , , . 7. - - 7 Cray (NASDAQ: CRAY) . 2011 . 236.05 . - 27.02.2013 ., , , 420 , 77.93%. , - , Bloomberg, 1 (EPS) 4- 0.58 0.14 , - . , 8 - , CRAY . - 150%. , , CRAY - . P/E 7.91 - 14.69. 70% CRAY , - , , , , , , , . - - , CRAY . , CRAY 23 . 39 - , , - , , , , -. - 500 19% . 8. - - 8 CRAY CRAY 9. - - 9 CRAY 6 12 90% 90-100% 30% 12 : > 0%, - + * ( - , ), : 20% CRAY : 10% :CRAY(NASDAQ: CRAY) 0%: -10%-5%0%5% 10%15%20% 25% . :0.5 -10% 20 2013-20% 100% : 100% CRAY : 93% :0%: 0%: / -1 , 93% 100% : , 93% : , 10. - - 10 ETF Direxion Daily Financial Bull 3X Shares 11. - - 11 6 1212 90% 90-100% 30% - : : > 0%, FAS + * ( - , ), 20% : Direxion Daily Financial Bull 3X 10% : Shares (NYSE: FAS) 0% : -10% -5% 0%5% 10% 15% 20% 25% . :0.5 -10% 20 2013-20% 100% : 100% FAS : 93.3% :0%: 0%: / -1 , 93.3% 100% : , 93.3% : , 12. - - 12 JPY/USD 13. - - 13 JPY/USD 6 12 90% 90-100%30% 12 : > 0% , - + * ( - , ), :20% JPY/USD : 10% JPY/USD, : (CME: JYM3) 0%: -10%-5%0%5%10%15% 20% 25% . :0.5 -10% 5 2013-20% 325% : 325% JPY/USD : 95% : 0%:0%:( / -1)*-1 , 95% 325% : , 95% : , 14. - - 14 AMAZON.COM Amazon.com 15. - - 15 AMAZON.COM 6 1212 90% 90-100% 30% : > 0% , - : + * ( - , ), AMZN 20% : 10% Amazon.com (NASDAQ: : AMZN) 0%: -10% -5%0% 5%10% 15% 20% 25% . :0.5 -10% 20 2013 -20% 100% : 100% AMZN : 94.8% : 0%:0%:( / -1)*-1 , 94.8% 100% : , 94.8% : , 16. - - 16 S&P 500 S&P 500 c 22.12.2009 21.12.2012 17. - - 17 S&P 500 6 12 90% 90-100% 30% 12 : > 0%, + * ( - , ), - : 20% S&P 500: 10% S&P 500 (NYSE: :ESH3) 0% : -10%-5% 0%5%10%15%20% 25%. :0.5 -10% 15 2013-20% 100% : 100% S&P 500 : 98.3% : 0%:0%: / -1 , 98.3% 100% : , 98.3% : , 18. - - 18 US Treasuries 19. - - 19 US TREASURIES 6 1212 90% 90-100%30% : - > 0% , : + * ( - , ), US Treasuries20% : 10% US Treasuries : (CME: USH3) 0% -10%-5% 0% 5%10%15%20% 25%: . :0.5 -10% 22 2013-20% 100% : 100% USTreasuries : 99.3% : 0%:0%:( / -1)*-1 , 99.3% 100% : , 99.3% : , 20. - - 20 CVS CAREMARK CVS Caremark c 8.12.2009 07.12.2012 21. - - 21 CVS CAREMARK 6 1212 90% 90-100% 30% : - > 0%, : 20% + * ( - , ), CVS Caremark : 10% CVS Caremark (NYSE: : CVS) 0%-10% -5%0%5% 10%15%20% 25% : -10% . :0.5 16 2013-20% 100% : 100% CVSCaremark : 96.2% : 0%:0%: / -1 , 96.2% 100% : , 96.2% : , 22. - - 22 BANK OF AMERICA Bank of America c 01.12.2009 30.11.2012 23. - - 23 BAC 6 12 90% 90-100% 30% 12 : > 0% , - + * ( - , ), : 20% BAC : 10% Bank of America (NYSE: : BAC) 0%-10% -5%0%5% 10% 15% 20% 25% : -10% . :0.5 16 2013-20% 100% : 100% BAC : 95.3% : 0%:0%:( / -1)*-1 , 95.3% 100% : , 95.3% : , 24. 25. - - 25 : 100% : 95% : 90% : 40-60% : 80-140% : 150-230% : : : : USD/ : USD/ : USD/ : , - NYMEX, CMEGroup. , sp500. , . Bloomberg WTICL1 CMDTY . , GOLDS , , W 1, C 1, S 1 CMDTY , , SB 1, KC1, CC1 CMDTY sp500 SPX Index 24.01.2013 26. - - 26 .. 100%42%28. 95%267% 29. 90%491% 30 S&P500 100%40%32 S&P50095%304% 33 S&P50090%568% 34 24.01.2013 27. : 28. - - 28 100% Bloomberg . GCJ3 COMDTY: - : GCJ3 COMDTY : 100%:USD 500 000 $: : :18 2013 >=0, + * ( - ) , . , , - 42%: 100% 42% , 0.00%. :0.00% 100% . . . , 1%. 24.01.2013 29. - - 29 95% Bloomberg . GCJ3 COMDTY: - : GCJ3 COMDTY : 95%:USD 500 000 $: : :18 2013 >=0, + * ( - ) , . , , - 267%: 95% 267% , 0.00%. :0.00% 95% . . . , 1%. 24.01.2013 30. - - 30 90% Bloomberg . GCJ3 COMDTY: - : GCJ3 COMDTY : 90%:USD 500 000 $: : :18 2013 >=0, + * ( - ) , . , , - 491%: 90% 491% , 0.00%. :0.00% 90% . . . , 1%. 24.01.2013 31. : S&P500 32. - - 32 S&P500 100% Bloomberg S&P500ESH3 Index: - : ESH3 Index : 100%:USD 500 000 $: : :8 2013 >=0, + * ( - ) , . 40% , , -: 100% 40% :0.00% , 0.00%. 100% . S&P 500 , 1%. Apple, , 10%. NAS-DAQ . , . , . 4- 127 S&P 500, 95 . . 24.01.2013 33. - - 33 S&P500 95% Bloomberg S&P500ESH3 Index: - : ESH3 Index : 95%:USD 500 000 $: : :8 2013 >=0, + * ( - ) , . 304% , , -: 95% 304% :0.00% , 0.00%. 95% . S&P 500 , 1%. Apple, , 10%. NAS-DAQ . , . , . 4- 127 S&P 500, 95 . . 24.01.2013 34. - - 34 S&P500 90% Bloomberg S&P500ESH3 Index: - : ESH3 Index : 90%:USD 500 000 $: : :8 2013 >=0, + * ( - ) , . 568% , , -: 90% 568% :0.00% , 0.00%. 90% . S&P 500 , 1%. Apple, , 10%. NAS-DAQ . , . , . 4- 127 S&P 500, 95 . . 24.01.2013 35. - - , : , , (, ) CDS/FTD ( , ), , - , , term-sheet. : ., , - , , . . ( , . ..) , . 36. NORD CAPITAL FINANCIAL SERVICES, Bermuda (Nord Capital AG), ( ) / - , , , , , . , . , . / , - , . , , , , , , , , , , , . . , . , , , , . (i) , , (ii) , , , 19(5) 2000 ( ) 2005 ; (iii) , , , 49 (2) 2000 . () 2005., , ( , (ii) (iii) , ., , , . , , , . , , , . , . / , , , , . , , , , . , , , , / ,, , , , , , , . , - . - .