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NIFTY ACCELERATOR- 100%: PAYOFF (Market Linked Debentures Idea)

Product Product IRR* ~14.45%


Nifty Values Nifty Perf. Nifty IRR Product IRR
Return
33600 110.0% 100.0% 15.5% 14.4%
32000 100.0% 100.0% 14.4% 14.4%
Tenor – 1875 Days **Standard Deviation Target Nifty Perf.
24000 50.0% 100.0% 8.2% 14.4% Expiry – Avg. of 47, 50, 53, &
4.29% 33%.
21280 33.0% 100.0% 5.7% 14.4% 56 Months

21120 32.0% 74.0% 5.6% 11.4%


20960 31.0% 48.0% 5.4% 7.9%
20800 30.0% 22.0% 5.2% 3.9% Product Explanation
19200 20.0% 12.0% 3.6% 2.2% NP >= 33% 100% (Contingent Coupon)
17280 8.0% 0.0% 1.5% 0.0%
30% < NP < 33% Max(0%,(NP-30%)*PR2
16000 0.0% 0.0% 0.0% 0.0%
8% < NP < 33% (NP-8%)* PR1
15780 -1.4% 0.0% -0.3% 0.0%
14400 -10.0% 0.0% -2.0% 0.0% -15% <= NP <= 8% Principal Protection
13600 -15.0% 0.0% -3.1% 0.0% -30% <= NP < -15% 1.10x Decay with Catch-up
13598 -15.01% -16.51% -3.12% -3.45%
Nifty falls beyond -30% Decay decreases to 0.10x
12800 -20.0% -22.0% -4.3% -4.7%
12000 -25.0% -27.50% -5.4% -6.1% *Product IRR assume to be Pre-Tax IRR
•NP: Nifty Performance
11200 -30.0% -33.00% -6.7% -7.5% ^ Initial Fixing Level is taken as 15780, adding 150 points contingent: 15930, rounded off to
next 100: 16000.
10400 -35.0% -33.50% -8.0% -7.6% **Historical Standard Deviation is calculated for 1710 days daily rolling NIFTY (Working Days
Only )return from 1st Jan’2001 – 30th June 2022.

The information provided is this communication is reproduction of factual details. No part of information provided herein should be construed as investment
advice by ARWL and/or its employee. Investor/Client must make their own investment decisions based on their own specific investment objectives and financial
Product Information position. This communication does not constitute an offer or solicitation for the purchase or sale of any financial instrument/security.
NIFTY MAGNIFIER- 80.0%: PAYOFF (Market Linked Debentures Idea)
Product Product IRR* ~12.12%
Nifty Values Nifty Perf. Nifty IRR Product IRR
Return
30400 90.0% 80.0% 13.3% 12.1%
28800 80.0% 80.0% 12.1% 12.1%
Tenor – 1875 Days **Standard Deviation Target Nifty Perf.
24000 50.0% 80.0% 8.2% 12.1% Expiry – Avg. of 47, 50, 53, &
2.90% 24%.
19840 24.0% 80.0% 4.3% 12.1% 56 Months

19680 23.0% 57.7% 4.1% 9.3%


19520 22.0% 35.3% 3.9% 6.1%
19360 21.0% 13.0% 3.8% 2.4% Product Explanation
18400 15.0% 7.0% 2.8% 1.3% NP >= 24% 80.0% (Contingent Coupon)
17280 8.0% 0.0% 1.5% 0.0% 21% < NP < 24% Max(0%,(NP-21%)*PR2
16000 0.0% 0.0% 0.0% 0.0%
8% < NP < 24% (NP-8%)* PR1
15780 -1.4% 0.0% -0.3% 0.0%
14400 -10.0% 0.0% -2.0% 0.0% -15% <= NP <= 8% Principal Protection
13600 -15.0% 0.0% -3.1% 0.0% -30% <= NP < -15% 1.1x Decay with Catch-up
13598 -15.01% -16.51% -3.1% -3.5% Nifty falls beyond -30% Decay decreases to 0.1x
12800 -20.0% -22.0% -4.3% -4.7%
12000 -25.0% -27.50% -5.4% -6.1% *Product IRR assume to be Pre-Tax IRR
11200 -30.0% -33.0% -6.7% -7.5% •NP: Nifty Performance
^ Initial Fixing Level is taken as 15780, adding 150 point contingent : 15930, rounded off to next
10400 -35.0% -33.50% -8.0% -7.6% 100: 16000.
**Historical Standard Deviation is calculated for 1710 days daily rolling NIFTY (Working Days
Only )return from 1st Jan’2001 – 30th June 2022.

The information provided is this communication is reproduction of factual details. No part of information provided herein should be construed as investment
advice by ARWL and/or its employee. Investor/Client must make their own investment decisions based on their own specific investment objectives and financial
Product Information position. This communication does not constitute an offer or solicitation for the purchase or sale of any financial instrument/security.

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