INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,525.2200 | 9911.42 |
| Eurostoxx 50 | 3,552.6500 | 5787.31 |
| Russell 2000 | 1,540.0760 | 2450.797 |
STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.25% Quarterly memory if above 70
100% Autocall trigger from 24 months
70% Final Level Barrier (European)
Not Capital Protected
P.A. RETURN
ISIN XS1738783544
NEXT POTENTIAL MATURITY DATE 19/12/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,525.2200 | 9911.42 |
| Eurostoxx 50 | 3,552.6500 | 5787.31 |
| Russell 2000 | 1,540.0760 | 2450.797 |
STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.8% Quarterly memory coupon if above 80
100% Autocall trigger from 24 months
70% Final Level Barrier (European)
Not Capital Protected
P.A. RETURN
ISIN XS1738785838
NEXT POTENTIAL MATURITY DATE 19/12/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 202.7000 | 429.05 |
| BT Group | 273.8500 | 178.75 |
| Centrica | 138.1000 | 173.15 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
2.48% quarterly memory if all above 50%,
100% autocall from 12 months,
50% Final Level Barrier (E)
P.A. RETURN -0.1683%
ISIN XS1636939685
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Glaxo | 1,290.5000 | 1823.5 |
| Aviva | 494.494 | 692.6 |
| BP | 504 | 467.85 |
| Barclays | 202.7 | 429.05 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
4.65% Semi-annual if above 50%
100% Autocall from 12 months
50% Final Level Barrier (European)
P.A. RETURN 10.075% p.a.
ISIN XS1733274986
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Glaxo | 1,290.5000 | 1823.5 |
| Barclays | 202.7 | 429.05 |
| BP | 504 | 467.85 |
| Aviva | 494.494 | 692.6 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
3.5% Semi-annual if above 50
100% Autocall from 12 months,
50% Final Level Barrier (European)
P.A. RETURN 7.00% p.a.
ISIN XS1733273822
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,314.7600 | 12793.74 |
| OMX Stockholm 30 | 1,619.4730 | 2806.047 |
| S&P/ASX 200 | 5,998.2830 | 8799.531 |
| S&P/TSX 60 | 958.2420 | 1815.21 |
STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 5% semi-annual (10% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257693
NEXT POTENTIAL MATURITY DATE 11/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,314.7600 | 12793.74 |
| OMX Stockholm 30 | 1,619.4730 | 2806.047 |
| S&P/ASX 200 | 5,998.2830 | 8799.531 |
| S&P/TSX 60 | 958.2420 | 1815.21 |
STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 6% semi-annual (12% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257776
NEXT POTENTIAL MATURITY DATE 11/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,099.6300 | 12793.74 |
| OMX Stockholm 30 | 1,534.2730 | 2806.047 |
| S&P/TSX 60 | 902.9200 | 1815.21 |
| S&P/ASX 200 | 5,560.6210 | 8799.531 |
STRIKE DATE 09/12/2016
RETURN & BARRIERS
3.1% Semi-Annual if all above 60%,
100% Autocall from 12 months,
60% European Barrier
P.A. RETURN
ISIN XS1531376413
NEXT POTENTIAL MATURITY DATE 11/12/2017
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,521.7240 | 2450.797 |
| FTSE 100 | 7,393.9600 | 9911.42 |
| S&P/ASX 200 | 5,994.3680 | 8799.531 |
| HSI | 28,639.8500 | 26922.73 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
7.1% p.a. if all above 65%
Autocall if all above 100% Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.245% p.a.
ISIN XS1697022926
NEXT POTENTIAL MATURITY DATE 08/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,521.7240 | 2450.797 |
| FTSE 100 | 7,393.9600 | 9911.42 |
| HSI | 28,639.8500 | 26922.73 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
5.5% p.a. if all above 70%
Autocall if all above 100% Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.495% p.a.
ISIN XS1697917679
NEXT POTENTIAL MATURITY DATE 08/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,521.7240 | 2450.797 |
| OMX Stockholm 30 | 1,610.8240 | 2806.047 |
| S&P/ASX 200 | 5,994.3680 | 8799.531 |
| S&P/TSX 60 | 958.4450 | 1815.21 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
6% p.a. if all above 65%
Autocall if all above 100% Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1725659996
NEXT POTENTIAL MATURITY DATE 09/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,319.1600 | 12793.74 |
| OMX Stockholm 30 | 1,610.8240 | 2806.047 |
| S&P/ASX 200 | 5,994.3680 | 8799.531 |
| S&P/TSX 60 | 958.4450 | 1815.21 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
5% p.a. if all above 70%
Autocall if all above 100% Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1698101927
NEXT POTENTIAL MATURITY DATE 09/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,319.1600 | 12793.74 |
| OMX Stockholm 30 | 1,610.8240 | 2806.047 |
| S&P/ASX 200 | 5,994.3680 | 8799.531 |
| S&P/TSX 60 | 958.4450 | 1815.21 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 4.5% semi-annual (9% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1727852805
NEXT POTENTIAL MATURITY DATE 09/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 9911.42 |
| Russell 2000 | 1520.469 | 2450.797 |
| Eurostoxx 50 | 3573.13 | 5787.31 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259046
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 9911.42 |
| Russell 2000 | 1520.469 | 2450.797 |
| Eurostoxx 50 | 3573.13 | 5787.31 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level barrier (European)
P.A. RETURN
ISIN XS1641258311
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 9911.42 |
| Eurostoxx 50 | 3573.13 | 5787.31 |
| Russell 2000 | 1520.469 | 2450.797 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641258667
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 9911.42 |
| Russell 2000 | 1520.469 | 2450.797 |
| Eurostoxx 50 | 3573.13 | 5787.31 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
105% autocall trigger from 36 months
70% Final Level barrier (European)
P.A. RETURN
ISIN XS1641258824
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,327.5000 | 9911.42 |
| S&P/ASX 200 | 5,971.8200 | 8799.531 |
| Eurostoxx 50 | 3,570.5700 | 5787.31 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
1.75% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259392
NEXT POTENTIAL MATURITY DATE 06/06/2022
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,327.5000 | 9911.42 |
| S&P/ASX 200 | 5,971.8200 | 8799.531 |
| Eurostoxx 50 | 3,570.5700 | 5787.31 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
1.4% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259129
NEXT POTENTIAL MATURITY DATE 06/06/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,665.5400 | 9911.42 |
| Russell 2000 | 1,608.0580 | 2450.797 |
| HSI | 33,154.1200 | 26922.73 |
| S&P/ASX 200 | 6,050.0230 | 8799.531 |
STRIKE DATE 26/01/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.9% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -5.396% p.a.
ISIN XS1731922073
NEXT POTENTIAL MATURITY DATE 26/01/2024