INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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: 1.5% 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 XS1731921935
NEXT POTENTIAL MATURITY DATE 26/01/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.25% semi-annual (6.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733290594
NEXT POTENTIAL MATURITY DATE 28/01/2020

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2.75% semi-annual (5.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733289158
NEXT POTENTIAL MATURITY DATE 28/01/2020

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/01/2018
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: 6.75% semi-annual (13.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291139
NEXT POTENTIAL MATURITY DATE 25/07/2019

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 25/01/2018
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: 5.25% semi-annual (10.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291642
NEXT POTENTIAL MATURITY DATE 25/07/2019

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/02/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2% Quarterly (8% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1636946383
NEXT POTENTIAL MATURITY DATE 01/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/11/2017
RETURN & BARRIERS
Memory Coupon Rate: 3.1% semi-annual (6.2% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.373% p.a.
ISIN XS1725400664
NEXT POTENTIAL MATURITY DATE 30/11/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.20% Semi-Annual memory coupon if above 80% 100% autocall trigger from 24 months 60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641258154
NEXT POTENTIAL MATURITY DATE 25/11/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%, 100% autocall trigger from 12 months, 60% Final Level Barrier (European Style)
P.A. RETURN -1.618% p.a.
ISIN XS1721158290
NEXT POTENTIAL MATURITY DATE 24/11/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65% 100% autocall trigger from 12 months 60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641259632
NEXT POTENTIAL MATURITY DATE 25/11/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/11/2017
RETURN & BARRIERS
2.52% Qtrly Memory Coupon if all above 70% 100% Autocall Trigger from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1631526651
NEXT POTENTIAL MATURITY DATE 15/11/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 23/11/2017
RETURN & BARRIERS
2% quarterly memory coupon if all above 50% 100% autocall trigger from 12 months 50% Final Level Barrier (European Style)
P.A. RETURN -1.1123% p.a.
ISIN XS1631530091
NEXT POTENTIAL MATURITY DATE 23/11/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/11/2017
RETURN & BARRIERS
1.7% Quarterly if above 80 105% Autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706736979
NEXT POTENTIAL MATURITY DATE 14/11/2020

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/11/2017
RETURN & BARRIERS
2.1% Quarterly if above 80 105% Autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706733877
NEXT POTENTIAL MATURITY DATE 14/11/2020

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
10.1% semi-annual if autocalled, 100% Autocall Trigger from 36 months 70% Low Hurdle Trigger on final day 70% Final Level Barrier (European Style)
P.A. RETURN 20.20% p.a.
ISIN XS1717469495
NEXT POTENTIAL MATURITY DATE 10/11/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703932795
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852332
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703937752
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852415
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/11/2017
RETURN & BARRIERS
5.27% Semi-annual coupon if above 60% 100% Autocall trigger semi-annual after 12 months Autocall Step-down 2.5% Semi-annual Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1631524441
NEXT POTENTIAL MATURITY DATE 09/11/2018

• FACTSHEET