INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,368.1700 | 10171.76 |
| S&P/ASX 200 | 5,868.7760 | 8927.526 |
| HSCEI | 12,054.2300 | 9552.58 |
STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.5% Quarterly (10.00% p.a.)
Low Hurdle Trigger: 90% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799146466
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,831.8800 | 13147.93 |
| OMX Stockholm 30 | 1,552.4850 | 3031.392 |
| S&P/ASX 200 | 5,861.4210 | 8927.526 |
| S&P/TSX 60 | 914.6700 | 1907.604 |
STRIKE DATE 18/04/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 4.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822597
NEXT POTENTIAL MATURITY DATE 18/04/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7788.44 | 10171.76 |
| OMX Stockholm 30 | 1602.098 | 3031.392 |
| HSCEI | 12090.79 | 9552.58 |
| S&P/ASX 200 | 6032.506 | 8927.526 |
STRIKE DATE 23/05/2018
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: 2.10% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.2283% p.a.
ISIN XS1715032055
NEXT POTENTIAL MATURITY DATE 23/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,726.5400 | 13147.93 |
| OMX Stockholm 30 | 1,526.2720 | 3031.392 |
| S&P/ASX 200 | 5,841.3390 | 8927.526 |
| S&P/TSX 60 | 901.8720 | 1907.604 |
STRIKE DATE 16/04/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3% semi-annual (6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1799974958
NEXT POTENTIAL MATURITY DATE 12/04/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7788.44 | 10171.76 |
| OMX Stockholm 30 | 1602.098 | 3031.392 |
| HSCEI | 12090.79 | 9552.58 |
| S&P/ASX 200 | 6032.506 | 8927.526 |
STRIKE DATE 23/05/2018
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: 1.60% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.2283% p.a.
ISIN XS1715031917
NEXT POTENTIAL MATURITY DATE 23/05/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7877.45 | 10171.76 |
STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: 300%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: 1.00% Per Month (12% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.1283% p.a.
ISIN XS1741742297
NEXT POTENTIAL MATURITY DATE 22/05/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7877.45 | 10171.76 |
STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: 200%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: 0.70% Per Month (8.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.085% p.a.
ISIN XS1741742024
NEXT POTENTIAL MATURITY DATE 22/05/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7266.75 | 10171.76 |
| Russell 2000 | 1543.433 | 2654.776 |
| Eurostoxx 50 | 3438.78 | 5891.95 |
STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.37% Quarterly (5.48% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820203
NEXT POTENTIAL MATURITY DATE 10/01/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7266.75 | 10171.76 |
| Russell 2000 | 1543.433 | 2654.776 |
| Eurostoxx 50 | 3438.78 | 5891.95 |
STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.81% Quarterly (7.24% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820385
NEXT POTENTIAL MATURITY DATE 10/01/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7266.75 | 10171.76 |
| Russell 2000 | 1543.433 | 2654.776 |
| Eurostoxx 50 | 3438.78 | 5891.95 |
STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.21% Quarterly (4.84% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820468
NEXT POTENTIAL MATURITY DATE 10/01/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7266.75 | 10171.76 |
| Russell 2000 | 1543.433 | 2654.776 |
| Eurostoxx 50 | 3438.78 | 5891.95 |
STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.58% Quarterly (6.32% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820112
NEXT POTENTIAL MATURITY DATE 10/01/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8569.08 | 13147.93 |
| OMX Stockholm 30 | 1513.183 | 3031.392 |
| S&P/ASX 200 | 5820.727 | 8927.526 |
| S&P/TSX 60 | 897.354 | 1907.604 |
STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall With Double Downside
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 3.1% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style) Double Downside
P.A. RETURN -7.936% p.a.
ISIN XS1714821433
NEXT POTENTIAL MATURITY DATE 25/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6921.94 | 10171.76 |
| S&P 500 | 2588.26 | 6969.01 |
| Eurostoxx 50 | 3298.07 | 5891.95 |
STRIKE DATE 23/03/2018
RETURN & BARRIERS
nvestment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 6% Annual Coupon
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1791430389
NEXT POTENTIAL MATURITY DATE 25/03/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8569.08 | 13147.93 |
| OMX Stockholm 30 | 1513.183 | 3031.392 |
| S&P/ASX 200 | 5820.727 | 8927.526 |
| S&P/TSX 60 | 897.354 | 1907.604 |
STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 7.5% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1791424143
NEXT POTENTIAL MATURITY DATE 25/03/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8569.08 | 13147.93 |
| OMX Stockholm 30 | 1513.183 | 3031.392 |
| S&P/ASX 200 | 5820.727 | 8927.526 |
| S&P/TSX 60 | 897.354 | 1907.604 |
STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 7% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714819700
NEXT POTENTIAL MATURITY DATE 25/03/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,437.4000 | 5891.95 |
| S&P/ASX 200 | 5950.27 | 8927.526 |
| HSI | 31414.52 | 27968.09 |
STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 1.85% Quarterly (7.40% p.a.)
Low Hurdle Trigger: 90% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775616144
NEXT POTENTIAL MATURITY DATE 21/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 31,414.5200 | 27968.09 |
| S&P/ASX 200 | 5950.27 | 8927.526 |
| Eurostoxx 50 | 3401.04 | 5891.95 |
STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.5% Quarterly (14.00% p.a.)
Low Hurdle Trigger: 90% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775417295
NEXT POTENTIAL MATURITY DATE 21/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3401.04 | 5891.95 |
| S&P/ASX 200 | 5950.27 | 8927.526 |
| HSI | 31414.52 | 27968.09 |
STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.25% Quarterly (9.00% p.a.)
Low Hurdle Trigger: 90% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775415836
NEXT POTENTIAL MATURITY DATE 21/03/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7421.43 | 10171.76 |
| Russell 2000 | 1557.895 | 2654.776 |
| S&P/ASX 200 | 5910.772 | 8927.526 |
| HSCEI | 11949.38 | 9552.58 |
STRIKE DATE 26/04/2018
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: 4.85% Semi-Annual
Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1799059578
NEXT POTENTIAL MATURITY DATE 26/04/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7421.43 | 10171.76 |
| Russell 2000 | 1557.895 | 2654.776 |
| S&P/ASX 200 | 5910.772 | 8927.526 |
| HSCEI | 11949.38 | 9552.58 |
STRIKE DATE 26/04/2018
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: 3.50% Semi-Annual
Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1799059222
NEXT POTENTIAL MATURITY DATE 26/04/2024