INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec FTSE 100 Memory Income Autocall EUR
ISIN: XS1716972473
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.419911.42

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.00% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 4.0% p.a.
ISIN XS1716972473
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall USD
ISIN: XS1716973521
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.419911.42

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.80% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.6% p.a.
ISIN XS1716973521
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall GBP
ISIN: XS1716972390
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.419911.42

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.0%
ISIN XS1716972390
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall USD Nov 2017
ISIN: XS1694627479
STRIKE DATE: 03/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9322.0512793.74
OMX Stockholm 301677.6542806.047
S&P/ASX 2005959.8768799.531
S&P/TSX 60946.811815.21

STRIKE DATE 03/11/2017
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 XS1694627479
NEXT POTENTIAL MATURITY DATE 04/11/2019

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall GBP Nov 2017
ISIN: XS1694625937
STRIKE DATE: 03/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9322.0512793.74
OMX Stockholm 301677.6542806.047
S&P/ASX 2005959.8768799.531
S&P/TSX 60946.811815.21

STRIKE DATE 03/11/2017
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 XS1694625937
NEXT POTENTIAL MATURITY DATE 04/11/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall USD
ISIN: XS1711687597
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5512793.74
OMX Stockholm 301592.1992806.047
S&P/ASX 2005989.7568799.531
S&P/TSX 60951.7571815.21

STRIKE DATE 01/12/2017
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 XS1711687597
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall GBP
ISIN: XS1711703543
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5512793.74
OMX Stockholm 301592.1992806.047
S&P/ASX 2005989.7568799.531
S&P/TSX 60951.7571815.21

STRIKE DATE 01/12/2017
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 XS1711703543
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall USD
ISIN: XS1708314890
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5512793.74
OMX Stockholm 301592.1992806.047
S&P/ASX 2005989.7568799.531
S&P/TSX 60951.7571815.21

STRIKE DATE 01/12/2017
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: 6.75% semi-annual (13.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708314890
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall GBP
ISIN: XS1708318537
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5512793.74
OMX Stockholm 301592.1992806.047
S&P/ASX 2005989.7568799.531
S&P/TSX 60951.7571815.21

STRIKE DATE 01/12/2017
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: 5.25% semi-annual (10.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708318537
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall USD
ISIN: XS1707686397
STRIKE DATE: 05/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007327.59911.42
Russell 20001516.7612450.797
S&P/ASX 2005971.828799.531
HSI28842.826922.73

STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.90% quarterly (7.60% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.665% p.a.
ISIN XS1707686397
NEXT POTENTIAL MATURITY DATE 05/12/2023

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1707686470
STRIKE DATE: 05/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007327.59911.42
Russell 20001516.7612450.797
S&P/ASX 2005971.828799.531
HSI28842.826922.73

STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.50% quarterly (6.00% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.23% p.a.
ISIN XS1707686470
NEXT POTENTIAL MATURITY DATE 05/12/2023

EXPAND CLOSE
Investec Multi Index Income Autocall October 2017 GBP
ISIN: XS1673595234
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,252.120012793.74
FTSE 1007,522.87009911.42
S&P 5002,549.33006850.92
Eurostoxx 503,603.32005787.31

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5% per annum if all above 60% 100% Autocall from 24 months 60% Final Level Barrier (European Style)
P.A. RETURN 5.00% p.a.
ISIN XS1673595234
NEXT POTENTIAL MATURITY DATE 06/10/2023

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall October 2017 USD
ISIN: XS1672347041
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,510.21702450.797
FTSE 1007,522.87009911.42
S&P/ASX 2005,710.67508799.531
HSI28,458.040026922.73

STRIKE DATE 06/10/2017
RETURN & BARRIERS
7% per annum if all above 70% 100% Autocall 60% Final Level Barrier (European Style)
P.A. RETURN 7.00% p.a.
ISIN XS1672347041
NEXT POTENTIAL MATURITY DATE 06/10/2023

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall October 2017 GBP
ISIN: XS1672110894
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,510.21702450.797
OMX Stockholm 301,646.27802806.047
S&P/ASX 2005,710.67508799.531
S&P/TSX 60926.97001815.21

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5.2% p.a. if all above 70% 100% Annual Autocall 60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1672110894
NEXT POTENTIAL MATURITY DATE 06/10/2020

EXPAND CLOSE
Commerzbank Triple Index 80-70 Memory Income Autocall October 2017 USD
ISIN: XS1680860670
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.87009911.42
Russell 20001,510.21702450.797
Eurostoxx 503,603.32005787.31

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680860670
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 80-70 Memory Income Autocall October 2017 GBP
ISIN: XS1680856132
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.87009911.42
Russell 20001,510.21702450.797
Eurostoxx 503,603.32005787.31

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856132
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 70-70 Memory Income Autocall October 2017 USD
ISIN: XS1680856561
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.87009911.42
Russell 20001,510.21702450.797
Eurostoxx 503,603.32005787.31

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856561
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 70-70 Memory Income Autocall October 2017 GBP
ISIN: XS1680861132
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.87009911.42
Russell 20001,510.21702450.797
Eurostoxx 503,603.32005787.31

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680861132
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Natixis Titans 50-50 Memory Income Autocall Sep 2017 USD
ISIN: XS1605094496
STRIKE DATE: 26/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AstraZeneca488813518
BP471.55467.85
HSBC719.31117.4
Vodafone208.594.88

STRIKE DATE 26/09/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.7% Quarterly (6.8% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -4.5483% p.a.
ISIN XS1605094496
NEXT POTENTIAL MATURITY DATE 26/09/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall EUR
ISIN: XS1616827215
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP448.2500467.85
HSBC708.00001117.4
AstraZeneca4,719.500013518
Unilever4,348.50004608

STRIKE DATE 15/09/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.2% Quarterly (4.6% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 4.80% p.a.
ISIN XS1616827215
NEXT POTENTIAL MATURITY DATE 15/09/2023

EXPAND CLOSE