INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec FTSE 100 Memory Income Autocall EUR
ISIN: XS1691783721
STRIKE DATE: 27/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007505.039911.42

STRIKE DATE 27/10/2017
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 4.00% p.a.
ISIN XS1691783721
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall USD
ISIN: XS1691784455
STRIKE DATE: 27/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007505.039911.42

STRIKE DATE 27/10/2017
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 5.60% p.a.
ISIN XS1691784455
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall GBP
ISIN: XS1691784026
STRIKE DATE: 27/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007505.039911.42

STRIKE DATE 27/10/2017
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 5.00% p.a.
ISIN XS1691784026
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall USD Sep 2017
ISIN: XS1669331537
STRIKE DATE: 21/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9134.1312793.74
OMX Stockholm 301596.3122806.047
S&P/ASX 2005655.428799.531
S&P/TSX 60909.291815.21

STRIKE DATE 21/09/2017
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: 6.25% semi-annual (12.5% 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 XS1669331537
NEXT POTENTIAL MATURITY DATE 23/09/2019

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall GBP Sep 2017
ISIN: XS1669347533
STRIKE DATE: 21/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9134.1312793.74
OMX Stockholm 301596.3122806.047
S&P/ASX 2005655.428799.531
S&P/TSX 60909.291815.21

STRIKE DATE 21/09/2017
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 XS1669347533
NEXT POTENTIAL MATURITY DATE 23/09/2019

EXPAND CLOSE
Natixis 6yr Geared Income Autocall Sep 2017 USD
ISIN: XS1605095113
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503515.555787.31
Russell 20001431.712450.797
S&P/ASX 2005695.0238799.531
S&P/TSX 60890.961815.21

STRIKE DATE 15/09/2017
RETURN & BARRIERS
3.5% Qtrly coupon if all above 80% 100% autocall trigger from yr1 70% European Barrier 2-for-1 Double downside
P.A. RETURN
ISIN XS1605095113
NEXT POTENTIAL MATURITY DATE 16/09/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall EUR
ISIN: XS1689542394
STRIKE DATE: 20/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.1312793.74
OMX Stockholm 301667.5052806.047
S&P/ASX 2005906.9888799.531
S&P/TSX 60937.0321815.21

STRIKE DATE 20/10/2017
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: 2.25% semi-annual (4.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689542394
NEXT POTENTIAL MATURITY DATE 22/10/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall USD
ISIN: XS1689541156
STRIKE DATE: 20/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.1312793.74
OMX Stockholm 301667.5052806.047
S&P/ASX 2005906.9888799.531
S&P/TSX 60937.0321815.21

STRIKE DATE 20/10/2017
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: 3.25% 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 XS1689541156
NEXT POTENTIAL MATURITY DATE 22/10/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall GBP
ISIN: XS1689542121
STRIKE DATE: 20/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.1312793.74
OMX Stockholm 301667.5052806.047
S&P/ASX 2005906.9888799.531
S&P/TSX 60937.0321815.21

STRIKE DATE 20/10/2017
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: 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 XS1689542121
NEXT POTENTIAL MATURITY DATE 22/10/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall USD
ISIN: XS1689128897
STRIKE DATE: 20/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.1312793.74
OMX Stockholm 301667.5052806.047
S&P/ASX 2005906.9888799.531
S&P/TSX 60937.0321815.21

STRIKE DATE 20/10/2017
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: 6.25% semi-annual (12.5% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689128897
NEXT POTENTIAL MATURITY DATE 22/10/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall GBP
ISIN: XS1689132659
STRIKE DATE: 20/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.1312793.74
OMX Stockholm 301667.5052806.047
S&P/ASX 2005906.9888799.531
S&P/TSX 60937.0321815.21

STRIKE DATE 20/10/2017
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% semi-annual (10% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689132659
NEXT POTENTIAL MATURITY DATE 22/10/2019

EXPAND CLOSE
Investec Triple Index 70-70 Memory Income Autocall Sep 2017 GBP
ISIN: XS1654325684
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.59911.42
S&P 5002476.556850.92
Eurostoxx 503443.885787.31

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654325684
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 70-70 Memory Income Autocall Sep 2017 USD
ISIN: XS1654326146
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.59911.42
S&P 5002476.556850.92
Eurostoxx 503443.885787.31

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654326146
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 80-70 Memory Income Autocall Sep 2017 GBP
ISIN: XS1654325841
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.59911.42
S&P 5002476.556850.92
Eurostoxx 503443.885787.31

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654325841
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 80-70 Memory Income Autocall Sep 2017 USD
ISIN: XS1654326229
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.59911.42
S&P 5002476.556850.92
Eurostoxx 503443.885787.31

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654326229
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Global Markets Catch-Up Income Autocall USD
ISIN: XS1684196782
STRIKE DATE: 12/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,556.24009911.42
Russell 20001,505.16402450.797
S&P/ASX 2005,794.46608799.531
S&P/TSX 60928.03001815.21

STRIKE DATE 12/10/2017
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 XS1684196782
NEXT POTENTIAL MATURITY DATE 12/04/2022

EXPAND CLOSE
Investec Global Markets Catch-Up Income Autocall GBP
ISIN: XS1684196519
STRIKE DATE: 12/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,556.24009911.42
Russell 20001,505.16402450.797
S&P/ASX 2005,794.46608799.531
S&P/TSX 60928.03001815.21

STRIKE DATE 12/10/2017
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 XS1684196519
NEXT POTENTIAL MATURITY DATE 12/04/2022

EXPAND CLOSE
Investec Triple Index Income Autocall Aug 2017 GBP
ISIN: XS1640828734
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007323.989911.42
Eurostoxx 503446.035787.31
S&P 5002425.556850.92

STRIKE DATE 18/08/2017
RETURN & BARRIERS
5% per annum if all above 60% 100% Autocall from 24 months 60% European Barrier
P.A. RETURN
ISIN XS1640828734
NEXT POTENTIAL MATURITY DATE 18/08/2022

EXPAND CLOSE
BBVA Diversified Markets Income Autocall Aug 2017 GBP
ISIN: XS1640912280
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932450.797
OMX Stockholm 301532.1172806.047
S&P/ASX 2005747.1128799.531
S&P/TSX 60881.091815.21

STRIKE DATE 18/08/2017
RETURN & BARRIERS
5.25% p.a. if all above 60% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912280
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall Aug 2017 USD
ISIN: XS1640912447
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932450.797
FTSE 1007323.989911.42
S&P/ASX 2005747.1128799.531
HSI27047.5726922.73

STRIKE DATE 18/08/2017
RETURN & BARRIERS
8.2% per annum if all above 65% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912447
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE