INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,392.9000 | 5906.22 |
| FTSE 100 | 7,432.4200 | 10476.46 |
| OMX Stockholm 30 | 1,658.1630 | 3128.387 |
| HSI | 27,888.5500 | 26163.24 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.00% p.a.
Income Trigger: 72.5% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.50% p.a.
ISIN XS1862518146
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7510.20 | 10476.46 |
STRIKE DATE 28/09/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: USD = 200%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: USD = 2.125% Quarterly (8.5% p.a.)
Capital Protection: 100% Capital Protected
P.A. RETURN 3.225% p.a.
ISIN XS1702607919
NEXT POTENTIAL MATURITY DATE 30/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7545.44 | 10476.46 |
STRIKE DATE 27/09/2018
RETURN & BARRIERS
Investment Structure: Twin-Win
Upside Participation: 160%
Downside Gains: 1% gained for each 1% the index drops as long as the protection barrier is not breached
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.20264% p.a.
ISIN XS1868820835
NEXT POTENTIAL MATURITY DATE 27/09/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7511.49 | 10476.46 |
| OMX Stockholm 30 | 1658.289 | 3128.387 |
| S&P/ASX 200 | 6192.276 | 8843.557 |
| Eurostoxx 50 | 3433.15 | 5906.22 |
STRIKE DATE 26/09/2018
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: USD = 7.5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715841240
NEXT POTENTIAL MATURITY DATE 29/03/2022
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7511.49 | 10476.46 |
| OMX Stockholm 30 | 1658.289 | 3128.387 |
| S&P/ASX 200 | 6192.276 | 8843.557 |
| Eurostoxx 50 | 3433.15 | 5906.22 |
STRIKE DATE 26/09/2018
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: GBP = 5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715841323
NEXT POTENTIAL MATURITY DATE 29/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7331.12 | 10476.46 |
| S&P 500 | 2907.95 | 7137.9 |
| Eurostoxx 50 | 3368.56 | 5906.22 |
STRIKE DATE 19/09/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: GBP = 1.35% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style
P.A. RETURN 5.40% p.a.
ISIN XS1867120567
NEXT POTENTIAL MATURITY DATE 19/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7331.12 | 10476.46 |
| S&P 500 | 2907.95 | 7137.9 |
| Eurostoxx 50 | 3368.56 | 5906.22 |
STRIKE DATE 18/12/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: GBP = 1.75% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS1867120724
NEXT POTENTIAL MATURITY DATE 19/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 6015 | 14536 |
| BP | 555.3 | 572.4 |
| HSBC | 698.7047 | 1342.4 |
| Vodafone | 178.78 | 114.1 |
STRIKE DATE 14/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.7% Semi-Annual Memory Coupon plus an additional 1% semi-annual coupon if autocalled
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -6.018% p.a.
ISIN XS1852319257
NEXT POTENTIAL MATURITY DATE 14/08/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10972.41 | 37878.47 |
| MSCI Singapore | 364.61 | 452.67 |
| HSCEI | 11027.13 | 8801.78 |
STRIKE DATE 21/09/2018
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 Income Rate: USD = 4.25% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.468% p.a.
ISIN XS1815156788
NEXT POTENTIAL MATURITY DATE 23/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10972.41 | 37878.47 |
| MSCI Singapore | 364.61 | 452.67 |
| HSCEI | 11027.13 | 8801.78 |
STRIKE DATE 21/09/2018
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 Income Rate: GBP = 3% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.51% p.a.
ISIN XS1815156606
NEXT POTENTIAL MATURITY DATE 23/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10760.21 | 37878.47 |
| MSCI Singapore | 355.07 | 452.67 |
| HSI | 27084.66 | 26163.24 |
| FTSE 100 | 7300.23 | 10476.46 |
STRIKE DATE 18/09/2018
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: USD = 2.10% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815155897
NEXT POTENTIAL MATURITY DATE 18/12/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10760.21 | 37878.47 |
| MSCI Singapore | 355.07 | 452.67 |
| HSI | 27084.66 | 26163.24 |
| FTSE 100 | 7300.23 | 10476.46 |
STRIKE DATE 18/09/2018
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: GBP = 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815155624
NEXT POTENTIAL MATURITY DATE 18/12/2019
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,973.8800 | 10476.46 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: 90% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 90% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: GBP = 2% Quarterly (6% p.a.)
Capital Risk: Max 10% capital at risk
Capital Protection: 90% Capital Protected
P.A. RETURN 2.831136% p.a.
ISIN XS1852225272
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,057.5100 | 37878.47 |
| OMX Stockholm 30 | 1,615.5960 | 3128.387 |
| S&P/ASX 200 | 6,280.201 | 8843.557 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763352975
NEXT POTENTIAL MATURITY DATE 03/08/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,057.5100 | 37878.47 |
| OMX Stockholm 30 | 1,615.5960 | 3128.387 |
| S&P/ASX 200 | 6,280.201 | 8843.557 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 7.3% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763352892
NEXT POTENTIAL MATURITY DATE 03/08/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,525.4900 | 5906.22 |
| FTSE 100 | 7,748.760 | 10476.46 |
| Russell 2000 | 1,670.8050 | 2785.377 |
| HSI | 28,583.0100 | 26163.24 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.166% p.a.
ISIN XS1846754809
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,525.4900 | 5906.22 |
| FTSE 100 | 7,748.760 | 10476.46 |
| Russell 2000 | 1,670.8050 | 2785.377 |
| HSI | 28,583.0100 | 26163.24 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 6.75% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.541% p.a.
ISIN XS1846755103
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7318.96 | 10476.46 |
STRIKE DATE 06/09/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 650%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: USD = 1.2% Per Month (14.4% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.76% p.a.
ISIN XS1852251278
NEXT POTENTIAL MATURITY DATE 06/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7318.96 | 10476.46 |
STRIKE DATE 06/09/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 325%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: GBP = 1.0% Per Month (12% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.38% p.a.
ISIN XS1852251195
NEXT POTENTIAL MATURITY DATE 06/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6917.4915 | 10476.46 |
STRIKE DATE 13/09/2018
RETURN & BARRIERS
Investment Structure: 95% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 95% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: GBP = 1.5% Quarterly (6% p.a.)
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN 3.82% p.a.
ISIN XS1852244497
NEXT POTENTIAL MATURITY DATE 13/09/2024