INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1635993683
STRIKE DATE: 20/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9027.3712793.74
OMX Stockholm 301597.8352806.047
S&P/ASX 2005761.4538799.531
S&P/TSX 60900.841815.21

STRIKE DATE 20/07/2017
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: 3.5% semi-annual (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1635993683
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1635992016
STRIKE DATE: 20/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9027.3712793.74
OMX Stockholm 301597.8352806.047
S&P/ASX 2005761.4538799.531
S&P/TSX 60900.841815.21

STRIKE DATE 20/07/2017
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% 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 XS1635992016
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD Jul 2017
ISIN: XS1513310505
STRIKE DATE: 07/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP444467.85
HSBC728.21117.4
AstraZeneca513013518

STRIKE DATE 07/07/2017
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: 1.85% Quarterly (7.4% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS1513310505
NEXT POTENTIAL MATURITY DATE 07/07/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP Jul 2017
ISIN: XS1513310687
STRIKE DATE: 07/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP444467.85
HSBC728.21117.4
AstraZeneca513013518

STRIKE DATE 07/07/2017
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: 1.65% Quarterly (6.6% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS1513310687
NEXT POTENTIAL MATURITY DATE 07/07/2023

EXPAND CLOSE
BBVA Diversified Markets Income Autocall May 2017 GBP
ISIN: XS1589838777
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772450.797
OMX Stockholm 301615.2692806.047
S&P/ASX 2005738.3128799.531
S&P/TSX 60900.211815.21

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.5% p.a. if all above 60%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589838777
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall May 2017 USD
ISIN: XS1589839072
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772450.797
FTSE 1007436.429911.42
S&P/ASX 2005738.3128799.531
HSI25136.5226922.73

STRIKE DATE 18/05/2017
RETURN & BARRIERS
9.1% per annum if all above 65%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589839072
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
Investec Triple Index Income Autocall May 2017 GBP
ISIN: XS1590695836
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007436.429911.42
S&P 5002365.726850.92
Eurostoxx 503562.225787.31

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.15% per annum if all above 60%, 100% Autocall barrier from 24 months, 60% European Barrier
P.A. RETURN
ISIN XS1590695836
NEXT POTENTIAL MATURITY DATE 18/05/2022

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017 USD
ISIN: XS1611902922
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.549911.42
Russell 20001406.7282450.797
HSCEI10384.899538.99
S&P/ASX 2005774.0348799.531

STRIKE DATE 16/06/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.275% semi-annual (8.55% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1611902922
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017GBP
ISIN: XS1611902682
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.549911.42
Russell 20001406.7282450.797
HSCEI10384.899538.99
S&P/ASX 2005774.0348799.531

STRIKE DATE 16/06/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.1% semi-annual (6.2% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1611902682
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1611571719
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0112793.74
OMX Stockholm 301624.9722806.047
S&P/ASX 2005763.198799.531
S&P/TSX 60893.881815.21

STRIKE DATE 15/06/2017
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: 3.5% semi-annual (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1611571719
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1611571479
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0112793.74
OMX Stockholm 301624.9722806.047
S&P/ASX 2005763.198799.531
S&P/TSX 60893.881815.21

STRIKE DATE 15/06/2017
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% 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 XS1611571479
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall USD
ISIN: XS1592868944
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.949911.42
Russell 20001400.4282450.797
HSCEI10219.899538.99
S&P/ASX 2005924.0648799.531

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.3% semi-annual (8.6% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592868944
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall GBP
ISIN: XS1592869249
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.949911.42
Russell 20001400.4282450.797
HSCEI10219.899538.99
S&P/ASX 2005924.0648799.531

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.3% semi-annual (6.6% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592869249
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1513274941
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65467.85
HSBC645.21117.4
Vodafone202.9594.88

STRIKE DATE 03/05/2017
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: 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 XS1513274941
NEXT POTENTIAL MATURITY DATE 10/05/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1513275088
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65467.85
HSBC645.21117.4
Vodafone202.9594.88

STRIKE DATE 03/05/2017
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: 1.75% Quarterly (7% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1513275088
NEXT POTENTIAL MATURITY DATE 03/05/2023

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1587952216
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8812.6712793.74
OMX Stockholm 301626.9942806.047
S&P/ASX 2005924.0648799.531
S&P/TSX 60918.91815.21

STRIKE DATE 28/04/2017
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: 3.9% semi-annual (7.8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952216
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1587952992
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8812.6712793.74
OMX Stockholm 301626.9942806.047
S&P/ASX 2005924.0648799.531
S&P/TSX 60918.91815.21

STRIKE DATE 28/04/2017
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% 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 XS1587952992
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
BBVA Global Markets Income Autocall Mar 2017 USD
ISIN: XS1572325766
STRIKE DATE: 14/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001362.3792450.797
FTSE 1007357.859911.42
S&P/ASX 2005759.1388799.531
HSI23827.9526922.73

STRIKE DATE 14/03/2017
RETURN & BARRIERS
9.1% p.a. if all above 65% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1572325766
NEXT POTENTIAL MATURITY DATE 14/03/2023

EXPAND CLOSE
Commerzbank 6yr Geared Memory Income Autocall Feb 2017
ISIN: XS1574759590
STRIKE DATE: 28/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8545.8112793.74
OMX Stockholm 301570.1722806.047
S&P/ASX 2005712.2218799.531
S&P/TSX 60907.571815.21

STRIKE DATE 28/02/2017
RETURN & BARRIERS
2.85% Qtrly if all above 80%, 100% autocall from yr1, 65% European Barrier with Double downside
P.A. RETURN
ISIN XS1574759590
NEXT POTENTIAL MATURITY DATE 28/02/2018

EXPAND CLOSE
Natixis Global Markets Catch-Up Income Autocall
ISIN: XS1373384756
STRIKE DATE: 12/09/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9538.99
OMX Stockholm 302806.047
Russell 20002450.797
SMI12793.74

STRIKE DATE 12/09/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from end of year 1 Autocall Trigger: 100% of initial level Memory Coupon Rate: USD = 3.6% semi-annual Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1373384756
NEXT POTENTIAL MATURITY DATE 12/09/2017

EXPAND CLOSE