INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Diversified Markets Memory Income Autocall June 2018 GBP
ISIN: XS1741755356
STRIKE DATE: 21/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10,941.0733174.82
FTSE 1007,556.4410364.79
S&P/ASX 2006,232.1348671.785

STRIKE DATE 21/06/2018
RETURN & BARRIERS
5% p.a. if above 70% 100% Autocall Trigger from 12 months 60% Final Level Barrier
P.A. RETURN 5.00% p.a.
ISIN XS1741755356
NEXT POTENTIAL MATURITY DATE 21/06/2023

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall August 2018 USD
ISIN: XS1763355994
STRIKE DATE: 07/08/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10983.4433174.82
OMX Stockholm 301619.8933006.37
HSI28248.8825294.03
S&P/ASX 2006253.9368671.785

STRIKE DATE 07/08/2018
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: 2.20% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763355994
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall August 2018 GBP
ISIN: XS1763355721
STRIKE DATE: 07/08/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10983.4433174.82
OMX Stockholm 301619.8933006.37
HSI28248.8825294.03
S&P/ASX 2006253.9368671.785

STRIKE DATE 07/08/2018
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: 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763355721
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note July 2018 GBP
ISIN: XS1829847109
STRIKE DATE: 27/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007316.2410364.79

STRIKE DATE 27/07/2018
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 3.335% p.a.
ISIN XS1829847109
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation July 2018 USD
ISIN: XS1829821724
STRIKE DATE: 26/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007663.1710364.79

STRIKE DATE 26/07/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 550% 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 7.443%
ISIN XS1829821724
NEXT POTENTIAL MATURITY DATE 26/07/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation Jul 2018 GBP
ISIN: XS1829821641
STRIKE DATE: 26/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007663.1710364.79

STRIKE DATE 26/07/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 310% 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 4.1953% p.a.
ISIN XS1829821641
NEXT POTENTIAL MATURITY DATE 26/07/2024

EXPAND CLOSE
Commerzbank Triple Index Memory Income Autocall July 2018 USD
ISIN: XS1715716855
STRIKE DATE: 24/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007709.0510364.79
Eurostoxx 503483.315732.71
S&P/ASX 2006265.8428671.785

STRIKE DATE 24/07/2018
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: GBP = 2% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715716855
NEXT POTENTIAL MATURITY DATE 24/01/2023

EXPAND CLOSE
Commerzbank Triple Index Memory Income Autocall July 2018 GBP
ISIN: XS1715716772
STRIKE DATE: 24/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007709.0510364.79
Eurostoxx 503483.315732.71
S&P/ASX 2006265.8428671.785

STRIKE DATE 24/07/2018
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: GBP = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715716772
NEXT POTENTIAL MATURITY DATE 24/01/2023

EXPAND CLOSE
BBVA 70-70 Low Hurdle Autocall July 2018 GBP
ISIN: XS1838127428
STRIKE DATE: 18/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007626.3310364.79
S&P 5002809.556575.32
Eurostoxx 503457.55732.71
S&P/ASX 2006203.648671.785

STRIKE DATE 18/07/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 6.80% p.a. Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS1838127428
NEXT POTENTIAL MATURITY DATE 18/07/2024

EXPAND CLOSE
BBVA 70-70 Low Hurdle Autocall July 2018 USD
ISIN: XS1838937776
STRIKE DATE: 18/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007626.3310364.79
S&P 5002809.556575.32
Eurostoxx 503457.55732.71
S&P/ASX 2006203.648671.785

STRIKE DATE 18/07/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 10.00% p.a. Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS1838937776
NEXT POTENTIAL MATURITY DATE 18/07/2024

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall July 2018 GBP
ISIN: XS1838127188
STRIKE DATE: 10/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007692.0410364.79
S&P 5002793.846575.32
Eurostoxx 503473.315732.71

STRIKE DATE 10/07/2018
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 = 1.30% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.20% p.a.
ISIN XS1838127188
NEXT POTENTIAL MATURITY DATE 10/07/2024

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall July 2018 USD
ISIN: XS1838926142
STRIKE DATE: 10/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007692.0410364.79
S&P 5002793.846575.32
Eurostoxx 503473.315732.71

STRIKE DATE 10/07/2018
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: USD = 1.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS1838926142
NEXT POTENTIAL MATURITY DATE 10/07/2024

EXPAND CLOSE
Commerzbank World Indices Classic Autocall GBP
ISIN: XS1715709561
STRIKE DATE: 17/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,556.60803006.37
S&P/ASX 2006,203.64008671.785
S&P/TSX 60980.48201913.651

STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.325% Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709561
NEXT POTENTIAL MATURITY DATE 17/07/2019

EXPAND CLOSE
Commerzbank World Indices Classic Autocall USD
ISIN: XS1715709645
STRIKE DATE: 17/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,556.60803006.37
S&P/ASX 2006,203.64008671.785
S&P/TSX 60980.48201913.651

STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.25% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709645
NEXT POTENTIAL MATURITY DATE 17/07/2019

EXPAND CLOSE
Natixis Memory Income Autocall June 2018 USD
ISIN: XS1763343552
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,990.38908671.785
IBEX 359,632.400017580.4
HSCEI12,020.09008504.81
Taiwan TAIEX10,949.080033174.82

STRIKE DATE 01/06/2018
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: 5% semi-annual (10% annual) Coupon Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.61% p.a.
ISIN XS1763343552
NEXT POTENTIAL MATURITY DATE 03/06/2024

EXPAND CLOSE
Commerbank IDAD Classic Autocall July 2018 USD
ISIN: XS1715662232
STRIKE DATE: 06/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8697.4212991.25
OMX Stockholm 301524.1713006.37
S&P/ASX 2006272.2918671.785
S&P/TSX 60969.6281913.651

STRIKE DATE 06/07/2018
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: 7.5% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662232
NEXT POTENTIAL MATURITY DATE 08/07/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall July 2018 GBP
ISIN: XS1715662315
STRIKE DATE: 06/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8697.4212991.25
OMX Stockholm 301524.1713006.37
S&P/ASX 2006272.2918671.785
S&P/TSX 60969.6281913.651

STRIKE DATE 06/07/2018
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: 5% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662315
NEXT POTENTIAL MATURITY DATE 08/07/2019

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall USD
ISIN: XS1833076141
STRIKE DATE: 22/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503441.65732.71
S&P/ASX 2006225.2258671.785
HSCEI11339.878504.81

STRIKE DATE 22/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.60% Semi-annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.60% p.a.
ISIN XS1833076141
NEXT POTENTIAL MATURITY DATE 23/09/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1715647787
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,515.3605732.71
OMX Stockholm 301,586.98403006.37
HSCEI12,047.75008504.81
Russell 20001,626.92802512.368

STRIKE DATE 25/05/2018
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: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 56% Final level (European style)
P.A. RETURN -4.296% p.a.
ISIN XS1715647787
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Natixis Asian Markets Memory Income Autocall May 2018 USD
ISIN: XS1763338552
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Singapore400.2800448.31
Nikkei 22522,450.790053739.68
Taiwan TAIEX10,942.300033174.82

STRIKE DATE 25/05/2018
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: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1763338552
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE