INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank 60-60 Quarterly Memory Income Autocall USD
ISIN: XS1574035165
STRIKE DATE: 03/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Credit Suisse Group AG-Reg15.950.85
UBS Group AG16.2231.63
HDFC Bank Ltd ADR71.6136.48
ICICI Bank Ltd ADR8.3430.54

STRIKE DATE 03/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall with Step-Down Autocall opportunities: Quarterly Autocall Trigger: Starting at 100% then reduced by 2.11% every quarter Memory Income Rate: 2.5% Quarterly (10% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1574035165
NEXT POTENTIAL MATURITY DATE 04/12/2017

EXPAND CLOSE
Natixis Triple Index Catch-Up Income Autocall USD Apr 2017
ISIN: XS1468278293
STRIKE DATE: 07/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007349.379911.42
Russell 20001364.5632450.797
S&P/ASX 2005862.4698799.531

STRIKE DATE 07/04/2017
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: 1.95% Quarterly (7.8% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278293
NEXT POTENTIAL MATURITY DATE 08/04/2019

EXPAND CLOSE
Natixis Triple Index Catch-Up Income Autocall GBP Apr 2017
ISIN: XS1468278020
STRIKE DATE: 07/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007349.379911.42
Russell 20001364.5632450.797
S&P/ASX 2005862.4698799.531

STRIKE DATE 07/04/2017
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: 1.45% Quarterly (5.8% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278020
NEXT POTENTIAL MATURITY DATE 08/04/2019

EXPAND CLOSE
Investec USD Capital Protected FTSE Growth with Bonus Autocall
ISIN: XS1574750706
STRIKE DATE: 21/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007114.559911.42

STRIKE DATE 21/04/2017
RETURN & BARRIERS
Investment Structure: Growth Note with Bonus Autocall Autocall opportunity: At 36 months Autocall Trigger: 104.5% of initial level Bonus Coupon Rate: 9% (3% p.a.) Participation Rate: 75% of the un-capped (at full term) growth in the FTSE 100 Averaging: Monthly over the final year Capital Protected: 100% of initial investment
P.A. RETURN
ISIN XS1574750706
NEXT POTENTIAL MATURITY DATE 21/04/2023

EXPAND CLOSE
BBVA Diversified Markets Income Autocall GBP Apr 2017
ISIN: XS1572325410
STRIKE DATE: 06/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001364.4262450.797
OMX Stockholm 301564.0522806.047
S&P/ASX 2005856.2858799.531
S&P/TSX 60925.091815.21

STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.5% p.a. Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572325410
NEXT POTENTIAL MATURITY DATE 05/04/2019

EXPAND CLOSE
Investec Triple Index Income Autocall GBP Apr 2017
ISIN: XS1572142765
STRIKE DATE: 06/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,303.20009911.42
S&P 5002357.496850.92
Eurostoxx 503489.575787.31

STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually from 24 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.1% p.a. Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572142765
NEXT POTENTIAL MATURITY DATE 06/04/2022

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1468274979
STRIKE DATE: 24/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP451.85467.85
HSBC648.31117.4
Vodafone211.694.88

STRIKE DATE 24/03/2017
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
ISIN XS1468274979
NEXT POTENTIAL MATURITY DATE 24/03/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1468275190
STRIKE DATE: 24/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP451.85467.85
HSBC648.31117.4
Vodafone211.694.88

STRIKE DATE 24/03/2017
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
ISIN XS1468275190
NEXT POTENTIAL MATURITY DATE 24/03/2023

EXPAND CLOSE
BBVA Major Markets Income Autocall GBP
ISIN: XS1567740490
STRIKE DATE: 14/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007268.569911.42
S&P 5002337.586850.92
Eurostoxx 503308.895787.31

STRIKE DATE 14/02/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 3.5% (7% p.a.) Income Trigger: 80% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1567740490
NEXT POTENTIAL MATURITY DATE 14/08/2018

EXPAND CLOSE
BBVA Major Markets Income Autocall USD
ISIN: XS1567740730
STRIKE DATE: 14/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007268.569911.42
S&P 5002337.586850.92
Eurostoxx 503308.895787.31

STRIKE DATE 14/02/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 4.5% (9% p.a.) Income Trigger: 80% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1567740730
NEXT POTENTIAL MATURITY DATE 14/08/2018

EXPAND CLOSE
BBVA Worldwide Quarterly Memory Income Autocall USD
ISIN: XS1568974775
STRIKE DATE: 24/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001354.6422450.797
OMX Stockholm 301579.6982806.047
S&P/ASX 2005753.5478799.531
S&P/TSX 60910.731815.21

STRIKE DATE 24/03/2017
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: 2% quarterly (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 XS1568974775
NEXT POTENTIAL MATURITY DATE 24/09/2018

EXPAND CLOSE
BBVA Worldwide Quarterly Memory Income Autocall GBP
ISIN: XS1568979907
STRIKE DATE: 24/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001354.6422450.797
OMX Stockholm 301579.6982806.047
S&P/ASX 2005753.5478799.531
S&P/TSX 60910.731815.21

STRIKE DATE 24/03/2017
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: 1.5% quarterly (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 XS1568979907
NEXT POTENTIAL MATURITY DATE 24/09/2018

EXPAND CLOSE
Investec Triple Index Fixed Income
ISIN: XS1549583802
STRIKE DATE: 15/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007302.419911.42
S&P 5002347.226850.92
Eurostoxx 503311.045787.31

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Income Rate: 4.4% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1549583802
NEXT POTENTIAL MATURITY DATE 15/02/2023

EXPAND CLOSE
BBVA Diversified Markets Income Autocall
ISIN: XS1549367180
STRIKE DATE: 15/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001399.1332450.797
OMX Stockholm 301576.3272806.047
S&P/ASX 2005819.3138799.531
S&P/TSX 60935.331815.21

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.6% p.a. (Gross) Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1549367180
NEXT POTENTIAL MATURITY DATE 15/02/2019

EXPAND CLOSE
BBVA Capital Protected Equally Weighted Growth
ISIN: XS1558414600
STRIKE DATE: 06/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HG UK Absolute Return Fund6.95258.2352
HH Euro Corporate Bond Fund X2 EUR Acc134.32138.8

STRIKE DATE 06/03/2017
RETURN & BARRIERS
Investment Structure: 100% Capital Protected plus Equally Weighted Growth Capital Protection: 100% of initial investment Growth Participation: 100% of the averaged equally weighted performance Averaging: Monthly over the final 12 months
P.A. RETURN
ISIN XS1558414600
NEXT POTENTIAL MATURITY DATE 20/03/2023

EXPAND CLOSE
Natixis Diversified Markets Income Autocall GBP
ISIN: XS1468266520
STRIKE DATE: 24/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007243.79911.42
Eurostoxx 503304.095787.31
S&P/ASX 2005738.9858799.531
MSCI Taiwan360.451210.16

STRIKE DATE 24/02/2017
RETURN & BARRIERS
3% semi-annual if all above 60%, 100% autocall Trigger, 60% European Barrier
P.A. RETURN
ISIN XS1468266520
NEXT POTENTIAL MATURITY DATE 24/08/2022

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1562596590
STRIKE DATE: 10/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8669.9712793.74
OMX Stockholm 301587.9282806.047
S&P/ASX 2005775.6158799.531
S&P/TSX 60916.71815.21

STRIKE DATE 10/03/2017
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 XS1562596590
NEXT POTENTIAL MATURITY DATE 12/03/2018

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1562597051
STRIKE DATE: 10/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8669.9712793.74
OMX Stockholm 301587.9282806.047
S&P/ASX 2005775.6158799.531
S&P/TSX 60916.71815.21

STRIKE DATE 10/03/2017
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 XS1562597051
NEXT POTENTIAL MATURITY DATE 12/03/2018

EXPAND CLOSE
Commerzbank 60-60 Global Income Autocall Jul 2016 GBP
ISIN: XS1445568444
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8194.7312793.74
OMX Stockholm 301377.46902806.047
S&P/ASX 2005498.18708799.531
S&P/TSX 60850.34001815.21

STRIKE DATE 22/07/2016
RETURN & BARRIERS
3% semi-annual if all above 60% 100% autocall from year 1 60% European barrier
P.A. RETURN
ISIN XS1445568444
NEXT POTENTIAL MATURITY DATE 24/07/2017

    EXPAND CLOSE
    Commerzbank Diversified Markets Income Autocall USD
    ISIN: XS1555980264
    STRIKE DATE: 15/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001404.2072450.797
    OMX Stockholm 301574.0232806.047
    S&P/ASX 2005809.0748799.531
    S&P/TSX 60934.691815.21

    STRIKE DATE 15/02/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 3.23% semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1555980264
    NEXT POTENTIAL MATURITY DATE 15/08/2018

    EXPAND CLOSE