INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 6,960.9190 | 24019.99 |
| Eurostoxx 50 | 3,515.360 | 5732.71 |
| S&P/ASX 200 | 6,032.8240 | 8671.785 |
| HSI | 30,588.0400 | 25294.03 |
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 3.776% p.a.
ISIN XS1829292470
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7537.92 | 10364.79 |
| Russell 2000 | 1668.527 | 2512.368 |
| S&P/ASX 200 | 6197.612 | 8671.785 |
STRIKE DATE 26/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: USD = 1.625% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS1817585976
NEXT POTENTIAL MATURITY DATE 26/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7537.92 | 10364.79 |
| Russell 2000 | 1668.527 | 2512.368 |
| S&P/ASX 200 | 6197.612 | 8671.785 |
STRIKE DATE 26/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: 1.21% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.84% p.a.
ISIN XS1817585893
NEXT POTENTIAL MATURITY DATE 26/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,633.9100 | 10364.79 |
STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 500%
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 5.548% p.a.
ISIN XS1810774338
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,633.9100 | 10364.79 |
STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 280%
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 3.107% p.a.
ISIN XS1810774411
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 7083.925 | 24019.99 |
| FTSE 100 | 7701.77 | 10364.79 |
| HSCEI | 12020.09 | 8504.81 |
| S&P/ASX 200 | 5990.389 | 8671.785 |
STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: 2.70% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.79% p.a.
ISIN XS1791593178
NEXT POTENTIAL MATURITY DATE 13/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 7083.925 | 24019.99 |
| FTSE 100 | 7701.77 | 10364.79 |
| HSCEI | 12020.09 | 8504.81 |
| S&P/ASX 200 | 5990.389 | 8671.785 |
STRIKE DATE 01/06/2018
RETURN & BARRIERS
nvestment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: 2.10% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.79% p.a.
ISIN XS1791593095
NEXT POTENTIAL MATURITY DATE 13/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7704.4 | 10364.79 |
| S&P/ASX 200 | 6057.292 | 8671.785 |
| HSCEI | 12407.8 | 8504.81 |
STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.75% Quarterly
Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873732
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7704.4 | 10364.79 |
| S&P/ASX 200 | 6057.292 | 8671.785 |
| HSCEI | 12407.8 | 8504.81 |
STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.50% Quarterly
Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873658
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,445.4900 | 5732.71 |
STRIKE DATE 12/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.19% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1817588566
NEXT POTENTIAL MATURITY DATE 12/07/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 12,047.7500 | 8504.81 |
| FTSE 100 | 7,730.2800 | 10364.79 |
| S&P/ASX 200 | 6,032.8240 | 8671.785 |
| Russell 2000 | 1,626.9280 | 2512.368 |
STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Maximum Term: 3.5 years
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.90% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808877689
NEXT POTENTIAL MATURITY DATE 25/11/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 12,047.7500 | 8504.81 |
| FTSE 100 | 7,730.2800 | 10364.79 |
| S&P/ASX 200 | 6,032.8240 | 8671.785 |
| Russell 2000 | 1,626.9280 | 2512.368 |
STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Maximum Term: 3.5 years
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.40% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808875980
NEXT POTENTIAL MATURITY DATE 25/11/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7593.29 | 10364.79 |
| S&P 500 | 2713.22 | 6575.32 |
| OMX Stockholm 30 | 1538.395 | 3006.37 |
| S&P/ASX 200 | 6210.206 | 8671.785 |
STRIKE DATE 03/07/2018
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: 3.40% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a
ISIN XS1817629188
NEXT POTENTIAL MATURITY DATE 03/01/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7593.29 | 10364.79 |
| S&P 500 | 2713.22 | 6575.32 |
| OMX Stockholm 30 | 1538.395 | 3006.37 |
| S&P/ASX 200 | 6210.206 | 8671.785 |
STRIKE DATE 03/07/2018
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: 2.50% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1817629006
NEXT POTENTIAL MATURITY DATE 04/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,940.4600 | 12991.25 |
| OMX Stockholm 30 | 1,621.6140 | 3006.37 |
| S&P/ASX 200 | 6,087.3580 | 8671.785 |
| S&P/TSX 60 | 957.8540 | 1913.651 |
STRIKE DATE 18/05/2018
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-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674266
NEXT POTENTIAL MATURITY DATE 18/11/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,940.460 | 12991.25 |
| OMX Stockholm 30 | 1,621.6140 | 3006.37 |
| S&P/ASX 200 | 6,087.3580 | 8671.785 |
| S&P/TSX 60 | 957.8540 | 1913.651 |
STRIKE DATE 18/05/2018
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: 9.5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,722.9800 | 10364.79 |
STRIKE DATE 15/05/2018
RETURN & BARRIERS
Investment Structure: Annual Classic Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 7.05% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS1820753884
NEXT POTENTIAL MATURITY DATE 15/05/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,565.5200 | 5732.71 |
| OMX Stockholm 30 | 1,603.2520 | 3006.37 |
| S&P/ASX 200 | 6,116.1870 | 8671.785 |
| S&P/TSX 60 | 947.6940 | 1913.651 |
STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714821516
NEXT POTENTIAL MATURITY DATE 11/05/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,565.5200 | 5732.71 |
| OMX Stockholm 30 | 1,603.2520 | 3006.37 |
| S&P/ASX 200 | 6,116.1870 | 8671.785 |
| S&P/TSX 60 | 947.6940 | 1913.651 |
STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 6.8% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822324
NEXT POTENTIAL MATURITY DATE 11/05/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,993.51 | 12991.25 |
| OMX Stockholm 30 | 1,603.252 | 3006.37 |
| S&P/ASX 200 | 6,116.187 | 8671.785 |
| S&P/TSX 60 | 947.694 | 1913.651 |
STRIKE DATE 11/05/2018
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: 8% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1820077060
NEXT POTENTIAL MATURITY DATE 12/11/2019