INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 8902 | 18764.4 |
| FTSE MIB | 19255.98 | 51497.21 |
| OMX Stockholm 30 | 1536.456 | 3113.57 |
| S&P/ASX 200 | 5895.671 | 8804.037 |
STRIKE DATE 12/10/2018
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: USD = 1.50% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1886526208
NEXT POTENTIAL MATURITY DATE 12/10/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,040.6800 | 10471.72 |
STRIKE DATE 06/11/2018
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 Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN 5.33% p.a.
ISIN XS1786121662
NEXT POTENTIAL MATURITY DATE 06/11/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7128.1 | 10471.72 |
| S&P 500 | 2711.74 | 7431.46 |
| Eurostoxx 50 | 3197.51 | 6187.63 |
STRIKE DATE 31/10/2018
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: USD = 1.85% Quarterly (7.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1888200422
NEXT POTENTIAL MATURITY DATE 01/11/2021
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7128.1 | 10471.72 |
| S&P 500 | 2711.74 | 7431.46 |
| Eurostoxx 50 | 3197.51 | 6187.63 |
STRIKE DATE 31/10/2018
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 (6.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1888200265
NEXT POTENTIAL MATURITY DATE 01/11/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10279.32 | 8374.43 |
| FTSE MIB | 19185.14 | 51497.21 |
| OMX Stockholm 30 | 1531.256 | 3113.57 |
| S&P/ASX 200 | 5840.795 | 8804.037 |
STRIKE DATE 01/11/2018
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: USD = 1.78% Quarterly (7.12% 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 XS1715868797
NEXT POTENTIAL MATURITY DATE 01/02/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10279.32 | 8374.43 |
| FTSE MIB | 19185.14 | 51497.21 |
| OMX Stockholm 30 | 1531.256 | 3113.57 |
| S&P/ASX 200 | 5840.795 | 8804.037 |
STRIKE DATE 01/11/2018
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 = 1.35% Quarterly (5.40% 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 XS1715868524
NEXT POTENTIAL MATURITY DATE 01/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7035.85 | 10471.72 |
| S&P 500 | 2682.63 | 7431.46 |
| Eurostoxx 50 | 3147.13 | 6187.63 |
STRIKE DATE 30/10/2018
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 = 1.75% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1884810356
NEXT POTENTIAL MATURITY DATE 31/01/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7035.85 | 10471.72 |
| S&P 500 | 2682.63 | 7431.46 |
| Eurostoxx 50 | 3147.13 | 6187.63 |
STRIKE DATE 30/10/2018
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 = 1.325% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1884803146
NEXT POTENTIAL MATURITY DATE 31/01/2022
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,960.0800 | 13708.02 |
| OMX Stockholm 30 | 1,621.8480 | 3113.57 |
| FTSE 100 | 7,281.5700 | 10471.72 |
| S&P/TSX 60 | 948.5220 | 2050.451 |
STRIKE DATE 13/09/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 2.8% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715858137
NEXT POTENTIAL MATURITY DATE 17/09/2019
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7054.6 | 10471.72 |
STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 660%
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 14.40% p.a.
ISIN XS1755315642
NEXT POTENTIAL MATURITY DATE 17/10/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7054.6 | 10471.72 |
STRIKE DATE 17/10/2018
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 9.7445% p.a.
ISIN XS1755318075
NEXT POTENTIAL MATURITY DATE 17/10/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 5732 | 13462 |
| BP | 544 | 534.5 |
| HSBC | 635.4362 | 1372.8 |
| Vodafone | 166.2 | 115.75 |
STRIKE DATE 11/09/2018
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 = 2.2% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.12% p.a.
ISIN XS1815158560
NEXT POTENTIAL MATURITY DATE 11/09/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7059.4 | 10471.72 |
| S&P/TSX 60 | 920.379 | 2050.451 |
| OMX Stockholm 30 | 1554.161 | 3113.57 |
| S&P/ASX 200 | 5869.881 | 8804.037 |
STRIKE DATE 16/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: USD = 3.30% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715858301
NEXT POTENTIAL MATURITY DATE 19/04/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7059.4 | 10471.72 |
| S&P/TSX 60 | 920.379 | 2050.451 |
| OMX Stockholm 30 | 1554.161 | 3113.57 |
| S&P/ASX 200 | 5869.881 | 8804.037 |
STRIKE DATE 16/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.55% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715858210
NEXT POTENTIAL MATURITY DATE 19/04/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7418.34 | 10471.72 |
| OMX Stockholm 30 | 1648.961 | 3113.57 |
| S&P/ASX 200 | 6176.297 | 8804.037 |
| HSI | 26623.87 | 24718.1 |
STRIKE DATE 04/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 6.2% p.a.
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.10% p.a.
ISIN XS1715850316
NEXT POTENTIAL MATURITY DATE 08/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7418.34 | 10471.72 |
| Eurostoxx 50 | 3375.08 | 6187.63 |
| S&P 500 | 2901.61 | 7431.46 |
STRIKE DATE 04/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually
(First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.80%
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS1877557436
NEXT POTENTIAL MATURITY DATE 04/10/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,063.9400 | 44169.04 |
| MSCI Singapore | 363.8200 | 456.05 |
| S&P/ASX 200 | 6,319.4980 | 8804.037 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 7.20% p.a.
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS1804741533
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,063.9400 | 44169.04 |
| MSCI Singapore | 363.8200 | 456.05 |
| S&P/ASX 200 | 6,319.4980 | 8804.037 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.00% p.a.
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1804741616
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,392.9000 | 6187.63 |
| FTSE 100 | 7,432.4200 | 10471.72 |
| OMX Stockholm 30 | 1,658.1630 | 3113.57 |
| HSI | 27,888.5500 | 24718.1 |
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: USD = 6.60% 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 3.30% p.a.
ISIN XS1862518229
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,392.9000 | 6187.63 |
| FTSE 100 | 7,432.4200 | 10471.72 |
| OMX Stockholm 30 | 1,658.1630 | 3113.57 |
| HSI | 27,888.5500 | 24718.1 |
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