INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,955.2100 | 10679.03 |
| Eurostoxx 50 | 3,140.9400 | 6412.68 |
| OMX Stockholm 30 | 1,508.8750 | 3247.031 |
| S&P/ASX 200 | 5,843.0860 | 8844.412 |
STRIKE DATE 23/10/2018
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: EUR = 5.1% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623994
NEXT POTENTIAL MATURITY DATE 23/10/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,054.6000 | 10679.03 |
| Eurostoxx 50 | 3,243.0800 | 6412.68 |
| IBEX 35 | 8,997.2000 | 19852.4 |
STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 2.05% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1897327919
NEXT POTENTIAL MATURITY DATE 15/04/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,026.9900 | 10679.03 |
| IBEX 35 | 8,889.6000 | 19852.4 |
| Nasdaq 100 | 7,116.0880 | 29329.21 |
| HSI | 25,454.5500 | 23350.03 |
STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1896619597
NEXT POTENTIAL MATURITY DATE 18/10/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 9,953.7300 | 46780.62 |
| SMI | 8,779.1800 | 14424.24 |
| OMX Stockholm 30 | 1,543.8690 | 3247.031 |
| S&P/ASX 200 | 5,942.4140 | 8844.412 |
STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 51% Final level (European style)
P.A. RETURN
ISIN XS1849207862
NEXT POTENTIAL MATURITY DATE 19/10/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 1,760.9500 | 242.67 |
| Nvidia Corporation | 235.3800 | 194.83 |
| XPO Logistics | 100.7200 | 206.33 |
STRIKE DATE 15/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Reucing Autocall
Autocall Opportunities: Semi-Annual (First observation at 6 months)
Autocall Trigger: 100% of initial level, then reduce by 2% each observation
Coupon Rate: USD = 9.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1860689477
NEXT POTENTIAL MATURITY DATE 15/10/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6947.92 | 10679.03 |
STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 700%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: USD=1.31% Per Month (15.72% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.72% p.a
ISIN XS1860742896
NEXT POTENTIAL MATURITY DATE 21/10/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6947.92 | 10679.03 |
STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 360%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: GBP=1.00% Per Month (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS1860742623
NEXT POTENTIAL MATURITY DATE 21/10/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3153.91 | 6412.68 |
| S&P/TSX 60 | 905.811 | 2068.89 |
| OMX Stockholm 30 | 1478.442 | 3247.031 |
| S&P/ASX 200 | 5642.772 | 8844.412 |
STRIKE DATE 21/11/2018
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 = 3.70% Semi-Annual (7.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626323
NEXT POTENTIAL MATURITY DATE 23/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3153.91 | 6412.68 |
| S&P/TSX 60 | 905.811 | 2068.89 |
| OMX Stockholm 30 | 1478.442 | 3247.031 |
| S&P/ASX 200 | 5642.772 | 8844.412 |
STRIKE DATE 21/11/2018
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 = 2.78% Semi-Annual (5.56% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626240
NEXT POTENTIAL MATURITY DATE 23/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7117.28 | 10679.03 |
| S&P 500 | 2813.89 | 7483.24 |
| Eurostoxx 50 | 3246.16 | 6412.68 |
STRIKE DATE 07/11/2018
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: USD = 5.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715878085
NEXT POTENTIAL MATURITY DATE 07/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7117.28 | 10679.03 |
| S&P 500 | 2813.89 | 7483.24 |
| Eurostoxx 50 | 3246.16 | 6412.68 |
STRIKE DATE 07/11/2018
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: GBP = 4.25% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715877947
NEXT POTENTIAL MATURITY DATE 07/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 2923.43 | 7483.24 |
| S&P/ASX 200 | 6126.214 | 8844.412 |
| S&P/TSX 60 | 950.037 | 2068.89 |
| Nikkei 225 | 24270.62 | 69744.07 |
STRIKE DATE 02/10/2018
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% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715853682
NEXT POTENTIAL MATURITY DATE 04/10/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 2923.43 | 7483.24 |
| S&P/ASX 200 | 6126.214 | 8844.412 |
| S&P/TSX 60 | 950.037 | 2068.89 |
| Nikkei 225 | 24270.62 | 69744.07 |
STRIKE DATE 02/10/2018
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 = 6.40% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715853765
NEXT POTENTIAL MATURITY DATE 04/10/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7474.55 | 10679.03 |
| OMX Stockholm 30 | 1656.902 | 3247.031 |
| HSI | 27126.38 | 23350.03 |
| Eurostoxx 50 | 3388.99 | 6412.68 |
STRIKE DATE 02/10/2018
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 = 1.25% per Quarter - 5% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1876521110
NEXT POTENTIAL MATURITY DATE 02/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7474.55 | 10679.03 |
| OMX Stockholm 30 | 1656.902 | 3247.031 |
| HSI | 27126.38 | 23350.03 |
| Eurostoxx 50 | 3388.99 | 6412.68 |
STRIKE DATE 02/10/2018
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 = 1.6% per Quarter - 6.40% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS1876505857
NEXT POTENTIAL MATURITY DATE 02/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russian Depository Index | 1446.75 | 0 |
| Eurostoxx 50 | 3388.99 | 6412.68 |
| HSCEI | 10754.56 | 7699.76 |
STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 12.80% 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 12.80%
ISIN XS1889085863
NEXT POTENTIAL MATURITY DATE 05/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 8902 | 19852.4 |
| FTSE MIB | 19255.98 | 52818.85 |
| OMX Stockholm 30 | 1536.456 | 3247.031 |
| S&P/ASX 200 | 5895.671 | 8844.412 |
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 | 10679.03 |
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 | 10679.03 |
| S&P 500 | 2711.74 | 7483.24 |
| Eurostoxx 50 | 3197.51 | 6412.68 |
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 | 10679.03 |
| S&P 500 | 2711.74 | 7483.24 |
| Eurostoxx 50 | 3197.51 | 6412.68 |
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