INTERNATIONAL PRODUCTS

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703932795
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852332
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703937752
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852415
NEXT POTENTIAL MATURITY DATE 10/02/2023

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/11/2017
RETURN & BARRIERS
5.27% Semi-annual coupon if above 60% 100% Autocall trigger semi-annual after 12 months Autocall Step-down 2.5% Semi-annual Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1631524441
NEXT POTENTIAL MATURITY DATE 09/11/2018

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.00% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 4.0% p.a.
ISIN XS1716972473
NEXT POTENTIAL MATURITY DATE 12/12/2024

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.80% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.6% p.a.
ISIN XS1716973521
NEXT POTENTIAL MATURITY DATE 12/12/2024

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.0%
ISIN XS1716972390
NEXT POTENTIAL MATURITY DATE 12/12/2024

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/11/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 6% semi-annual (12% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694627479
NEXT POTENTIAL MATURITY DATE 04/11/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 03/11/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 5% semi-annual (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694625937
NEXT POTENTIAL MATURITY DATE 04/11/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/12/2017
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 Coupon Rate: 3.25% semi-annual (6.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1711687597
NEXT POTENTIAL MATURITY DATE 02/12/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/12/2017
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 Coupon Rate: 2.75% semi-annual (5.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1711703543
NEXT POTENTIAL MATURITY DATE 02/12/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 6.75% semi-annual (13.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708314890
NEXT POTENTIAL MATURITY DATE 02/12/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 5.25% semi-annual (10.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708318537
NEXT POTENTIAL MATURITY DATE 02/12/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/12/2017
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: 1.90% quarterly (7.60% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.665% p.a.
ISIN XS1707686397
NEXT POTENTIAL MATURITY DATE 05/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/12/2017
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: 1.50% quarterly (6.00% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.23% p.a.
ISIN XS1707686470
NEXT POTENTIAL MATURITY DATE 05/12/2023

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5% per annum if all above 60% 100% Autocall from 24 months 60% Final Level Barrier (European Style)
P.A. RETURN 5.00% p.a.
ISIN XS1673595234
NEXT POTENTIAL MATURITY DATE 06/10/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/10/2017
RETURN & BARRIERS
7% per annum if all above 70% 100% Autocall 60% Final Level Barrier (European Style)
P.A. RETURN 7.00% p.a.
ISIN XS1672347041
NEXT POTENTIAL MATURITY DATE 06/10/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5.2% p.a. if all above 70% 100% Annual Autocall 60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1672110894
NEXT POTENTIAL MATURITY DATE 06/10/2020

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680860670
NEXT POTENTIAL MATURITY DATE 06/01/2020

• FACTSHEET