INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Triple Index Fixed Income Jul 2016 GBP
ISIN: XS1424841614
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006730.489911.42
S&P 5002175.036850.92
Eurostoxx 502972.235787.31

STRIKE DATE 22/07/2016
RETURN & BARRIERS
1.2% Quarterly Fixed 65% European Barrier
P.A. RETURN
ISIN XS1424841614
NEXT POTENTIAL MATURITY DATE 22/07/2022

    EXPAND CLOSE
    Credit Suisse Diversified Markets Income Autocall
    ISIN: XS1494506618
    STRIKE DATE: 11/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001282.3942450.797
    OMX Stockholm 301451.532806.047
    S&P/ASX 2005370.7388799.531
    S&P/TSX 60858.91815.21

    STRIKE DATE 11/11/2016
    RETURN & BARRIERS
    5.6% p.a. if all above 60%, 100% Autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1494506618
    NEXT POTENTIAL MATURITY DATE 13/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1510682278
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5512793.74
    OMX Stockholm 301476.4742806.047
    S&P/ASX 2005359.4158799.531
    S&P/TSX 60878.271815.21

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4% semi-annual snowballing (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 XS1510682278
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1510687152
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5512793.74
    OMX Stockholm 301476.4742806.047
    S&P/ASX 2005359.4158799.531
    S&P/TSX 60878.271815.21

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual snowballing (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1510687152
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    Investec Triple Index Fixed Income Nov 2016 GBP
    ISIN: XS1505151149
    STRIKE DATE: 11/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006730.439911.42
    Eurostoxx 502164.205787.31
    S&P 5003030.026850.92

    STRIKE DATE 11/11/2016
    RETURN & BARRIERS
    1.1% Quarterly Fixed, 65% European Barrier
    P.A. RETURN
    ISIN XS1505151149
    NEXT POTENTIAL MATURITY DATE 11/11/2022

    EXPAND CLOSE
    Credit Suisse Diversified Markets Income Autocall Oct 2016 GBP
    ISIN: XS1444039835
    STRIKE DATE: 07/10/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8214.5912793.74
    OMX Stockholm 301451.6532806.047
    S&P/ASX 2005467.398799.531
    S&P/TSX 60851.001815.21

    STRIKE DATE 07/10/2016
    RETURN & BARRIERS
    5.75% p.a. if all above 65%, 100% Autocall, 65% European Barrier
    P.A. RETURN
    ISIN XS1444039835
    NEXT POTENTIAL MATURITY DATE 09/10/2017

      EXPAND CLOSE
      Investec Triple Index Fixed Income Oct 2016 GBP
      ISIN: XS1488344232
      STRIKE DATE: 07/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Investec
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007044.399911.42
      S&P 5002153.746850.92
      Eurostoxx 503000.575787.31

      STRIKE DATE 07/10/2016
      RETURN & BARRIERS
      1.1% Quarterly Fixed, 65% European Barrier
      P.A. RETURN
      ISIN XS1488344232
      NEXT POTENTIAL MATURITY DATE 07/10/2022

        EXPAND CLOSE
        Commerzbank Global Markets Catch-Up Income Autocall
        ISIN: XS1501554015
        STRIKE DATE: 17/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI8000.9612793.74
        OMX Stockholm 301438.2812806.047
        S&P/ASX 2005388.688799.531
        S&P/TSX 60850.341815.21

        STRIKE DATE 17/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.75% semi-annual snowballing (7.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS1501554015
        NEXT POTENTIAL MATURITY DATE 17/10/2017

        EXPAND CLOSE
        Investec Capital Protected Growth Note GBP
        ISIN: XS1498578340
        STRIKE DATE: 24/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Investec
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        EVEN 302156.942353.61

        STRIKE DATE 24/10/2016
        RETURN & BARRIERS
        Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30™ Index Averaged monthly over the final 12 months
        P.A. RETURN
        ISIN XS1498578340
        NEXT POTENTIAL MATURITY DATE 26/10/2022

        EXPAND CLOSE
        Commerzbank Emerging Markets 60:60 Income Step-Down USD
        ISIN: XS1497618964
        STRIKE DATE: 14/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        iShares MSCI Mexico49.9868.16
        iShares MSCI Brazil (EWZ)36.0533.22
        VanEck Vectors Russia18.465.6187
        Wisdomtree India Earnings Fund21.5946.47

        STRIKE DATE 14/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 5.5% semi-annual (11% 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 XS1497618964
        NEXT POTENTIAL MATURITY DATE 16/10/2017

        EXPAND CLOSE
        Commerzbank Emerging Markets 60:60 Income Step-Down GBP
        ISIN: XS1497676491
        STRIKE DATE: 14/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        iShares MSCI Mexico49.9868.16
        iShares MSCI Brazil (EWZ)36.0533.22
        VanEck Vectors Russia18.465.6187
        Wisdomtree India Earnings Fund21.5946.47

        STRIKE DATE 14/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 4.75% semi-annual (9.5% 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 XS1497676491
        NEXT POTENTIAL MATURITY DATE 16/10/2017

        EXPAND CLOSE
        Natixis 60:60 Global Income Autocall GBP
        ISIN: XS1373388583
        STRIKE DATE: 28/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE MIB17324.2344792.64
        Russell 20001187.6132450.797
        S&P/ASX 2005283.8388799.531
        Nikkei 22517446.4151063.31

        STRIKE DATE 28/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3.1% semi-annual (6.2% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS1373388583
        NEXT POTENTIAL MATURITY DATE 30/10/2017

        EXPAND CLOSE
        Commerzbank 6Y Phoenix Autocall Sep 2016 USD
        ISIN: XS1487948801
        STRIKE DATE: 01/09/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2005415.56408799.531
        S&P/TSX 60855.601815.21
        SMI8142.6412793.74
        OMX Stockholm 301417.582806.047

        STRIKE DATE 01/09/2016
        RETURN & BARRIERS
        16.20 % p.a if all above 80%, 100% autocall,70% European Barrier
        P.A. RETURN
        ISIN XS1487948801
        NEXT POTENTIAL MATURITY DATE 01/09/2017

          EXPAND CLOSE
          Investec Triple Index Fixed Income Sep 2016 GBP
          ISIN: XS1463148483
          STRIKE DATE: 02/09/2016
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Investec
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1006894.609911.42
          S&P 5002179.986850.92
          Eurostoxx 503079.745787.31

          STRIKE DATE 02/09/2016
          RETURN & BARRIERS
          1.05% Qtrly Fixed, 65% European Barrier
          P.A. RETURN
          ISIN XS1463148483
          NEXT POTENTIAL MATURITY DATE 02/09/2022

            EXPAND CLOSE
            Commerzbank Diversified Markets Income Autocall Sep 2016 GBP
            ISIN: XS1464652939
            STRIKE DATE: 02/09/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Commerzbank
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P/ASX 2005372.8048799.531
            S&P/TSX 60861.561815.21
            SMI8294.3012793.74
            OMX Stockholm 301437.2392806.047

            STRIKE DATE 02/09/2016
            RETURN & BARRIERS
            6.5% p.a. if all above 65%, 100% autocall, 65% European Barrier
            P.A. RETURN
            ISIN XS1464652939
            NEXT POTENTIAL MATURITY DATE 05/09/2017

              EXPAND CLOSE
              Natixis FTSE 150 Autocallable Super Tracker
              ISIN: XS1373380093
              STRIKE DATE: 03/10/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE Custom 1501356.321539.92

              STRIKE DATE 03/10/2016
              RETURN & BARRIERS
              Investment Structure: Autocallable Super Tracker Autocall Opportunity: End of year 2 only Autocall Trigger: 105% of initial level Coupon Rate: 20% (10% annually) Gross Participation Rate: 150% of growth (if no Autocall) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN XS1373380093
              NEXT POTENTIAL MATURITY DATE 03/10/2018

              EXPAND CLOSE
              Investec Capital Protected Growth Note USD
              ISIN: XS1484536674
              STRIKE DATE: 23/09/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Investec
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              EVEN 302200.802353.61

              STRIKE DATE 23/09/2016
              RETURN & BARRIERS
              Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 130% x performance of Investec EVEN30™ Index Averaged monthly over the final 12 months
              P.A. RETURN
              ISIN XS1484536674
              NEXT POTENTIAL MATURITY DATE 23/09/2022

              EXPAND CLOSE
              BBVA 60:60 Global Income Autocall
              ISIN: XS1482770283
              STRIKE DATE: 23/09/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE MIB16452.8444792.64
              Russell 20001254.6232450.797
              S&P/ASX 2005431.2978799.531
              Nikkei 22516754.0251063.31

              STRIKE DATE 23/09/2016
              RETURN & BARRIERS
              Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3.4% semi-annual (6.8% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN XS1482770283
              NEXT POTENTIAL MATURITY DATE 25/09/2017

              EXPAND CLOSE
              Natixis 60:60 Global Income Autocall
              ISIN: XS1373377974
              STRIKE DATE: 19/09/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE 1006,813.55009911.42
              Russell 20001,232.52602450.797
              S&P/ASX 2005,294.76308799.531
              HSCEI9,747.75009538.99

              STRIKE DATE 19/09/2016
              RETURN & BARRIERS
              Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3% semi-annual (6% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN XS1373377974
              NEXT POTENTIAL MATURITY DATE 19/09/2017

              EXPAND CLOSE
              Investec Capital Protected Growth Note
              ISIN: XS1481839964
              STRIKE DATE: 23/09/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Investec
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              EVEN 302200.802353.61

              STRIKE DATE 23/09/2016
              RETURN & BARRIERS
              Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30™ Index Averaged monthly over the final 12 months
              P.A. RETURN
              ISIN XS1481839964
              NEXT POTENTIAL MATURITY DATE 27/09/2022

              EXPAND CLOSE