INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis US Titans 60-60 Memory Income Autocall Nov 2018 USD
ISIN: XS1849218984
STRIKE DATE: 26/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,581.3300265.13
Netflix261.430078.24
Nvidia Corporation153.0500225.3
Salesforce126.41201.37

STRIKE DATE 26/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% Memory Income Rate: USD = 7.39% Semi-Annual (14.78% 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 XS1849218984
NEXT POTENTIAL MATURITY DATE 26/11/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall Nov 2018 GBP
ISIN: XS1815459760
STRIKE DATE: 23/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays164.5400519
Vodafone155.1200120.15
Lloyds57.2000115.3
BAT2,731.50004264
BT Group256.2500197.05

STRIKE DATE 23/11/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% Memory Income Rate: GBP = 2.82% Semi-Annual (11.28% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -0.57% p.a.
ISIN XS1815459760
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
Commerz Asian Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1715816051
STRIKE DATE: 31/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,920.460068308.59
MSCI Singapore342.6400542.1
HSCEI10,138.63008426.49

STRIKE DATE 31/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% Memory Income Rate: USD = 4% Semi-Annual (8% 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 XS1715816051
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
Natixis Quarterly Memory Income Autocall
ISIN: XS1815486656
STRIKE DATE: 22/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503112.86545.47
Russell 20001457.4543052.847
Taiwan TAIEX9894.6646021.48
S&P/ASX 2005858.7889188.494

STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.275% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486656
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Natixis Quarterly Memory Income Autocall
ISIN: XS1815486573
STRIKE DATE: 22/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503112.86545.47
Russell 20001457.4543052.847
Taiwan TAIEX9894.6646021.48
S&P/ASX 2005858.7889188.494

STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486573
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Jan 2019 GBP
ISIN: XS1715818347
STRIKE DATE: 16/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503077.226545.47
S&P/TSX 60903.9122168.34
OMX Stockholm 301468.8523281.461
S&P/ASX 2005835.1599188.494

STRIKE DATE 16/01/2019
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 = 2.75% 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 XS1715818347
NEXT POTENTIAL MATURITY DATE 18/01/2021

EXPAND CLOSE
Commerzbank Quarterly Memory Income Autocall Jan 2019 EUR
ISIN: XS1728652675
STRIKE DATE: 15/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 358,850.100020168.6
S&P/TSX 60900.20802168.34
OMX Stockholm 301,455.47603281.461
S&P/ASX 2005,814.56509188.494

STRIKE DATE 15/01/2019
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: EUR = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Underlying Basket Bloomberg Code: Spain: IBEX 35 IBEX Index, Canada: TSX 60 SPTSX60 Index, Sweden: OMX 30 OMX Index, Australia: ASX 200 AS51 Index
P.A. RETURN
ISIN XS1728652675
NEXT POTENTIAL MATURITY DATE 15/01/2020

EXPAND CLOSE
Goldman Sachs 95% Capital Protected Fixed Income Issuer Callable Nov USD 2018
ISIN: XS1866740902
STRIKE DATE: 16/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,663.190010772.67
S&P 5002,599.46007798.99
Eurostoxx 503,021.70006545.47

STRIKE DATE 16/11/2018
RETURN & BARRIERS
Investment Structure: Fixed IncomeIssuer Callable Growth Participation Note Callable Observations: Annually (First observation at 12 months) Fixed Coupon Rate: USD = 4% p.a. Capital Risk: 95% capital protected 100% returned if all above strike at maturity
P.A. RETURN
ISIN XS1866740902
NEXT POTENTIAL MATURITY DATE 18/11/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Dec 2018 USD
ISIN: XS1902105458
STRIKE DATE: 19/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006765.9410772.67

STRIKE DATE 19/12/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 600% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12% p.a.
ISIN XS1902105458
NEXT POTENTIAL MATURITY DATE 19/11/2024

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Dec 2018 GBP
ISIN: XS1902107587
STRIKE DATE: 19/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006765.9410772.67

STRIKE DATE 19/12/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 350% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP=0.75% Per Month (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9% p.a.
ISIN XS1902107587
NEXT POTENTIAL MATURITY DATE 19/11/2024

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Dec 2018 USD
ISIN: XS1866701839
STRIKE DATE: 06/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006704.0510772.67

STRIKE DATE 06/12/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 240% 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 8.886% pa.
ISIN XS1866701839
NEXT POTENTIAL MATURITY DATE 06/09/2024

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Dec 2018 GBP
ISIN: XS1902375754
STRIKE DATE: 12/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006880.1910772.67

STRIKE DATE 12/12/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected *Non-standard commission applies to this product*
P.A. RETURN 6.069% p.a.
ISIN XS1902375754
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Dec 2018 USD
ISIN: XS1728645380
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005601.9769188.494
Russell 20001410.8133052.847
Nikkei 22521374.8368308.59
Eurostoxx 503092.66545.47

STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645380
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Dec 2018 GBP
ISIN: XS1728645208
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,601.97609188.494
Russell 20001,410.81303052.847
Nikkei 22521,374.830068308.59
Eurostoxx 503,092.60006545.47

STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645208
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Dec 2018 USD
ISIN: XS1910825246
STRIKE DATE: 13/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006877.510772.67
S&P 5002650.547798.99
Eurostoxx 503112.176545.47

STRIKE DATE 13/12/2018
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 = 1.75% Quarterly (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825246
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Dec 2018 GBP
ISIN: XS1910825329
STRIKE DATE: 13/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006877.510772.67
S&P 5002650.547798.99
Eurostoxx 503112.176545.47

STRIKE DATE 13/12/2018
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 = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825329
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Commerzbank Developed Markets Autocall December 2018 USD
ISIN: XS1728638922
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110772.67
S&P 5002633.087798.99
Eurostoxx 503058.536545.47

STRIKE DATE 07/12/2018
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 = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638922
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
Commerzbank Developed Markets Autocall December 2018 GBP
ISIN: XS1728638849
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110772.67
S&P 5002633.087798.99
Eurostoxx 503058.536545.47

STRIKE DATE 07/12/2018
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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638849
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 GBP
ISIN: XS1888918619
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010772.67
OMX Stockholm 301,551.39503281.461
HSI26,486.350025396.51
Eurostoxx 503,214.41006545.47

STRIKE DATE 02/11/2018
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 = 1.25% 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 XS1888918619
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 USD
ISIN: XS1888917728
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010772.67
OMX Stockholm 301,551.39503281.461
HSI26,486.350025396.51
Eurostoxx 503,214.41006545.47

STRIKE DATE 02/11/2018
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 = 1.60% per quarter - 6.4% 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 XS1888917728
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE