INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7331.12 | 10679.03 |
| S&P 500 | 2907.95 | 7483.24 |
| Eurostoxx 50 | 3368.56 | 6412.68 |
STRIKE DATE 19/09/2018
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 = 1.35% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style
P.A. RETURN 5.40% p.a.
ISIN XS1867120567
NEXT POTENTIAL MATURITY DATE 19/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7331.12 | 10679.03 |
| S&P 500 | 2907.95 | 7483.24 |
| Eurostoxx 50 | 3368.56 | 6412.68 |
STRIKE DATE 18/12/2018
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 = 1.75% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS1867120724
NEXT POTENTIAL MATURITY DATE 19/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 6015 | 14456 |
| BP | 555.3 | 467.15 |
| HSBC | 698.7047 | 1451 |
| Vodafone | 178.78 | 98.7 |
STRIKE DATE 14/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.7% Semi-Annual Memory Coupon plus an additional 1% semi-annual coupon if autocalled
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -6.018% p.a.
ISIN XS1852319257
NEXT POTENTIAL MATURITY DATE 14/08/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10972.41 | 46780.62 |
| MSCI Singapore | 364.61 | 489.28 |
| HSCEI | 11027.13 | 7699.76 |
STRIKE DATE 21/09/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.25% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.468% p.a.
ISIN XS1815156788
NEXT POTENTIAL MATURITY DATE 23/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10972.41 | 46780.62 |
| MSCI Singapore | 364.61 | 489.28 |
| HSCEI | 11027.13 | 7699.76 |
STRIKE DATE 21/09/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.51% p.a.
ISIN XS1815156606
NEXT POTENTIAL MATURITY DATE 23/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10760.21 | 46780.62 |
| MSCI Singapore | 355.07 | 489.28 |
| HSI | 27084.66 | 23350.03 |
| FTSE 100 | 7300.23 | 10679.03 |
STRIKE DATE 18/09/2018
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: USD = 2.10% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815155897
NEXT POTENTIAL MATURITY DATE 18/12/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10760.21 | 46780.62 |
| MSCI Singapore | 355.07 | 489.28 |
| HSI | 27084.66 | 23350.03 |
| FTSE 100 | 7300.23 | 10679.03 |
STRIKE DATE 18/09/2018
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 = 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815155624
NEXT POTENTIAL MATURITY DATE 18/12/2019
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,973.8800 | 10679.03 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: 90% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 90% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: GBP = 2% Quarterly (6% p.a.)
Capital Risk: Max 10% capital at risk
Capital Protection: 90% Capital Protected
P.A. RETURN 2.831136% p.a.
ISIN XS1852225272
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,057.5100 | 46780.62 |
| OMX Stockholm 30 | 1,615.5960 | 3247.031 |
| S&P/ASX 200 | 6,280.201 | 8844.412 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763352975
NEXT POTENTIAL MATURITY DATE 03/08/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,057.5100 | 46780.62 |
| OMX Stockholm 30 | 1,615.5960 | 3247.031 |
| S&P/ASX 200 | 6,280.201 | 8844.412 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 7.3% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763352892
NEXT POTENTIAL MATURITY DATE 03/08/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,525.4900 | 6412.68 |
| FTSE 100 | 7,748.760 | 10679.03 |
| Russell 2000 | 1,670.8050 | 2996.11 |
| HSI | 28,583.0100 | 23350.03 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.166% p.a.
ISIN XS1846754809
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,525.4900 | 6412.68 |
| FTSE 100 | 7,748.760 | 10679.03 |
| Russell 2000 | 1,670.8050 | 2996.11 |
| HSI | 28,583.0100 | 23350.03 |
STRIKE DATE 31/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 6.75% p.a.
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.541% p.a.
ISIN XS1846755103
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7318.96 | 10679.03 |
STRIKE DATE 06/09/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 650%
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 12.76% p.a.
ISIN XS1852251278
NEXT POTENTIAL MATURITY DATE 06/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7318.96 | 10679.03 |
STRIKE DATE 06/09/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 325%
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 6.38% p.a.
ISIN XS1852251195
NEXT POTENTIAL MATURITY DATE 06/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6917.4915 | 10679.03 |
STRIKE DATE 13/09/2018
RETURN & BARRIERS
Investment Structure: 95% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 95% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: GBP = 1.5% Quarterly (6% p.a.)
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN 3.82% p.a.
ISIN XS1852244497
NEXT POTENTIAL MATURITY DATE 13/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 188.0000 | 522.3 |
| Vodafone | 175.1000 | 98.7 |
| Lloyds | 62.4400 | 115.05 |
| BAT | 4177 | 4621 |
| BT Group | 222.5000 | 188.45 |
STRIKE DATE 25/07/2018
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 = 2.85% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -6.865% p.a.
ISIN XS1763357263
NEXT POTENTIAL MATURITY DATE 01/08/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,601.3750 | 3247.031 |
| S&P/ASX 200 | 6,265.8420 | 8844.412 |
| HSCEI | 10,973.9200 | 7699.76 |
| Taiwan TAIEX | 10,995.3900 | 46780.62 |
STRIKE DATE 24/07/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall with Reducing Autocall
Autocall opportunities: Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 5% each year
Memory Income Rate: 10.85% Annual
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.913% p.a.
ISIN XS1804729322
NEXT POTENTIAL MATURITY DATE 24/07/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10,778.9900 | 46780.62 |
| SMI | 8,824.6700 | 14424.24 |
| S&P/TSX 60 | 980.4820 | 2068.89 |
STRIKE DATE 17/07/2018
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: 1.75% Quarterly
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS1804732540
NEXT POTENTIAL MATURITY DATE 18/01/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3311.66 | 6412.68 |
STRIKE DATE 11/09/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: EUR = 2.14% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1840242843
NEXT POTENTIAL MATURITY DATE 11/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7741.77 | 10679.03 |
| HSI | 28607.3 | 23350.03 |
| IBEX 35 | 9754.6 | 19852.4 |
STRIKE DATE 09/08/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: USD = 5.00% semi-annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -1.696% p.a.
ISIN XS1860213989
NEXT POTENTIAL MATURITY DATE 09/08/2024