INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2% Quarterly Coupon if above 80% 100% autocall trigger from 24 months 60% Final Level barrier (European)
P.A. RETURN -5.345
ISIN XS1749431927
NEXT POTENTIAL MATURITY DATE 14/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2.5% Quarterly Coupon if above 80% 100% Autocall Trigger from 24 months 60% Final Level Barrier (European)
P.A. RETURN -3.9283% p.a.
ISIN XS1749432578
NEXT POTENTIAL MATURITY DATE 14/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 02/02/2018
RETURN & BARRIERS
7.1% Memory annual coupon if above 65% 100 Autocall trigger from year 1 60% Final Level Barrier (E)
P.A. RETURN -2.808% p.a.
ISIN XS1736814291
NEXT POTENTIAL MATURITY DATE 02/02/2024

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/03/2018
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: 5.00% semi-annual (10.00% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -8.9883% p.a.
ISIN XS1772752801
NEXT POTENTIAL MATURITY DATE 20/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 20/03/2018
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: 3.60% semi-annual (7.20% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -8.9883% p.a.
ISIN XS1772752983
NEXT POTENTIAL MATURITY DATE 20/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/03/2018
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 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 XS1670808473
NEXT POTENTIAL MATURITY DATE 15/03/2021

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 13/03/2018
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 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 XS1670808390
NEXT POTENTIAL MATURITY DATE 15/03/2021

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5.5% Memory annual coupon if above 70%, 100% Autocall trigger from year 1, 60% Final Level Barrier (European)
P.A. RETURN 4.1416% p.a.
ISIN XS1736814614
NEXT POTENTIAL MATURITY DATE 02/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5% p.a. memory coupon if above 70%, 100% Trigger Autocall from 24 months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1670807079
NEXT POTENTIAL MATURITY DATE 03/02/2020

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/03/2018
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: 1.9% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.253% p.a.
ISIN XS1763173538
NEXT POTENTIAL MATURITY DATE 06/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/03/2018
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: 1.5% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.186% p.a.
ISIN XS1763173611
NEXT POTENTIAL MATURITY DATE 06/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/01/2018
RETURN & BARRIERS
2.6% Semi-Annual if above 80% 100% Autocall Semi-annual from 12 months 60% Final Level Barrier (European)
P.A. RETURN -6.026% p.a.
ISIN XS1673945660
NEXT POTENTIAL MATURITY DATE 24/01/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 09/01/2018
RETURN & BARRIERS
1.05% quarterly if all above 80% 100% Autocall Trigger from 18 Months 80% Final Level Barrier (European)
P.A. RETURN
ISIN XS1743636257
NEXT POTENTIAL MATURITY DATE 09/01/2020

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398754
NEXT POTENTIAL MATURITY DATE 22/02/2022

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.75% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398671
NEXT POTENTIAL MATURITY DATE 22/02/2022

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
9.5% p.a. if autocalled from 12 months 60% European Barrier Not Capital Protected
P.A. RETURN
ISIN XS1739356415
NEXT POTENTIAL MATURITY DATE 20/12/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.25% Quarterly memory if above 70 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738783544
NEXT POTENTIAL MATURITY DATE 19/12/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.8% Quarterly memory coupon if above 80 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738785838
NEXT POTENTIAL MATURITY DATE 19/12/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/12/2017
RETURN & BARRIERS
2.48% quarterly memory if all above 50%, 100% autocall from 12 months, 50% Final Level Barrier (E)
P.A. RETURN -0.1683%
ISIN XS1636939685
NEXT POTENTIAL MATURITY DATE 14/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/12/2017
RETURN & BARRIERS
4.65% Semi-annual if above 50% 100% Autocall from 12 months 50% Final Level Barrier (European)
P.A. RETURN 10.075% p.a.
ISIN XS1733274986
NEXT POTENTIAL MATURITY DATE 14/12/2023

• FACTSHEET