INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7059.4 | 10639.17 |
| S&P/TSX 60 | 920.379 | 2073.413 |
| OMX Stockholm 30 | 1554.161 | 3167.097 |
| S&P/ASX 200 | 5869.881 | 8838.994 |
STRIKE DATE 16/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: USD = 3.30% 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 XS1715858301
NEXT POTENTIAL MATURITY DATE 19/04/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7059.4 | 10639.17 |
| S&P/TSX 60 | 920.379 | 2073.413 |
| OMX Stockholm 30 | 1554.161 | 3167.097 |
| S&P/ASX 200 | 5869.881 | 8838.994 |
STRIKE DATE 16/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.55% 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 XS1715858210
NEXT POTENTIAL MATURITY DATE 19/04/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7418.34 | 10639.17 |
| OMX Stockholm 30 | 1648.961 | 3167.097 |
| S&P/ASX 200 | 6176.297 | 8838.994 |
| HSI | 26623.87 | 25210.81 |
STRIKE DATE 04/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 6.2% p.a.
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.10% p.a.
ISIN XS1715850316
NEXT POTENTIAL MATURITY DATE 08/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7418.34 | 10639.17 |
| Eurostoxx 50 | 3375.08 | 6210.17 |
| S&P 500 | 2901.61 | 7408.3 |
STRIKE DATE 04/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually
(First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.80%
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS1877557436
NEXT POTENTIAL MATURITY DATE 04/10/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,063.9400 | 44850.81 |
| MSCI Singapore | 363.8200 | 516.49 |
| S&P/ASX 200 | 6,319.4980 | 8838.994 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 7.20% p.a.
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS1804741533
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 11,063.9400 | 44850.81 |
| MSCI Singapore | 363.8200 | 516.49 |
| S&P/ASX 200 | 6,319.4980 | 8838.994 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.00% p.a.
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1804741616
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,392.9000 | 6210.17 |
| FTSE 100 | 7,432.4200 | 10639.17 |
| OMX Stockholm 30 | 1,658.1630 | 3167.097 |
| HSI | 27,888.5500 | 25210.81 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall opportunities: Annually (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 6.60% p.a.
Income Trigger: 72.5% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.30% p.a.
ISIN XS1862518229
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,392.9000 | 6210.17 |
| FTSE 100 | 7,432.4200 | 10639.17 |
| OMX Stockholm 30 | 1,658.1630 | 3167.097 |
| HSI | 27,888.5500 | 25210.81 |
STRIKE DATE 31/08/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.00% p.a.
Income Trigger: 72.5% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.50% p.a.
ISIN XS1862518146
NEXT POTENTIAL MATURITY DATE 02/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7510.20 | 10639.17 |
STRIKE DATE 28/09/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: USD = 200%
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 Protection: 100% Capital Protected
P.A. RETURN 3.225% p.a.
ISIN XS1702607919
NEXT POTENTIAL MATURITY DATE 30/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7545.44 | 10639.17 |
STRIKE DATE 27/09/2018
RETURN & BARRIERS
Investment Structure: Twin-Win
Upside Participation: 160%
Downside Gains: 1% gained for each 1% the index drops as long as the protection barrier is not breached
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.20264% p.a.
ISIN XS1868820835
NEXT POTENTIAL MATURITY DATE 27/09/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7511.49 | 10639.17 |
| OMX Stockholm 30 | 1658.289 | 3167.097 |
| S&P/ASX 200 | 6192.276 | 8838.994 |
| Eurostoxx 50 | 3433.15 | 6210.17 |
STRIKE DATE 26/09/2018
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 = 7.5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715841240
NEXT POTENTIAL MATURITY DATE 29/03/2022
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7511.49 | 10639.17 |
| OMX Stockholm 30 | 1658.289 | 3167.097 |
| S&P/ASX 200 | 6192.276 | 8838.994 |
| Eurostoxx 50 | 3433.15 | 6210.17 |
STRIKE DATE 26/09/2018
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 = 5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715841323
NEXT POTENTIAL MATURITY DATE 29/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7331.12 | 10639.17 |
| S&P 500 | 2907.95 | 7408.3 |
| Eurostoxx 50 | 3368.56 | 6210.17 |
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 | 10639.17 |
| S&P 500 | 2907.95 | 7408.3 |
| Eurostoxx 50 | 3368.56 | 6210.17 |
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 | 12688 |
| BP | 555.3 | 555.9 |
| HSBC | 698.7047 | 1527 |
| Vodafone | 178.78 | 116.15 |
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 | 44850.81 |
| MSCI Singapore | 364.61 | 516.49 |
| HSCEI | 11027.13 | 8352.67 |
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 | 44850.81 |
| MSCI Singapore | 364.61 | 516.49 |
| HSCEI | 11027.13 | 8352.67 |
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 | 44850.81 |
| MSCI Singapore | 355.07 | 516.49 |
| HSI | 27084.66 | 25210.81 |
| FTSE 100 | 7300.23 | 10639.17 |
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 | 44850.81 |
| MSCI Singapore | 355.07 | 516.49 |
| HSI | 27084.66 | 25210.81 |
| FTSE 100 | 7300.23 | 10639.17 |
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 | 10639.17 |
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