INTERNATIONAL PRODUCTS

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.9% semi-annual (7.8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952216
NEXT POTENTIAL MATURITY DATE 29/04/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952992
NEXT POTENTIAL MATURITY DATE 29/04/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/03/2017
RETURN & BARRIERS
9.1% p.a. if all above 65% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1572325766
NEXT POTENTIAL MATURITY DATE 14/03/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/02/2017
RETURN & BARRIERS
2.85% Qtrly if all above 80%, 100% autocall from yr1, 65% European Barrier with Double downside
P.A. RETURN
ISIN XS1574759590
NEXT POTENTIAL MATURITY DATE 28/02/2018

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/09/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from end of year 1 Autocall Trigger: 100% of initial level Memory Coupon Rate: USD = 3.6% semi-annual Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1373384756
NEXT POTENTIAL MATURITY DATE 12/09/2017

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall with Step-Down Autocall opportunities: Quarterly Autocall Trigger: Starting at 100% then reduced by 2.11% every quarter Memory Income Rate: 2.5% Quarterly (10% 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 XS1574035165
NEXT POTENTIAL MATURITY DATE 04/12/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/04/2017
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: 1.95% Quarterly (7.8% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278293
NEXT POTENTIAL MATURITY DATE 08/04/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/04/2017
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: 1.45% Quarterly (5.8% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278020
NEXT POTENTIAL MATURITY DATE 08/04/2019

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/04/2017
RETURN & BARRIERS
Investment Structure: Growth Note with Bonus Autocall Autocall opportunity: At 36 months Autocall Trigger: 104.5% of initial level Bonus Coupon Rate: 9% (3% p.a.) Participation Rate: 75% of the un-capped (at full term) growth in the FTSE 100 Averaging: Monthly over the final year Capital Protected: 100% of initial investment
P.A. RETURN
ISIN XS1574750706
NEXT POTENTIAL MATURITY DATE 21/04/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.5% p.a. Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572325410
NEXT POTENTIAL MATURITY DATE 05/04/2019

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually from 24 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.1% p.a. Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572142765
NEXT POTENTIAL MATURITY DATE 06/04/2022

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/03/2017
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: 2% Quarterly (8% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1468274979
NEXT POTENTIAL MATURITY DATE 24/03/2023

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/03/2017
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 (7% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1468275190
NEXT POTENTIAL MATURITY DATE 24/03/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/02/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 3.5% (7% p.a.) Income Trigger: 80% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1567740490
NEXT POTENTIAL MATURITY DATE 14/08/2018

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/02/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial levels Conditional Income Rate: 4.5% (9% p.a.) Income Trigger: 80% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1567740730
NEXT POTENTIAL MATURITY DATE 14/08/2018

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2% quarterly (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 XS1568974775
NEXT POTENTIAL MATURITY DATE 24/09/2018

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.5% quarterly (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1568979907
NEXT POTENTIAL MATURITY DATE 24/09/2018

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Income Rate: 4.4% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1549583802
NEXT POTENTIAL MATURITY DATE 15/02/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.6% p.a. (Gross) Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1549367180
NEXT POTENTIAL MATURITY DATE 15/02/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/03/2017
RETURN & BARRIERS
Investment Structure: 100% Capital Protected plus Equally Weighted Growth Capital Protection: 100% of initial investment Growth Participation: 100% of the averaged equally weighted performance Averaging: Monthly over the final 12 months
P.A. RETURN
ISIN XS1558414600
NEXT POTENTIAL MATURITY DATE 20/03/2023

• FACTSHEET