INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7443.43 | 10372.93 |
| OMX Stockholm 30 | 1584.79 | 3048.114 |
| HSI | 32601.78 | 26389.04 |
STRIKE DATE 02/02/2018
RETURN & BARRIERS
7% Semi-Annual Snowballing Coupon if Autocall,
100% Autocall Trigger from 36 Months,
70% Final Level Barrier (European)
P.A. RETURN 8.725%
ISIN XS1767075424
NEXT POTENTIAL MATURITY DATE 02/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,234.8100 | 10372.93 |
| S&P 500 | 2,731.2000 | 7501.24 |
| Eurostoxx 50 | 3,389.6300 | 5934.96 |
STRIKE DATE 15/02/2018
RETURN & BARRIERS
6.25% Semi-Annual if Autocalled,
100% Autocall Trigger From 12 Months,
60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1773654915
NEXT POTENTIAL MATURITY DATE 14/02/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,234.8100 | 10372.93 |
| S&P 500 | 2,731.2000 | 7501.24 |
| Eurostoxx 50 | 3,389.6300 | 5934.96 |
STRIKE DATE 15/02/2018
RETURN & BARRIERS
4.6% Semi-Annual if Autocalled
100% Autocall Trigger From 12 Months,
60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1773655136
NEXT POTENTIAL MATURITY DATE 17/02/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,899.1000 | 13212.96 |
| OMX Stockholm 30 | 1,532.1500 | 3048.114 |
| S&P/TSX 60 | 905.1300 | 1986.704 |
| FTSE 100 | 7,213.9700 | 10372.93 |
STRIKE DATE 14/02/2018
RETURN & BARRIERS
3.05% Quarterly Snowballing Coupon if Autocalled
100% Autocall Trigger from 6 Months
60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1714814818
NEXT POTENTIAL MATURITY DATE 14/08/2018
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,899.1000 | 13212.96 |
| OMX Stockholm 30 | 1,532.1540 | 3048.114 |
| FTSE 100 | 7,213.9700 | 10372.93 |
| HSI | 30,515.6000 | 26389.04 |
STRIKE DATE 14/02/2018
RETURN & BARRIERS
8% semi annual if autocalled from 12 months
85% low hurlde at maturity for half coupons,
60% Final Level Barrier (European)
P.A. RETURN -7.993% p.a.
ISIN XS1749417777
NEXT POTENTIAL MATURITY DATE 14/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,899.1000 | 13212.96 |
| OMX Stockholm 30 | 1,532.1540 | 3048.114 |
| FTSE 100 | 7,213.9700 | 10372.93 |
| HSI | 30,515.6000 | 26389.04 |
STRIKE DATE 14/02/2018
RETURN & BARRIERS
6% Semi-Annual if Autocalled
100% Autocall from 12 Months
85% Low Hurdle at Maturity for Half Coupons,
60% Final Level Barrier (European)
P.A. RETURN -7.993% p.a.
ISIN XS1749417264
NEXT POTENTIAL MATURITY DATE 14/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 6,675.0320 | 29580.3 |
| FTSE 100 | 7,213.9700 | 10372.93 |
| HSCEI | 12,260.9900 | 8858.63 |
| S&P/ASX 200 | 5,841.2360 | 8640.714 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 6,675.0320 | 29580.3 |
| FTSE 100 | 7,213.9700 | 10372.93 |
| HSCEI | 12,260.9900 | 8858.63 |
| S&P/ASX 200 | 5,841.2360 | 8640.714 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,443.4300 | 10372.93 |
| Russell 2000 | 1,547.2730 | 2863.086 |
| S&P/ASX 200 | 6,121.3890 | 8640.714 |
| HSI | 32,601.7800 | 26389.04 |
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
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7061.27 | 10372.93 |
| Russell 2000 | 1570.405 | 2863.086 |
| S&P/ASX 200 | 5936.383 | 8640.714 |
| HSCEI | 12597.42 | 8858.63 |
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
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7061.27 | 10372.93 |
| Russell 2000 | 1570.405 | 2863.086 |
| S&P/ASX 200 | 5936.383 | 8640.714 |
| HSCEI | 12597.42 | 8858.63 |
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
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1592.052 | 2863.086 |
| OMX Stockholm 30 | 1578.148 | 3048.114 |
| S&P/ASX 200 | 5974.714 | 8640.714 |
| S&P/TSX 60 | 926.649 | 1986.704 |
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
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1592.052 | 2863.086 |
| OMX Stockholm 30 | 1578.148 | 3048.114 |
| S&P/ASX 200 | 5974.714 | 8640.714 |
| S&P/TSX 60 | 926.649 | 1986.704 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,547.2730 | 2863.086 |
| FTSE 100 | 7,443.4300 | 10372.93 |
| DAX | 12,785.1600 | 24456.26 |
| HSI | 32,601.7800 | 26389.04 |
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
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,220.6900 | 13212.96 |
| OMX Stockholm 30 | 1,584.7900 | 3048.114 |
| S&P/ASX 200 | 6,121.3890 | 8640.714 |
| S&P/TSX 60 | 924.8420 | 1986.704 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7146.75 | 10372.93 |
| OMX Stockholm 30 | 1559.941 | 3048.114 |
| HSI | 30510.73 | 26389.04 |
| S&P/ASX 200 | 5962.437 | 8640.714 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7146.75 | 10372.93 |
| OMX Stockholm 30 | 1559.941 | 3048.114 |
| HSI | 30510.73 | 26389.04 |
| S&P/ASX 200 | 5962.437 | 8640.714 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,643.4300 | 10372.93 |
| Russell 2000 | 1,599.6110 | 2863.086 |
| HSI | 32,958.6900 | 26389.04 |
| S&P/ASX 200 | 6,054.6580 | 8640.714 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,731.0200 | 10372.93 |
| Eurostoxx 50 | 3,622.8700 | 5934.96 |
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
COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,294.7000 | 10372.93 |
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