INTERNATIONAL PRODUCTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 9,953.7300 | 46969.87 |
| SMI | 8,779.1800 | 14349.51 |
| OMX Stockholm 30 | 1,543.8690 | 3256.08 |
| S&P/ASX 200 | 5,942.4140 | 8719.719 |
STRIKE DATE 18/10/2018
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: USD = 2% per Quarter - 8% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 51% Final level (European style)
P.A. RETURN
ISIN XS1849207862
NEXT POTENTIAL MATURITY DATE 19/10/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 1,760.9500 | 254.76 |
| Nvidia Corporation | 235.3800 | 217.23 |
| XPO Logistics | 100.7200 | 188.83 |
STRIKE DATE 15/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Reucing Autocall
Autocall Opportunities: Semi-Annual (First observation at 6 months)
Autocall Trigger: 100% of initial level, then reduce by 2% each observation
Coupon Rate: USD = 9.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1860689477
NEXT POTENTIAL MATURITY DATE 15/10/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6947.92 | 10840.35 |
STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 700%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: USD=1.31% Per Month (15.72% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.72% p.a
ISIN XS1860742896
NEXT POTENTIAL MATURITY DATE 21/10/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6947.92 | 10840.35 |
STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 360%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: GBP=1.00% Per Month (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS1860742623
NEXT POTENTIAL MATURITY DATE 21/10/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3153.91 | 6168.26 |
| S&P/TSX 60 | 905.811 | 2138.906 |
| OMX Stockholm 30 | 1478.442 | 3256.08 |
| S&P/ASX 200 | 5642.772 | 8719.719 |
STRIKE DATE 21/11/2018
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 = 3.70% Semi-Annual (7.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626323
NEXT POTENTIAL MATURITY DATE 23/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3153.91 | 6168.26 |
| S&P/TSX 60 | 905.811 | 2138.906 |
| OMX Stockholm 30 | 1478.442 | 3256.08 |
| S&P/ASX 200 | 5642.772 | 8719.719 |
STRIKE DATE 21/11/2018
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 = 2.78% Semi-Annual (5.56% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626240
NEXT POTENTIAL MATURITY DATE 23/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7117.28 | 10840.35 |
| S&P 500 | 2813.89 | 7744.06 |
| Eurostoxx 50 | 3246.16 | 6168.26 |
STRIKE DATE 07/11/2018
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 = 5.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715878085
NEXT POTENTIAL MATURITY DATE 07/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7117.28 | 10840.35 |
| S&P 500 | 2813.89 | 7744.06 |
| Eurostoxx 50 | 3246.16 | 6168.26 |
STRIKE DATE 07/11/2018
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 = 4.25% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715877947
NEXT POTENTIAL MATURITY DATE 07/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 2923.43 | 7744.06 |
| S&P/ASX 200 | 6126.214 | 8719.719 |
| S&P/TSX 60 | 950.037 | 2138.906 |
| Nikkei 225 | 24270.62 | 64425.95 |
STRIKE DATE 02/10/2018
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% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715853682
NEXT POTENTIAL MATURITY DATE 04/10/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 2923.43 | 7744.06 |
| S&P/ASX 200 | 6126.214 | 8719.719 |
| S&P/TSX 60 | 950.037 | 2138.906 |
| Nikkei 225 | 24270.62 | 64425.95 |
STRIKE DATE 02/10/2018
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 = 6.40% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715853765
NEXT POTENTIAL MATURITY DATE 04/10/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7474.55 | 10840.35 |
| OMX Stockholm 30 | 1656.902 | 3256.08 |
| HSI | 27126.38 | 24062.72 |
| Eurostoxx 50 | 3388.99 | 6168.26 |
STRIKE DATE 02/10/2018
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: GBP = 1.25% per Quarter - 5% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1876521110
NEXT POTENTIAL MATURITY DATE 02/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7474.55 | 10840.35 |
| OMX Stockholm 30 | 1656.902 | 3256.08 |
| HSI | 27126.38 | 24062.72 |
| Eurostoxx 50 | 3388.99 | 6168.26 |
STRIKE DATE 02/10/2018
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: USD = 1.6% per Quarter - 6.40% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS1876505857
NEXT POTENTIAL MATURITY DATE 02/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russian Depository Index | 1446.75 | 0 |
| Eurostoxx 50 | 3388.99 | 6168.26 |
| HSCEI | 10754.56 | 8103.27 |
STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 12.80% p.a.
Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 12.80%
ISIN XS1889085863
NEXT POTENTIAL MATURITY DATE 05/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 8902 | 19177.7 |
| FTSE MIB | 19255.98 | 49397.55 |
| OMX Stockholm 30 | 1536.456 | 3256.08 |
| S&P/ASX 200 | 5895.671 | 8719.719 |
STRIKE DATE 12/10/2018
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: USD = 1.50% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1886526208
NEXT POTENTIAL MATURITY DATE 12/10/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,040.6800 | 10840.35 |
STRIKE DATE 06/11/2018
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 Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN 5.33% p.a.
ISIN XS1786121662
NEXT POTENTIAL MATURITY DATE 06/11/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7128.1 | 10840.35 |
| S&P 500 | 2711.74 | 7744.06 |
| Eurostoxx 50 | 3197.51 | 6168.26 |
STRIKE DATE 31/10/2018
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: USD = 1.85% Quarterly (7.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1888200422
NEXT POTENTIAL MATURITY DATE 01/11/2021
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7128.1 | 10840.35 |
| S&P 500 | 2711.74 | 7744.06 |
| Eurostoxx 50 | 3197.51 | 6168.26 |
STRIKE DATE 31/10/2018
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: GBP = 1.50% Quarterly (6.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1888200265
NEXT POTENTIAL MATURITY DATE 01/11/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10279.32 | 8103.27 |
| FTSE MIB | 19185.14 | 49397.55 |
| OMX Stockholm 30 | 1531.256 | 3256.08 |
| S&P/ASX 200 | 5840.795 | 8719.719 |
STRIKE DATE 01/11/2018
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: USD = 1.78% Quarterly (7.12% 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 XS1715868797
NEXT POTENTIAL MATURITY DATE 01/02/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10279.32 | 8103.27 |
| FTSE MIB | 19185.14 | 49397.55 |
| OMX Stockholm 30 | 1531.256 | 3256.08 |
| S&P/ASX 200 | 5840.795 | 8719.719 |
STRIKE DATE 01/11/2018
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: GBP = 1.35% Quarterly (5.40% 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 XS1715868524
NEXT POTENTIAL MATURITY DATE 01/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7035.85 | 10840.35 |
| S&P 500 | 2682.63 | 7744.06 |
| Eurostoxx 50 | 3147.13 | 6168.26 |
STRIKE DATE 30/10/2018
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: USD = 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
ISIN XS1884810356
NEXT POTENTIAL MATURITY DATE 31/01/2022