INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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: GBP = 1.325% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1884803146
NEXT POTENTIAL MATURITY DATE 31/01/2022

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/09/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715858137
NEXT POTENTIAL MATURITY DATE 17/09/2019

• FACTSHEET

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 660% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: USD = 1.2% Per Month (14.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.40% p.a.
ISIN XS1755315642
NEXT POTENTIAL MATURITY DATE 17/10/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 310% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: GBP = 1.0% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.7445% p.a.
ISIN XS1755318075
NEXT POTENTIAL MATURITY DATE 17/10/2024

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 11/09/2018
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 = 2.2% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.12% p.a.
ISIN XS1815158560
NEXT POTENTIAL MATURITY DATE 11/09/2024

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

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

• FACTSHEET