INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Income Autocall May 2017 GBP
ISIN: XS1589838777
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772512.368
OMX Stockholm 301615.2693006.37
S&P/ASX 2005738.3128671.785
S&P/TSX 60900.211913.651

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.5% p.a. if all above 60%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589838777
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall May 2017 USD
ISIN: XS1589839072
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772512.368
FTSE 1007436.4210364.79
S&P/ASX 2005738.3128671.785
HSI25136.5225294.03

STRIKE DATE 18/05/2017
RETURN & BARRIERS
9.1% per annum if all above 65%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589839072
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
Investec Triple Index Income Autocall May 2017 GBP
ISIN: XS1590695836
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007436.4210364.79
S&P 5002365.726575.32
Eurostoxx 503562.225732.71

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.15% per annum if all above 60%, 100% Autocall barrier from 24 months, 60% European Barrier
P.A. RETURN
ISIN XS1590695836
NEXT POTENTIAL MATURITY DATE 18/05/2022

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017 USD
ISIN: XS1611902922
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.5410364.79
Russell 20001406.7282512.368
HSCEI10384.898504.81
S&P/ASX 2005774.0348671.785

STRIKE DATE 16/06/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.275% semi-annual (8.55% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1611902922
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017GBP
ISIN: XS1611902682
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.5410364.79
Russell 20001406.7282512.368
HSCEI10384.898504.81
S&P/ASX 2005774.0348671.785

STRIKE DATE 16/06/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.1% semi-annual (6.2% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1611902682
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1611571719
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0112991.25
OMX Stockholm 301624.9723006.37
S&P/ASX 2005763.198671.785
S&P/TSX 60893.881913.651

STRIKE DATE 15/06/2017
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: 3.5% semi-annual (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1611571719
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1611571479
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0112991.25
OMX Stockholm 301624.9723006.37
S&P/ASX 2005763.198671.785
S&P/TSX 60893.881913.651

STRIKE DATE 15/06/2017
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 XS1611571479
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall USD
ISIN: XS1592868944
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.9410364.79
Russell 20001400.4282512.368
HSCEI10219.898504.81
S&P/ASX 2005924.0648671.785

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.3% semi-annual (8.6% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592868944
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall GBP
ISIN: XS1592869249
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.9410364.79
Russell 20001400.4282512.368
HSCEI10219.898504.81
S&P/ASX 2005924.0648671.785

STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.3% semi-annual (6.6% p.a.) Low Hurdle Trigger: 50% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592869249
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1513274941
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65576
HSBC645.21286.6
Vodafone202.95113.65

STRIKE DATE 03/05/2017
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 8.00% p.a.
ISIN XS1513274941
NEXT POTENTIAL MATURITY DATE 10/05/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1513275088
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65576
HSBC645.21286.6
Vodafone202.95113.65

STRIKE DATE 03/05/2017
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 7.00% p.a.
ISIN XS1513275088
NEXT POTENTIAL MATURITY DATE 03/05/2023

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1587952216
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8812.6712991.25
OMX Stockholm 301626.9943006.37
S&P/ASX 2005924.0648671.785
S&P/TSX 60918.91913.651

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

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1587952992
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8812.6712991.25
OMX Stockholm 301626.9943006.37
S&P/ASX 2005924.0648671.785
S&P/TSX 60918.91913.651

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

EXPAND CLOSE
BBVA Global Markets Income Autocall Mar 2017 USD
ISIN: XS1572325766
STRIKE DATE: 14/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001362.3792512.368
FTSE 1007357.8510364.79
S&P/ASX 2005759.1388671.785
HSI23827.9525294.03

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

EXPAND CLOSE
Commerzbank 6yr Geared Memory Income Autocall Feb 2017
ISIN: XS1574759590
STRIKE DATE: 28/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8545.8112991.25
OMX Stockholm 301570.1723006.37
S&P/ASX 2005712.2218671.785
S&P/TSX 60907.571913.651

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

EXPAND CLOSE
Natixis Global Markets Catch-Up Income Autocall
ISIN: XS1373384756
STRIKE DATE: 12/09/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI8504.81
OMX Stockholm 303006.37
Russell 20002512.368
SMI12991.25

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

EXPAND CLOSE
Commerzbank 60-60 Quarterly Memory Income Autocall USD
ISIN: XS1574035165
STRIKE DATE: 03/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Credit Suisse Group AG-Reg15.950.85
UBS Group AG16.2231.56
HDFC Bank Ltd ADR71.6124.9
ICICI Bank Ltd ADR8.3425.72

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

EXPAND CLOSE
Natixis Triple Index Catch-Up Income Autocall USD Apr 2017
ISIN: XS1468278293
STRIKE DATE: 07/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007349.3710364.79
Russell 20001364.5632512.368
S&P/ASX 2005862.4698671.785

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

EXPAND CLOSE
Natixis Triple Index Catch-Up Income Autocall GBP Apr 2017
ISIN: XS1468278020
STRIKE DATE: 07/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007349.3710364.79
Russell 20001364.5632512.368
S&P/ASX 2005862.4698671.785

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

EXPAND CLOSE
Investec USD Capital Protected FTSE Growth with Bonus Autocall
ISIN: XS1574750706
STRIKE DATE: 21/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007114.5510364.79

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

EXPAND CLOSE