INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz FTSE-S&P-Eurostoxx Autocall Aug 2015 USD
ISIN: XS1283713540
STRIKE DATE: 25/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006081.3410171.76
S&P 5001867.616969.01
Eurostoxx 503218.015891.95

STRIKE DATE 25/08/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% European Barrier
P.A. RETURN
ISIN XS1283713540
NEXT POTENTIAL MATURITY DATE 24/02/2017

EXPAND CLOSE
Investec S&P 500 Fixed Income Autocall Aug 2015 USD
ISIN: XS1282989323
STRIKE DATE: 24/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001893.216969.01

STRIKE DATE 24/08/2015
RETURN & BARRIERS
1.25% Qtrly Fixed, 100% Autocall from Yr3, 50% American Barrier
P.A. RETURN
ISIN XS1282989323
NEXT POTENTIAL MATURITY DATE 24/08/2018

EXPAND CLOSE
Investec FTSE-Eurostoxx Autocall Aug 2015 GBP
ISIN: XS1272201663
STRIKE DATE: 06/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006747.0910171.76
Eurostoxx 503668.475891.95

STRIKE DATE 06/08/2015
RETURN & BARRIERS
9% p.a., 100% autocall from yr 2, 50% European Barrier
P.A. RETURN
ISIN XS1272201663
NEXT POTENTIAL MATURITY DATE 06/08/2021

EXPAND CLOSE
Nomura Inditex 1r Reverse Convertible July 2015 USD
ISIN: XS1261815077
STRIKE DATE: 13/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.09554.1

STRIKE DATE 13/07/2015
RETURN & BARRIERS
2.625% semi-annual fixed, 80% European Barrier
P.A. RETURN
ISIN XS1261815077
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Income Autocall July 2015 GBP
ISIN: XS1252210924
STRIKE DATE: 02/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006630.4710171.76
S&P 5002076.786969.01
Eurostoxx 503463.255891.95

STRIKE DATE 02/07/2015
RETURN & BARRIERS
4.2% semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1252210924
NEXT POTENTIAL MATURITY DATE 03/07/2017

EXPAND CLOSE
Natixis FTSE-S&P-Eurostoxx Income Autocall July 2015 GBP
ISIN: XS1135675202
STRIKE DATE: 24/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006579.8110171.76
S&P 5002079.656969.01
Eurostoxx 5036005891.95

STRIKE DATE 24/07/2015
RETURN & BARRIERS
4.2% semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1135675202
NEXT POTENTIAL MATURITY DATE 17/01/2018

EXPAND CLOSE
Natixis 6yr Developed Markets Phoenix Autocall July 2015 GBP
ISIN: XS1135651369
STRIKE DATE: 06/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002068.766969.01
Eurostoxx 503365.25891.95
HSCEI12231.439552.58
S&P/TSX 60851.821907.604

STRIKE DATE 06/07/2015
RETURN & BARRIERS
5.55% Semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1135651369
NEXT POTENTIAL MATURITY DATE 08/01/2018

EXPAND CLOSE
Commerz Europe-UK-Brazil Qtrly Autocall July 2015 GBP
ISIN: XS1258558904
STRIKE DATE: 09/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503420.035891.95
FTSE 1006581.6310171.76
iShares MSCI Brazil (EWZ)31.138.12

STRIKE DATE 09/07/2015
RETURN & BARRIERS
2.55% Qtrly, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1258558904
NEXT POTENTIAL MATURITY DATE 10/04/2017

EXPAND CLOSE
Investec 6yr UK Bonus Coupon Growth Note GBP November 2015
ISIN: XS1305486364
STRIKE DATE: 05/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006364.910171.76

STRIKE DATE 05/11/2015
RETURN & BARRIERS
Investment Structure: Growth Autocall Autocall Opportunities: End of year 3 only Autocall Trigger: 110% of initial level Bonus Coupon Rate: 31.50% (10.5% for each of the 3 years) Maturity Coupon: 100% participation in the positive performance of the FTSE100 Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1305486364
NEXT POTENTIAL MATURITY DATE 05/11/2018

EXPAND CLOSE
Natixis World Markets Classic Autocall EUR October 2015
ISIN: XS1252526642
STRIKE DATE: 13/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8654.6413147.93
OMX Stockholm 301460.1093031.392
S&P/ASX 2005202.8548927.526
S&P/TSX 60811.431907.604

STRIKE DATE 13/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st call end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 6% semi-annual (12% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252526642
NEXT POTENTIAL MATURITY DATE 13/10/2017

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall GBP October 2015
ISIN: XS1299905544
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006365.2710171.76
Eurostoxx 503381.015891.95
Nikkei 22518777.0453375.6

STRIKE DATE 27/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.75% semi-annual (11.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1299905544
NEXT POTENTIAL MATURITY DATE 27/04/2017

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP October 2015
ISIN: XS1299903507
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302133.992353.61

STRIKE DATE 27/10/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30 Index
P.A. RETURN
ISIN XS1299903507
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Natixis 6yr World Market Income Autocall USD October 2015
ISIN: XS1252525750
STRIKE DATE: 23/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8910.5213147.93
OMX Stockholm 301506.5913031.392
S&P/ASX 2005351.5658927.526
S&P/TSX 60819.921907.604

STRIKE DATE 23/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.5% semi-annual (11% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252525750
NEXT POTENTIAL MATURITY DATE 23/10/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall GBP October 2015
ISIN: XS1252525677
STRIKE DATE: 23/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8910.5213147.93
OMX Stockholm 301506.5913031.392
S&P/ASX 2005351.5658927.526
S&P/TSX 60819.921907.604

STRIKE DATE 23/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.5% semi-annual (11% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252525677
NEXT POTENTIAL MATURITY DATE 23/10/2017

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP September 2015
ISIN: XS1278762825
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302024.752353.61

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30 Index
P.A. RETURN
ISIN XS1278762825
NEXT POTENTIAL MATURITY DATE 29/09/2021

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall USD September 2015
ISIN: XS1278831901
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006032.2410171.76
Eurostoxx 503079.995891.95
Nikkei 22518070.2153375.6

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual (10.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1278831901
NEXT POTENTIAL MATURITY DATE 24/03/2017

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall GBP September 2015
ISIN: XS1278830846
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006032.2410171.76
Eurostoxx 503079.995891.95
Nikkei 22518070.2153375.6

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual (10.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1278830846
NEXT POTENTIAL MATURITY DATE 24/03/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall USD September 2015
ISIN: XS1252520876
STRIKE DATE: 25/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8505.9413147.93
OMX Stockholm 301418.4713031.392
S&P/ASX 2005042.118927.526
S&P/TSX 60786.391907.604

STRIKE DATE 25/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252520876
NEXT POTENTIAL MATURITY DATE 27/03/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall GBP September 2015
ISIN: XS1252520793
STRIKE DATE: 25/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8505.9413147.93
OMX Stockholm 301418.4713031.392
S&P/ASX 2005042.118927.526
S&P/TSX 60786.391907.604

STRIKE DATE 25/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252520793
NEXT POTENTIAL MATURITY DATE 27/03/2017

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP August 2015
ISIN: GB00BWK1RJ40
STRIKE DATE: 21/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006187.6510171.76
Eurostoxx 503247.265891.95
HSCEI10195.059552.58

STRIKE DATE 21/08/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN GB00BWK1RJ40
NEXT POTENTIAL MATURITY DATE 26/08/2021

EXPAND CLOSE