INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Income Autocall Aug 2017 GBP
ISIN: XS1640912280
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932863.086
OMX Stockholm 301532.1173048.114
S&P/ASX 2005747.1128640.714
S&P/TSX 60881.091986.704

STRIKE DATE 18/08/2017
RETURN & BARRIERS
5.25% p.a. if all above 60% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912280
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall Aug 2017 USD
ISIN: XS1640912447
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932863.086
FTSE 1007323.9810372.93
S&P/ASX 2005747.1128640.714
HSI27047.5726389.04

STRIKE DATE 18/08/2017
RETURN & BARRIERS
8.2% per annum if all above 65% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912447
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1581933535
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP448.2500540.7
HSBC708.00001350
AstraZeneca4,719.500013740
Unilever4,348.50004223.5

STRIKE DATE 15/09/2017
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: 1.65% Quarterly (6.6% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS1581933535
NEXT POTENTIAL MATURITY DATE 15/09/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1581933451
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP448.2500540.7
HSBC708.00001350
AstraZeneca4,719.500013740
Unilever4,348.50004223.5

STRIKE DATE 15/09/2017
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: 1.5% Quarterly (6% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS1581933451
NEXT POTENTIAL MATURITY DATE 15/09/2023

EXPAND CLOSE
Natixis Titans 50-50 Memory Income Autocall Aug 2017 GBP
ISIN: XS1581927990
STRIKE DATE: 11/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays199.35434.7
Tesco177.2450.7
BT Group294.35234.5

STRIKE DATE 11/08/2017
RETURN & BARRIERS
2% quarterly memory if all above 50% 100% autocall from 24 months, 50% European Barrier
P.A. RETURN -2.4885% p.a.
ISIN XS1581927990
NEXT POTENTIAL MATURITY DATE 11/08/2023

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall GBP
ISIN: XS1666990376
STRIKE DATE: 14/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,295.390010372.93
Russell 20001,425.02302863.086
HSCEI11,101.14008858.63
S&P/ASX 2005,738.67808640.714

STRIKE DATE 14/09/2017
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 6.20% p.a.
ISIN XS1666990376
NEXT POTENTIAL MATURITY DATE 14/09/2023

EXPAND CLOSE
Commerzbank Global Markets Classic Autocall USD
ISIN: XS1668044420
STRIKE DATE: 12/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,053.620013212.96
OMX Stockholm 301,580.13103048.114
S&P/ASX 2005,746.44108640.714
S&P/TSX 60889.27001986.704

STRIKE DATE 12/09/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 6.5% semi-annual (13% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1668044420
NEXT POTENTIAL MATURITY DATE 12/09/2019

EXPAND CLOSE
Commerzbank Global Markets Classic Autocall GBP
ISIN: XS1668043703
STRIKE DATE: 12/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,053.620013212.96
OMX Stockholm 301,580.13103048.114
S&P/ASX 2005,746.44108640.714
S&P/TSX 60889.27001986.704

STRIKE DATE 12/09/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 5.1% semi-annual (10.2% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1668043703
NEXT POTENTIAL MATURITY DATE 12/09/2019

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall USD
ISIN: XS1662919841
STRIKE DATE: 07/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,396.980010372.93

STRIKE DATE 07/09/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.55% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.1% p.a.
ISIN XS1662919841
NEXT POTENTIAL MATURITY DATE 09/09/2024

EXPAND CLOSE
Natixis Triple Index Classic Autocall USD Jul 2017
ISIN: XS1581930788
STRIKE DATE: 24/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519975.6762654.05
HSCEI10820.958858.63
Eurostoxx 503453.175934.96

STRIKE DATE 24/07/2017
RETURN & BARRIERS
8% Semi Annual Snowballing if Autocalled 100% Autocall trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN XS1581930788
NEXT POTENTIAL MATURITY DATE 24/07/2018

EXPAND CLOSE
Commerz French Equity 3Y Classic Autocall Jul 2017 USD
ISIN: XS1657664311
STRIKE DATE: 28/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hermes International428.71593.5
LVMH Moet Hennessy Louis Vui213.15460.85
L'Oreal176.050358.9

STRIKE DATE 28/07/2017
RETURN & BARRIERS
8.95% Semi-annual Snowballing if Autocalled 100% Autocall from 12 Months 60% European Barrier
P.A. RETURN
ISIN XS1657664311
NEXT POTENTIAL MATURITY DATE 30/07/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1663030796
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4513212.96
    OMX Stockholm 301546.863048.114
    S&P/ASX 2005714.5228640.714
    S&P/TSX 60892.561986.704

    STRIKE DATE 31/08/2017
    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 XS1663030796
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1663031091
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4513212.96
    OMX Stockholm 301546.863048.114
    S&P/ASX 2005714.5228640.714
    S&P/TSX 60892.561986.704

    STRIKE DATE 31/08/2017
    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 XS1663031091
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall Jul 2017 EUR
    ISIN: XS1635994061
    STRIKE DATE: 27/07/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9017.7913212.96
    OMX Stockholm 301570.4763048.114
    S&P/ASX 2005785.018640.714
    S&P/TSX 60894.121986.704

    STRIKE DATE 27/07/2017
    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: 2.65% semi-annual (5.30% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1635994061
    NEXT POTENTIAL MATURITY DATE 27/07/2018

    EXPAND CLOSE
    Diversified Markets Income Autocall Jul 2016
    ISIN: XS1396673284
    STRIKE DATE: 12/07/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8143.1313212.96
    OMX Stockholm 301354.5123048.114
    S&P/ASX 2005353.2168640.714
    S&P/TSX 60841.861986.704

    STRIKE DATE 12/07/2016
    RETURN & BARRIERS
    7% p.a. if all above 65%, 100% autocall, 65% Barrier (E)
    P.A. RETURN
    ISIN XS1396673284
    NEXT POTENTIAL MATURITY DATE 12/07/2017

    EXPAND CLOSE
    Commerzbank Global Markets Classic Autocall Aug 2017 USD
    ISIN: XS1647377644
    STRIKE DATE: 11/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,884.040013212.96
    OMX Stockholm 301,538.95603048.114
    S&P/ASX 2005,693.14008640.714
    S&P/TSX 60886.38001986.704

    STRIKE DATE 11/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 6.5% semi-annual (13% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1647377644
    NEXT POTENTIAL MATURITY DATE 13/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Classic Autocall Aug 2017 GBP
    ISIN: XS1647374971
    STRIKE DATE: 11/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,884.040013212.96
    OMX Stockholm 301,538.95603048.114
    S&P/ASX 2005,693.14008640.714
    S&P/TSX 60886.38001986.704

    STRIKE DATE 11/08/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 5.1% semi-annual (10.2% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1647374971
    NEXT POTENTIAL MATURITY DATE 13/08/2018

    EXPAND CLOSE
    BBVA Global Markets Income Autocall June 2017 USD
    ISIN: XS1619440099
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001415.3592863.086
    FTSE 1007312.7210372.93
    S&P/ASX 2005721.4948640.714
    HSI25764.5826389.04

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    8.2% per annum if all above 65%, 100% Autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1619440099
    NEXT POTENTIAL MATURITY DATE 29/06/2018

    EXPAND CLOSE
    BBVA Diversified Markets Income Autocall June 2017 GBP
    ISIN: XS1619351825
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001415.3592863.086
    OMX Stockholm 301602.5313048.114
    S&P/ASX 2005721.4948640.714
    S&P/TSX 60892.651986.704

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    5.25% p.a. if all above 60%, 100% autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1619351825
    NEXT POTENTIAL MATURITY DATE 28/06/2019

    EXPAND CLOSE
    Investec Triple Index Income Autocall June 2017 GBP
    ISIN: XS1620762051
    STRIKE DATE: 30/06/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007312.7210372.93
    S&P 5002423.417501.24
    Eurostoxx 503441.885934.96

    STRIKE DATE 30/06/2017
    RETURN & BARRIERS
    5% per annum if all above 60%, 100% Autocall from 24 months, 60% European Barrier
    P.A. RETURN
    ISIN XS1620762051
    NEXT POTENTIAL MATURITY DATE 01/07/2019

    EXPAND CLOSE