INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1519.163 | 2996.11 |
| FTSE 100 | 7409.64 | 10679.03 |
| S&P/ASX 200 | 5982.551 | 8844.412 |
| HSI | 29866.32 | 23350.03 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%,
100% autocall trigger from 12 months,
60% Final Level Barrier (European Style)
P.A. RETURN -1.618% p.a.
ISIN XS1721158290
NEXT POTENTIAL MATURITY DATE 24/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10854.09 | 46780.62 |
| Eurostoxx 50 | 3581.23 | 6412.68 |
| SMI | 9325.6 | 14424.24 |
| S&P/TSX 60 | 954.143 | 2068.89 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%
100% autocall trigger from 12 months
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641259632
NEXT POTENTIAL MATURITY DATE 25/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Sanofi | 77.45 | 75.81 |
| Total SA | 47.35 | 66.94 |
| Airbus | 85.80 | 206.15 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
2.52% Qtrly Memory Coupon if all above 70%
100% Autocall Trigger from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1631526651
NEXT POTENTIAL MATURITY DATE 15/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 188.7500 | 522.3 |
| BT Group | 249.0000 | 188.45 |
| Centrica | 138.0000 | 173.05 |
STRIKE DATE 23/11/2017
RETURN & BARRIERS
2% quarterly memory coupon if all above 50%
100% autocall trigger from 12 months
50% Final Level Barrier (European Style)
P.A. RETURN -1.1123% p.a.
ISIN XS1631530091
NEXT POTENTIAL MATURITY DATE 23/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10687.18 | 46780.62 |
| Nikkei 225 | 22380.01 | 69744.07 |
| S&P/ASX 200 | 5968.746 | 8844.412 |
STRIKE DATE 14/11/2017
RETURN & BARRIERS
1.7% Quarterly if above 80
105% Autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706736979
NEXT POTENTIAL MATURITY DATE 14/11/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10687.18 | 46780.62 |
| Nikkei 225 | 22380.01 | 69744.07 |
| S&P/ASX 200 | 5968.746 | 8844.412 |
STRIKE DATE 14/11/2017
RETURN & BARRIERS
2.1% Quarterly if above 80
105% Autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1706733877
NEXT POTENTIAL MATURITY DATE 14/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| 178.4600 | 582.9 | |
| Netflix | 192.0200 | 77.65 |
| IBM | 149.1600 | 289.52 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
10.1% semi-annual if autocalled,
100% Autocall Trigger from 36 months
70% Low Hurdle Trigger on final day
70% Final Level Barrier (European Style)
P.A. RETURN 20.20% p.a.
ISIN XS1717469495
NEXT POTENTIAL MATURITY DATE 10/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10679.03 |
| Russell 2000 | 1,475.2750 | 2996.11 |
| Eurostoxx 50 | 3,593.7600 | 6412.68 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703932795
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10679.03 |
| Russell 2000 | 1,475.2750 | 2996.11 |
| Eurostoxx 50 | 3,593.7600 | 6412.68 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852332
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10679.03 |
| Russell 2000 | 1,475.2750 | 2996.11 |
| Eurostoxx 50 | 3,593.7600 | 6412.68 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703937752
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,432.9900 | 10679.03 |
| Russell 2000 | 1,475.2750 | 2996.11 |
| Eurostoxx 50 | 3,593.7600 | 6412.68 |
STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852415
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet-C | 1,031.2600 | 356.18 |
| Netflix | 193.9000 | 77.65 |
| Tesla Motors | 302.9900 | |
| Apple Inc | 175.8800 | 308.63 |
STRIKE DATE 09/11/2017
RETURN & BARRIERS
5.27% Semi-annual coupon if above 60%
100% Autocall trigger semi-annual after 12 months
Autocall Step-down 2.5% Semi-annual
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1631524441
NEXT POTENTIAL MATURITY DATE 09/11/2018
COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7500.41 | 10679.03 |
STRIKE DATE 12/12/2017
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: 2.00% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 4.0% p.a.
ISIN XS1716972473
NEXT POTENTIAL MATURITY DATE 12/12/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7500.41 | 10679.03 |
STRIKE DATE 12/12/2017
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: 2.80% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 5.6% p.a.
ISIN XS1716973521
NEXT POTENTIAL MATURITY DATE 12/12/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7500.41 | 10679.03 |
STRIKE DATE 12/12/2017
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: 2.50% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 5.0%
ISIN XS1716972390
NEXT POTENTIAL MATURITY DATE 12/12/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9322.05 | 14424.24 |
| OMX Stockholm 30 | 1677.654 | 3247.031 |
| S&P/ASX 200 | 5959.876 | 8844.412 |
| S&P/TSX 60 | 946.81 | 2068.89 |
STRIKE DATE 03/11/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 6% semi-annual (12% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694627479
NEXT POTENTIAL MATURITY DATE 04/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9322.05 | 14424.24 |
| OMX Stockholm 30 | 1677.654 | 3247.031 |
| S&P/ASX 200 | 5959.876 | 8844.412 |
| S&P/TSX 60 | 946.81 | 2068.89 |
STRIKE DATE 03/11/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 5% semi-annual (10% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694625937
NEXT POTENTIAL MATURITY DATE 04/11/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9274.55 | 14424.24 |
| OMX Stockholm 30 | 1592.199 | 3247.031 |
| S&P/ASX 200 | 5989.756 | 8844.412 |
| S&P/TSX 60 | 951.757 | 2068.89 |
STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.25% semi-annual (6.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1711687597
NEXT POTENTIAL MATURITY DATE 02/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9274.55 | 14424.24 |
| OMX Stockholm 30 | 1592.199 | 3247.031 |
| S&P/ASX 200 | 5989.756 | 8844.412 |
| S&P/TSX 60 | 951.757 | 2068.89 |
STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 2.75% semi-annual (5.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1711703543
NEXT POTENTIAL MATURITY DATE 02/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9274.55 | 14424.24 |
| OMX Stockholm 30 | 1592.199 | 3247.031 |
| S&P/ASX 200 | 5989.756 | 8844.412 |
| S&P/TSX 60 | 951.757 | 2068.89 |
STRIKE DATE 01/12/2017
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: 6.75% semi-annual (13.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708314890
NEXT POTENTIAL MATURITY DATE 02/12/2019