INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec World Indices 50-50 Catch-Up Income Autocall
ISIN: XS1548532438
STRIKE DATE: 10/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007258.7510364.79
HSCEI10125.218504.81
S&P/ASX 2005720.618671.785
S&P/TSX 60927.381913.651

STRIKE DATE 10/02/2017
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% semi-annual (6% annual) Coupon Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1548532438
NEXT POTENTIAL MATURITY DATE 10/02/2020

EXPAND CLOSE
BBVA Diversified Markets Income Autocall Dec 2016 GBP
ISIN: XS1522283768
STRIKE DATE: 14/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301541.3883006.37
Russell 20001356.0242512.368
S&P/ASX 2005584.628671.785
S&P/TSX 60897.141913.651

STRIKE DATE 14/12/2016
RETURN & BARRIERS
5.6% p.a. if all above 60%, 100% autocall Trigger, 60% European Barrier
P.A. RETURN
ISIN XS1522283768
NEXT POTENTIAL MATURITY DATE 14/12/2017

EXPAND CLOSE
Investec Triple Index Fixed Income Dec 2016
ISIN: XS1521671997
STRIKE DATE: 14/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006949.1910364.79
S&P 5002253.286575.32
Eurostoxx 503211.715732.71

STRIKE DATE 14/12/2016
RETURN & BARRIERS
1.1% Fixed Qtrly Coupon, 65% European Barrier
P.A. RETURN
ISIN XS1521671997
NEXT POTENTIAL MATURITY DATE 14/12/2022

EXPAND CLOSE
Natixis Tech Stock Low Hurdle Autocall Nov 2016
ISIN: XS1408708037
STRIKE DATE: 30/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc110.52255.63
Microsoft60.26369.37
Samsung Electronics34920188100
Tesla Motors189.4

STRIKE DATE 30/11/2016
RETURN & BARRIERS
10.9% Semi-annual if autocalled 100% Autocall Trigger from 36 months, 70% Low Hurdle Coupon Trigger at Maturity 70% European Barrier
P.A. RETURN
ISIN XS1408708037
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Investec Asian Markets 60:60 Catch-Up Income Autocall
ISIN: XS1531524624
STRIKE DATE: 20/01/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Wisdomtree India Earnings Fund20.6940.77
iShares MSCI Taiwan Fund30.6471.72
S&P/ASX 2005654.758671.785

STRIKE DATE 20/01/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.80% quarterly snowballing (7.2% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1531524624
NEXT POTENTIAL MATURITY DATE 21/01/2019

EXPAND CLOSE
Investec Asian Markets 60:60 Catch-Up Income Autocall
ISIN: XS1531524541
STRIKE DATE: 20/01/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Wisdomtree India Earnings Fund20.6940.77
iShares MSCI Taiwan Fund30.6471.72
S&P/ASX 2005654.758671.785

STRIKE DATE 20/01/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.50% quarterly snowballing (6% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1531524541
NEXT POTENTIAL MATURITY DATE 21/01/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1531094867
STRIKE DATE: 15/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,214.300012991.25
OMX Stockholm 301,550.51603006.37
S&P/ASX 2005,538.57708671.785
S&P/TSX 60900.44001913.651

STRIKE DATE 15/12/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual snowballing (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 XS1531094867
NEXT POTENTIAL MATURITY DATE 15/12/2017

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1531059795
STRIKE DATE: 15/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,214.300012991.25
OMX Stockholm 301,550.51603006.37
S&P/ASX 2005,538.57708671.785
S&P/TSX 60900.44001913.651

STRIKE DATE 15/12/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4% semi-annual snowballing (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 XS1531059795
NEXT POTENTIAL MATURITY DATE 15/12/2017

EXPAND CLOSE
Commerzbank Capital Protected Growth Note
ISIN: XS1528141861
STRIKE DATE: 09/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SGI Europe Equity Risk Premia VT 5 ER Index233.56254.38

STRIKE DATE 09/12/2016
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 100% of initial investment Growth Participation: 50% x of the un-capped Index growth applied to invested capital; averaging monthly over final 24 months.
P.A. RETURN
ISIN XS1528141861
NEXT POTENTIAL MATURITY DATE 20/12/2022

EXPAND CLOSE
Natixis Major Markets Income Autocall Nov 2016 GBP
ISIN: XS1408700489
STRIKE DATE: 18/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006775.7710364.79
Eurostoxx 503020.835732.71
S&P 5002181.96575.32

STRIKE DATE 18/11/2016
RETURN & BARRIERS
3.5% Semi-Annual from 6 months if above 75%, 100% autocall semi annual from 12 months, 60% European style barrier
P.A. RETURN
ISIN XS1408700489
NEXT POTENTIAL MATURITY DATE 20/11/2017

EXPAND CLOSE
BBVA Single Index Autocall USD
ISIN: XS1523118344
STRIKE DATE: 07/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan344.961467.67

STRIKE DATE 07/12/2016
RETURN & BARRIERS
Investment Structure: Annual Snowballing Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Snowballing Coupon Rate: 8.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1523118344
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Natixis FTSE-S&P-Eurostoxx 70:70 Income Autocall USD
ISIN: XS1408700307
STRIKE DATE: 30/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006783.7910364.79
S&P 5002198.816575.32
Eurostoxx 503051.615732.71

STRIKE DATE 30/11/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.17% semi-annual (6.34% annually) Gross Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1408700307
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA 60:60 Global Income Autocall USD
ISIN: XS1514851978
STRIKE DATE: 28/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006799.4710364.79
Russell 20001329.8282512.368
S&P/ASX 2005464.48671.785
Eurostoxx 503016.85732.71

STRIKE DATE 28/11/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual (7% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1514851978
NEXT POTENTIAL MATURITY DATE 28/11/2017

EXPAND CLOSE
BBVA 60:60 Global Income Autocall GBP
ISIN: XS1514850905
STRIKE DATE: 28/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006799.4710364.79
Russell 20001329.8282512.368
S&P/ASX 2005464.48671.785
Eurostoxx 503016.85732.71

STRIKE DATE 28/11/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3% semi-annual (6% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1514850905
NEXT POTENTIAL MATURITY DATE 28/11/2017

EXPAND CLOSE
Investec EVEN30™ Booster
ISIN: XS1513838745
STRIKE DATE: 24/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302043.982353.61
FTSE 1006829.2010364.79

STRIKE DATE 24/11/2016
RETURN & BARRIERS
Investment Structure: Enhanced Participation Growth Note Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) linked to FTSE 100 Growth Participation: 220% x performance of Investec EVEN30™ Index
P.A. RETURN
ISIN XS1513838745
NEXT POTENTIAL MATURITY DATE 24/11/2022

EXPAND CLOSE
Investec Capital Protected Growth Note GBP
ISIN: XS1512967180
STRIKE DATE: 25/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302053.632353.61

STRIKE DATE 25/11/2016
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 Averaged monthly over the final 12 months
P.A. RETURN
ISIN XS1512967180
NEXT POTENTIAL MATURITY DATE 29/11/2022

EXPAND CLOSE
Investec Triple Index Fixed Income Jul 2016 GBP
ISIN: XS1424841614
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006730.4810364.79
S&P 5002175.036575.32
Eurostoxx 502972.235732.71

STRIKE DATE 22/07/2016
RETURN & BARRIERS
1.2% Quarterly Fixed 65% European Barrier
P.A. RETURN
ISIN XS1424841614
NEXT POTENTIAL MATURITY DATE 22/07/2022

    EXPAND CLOSE
    Credit Suisse Diversified Markets Income Autocall
    ISIN: XS1494506618
    STRIKE DATE: 11/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001282.3942512.368
    OMX Stockholm 301451.533006.37
    S&P/ASX 2005370.7388671.785
    S&P/TSX 60858.91913.651

    STRIKE DATE 11/11/2016
    RETURN & BARRIERS
    5.6% p.a. if all above 60%, 100% Autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1494506618
    NEXT POTENTIAL MATURITY DATE 13/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1510682278
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5512991.25
    OMX Stockholm 301476.4743006.37
    S&P/ASX 2005359.4158671.785
    S&P/TSX 60878.271913.651

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4% semi-annual snowballing (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 XS1510682278
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1510687152
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5512991.25
    OMX Stockholm 301476.4743006.37
    S&P/ASX 2005359.4158671.785
    S&P/TSX 60878.271913.651

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual snowballing (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 XS1510687152
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE