INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Triple Index Fixed Income Nov 2016 GBP
ISIN: XS1505151149
STRIKE DATE: 11/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006730.4310364.79
Eurostoxx 502164.205732.71
S&P 5003030.026575.32

STRIKE DATE 11/11/2016
RETURN & BARRIERS
1.1% Quarterly Fixed, 65% European Barrier
P.A. RETURN
ISIN XS1505151149
NEXT POTENTIAL MATURITY DATE 11/11/2022

EXPAND CLOSE
Credit Suisse Diversified Markets Income Autocall Oct 2016 GBP
ISIN: XS1444039835
STRIKE DATE: 07/10/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8214.5912991.25
OMX Stockholm 301451.6533006.37
S&P/ASX 2005467.398671.785
S&P/TSX 60851.001913.651

STRIKE DATE 07/10/2016
RETURN & BARRIERS
5.75% p.a. if all above 65%, 100% Autocall, 65% European Barrier
P.A. RETURN
ISIN XS1444039835
NEXT POTENTIAL MATURITY DATE 09/10/2017

    EXPAND CLOSE
    Investec Triple Index Fixed Income Oct 2016 GBP
    ISIN: XS1488344232
    STRIKE DATE: 07/10/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007044.3910364.79
    S&P 5002153.746575.32
    Eurostoxx 503000.575732.71

    STRIKE DATE 07/10/2016
    RETURN & BARRIERS
    1.1% Quarterly Fixed, 65% European Barrier
    P.A. RETURN
    ISIN XS1488344232
    NEXT POTENTIAL MATURITY DATE 07/10/2022

      EXPAND CLOSE
      Commerzbank Global Markets Catch-Up Income Autocall
      ISIN: XS1501554015
      STRIKE DATE: 17/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI8000.9612991.25
      OMX Stockholm 301438.2813006.37
      S&P/ASX 2005388.688671.785
      S&P/TSX 60850.341913.651

      STRIKE DATE 17/10/2016
      RETURN & BARRIERS
      Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.75% semi-annual snowballing (7.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS1501554015
      NEXT POTENTIAL MATURITY DATE 17/10/2017

      EXPAND CLOSE
      Investec Capital Protected Growth Note GBP
      ISIN: XS1498578340
      STRIKE DATE: 24/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Investec
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      EVEN 302156.942353.61

      STRIKE DATE 24/10/2016
      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 XS1498578340
      NEXT POTENTIAL MATURITY DATE 26/10/2022

      EXPAND CLOSE
      Commerzbank Emerging Markets 60:60 Income Step-Down USD
      ISIN: XS1497618964
      STRIKE DATE: 14/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      iShares MSCI Mexico49.9876.37
      iShares MSCI Brazil (EWZ)36.0538.37
      VanEck Vectors Russia18.465.6187
      Wisdomtree India Earnings Fund21.5940.77

      STRIKE DATE 14/10/2016
      RETURN & BARRIERS
      Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 5.5% semi-annual (11% 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 XS1497618964
      NEXT POTENTIAL MATURITY DATE 16/10/2017

      EXPAND CLOSE
      Commerzbank Emerging Markets 60:60 Income Step-Down GBP
      ISIN: XS1497676491
      STRIKE DATE: 14/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      iShares MSCI Mexico49.9876.37
      iShares MSCI Brazil (EWZ)36.0538.37
      VanEck Vectors Russia18.465.6187
      Wisdomtree India Earnings Fund21.5940.77

      STRIKE DATE 14/10/2016
      RETURN & BARRIERS
      Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 4.75% semi-annual (9.5% 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 XS1497676491
      NEXT POTENTIAL MATURITY DATE 16/10/2017

      EXPAND CLOSE
      Natixis 60:60 Global Income Autocall GBP
      ISIN: XS1373388583
      STRIKE DATE: 28/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB17324.2345714.95
      Russell 20001187.6132512.368
      S&P/ASX 2005283.8388671.785
      Nikkei 22517446.4153739.68

      STRIKE DATE 28/10/2016
      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: 3.1% semi-annual (6.2% 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 XS1373388583
      NEXT POTENTIAL MATURITY DATE 30/10/2017

      EXPAND CLOSE
      Commerzbank 6Y Phoenix Autocall Sep 2016 USD
      ISIN: XS1487948801
      STRIKE DATE: 01/09/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2005415.56408671.785
      S&P/TSX 60855.601913.651
      SMI8142.6412991.25
      OMX Stockholm 301417.583006.37

      STRIKE DATE 01/09/2016
      RETURN & BARRIERS
      16.20 % p.a if all above 80%, 100% autocall,70% European Barrier
      P.A. RETURN
      ISIN XS1487948801
      NEXT POTENTIAL MATURITY DATE 01/09/2017

        EXPAND CLOSE
        Investec Triple Index Fixed Income Sep 2016 GBP
        ISIN: XS1463148483
        STRIKE DATE: 02/09/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Investec
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1006894.6010364.79
        S&P 5002179.986575.32
        Eurostoxx 503079.745732.71

        STRIKE DATE 02/09/2016
        RETURN & BARRIERS
        1.05% Qtrly Fixed, 65% European Barrier
        P.A. RETURN
        ISIN XS1463148483
        NEXT POTENTIAL MATURITY DATE 02/09/2022

          EXPAND CLOSE
          Commerzbank Diversified Markets Income Autocall Sep 2016 GBP
          ISIN: XS1464652939
          STRIKE DATE: 02/09/2016
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Commerzbank
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2005372.8048671.785
          S&P/TSX 60861.561913.651
          SMI8294.3012991.25
          OMX Stockholm 301437.2393006.37

          STRIKE DATE 02/09/2016
          RETURN & BARRIERS
          6.5% p.a. if all above 65%, 100% autocall, 65% European Barrier
          P.A. RETURN
          ISIN XS1464652939
          NEXT POTENTIAL MATURITY DATE 05/09/2017

            EXPAND CLOSE
            Natixis FTSE 150 Autocallable Super Tracker
            ISIN: XS1373380093
            STRIKE DATE: 03/10/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE Custom 1501356.321527.68

            STRIKE DATE 03/10/2016
            RETURN & BARRIERS
            Investment Structure: Autocallable Super Tracker Autocall Opportunity: End of year 2 only Autocall Trigger: 105% of initial level Coupon Rate: 20% (10% annually) Gross Participation Rate: 150% of growth (if no Autocall) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN
            ISIN XS1373380093
            NEXT POTENTIAL MATURITY DATE 03/10/2018

            EXPAND CLOSE
            Investec Capital Protected Growth Note USD
            ISIN: XS1484536674
            STRIKE DATE: 23/09/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Investec
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            EVEN 302200.802353.61

            STRIKE DATE 23/09/2016
            RETURN & BARRIERS
            Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 130% x performance of Investec EVEN30™ Index Averaged monthly over the final 12 months
            P.A. RETURN
            ISIN XS1484536674
            NEXT POTENTIAL MATURITY DATE 23/09/2022

            EXPAND CLOSE
            BBVA 60:60 Global Income Autocall
            ISIN: XS1482770283
            STRIKE DATE: 23/09/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB16452.8445714.95
            Russell 20001254.6232512.368
            S&P/ASX 2005431.2978671.785
            Nikkei 22516754.0253739.68

            STRIKE DATE 23/09/2016
            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: 3.4% semi-annual (6.8% 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 XS1482770283
            NEXT POTENTIAL MATURITY DATE 25/09/2017

            EXPAND CLOSE
            Natixis 60:60 Global Income Autocall
            ISIN: XS1373377974
            STRIKE DATE: 19/09/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1006,813.550010364.79
            Russell 20001,232.52602512.368
            S&P/ASX 2005,294.76308671.785
            HSCEI9,747.75008504.81

            STRIKE DATE 19/09/2016
            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 XS1373377974
            NEXT POTENTIAL MATURITY DATE 19/09/2017

            EXPAND CLOSE
            Investec Capital Protected Growth Note
            ISIN: XS1481839964
            STRIKE DATE: 23/09/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Investec
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            EVEN 302200.802353.61

            STRIKE DATE 23/09/2016
            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 XS1481839964
            NEXT POTENTIAL MATURITY DATE 27/09/2022

            EXPAND CLOSE
            Commerzbank Global Markets Catch-Up Income Autocall Jul 2016 GBP
            ISIN: XS1467488133
            STRIKE DATE: 29/07/2016
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Commerzbank
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI8127.212991.25
            OMX Stockholm 301386.6563006.37
            S&P/ASX 2005562.3588671.785
            S&P/TSX 60847.41913.651

            STRIKE DATE 29/07/2016
            RETURN & BARRIERS
            3.75% Semi-annual if all above 80%, 100% Autocall from yr1, 60% European Barrier
            P.A. RETURN
            ISIN XS1467488133
            NEXT POTENTIAL MATURITY DATE 31/07/2017

              EXPAND CLOSE
              Commerzbank Global Markets Catch-Up Income Autocall Jul 2016 USD
              ISIN: XS1442536394
              STRIKE DATE: 29/07/2016
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Commerzbank
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI8127.212991.25
              OMX Stockholm 301386.6563006.37
              S&P/ASX 2005562.3588671.785
              S&P/TSX 60847.41913.651

              STRIKE DATE 29/07/2016
              RETURN & BARRIERS
              4.25% Semi-annual if all above 80%, 100% Autocall from yr1, 60% European Barrier
              P.A. RETURN
              ISIN XS1442536394
              NEXT POTENTIAL MATURITY DATE 31/07/2017

                EXPAND CLOSE
                Natixis FTSE 150 Autocallable Super Tracker
                ISIN: XS1373371001
                STRIKE DATE: 26/08/2016
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE Custom 1501351.421527.68

                STRIKE DATE 26/08/2016
                RETURN & BARRIERS
                Investment Structure: Autocallable Super Tracker Autocall Opportunity: End of year 2 only Autocall Trigger: 105% of initial level Coupon Rate: 20% (10% annually) Gross Participation Rate: 150% of growth (if no Autocall) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN
                ISIN XS1373371001
                NEXT POTENTIAL MATURITY DATE 28/08/2018

                EXPAND CLOSE
                Commerzbank Developed Markets Catch-Up Income Autocall Jul 2016
                ISIN: XS1452598607
                STRIKE DATE: 15/07/2016
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Commerzbank
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE 1006669.2410364.79
                S&P 5002161.746575.32
                Eurostoxx 502958.655732.71

                STRIKE DATE 15/07/2016
                RETURN & BARRIERS
                2.75% Semi-annual if all above 80%, 100% Autocall from yr1, 65% European Barrier
                P.A. RETURN
                ISIN XS1452598607
                NEXT POTENTIAL MATURITY DATE 17/07/2017

                EXPAND CLOSE