INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9237.13 | 14424.24 |
| OMX Stockholm 30 | 1667.505 | 3247.031 |
| S&P/ASX 200 | 5906.988 | 8844.412 |
| S&P/TSX 60 | 937.032 | 2068.89 |
STRIKE DATE 20/10/2017
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: 2.75% 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 XS1689542121
NEXT POTENTIAL MATURITY DATE 22/10/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9237.13 | 14424.24 |
| OMX Stockholm 30 | 1667.505 | 3247.031 |
| S&P/ASX 200 | 5906.988 | 8844.412 |
| S&P/TSX 60 | 937.032 | 2068.89 |
STRIKE DATE 20/10/2017
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: 6.25% semi-annual (12.5% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689128897
NEXT POTENTIAL MATURITY DATE 22/10/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9237.13 | 14424.24 |
| OMX Stockholm 30 | 1667.505 | 3247.031 |
| S&P/ASX 200 | 5906.988 | 8844.412 |
| S&P/TSX 60 | 937.032 | 2068.89 |
STRIKE DATE 20/10/2017
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% semi-annual (10% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689132659
NEXT POTENTIAL MATURITY DATE 22/10/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7438.5 | 10679.03 |
| S&P 500 | 2476.55 | 7483.24 |
| Eurostoxx 50 | 3443.88 | 6412.68 |
STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% European barrier
P.A. RETURN
ISIN XS1654325684
NEXT POTENTIAL MATURITY DATE 01/06/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7438.5 | 10679.03 |
| S&P 500 | 2476.55 | 7483.24 |
| Eurostoxx 50 | 3443.88 | 6412.68 |
STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
100% autocall from 24 months
70% European barrier
P.A. RETURN
ISIN XS1654326146
NEXT POTENTIAL MATURITY DATE 01/06/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7438.5 | 10679.03 |
| S&P 500 | 2476.55 | 7483.24 |
| Eurostoxx 50 | 3443.88 | 6412.68 |
STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
100% autocall from 24 months
70% European barrier
P.A. RETURN
ISIN XS1654325841
NEXT POTENTIAL MATURITY DATE 01/06/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7438.5 | 10679.03 |
| S&P 500 | 2476.55 | 7483.24 |
| Eurostoxx 50 | 3443.88 | 6412.68 |
STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
100% autocall from 24 months
70% European barrier
P.A. RETURN
ISIN XS1654326229
NEXT POTENTIAL MATURITY DATE 01/06/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,556.2400 | 10679.03 |
| Russell 2000 | 1,505.1640 | 2996.11 |
| S&P/ASX 200 | 5,794.4660 | 8844.412 |
| S&P/TSX 60 | 928.0300 | 2068.89 |
STRIKE DATE 12/10/2017
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 XS1684196782
NEXT POTENTIAL MATURITY DATE 12/04/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,556.2400 | 10679.03 |
| Russell 2000 | 1,505.1640 | 2996.11 |
| S&P/ASX 200 | 5,794.4660 | 8844.412 |
| S&P/TSX 60 | 928.0300 | 2068.89 |
STRIKE DATE 12/10/2017
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 XS1684196519
NEXT POTENTIAL MATURITY DATE 12/04/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7323.98 | 10679.03 |
| Eurostoxx 50 | 3446.03 | 6412.68 |
| S&P 500 | 2425.55 | 7483.24 |
STRIKE DATE 18/08/2017
RETURN & BARRIERS
5% per annum if all above 60%
100% Autocall from 24 months
60% European Barrier
P.A. RETURN
ISIN XS1640828734
NEXT POTENTIAL MATURITY DATE 18/08/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1357.793 | 2996.11 |
| OMX Stockholm 30 | 1532.117 | 3247.031 |
| S&P/ASX 200 | 5747.112 | 8844.412 |
| S&P/TSX 60 | 881.09 | 2068.89 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1357.793 | 2996.11 |
| FTSE 100 | 7323.98 | 10679.03 |
| S&P/ASX 200 | 5747.112 | 8844.412 |
| HSI | 27047.57 | 23350.03 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 448.2500 | 467.15 |
| HSBC | 708.0000 | 1451 |
| AstraZeneca | 4,719.5000 | 14456 |
| Unilever | 4,348.5000 | 4620 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 448.2500 | 467.15 |
| HSBC | 708.0000 | 1451 |
| AstraZeneca | 4,719.5000 | 14456 |
| Unilever | 4,348.5000 | 4620 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 199.35 | 522.3 |
| Tesco | 177.2 | 466.6 |
| BT Group | 294.35 | 188.45 |
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
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,295.3900 | 10679.03 |
| Russell 2000 | 1,425.0230 | 2996.11 |
| HSCEI | 11,101.1400 | 7699.76 |
| S&P/ASX 200 | 5,738.6780 | 8844.412 |
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
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,053.6200 | 14424.24 |
| OMX Stockholm 30 | 1,580.1310 | 3247.031 |
| S&P/ASX 200 | 5,746.4410 | 8844.412 |
| S&P/TSX 60 | 889.2700 | 2068.89 |
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
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,053.6200 | 14424.24 |
| OMX Stockholm 30 | 1,580.1310 | 3247.031 |
| S&P/ASX 200 | 5,746.4410 | 8844.412 |
| S&P/TSX 60 | 889.2700 | 2068.89 |
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
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,396.9800 | 10679.03 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 19975.67 | 69744.07 |
| HSCEI | 10820.95 | 7699.76 |
| Eurostoxx 50 | 3453.17 | 6412.68 |
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