INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1006669.2410476.46
S&P 5002161.747137.9
Eurostoxx 502958.655906.22

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
Investec EVEN30™ Booster
ISIN: XS1442213200
STRIKE DATE: 26/08/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302178.902353.61
FTSE 1006838.0510476.46

STRIKE DATE 26/08/2016
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 XS1442213200
NEXT POTENTIAL MATURITY DATE 26/08/2022

EXPAND CLOSE
Commerzbank 60-60 Global Income Autocall June 2016 GBP
ISIN: XS1435296659
STRIKE DATE: 27/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7594.4913067.63
OMX Stockholm 301246.0993128.387
S&P/ASX 2005137.238843.557
S&P/TSX 60796.311976.729

STRIKE DATE 27/06/2016
RETURN & BARRIERS
3% Semi-annual, 100% Autocall from yr1, 60% European Barrier
P.A. RETURN
ISIN XS1435296659
NEXT POTENTIAL MATURITY DATE 27/06/2017

EXPAND CLOSE
BBVA 60:60 Global Income Autocall
ISIN: XS1438160951
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8194.7313067.63
OMX Stockholm 301377.4693128.387
S&P/ASX 2005498.1878843.557
S&P/TSX 60850.341976.729

STRIKE DATE 22/07/2016
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 XS1438160951
NEXT POTENTIAL MATURITY DATE 24/07/2017

EXPAND CLOSE
Investec Capital Protected Growth Note
ISIN: XS1429812206
STRIKE DATE: 08/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302128.912353.61

STRIKE DATE 08/07/2016
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 93% of initial investment Capital Risk: Limited to 7% of initial investment Growth Participation: 100% x performance of Investec EVEN30™ Index Averaged Daily over the final 6 months
P.A. RETURN
ISIN XS1429812206
NEXT POTENTIAL MATURITY DATE 12/07/2022

EXPAND CLOSE
Natixis Global Markets Low Hurdle Autocall
ISIN: XS1295812801
STRIKE DATE: 24/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006138.6910476.46
Russell 20001127.5382785.377
Eurostoxx 502776.095906.22
HSCEI8530.18801.78

STRIKE DATE 24/06/2016
RETURN & BARRIERS
Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation end of yr 1) Autocall Trigger: 100% of initial level Coupon Rate: 2% Quarterly (8% annually) Gross Low Hurdle Barrier: 75% of initial level at maturity will pay 24% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1295812801
NEXT POTENTIAL MATURITY DATE 26/06/2017

EXPAND CLOSE
Credit Suisse Developed Markets Income Autocall Feb 2016 GBP
ISIN: XS1289137777
STRIKE DATE: 26/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100609610476.46
S&P 5001948.057137.9
Eurostoxx 502929.165906.22
Nikkei 22516188.4159585.86

STRIKE DATE 26/02/2016
RETURN & BARRIERS
4.6% Semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1289137777
NEXT POTENTIAL MATURITY DATE 26/08/2016

EXPAND CLOSE
Commerzbank Triple Index Autocall May 2016 GBP
ISIN: XS1407083481
STRIKE DATE: 18/05/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006165.810476.46
Eurostoxx 502956.435906.22
SMI7973.9313067.63

STRIKE DATE 18/05/2016
RETURN & BARRIERS
4.55% Semi-annual, 100% Autocall from yr1, 60% European Barrier
P.A. RETURN
ISIN XS1407083481
NEXT POTENTIAL MATURITY DATE 18/05/2017

EXPAND CLOSE
BBVA 60:60 Global Income Autocall
ISIN: XS1417827034
STRIKE DATE: 17/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7713.6113067.63
OMX Stockholm 301298.383128.387
S&P/ASX 2005162.6648843.557
S&P/TSX 60809.881976.729

STRIKE DATE 17/06/2016
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 XS1417827034
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Investec 6yr FTSE Autocall Apr 2016 GBP
ISIN: XS1402949264
STRIKE DATE: 29/04/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006241.8910476.46

STRIKE DATE 29/04/2016
RETURN & BARRIERS
8.5% p.a. if all above 100% from end of yr 2, 50% European Barrier
P.A. RETURN
ISIN XS1402949264
NEXT POTENTIAL MATURITY DATE 30/04/2018

EXPAND CLOSE
Credit Suisse Diversified Markets Income Autocall Apr 2016 GBP
ISIN: XS1355019305
STRIKE DATE: 29/04/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7960.8513067.63
OMX Stockholm 301360.7113128.387
S&P/ASX 2005252.2178843.557
S&P/TSX 60815.461976.729

STRIKE DATE 29/04/2016
RETURN & BARRIERS
7% p.a. if all above 55%, 100% autocall, 55% European Barrier
P.A. RETURN
ISIN XS1355019305
NEXT POTENTIAL MATURITY DATE 02/05/2017

EXPAND CLOSE
Investec Triple Index Fixed Income Apr 2016 GBP
ISIN: XS1388841717
STRIKE DATE: 29/04/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006241.8910476.46
S&P 5002065.37137.9
Eurostoxx 503028.215906.22

STRIKE DATE 29/04/2016
RETURN & BARRIERS
1.2% Qtrly Fixed, 65% European Barrier
P.A. RETURN
ISIN XS1388841717
NEXT POTENTIAL MATURITY DATE 29/04/2022

EXPAND CLOSE
BBVA 60:60 Global Income Autocall Apr 2016 USD
ISIN: XS1401779209
STRIKE DATE: 28/04/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8099.4213067.63
OMX Stockholm 301389.6123128.387
S&P/ASX 2005225.4288843.557
S&P/TSX 60811.781976.729

STRIKE DATE 28/04/2016
RETURN & BARRIERS
3.4% Semi-Annual if all above 60%, 100% Autocall from end of yr1, 60% European Barrier
P.A. RETURN
ISIN XS1401779209
NEXT POTENTIAL MATURITY DATE 28/04/2017

EXPAND CLOSE
Investec Triple Index Fixed Income May 2016 USD
ISIN: XS1400229859
STRIKE DATE: 06/05/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006125.7010476.46
S&P 5002057.147137.9
Eurostoxx 502936.845906.22

STRIKE DATE 06/05/2016
RETURN & BARRIERS
1.25% Qtrly Fixed, 60% European Barrier
P.A. RETURN
ISIN XS1400229859
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
Diversified Markets Income Autocall
ISIN: XS1411510883
STRIKE DATE: 10/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7922.7113067.63
OMX Stockholm 301315.0593128.387
S&P/ASX 2005312.5968843.557
S&P/TSX 60816.761976.729

STRIKE DATE 10/06/2016
RETURN & BARRIERS
7% p.a. if all above 60%, 100% autocall, 60% European Barrier
P.A. RETURN
ISIN XS1411510883
NEXT POTENTIAL MATURITY DATE 13/06/2017

EXPAND CLOSE
Investec Even 30™ Booster
ISIN: XS1409739635
STRIKE DATE: 10/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302077.162353.61
FTSE 1006115.7610476.46

STRIKE DATE 10/06/2016
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: 225% x performance of Investec EVEN30™ Index
P.A. RETURN
ISIN XS1409739635
NEXT POTENTIAL MATURITY DATE 10/06/2022

EXPAND CLOSE
Investec Triple Index Fixed Income
ISIN: XS1405997948
STRIKE DATE: 10/06/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006115.7610476.46
S&P 5002096.077137.9
Eurostoxx 502911.115906.22

STRIKE DATE 10/06/2016
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 4.8% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1405997948
NEXT POTENTIAL MATURITY DATE 10/06/2022

EXPAND CLOSE
BBVA 60:60 Global Income Autocall
ISIN: XS1395293753
STRIKE DATE: 12/05/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7885.8513067.63
OMX Stockholm 301312.2793128.387
S&P/ASX 2005359.3028843.557
S&P/TSX 60803.351976.729

STRIKE DATE 12/05/2016
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3.25% semi-annual (6.5% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1395293753
NEXT POTENTIAL MATURITY DATE 12/05/2017

EXPAND CLOSE
Investec Even 30™ Booster
ISIN: XS1392941065
STRIKE DATE: 06/05/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302078.872353.61
FTSE 1006125.710476.46

STRIKE DATE 06/05/2016
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: 225% x performance of Investec EVEN30™ Index
P.A. RETURN
ISIN XS1392941065
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
Investec Triple Index Fixed Income Mar 2016
ISIN: XS1365258083
STRIKE DATE: 24/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006106.5010476.46
S&P 5002035.947137.9
Eurostoxx 502986.735906.22

STRIKE DATE 24/03/2016
RETURN & BARRIERS
1.25% Qtrly Fixed, 65% European Barrier
P.A. RETURN
ISIN XS1365258083
NEXT POTENTIAL MATURITY DATE 24/03/2022

EXPAND CLOSE