INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 Fund20.6942.92
iShares MSCI Taiwan Fund30.64104.86
S&P/ASX 2005654.758844.412

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 Fund20.6942.92
iShares MSCI Taiwan Fund30.64104.86
S&P/ASX 2005654.758844.412

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
SMI8,214.300014424.24
OMX Stockholm 301,550.51603247.031
S&P/ASX 2005,538.57708844.412
S&P/TSX 60900.44002068.89

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
SMI8,214.300014424.24
OMX Stockholm 301,550.51603247.031
S&P/ASX 2005,538.57708844.412
S&P/TSX 60900.44002068.89

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 1006775.7710679.03
Eurostoxx 503020.836412.68
S&P 5002181.97483.24

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 Taiwan344.962100.27

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 1006783.7910679.03
S&P 5002198.817483.24
Eurostoxx 503051.616412.68

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 1006799.4710679.03
Russell 20001329.8282996.11
S&P/ASX 2005464.48844.412
Eurostoxx 503016.86412.68

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 1006799.4710679.03
Russell 20001329.8282996.11
S&P/ASX 2005464.48844.412
Eurostoxx 503016.86412.68

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 302043.980
FTSE 1006829.2010679.03

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 302053.630

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 1006730.4810679.03
S&P 5002175.037483.24
Eurostoxx 502972.236412.68

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 20001282.3942996.11
    OMX Stockholm 301451.533247.031
    S&P/ASX 2005370.7388844.412
    S&P/TSX 60858.92068.89

    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
    SMI7904.5514424.24
    OMX Stockholm 301476.4743247.031
    S&P/ASX 2005359.4158844.412
    S&P/TSX 60878.272068.89

    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
    SMI7904.5514424.24
    OMX Stockholm 301476.4743247.031
    S&P/ASX 2005359.4158844.412
    S&P/TSX 60878.272068.89

    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
    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 1006730.4310679.03
    Eurostoxx 502164.206412.68
    S&P 5003030.027483.24

    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
    SMI8214.5914424.24
    OMX Stockholm 301451.6533247.031
    S&P/ASX 2005467.398844.412
    S&P/TSX 60851.002068.89

    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 1007044.3910679.03
      S&P 5002153.747483.24
      Eurostoxx 503000.576412.68

      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
        SMI8000.9614424.24
        OMX Stockholm 301438.2813247.031
        S&P/ASX 2005388.688844.412
        S&P/TSX 60850.342068.89

        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