INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Income Autocall June 2017 GBP
ISIN: XS1619351825
STRIKE DATE: 30/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001415.3592940.163
OMX Stockholm 301602.5313167.097
S&P/ASX 2005721.4948838.994
S&P/TSX 60892.652073.413

STRIKE DATE 30/06/2017
RETURN & BARRIERS
5.25% p.a. if all above 60%, 100% autocall, 60% European Barrier
P.A. RETURN
ISIN XS1619351825
NEXT POTENTIAL MATURITY DATE 28/06/2019

EXPAND CLOSE
Investec Triple Index Income Autocall June 2017 GBP
ISIN: XS1620762051
STRIKE DATE: 30/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007312.7210639.17
S&P 5002423.417408.3
Eurostoxx 503441.886210.17

STRIKE DATE 30/06/2017
RETURN & BARRIERS
5% per annum if all above 60%, 100% Autocall from 24 months, 60% European Barrier
P.A. RETURN
ISIN XS1620762051
NEXT POTENTIAL MATURITY DATE 01/07/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jul 2017 USD
ISIN: XS1636452978
STRIKE DATE: 21/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007452.9110639.17
Russell 20001435.8392940.163
HSCEI10787.138352.67
S&P/ASX 2005722.8418838.994

STRIKE DATE 21/07/2017
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: 4.275% semi-annual (8.55% 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
ISIN XS1636452978
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jul 2017 GBP
ISIN: XS1636452622
STRIKE DATE: 21/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007452.9110639.17
Russell 20001435.8392940.163
HSCEI10787.138352.67
S&P/ASX 2005722.8418838.994

STRIKE DATE 21/07/2017
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
ISIN XS1636452622
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1635993683
STRIKE DATE: 20/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9027.3714214.95
OMX Stockholm 301597.8353167.097
S&P/ASX 2005761.4538838.994
S&P/TSX 60900.842073.413

STRIKE DATE 20/07/2017
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: 3.5% semi-annual (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 XS1635993683
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1635992016
STRIKE DATE: 20/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9027.3714214.95
OMX Stockholm 301597.8353167.097
S&P/ASX 2005761.4538838.994
S&P/TSX 60900.842073.413

STRIKE DATE 20/07/2017
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: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1635992016
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD Jul 2017
ISIN: XS1513310505
STRIKE DATE: 07/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP444555.9
HSBC728.21527
AstraZeneca513012688

STRIKE DATE 07/07/2017
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: 1.85% Quarterly (7.4% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS1513310505
NEXT POTENTIAL MATURITY DATE 07/07/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP Jul 2017
ISIN: XS1513310687
STRIKE DATE: 07/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP444555.9
HSBC728.21527
AstraZeneca513012688

STRIKE DATE 07/07/2017
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 XS1513310687
NEXT POTENTIAL MATURITY DATE 07/07/2023

EXPAND CLOSE
BBVA Diversified Markets Income Autocall May 2017 GBP
ISIN: XS1589838777
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772940.163
OMX Stockholm 301615.2693167.097
S&P/ASX 2005738.3128838.994
S&P/TSX 60900.212073.413

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.5% p.a. if all above 60%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589838777
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall May 2017 USD
ISIN: XS1589839072
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001361.0772940.163
FTSE 1007436.4210639.17
S&P/ASX 2005738.3128838.994
HSI25136.5225210.81

STRIKE DATE 18/05/2017
RETURN & BARRIERS
9.1% per annum if all above 65%, 100% Autocall Barrier, 60% European Barrier
P.A. RETURN
ISIN XS1589839072
NEXT POTENTIAL MATURITY DATE 18/05/2018

EXPAND CLOSE
Investec Triple Index Income Autocall May 2017 GBP
ISIN: XS1590695836
STRIKE DATE: 18/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007436.4210639.17
S&P 5002365.727408.3
Eurostoxx 503562.226210.17

STRIKE DATE 18/05/2017
RETURN & BARRIERS
5.15% per annum if all above 60%, 100% Autocall barrier from 24 months, 60% European Barrier
P.A. RETURN
ISIN XS1590695836
NEXT POTENTIAL MATURITY DATE 18/05/2022

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017 USD
ISIN: XS1611902922
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.5410639.17
Russell 20001406.7282940.163
HSCEI10384.898352.67
S&P/ASX 2005774.0348838.994

STRIKE DATE 16/06/2017
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: 4.275% semi-annual (8.55% 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
ISIN XS1611902922
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall Jun 2017GBP
ISIN: XS1611902682
STRIKE DATE: 16/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007463.5410639.17
Russell 20001406.7282940.163
HSCEI10384.898352.67
S&P/ASX 2005774.0348838.994

STRIKE DATE 16/06/2017
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
ISIN XS1611902682
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1611571719
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0114214.95
OMX Stockholm 301624.9723167.097
S&P/ASX 2005763.198838.994
S&P/TSX 60893.882073.413

STRIKE DATE 15/06/2017
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: 3.5% semi-annual (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 XS1611571719
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1611571479
STRIKE DATE: 15/06/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8853.0114214.95
OMX Stockholm 301624.9723167.097
S&P/ASX 2005763.198838.994
S&P/TSX 60893.882073.413

STRIKE DATE 15/06/2017
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: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1611571479
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall USD
ISIN: XS1592868944
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.9410639.17
Russell 20001400.4282940.163
HSCEI10219.898352.67
S&P/ASX 2005924.0648838.994

STRIKE DATE 28/04/2017
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: 4.3% semi-annual (8.6% 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
ISIN XS1592868944
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall GBP
ISIN: XS1592869249
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007203.9410639.17
Russell 20001400.4282940.163
HSCEI10219.898352.67
S&P/ASX 2005924.0648838.994

STRIKE DATE 28/04/2017
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: 3.3% semi-annual (6.6% 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
ISIN XS1592869249
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1513274941
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65555.9
HSBC645.21527
Vodafone202.95116.15

STRIKE DATE 03/05/2017
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: 2% Quarterly (8% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1513274941
NEXT POTENTIAL MATURITY DATE 10/05/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1513275088
STRIKE DATE: 03/05/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP446.65555.9
HSBC645.21527
Vodafone202.95116.15

STRIKE DATE 03/05/2017
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: 1.75% Quarterly (7% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1513275088
NEXT POTENTIAL MATURITY DATE 03/05/2023

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1587952216
STRIKE DATE: 28/04/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8812.6714214.95
OMX Stockholm 301626.9943167.097
S&P/ASX 2005924.0648838.994
S&P/TSX 60918.92073.413

STRIKE DATE 28/04/2017
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: 3.9% semi-annual (7.8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952216
NEXT POTENTIAL MATURITY DATE 29/04/2019

EXPAND CLOSE