INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5.5% Memory annual coupon if above 70%, 100% Autocall trigger from year 1, 60% Final Level Barrier (European)
P.A. RETURN 4.1416% p.a.
ISIN XS1736814614
NEXT POTENTIAL MATURITY DATE 02/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5% p.a. memory coupon if above 70%, 100% Trigger Autocall from 24 months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1670807079
NEXT POTENTIAL MATURITY DATE 03/02/2020

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.9% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.253% p.a.
ISIN XS1763173538
NEXT POTENTIAL MATURITY DATE 06/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.5% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.186% p.a.
ISIN XS1763173611
NEXT POTENTIAL MATURITY DATE 06/03/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/01/2018
RETURN & BARRIERS
2.6% Semi-Annual if above 80% 100% Autocall Semi-annual from 12 months 60% Final Level Barrier (European)
P.A. RETURN -6.026% p.a.
ISIN XS1673945660
NEXT POTENTIAL MATURITY DATE 24/01/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 09/01/2018
RETURN & BARRIERS
1.05% quarterly if all above 80% 100% Autocall Trigger from 18 Months 80% Final Level Barrier (European)
P.A. RETURN
ISIN XS1743636257
NEXT POTENTIAL MATURITY DATE 09/01/2020

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398754
NEXT POTENTIAL MATURITY DATE 22/02/2022

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.75% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398671
NEXT POTENTIAL MATURITY DATE 22/02/2022

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
9.5% p.a. if autocalled from 12 months 60% European Barrier Not Capital Protected
P.A. RETURN
ISIN XS1739356415
NEXT POTENTIAL MATURITY DATE 20/12/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.25% Quarterly memory if above 70 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738783544
NEXT POTENTIAL MATURITY DATE 19/12/2019

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.8% Quarterly memory coupon if above 80 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738785838
NEXT POTENTIAL MATURITY DATE 19/12/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/12/2017
RETURN & BARRIERS
2.48% quarterly memory if all above 50%, 100% autocall from 12 months, 50% Final Level Barrier (E)
P.A. RETURN -0.1683%
ISIN XS1636939685
NEXT POTENTIAL MATURITY DATE 14/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/12/2017
RETURN & BARRIERS
4.65% Semi-annual if above 50% 100% Autocall from 12 months 50% Final Level Barrier (European)
P.A. RETURN 10.075% p.a.
ISIN XS1733274986
NEXT POTENTIAL MATURITY DATE 14/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 14/12/2017
RETURN & BARRIERS
3.5% Semi-annual if above 50 100% Autocall from 12 months, 50% Final Level Barrier (European)
P.A. RETURN 7.00% p.a.
ISIN XS1733273822
NEXT POTENTIAL MATURITY DATE 14/12/2023

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 5% semi-annual (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257693
NEXT POTENTIAL MATURITY DATE 11/12/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 6% semi-annual (12% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257776
NEXT POTENTIAL MATURITY DATE 11/12/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/12/2016
RETURN & BARRIERS
3.1% Semi-Annual if all above 60%, 100% Autocall from 12 months, 60% European Barrier
P.A. RETURN
ISIN XS1531376413
NEXT POTENTIAL MATURITY DATE 11/12/2017

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 08/12/2017
RETURN & BARRIERS
7.1% p.a. if all above 65% Autocall if all above 100% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.245% p.a.
ISIN XS1697022926
NEXT POTENTIAL MATURITY DATE 08/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 08/12/2017
RETURN & BARRIERS
5.5% p.a. if all above 70% Autocall if all above 100% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.495% p.a.
ISIN XS1697917679
NEXT POTENTIAL MATURITY DATE 08/12/2023

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 08/12/2017
RETURN & BARRIERS
6% p.a. if all above 65% Autocall if all above 100% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1725659996
NEXT POTENTIAL MATURITY DATE 09/12/2019

• FACTSHEET