INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 302178.900
FTSE 1006838.0510471.72

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
SMI7594.4913708.02
OMX Stockholm 301246.0993113.57
S&P/ASX 2005137.238804.037
S&P/TSX 60796.312050.451

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
SMI8194.7313708.02
OMX Stockholm 301377.4693113.57
S&P/ASX 2005498.1878804.037
S&P/TSX 60850.342050.451

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 302128.910

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 1006138.6910471.72
Russell 20001127.5382943.992
Eurostoxx 502776.096187.63
HSCEI8530.18374.43

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 100609610471.72
S&P 5001948.057431.46
Eurostoxx 502929.166187.63
Nikkei 22516188.4166020.04

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 1006165.810471.72
Eurostoxx 502956.436187.63
SMI7973.9313708.02

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
SMI7713.6113708.02
OMX Stockholm 301298.383113.57
S&P/ASX 2005162.6648804.037
S&P/TSX 60809.882050.451

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 1006241.8910471.72

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
SMI7960.8513708.02
OMX Stockholm 301360.7113113.57
S&P/ASX 2005252.2178804.037
S&P/TSX 60815.462050.451

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 1006241.8910471.72
S&P 5002065.37431.46
Eurostoxx 503028.216187.63

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
SMI8099.4213708.02
OMX Stockholm 301389.6123113.57
S&P/ASX 2005225.4288804.037
S&P/TSX 60811.782050.451

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 1006125.7010471.72
S&P 5002057.147431.46
Eurostoxx 502936.846187.63

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
SMI7922.7113708.02
OMX Stockholm 301315.0593113.57
S&P/ASX 2005312.5968804.037
S&P/TSX 60816.762050.451

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 302077.160
FTSE 1006115.7610471.72

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 1006115.7610471.72
S&P 5002096.077431.46
Eurostoxx 502911.116187.63

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
SMI7885.8513708.02
OMX Stockholm 301312.2793113.57
S&P/ASX 2005359.3028804.037
S&P/TSX 60803.352050.451

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 302078.870
FTSE 1006125.710471.72

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 1006106.5010471.72
S&P 5002035.947431.46
Eurostoxx 502986.736187.63

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
Credit Suisse Diversified Markets Income Autocall Mar 2016
ISIN: XS1289107432
STRIKE DATE: 18/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7813.6813708.02
OMX Stockholm 301391.3793113.57
S&P/ASX 2005183.1248804.037
S&P/TSX 60791.352050.451

STRIKE DATE 18/03/2016
RETURN & BARRIERS
7.5% p.a. if all above 55%, 100% autocall, 55% European Barrier
P.A. RETURN
ISIN XS1289107432
NEXT POTENTIAL MATURITY DATE 20/03/2017

EXPAND CLOSE