INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,319.1600 | 14349.51 |
| OMX Stockholm 30 | 1,610.8240 | 3256.08 |
| S&P/ASX 200 | 5,994.3680 | 8719.719 |
| S&P/TSX 60 | 958.4450 | 2138.906 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
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
ISIN XS1698101927
NEXT POTENTIAL MATURITY DATE 09/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,319.1600 | 14349.51 |
| OMX Stockholm 30 | 1,610.8240 | 3256.08 |
| S&P/ASX 200 | 5,994.3680 | 8719.719 |
| S&P/TSX 60 | 958.4450 | 2138.906 |
STRIKE DATE 08/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 4.5% semi-annual (9% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1727852805
NEXT POTENTIAL MATURITY DATE 09/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 10840.35 |
| Russell 2000 | 1520.469 | 2767.269 |
| Eurostoxx 50 | 3573.13 | 6168.26 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259046
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 10840.35 |
| Russell 2000 | 1520.469 | 2767.269 |
| Eurostoxx 50 | 3573.13 | 6168.26 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
105% autocall from 36 months
70% Final Level barrier (European)
P.A. RETURN
ISIN XS1641258311
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 10840.35 |
| Eurostoxx 50 | 3573.13 | 6168.26 |
| Russell 2000 | 1520.469 | 2767.269 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
105% autocall from 36 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641258667
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7320.75 | 10840.35 |
| Russell 2000 | 1520.469 | 2767.269 |
| Eurostoxx 50 | 3573.13 | 6168.26 |
STRIKE DATE 07/12/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
105% autocall trigger from 36 months
70% Final Level barrier (European)
P.A. RETURN
ISIN XS1641258824
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,327.5000 | 10840.35 |
| S&P/ASX 200 | 5,971.8200 | 8719.719 |
| Eurostoxx 50 | 3,570.5700 | 6168.26 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
1.75% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259392
NEXT POTENTIAL MATURITY DATE 06/06/2022
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,327.5000 | 10840.35 |
| S&P/ASX 200 | 5,971.8200 | 8719.719 |
| Eurostoxx 50 | 3,570.5700 | 6168.26 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
1.4% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European)
P.A. RETURN
ISIN XS1641259129
NEXT POTENTIAL MATURITY DATE 06/06/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,665.5400 | 10840.35 |
| Russell 2000 | 1,608.0580 | 2767.269 |
| HSI | 33,154.1200 | 24062.72 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
STRIKE DATE 26/01/2018
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 -5.396% p.a.
ISIN XS1731922073
NEXT POTENTIAL MATURITY DATE 26/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,665.5400 | 10840.35 |
| Russell 2000 | 1,608.0580 | 2767.269 |
| HSI | 33,154.1200 | 24062.72 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
STRIKE DATE 26/01/2018
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 -5.396% p.a.
ISIN XS1731921935
NEXT POTENTIAL MATURITY DATE 26/01/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14349.51 |
| OMX Stockholm 30 | 1,604.4880 | 3256.08 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
| S&P/TSX 60 | 958.0420 | 2138.906 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.25% semi-annual (6.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733290594
NEXT POTENTIAL MATURITY DATE 28/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14349.51 |
| OMX Stockholm 30 | 1,604.4880 | 3256.08 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
| S&P/TSX 60 | 958.0420 | 2138.906 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 2.75% semi-annual (5.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733289158
NEXT POTENTIAL MATURITY DATE 28/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14349.51 |
| OMX Stockholm 30 | 1,604.4880 | 3256.08 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
| S&P/TSX 60 | 958.0420 | 2138.906 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 6.75% semi-annual (13.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291139
NEXT POTENTIAL MATURITY DATE 25/07/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,482.9600 | 14349.51 |
| OMX Stockholm 30 | 1,604.4880 | 3256.08 |
| S&P/ASX 200 | 6,050.0230 | 8719.719 |
| S&P/TSX 60 | 958.0420 | 2138.906 |
STRIKE DATE 25/01/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 5.25% semi-annual (10.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1733291642
NEXT POTENTIAL MATURITY DATE 25/07/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 4,886.0000 | 12698 |
| BP | 501.5000 | 610.5 |
| Centrica | 130.8500 | 148.3 |
| HSBC | 750.3000 | 1421.2 |
STRIKE DATE 01/02/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 3 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 XS1636946383
NEXT POTENTIAL MATURITY DATE 01/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,544.1410 | 2767.269 |
| Eurostoxx 50 | 3,569.9300 | 6168.26 |
| S&P/ASX 200 | 5,969.8920 | 8719.719 |
| HSCEI | 11,475.7200 | 8103.27 |
STRIKE DATE 30/11/2017
RETURN & BARRIERS
Memory Coupon Rate: 3.1% semi-annual (6.2% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.373% p.a.
ISIN XS1725400664
NEXT POTENTIAL MATURITY DATE 30/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10854.09 | 46969.87 |
| Nikkei 225 | 22550.85 | 64425.95 |
| S&P/ASX 200 | 5982.551 | 8719.719 |
| Russell 2000 | 1519.163 | 2767.269 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.20% Semi-Annual memory coupon if above 80%
100% autocall trigger from 24 months
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641258154
NEXT POTENTIAL MATURITY DATE 25/11/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1519.163 | 2767.269 |
| FTSE 100 | 7409.64 | 10840.35 |
| S&P/ASX 200 | 5982.551 | 8719.719 |
| HSI | 29866.32 | 24062.72 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%,
100% autocall trigger from 12 months,
60% Final Level Barrier (European Style)
P.A. RETURN -1.618% p.a.
ISIN XS1721158290
NEXT POTENTIAL MATURITY DATE 24/11/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10854.09 | 46969.87 |
| Eurostoxx 50 | 3581.23 | 6168.26 |
| SMI | 9325.6 | 14349.51 |
| S&P/TSX 60 | 954.143 | 2138.906 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
3.5% Semi-Annual memory coupon if above 65%
100% autocall trigger from 12 months
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1641259632
NEXT POTENTIAL MATURITY DATE 25/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Sanofi | 77.45 | 72.16 |
| Total SA | 47.35 | 80.21 |
| Airbus | 85.80 | 194.78 |
STRIKE DATE 24/11/2017
RETURN & BARRIERS
2.52% Qtrly Memory Coupon if all above 70%
100% Autocall Trigger from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1631526651
NEXT POTENTIAL MATURITY DATE 15/11/2019