INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Triple Index 70-70 Memory Income Autocall Sep 2017 GBP
ISIN: XS1654325684
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.510840.35
S&P 5002476.557744.06
Eurostoxx 503443.886168.26

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654325684
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 70-70 Memory Income Autocall Sep 2017 USD
ISIN: XS1654326146
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.510840.35
S&P 5002476.557744.06
Eurostoxx 503443.886168.26

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654326146
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 80-70 Memory Income Autocall Sep 2017 GBP
ISIN: XS1654325841
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.510840.35
S&P 5002476.557744.06
Eurostoxx 503443.886168.26

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654325841
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Triple Index 80-70 Memory Income Autocall Sep 2017 USD
ISIN: XS1654326229
STRIKE DATE: 01/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007438.510840.35
S&P 5002476.557744.06
Eurostoxx 503443.886168.26

STRIKE DATE 01/09/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% European barrier
P.A. RETURN
ISIN XS1654326229
NEXT POTENTIAL MATURITY DATE 01/06/2022

EXPAND CLOSE
Investec Global Markets Catch-Up Income Autocall USD
ISIN: XS1684196782
STRIKE DATE: 12/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,556.240010840.35
Russell 20001,505.16402767.269
S&P/ASX 2005,794.46608719.719
S&P/TSX 60928.03002138.906

STRIKE DATE 12/10/2017
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 XS1684196782
NEXT POTENTIAL MATURITY DATE 12/04/2022

EXPAND CLOSE
Investec Global Markets Catch-Up Income Autocall GBP
ISIN: XS1684196519
STRIKE DATE: 12/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,556.240010840.35
Russell 20001,505.16402767.269
S&P/ASX 2005,794.46608719.719
S&P/TSX 60928.03002138.906

STRIKE DATE 12/10/2017
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 XS1684196519
NEXT POTENTIAL MATURITY DATE 12/04/2022

EXPAND CLOSE
Investec Triple Index Income Autocall Aug 2017 GBP
ISIN: XS1640828734
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007323.9810840.35
Eurostoxx 503446.036168.26
S&P 5002425.557744.06

STRIKE DATE 18/08/2017
RETURN & BARRIERS
5% per annum if all above 60% 100% Autocall from 24 months 60% European Barrier
P.A. RETURN
ISIN XS1640828734
NEXT POTENTIAL MATURITY DATE 18/08/2022

EXPAND CLOSE
BBVA Diversified Markets Income Autocall Aug 2017 GBP
ISIN: XS1640912280
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932767.269
OMX Stockholm 301532.1173256.08
S&P/ASX 2005747.1128719.719
S&P/TSX 60881.092138.906

STRIKE DATE 18/08/2017
RETURN & BARRIERS
5.25% p.a. if all above 60% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912280
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
BBVA Global Markets Income Autocall Aug 2017 USD
ISIN: XS1640912447
STRIKE DATE: 18/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001357.7932767.269
FTSE 1007323.9810840.35
S&P/ASX 2005747.1128719.719
HSI27047.5724062.72

STRIKE DATE 18/08/2017
RETURN & BARRIERS
8.2% per annum if all above 65% 100% Autocall 60% European Barrier
P.A. RETURN
ISIN XS1640912447
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall USD
ISIN: XS1581933535
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP448.2500610.5
HSBC708.00001421.2
AstraZeneca4,719.500012698
Unilever4,348.50004915.5

STRIKE DATE 15/09/2017
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 XS1581933535
NEXT POTENTIAL MATURITY DATE 15/09/2023

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall GBP
ISIN: XS1581933451
STRIKE DATE: 15/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BP448.2500610.5
HSBC708.00001421.2
AstraZeneca4,719.500012698
Unilever4,348.50004915.5

STRIKE DATE 15/09/2017
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: 1.5% Quarterly (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% p.a.
ISIN XS1581933451
NEXT POTENTIAL MATURITY DATE 15/09/2023

EXPAND CLOSE
Natixis Titans 50-50 Memory Income Autocall Aug 2017 GBP
ISIN: XS1581927990
STRIKE DATE: 11/08/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays199.35432.4
Tesco177.2534.6
BT Group294.35206.9

STRIKE DATE 11/08/2017
RETURN & BARRIERS
2% quarterly memory if all above 50% 100% autocall from 24 months, 50% European Barrier
P.A. RETURN -2.4885% p.a.
ISIN XS1581927990
NEXT POTENTIAL MATURITY DATE 11/08/2023

EXPAND CLOSE
Investec 50-50 Low Hurdle Autocall GBP
ISIN: XS1666990376
STRIKE DATE: 14/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,295.390010840.35
Russell 20001,425.02302767.269
HSCEI11,101.14008103.27
S&P/ASX 2005,738.67808719.719

STRIKE DATE 14/09/2017
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 6.20% p.a.
ISIN XS1666990376
NEXT POTENTIAL MATURITY DATE 14/09/2023

EXPAND CLOSE
Commerzbank Global Markets Classic Autocall USD
ISIN: XS1668044420
STRIKE DATE: 12/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,053.620014349.51
OMX Stockholm 301,580.13103256.08
S&P/ASX 2005,746.44108719.719
S&P/TSX 60889.27002138.906

STRIKE DATE 12/09/2017
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: 6.5% semi-annual (13% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1668044420
NEXT POTENTIAL MATURITY DATE 12/09/2019

EXPAND CLOSE
Commerzbank Global Markets Classic Autocall GBP
ISIN: XS1668043703
STRIKE DATE: 12/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,053.620014349.51
OMX Stockholm 301,580.13103256.08
S&P/ASX 2005,746.44108719.719
S&P/TSX 60889.27002138.906

STRIKE DATE 12/09/2017
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: 5.1% semi-annual (10.2% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1668043703
NEXT POTENTIAL MATURITY DATE 12/09/2019

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall USD
ISIN: XS1662919841
STRIKE DATE: 07/09/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,396.980010840.35

STRIKE DATE 07/09/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.55% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.1% p.a.
ISIN XS1662919841
NEXT POTENTIAL MATURITY DATE 09/09/2024

EXPAND CLOSE
Natixis Triple Index Classic Autocall USD Jul 2017
ISIN: XS1581930788
STRIKE DATE: 24/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519975.6764425.95
HSCEI10820.958103.27
Eurostoxx 503453.176168.26

STRIKE DATE 24/07/2017
RETURN & BARRIERS
8% Semi Annual Snowballing if Autocalled 100% Autocall trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN XS1581930788
NEXT POTENTIAL MATURITY DATE 24/07/2018

EXPAND CLOSE
Commerz French Equity 3Y Classic Autocall Jul 2017 USD
ISIN: XS1657664311
STRIKE DATE: 28/07/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hermes International428.71338.5
LVMH Moet Hennessy Louis Vui213.15398.3
L'Oreal176.050406.85

STRIKE DATE 28/07/2017
RETURN & BARRIERS
8.95% Semi-annual Snowballing if Autocalled 100% Autocall from 12 Months 60% European Barrier
P.A. RETURN
ISIN XS1657664311
NEXT POTENTIAL MATURITY DATE 30/07/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1663030796
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4514349.51
    OMX Stockholm 301546.863256.08
    S&P/ASX 2005714.5228719.719
    S&P/TSX 60892.562138.906

    STRIKE DATE 31/08/2017
    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 XS1663030796
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1663031091
    STRIKE DATE: 31/08/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8925.4514349.51
    OMX Stockholm 301546.863256.08
    S&P/ASX 2005714.5228719.719
    S&P/TSX 60892.562138.906

    STRIKE DATE 31/08/2017
    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 XS1663031091
    NEXT POTENTIAL MATURITY DATE 31/08/2018

    EXPAND CLOSE