INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Capital Protected Growth Note
ISIN: XS1481839964
STRIKE DATE: 23/09/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302200.800

STRIKE DATE 23/09/2016
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30™ Index Averaged monthly over the final 12 months
P.A. RETURN
ISIN XS1481839964
NEXT POTENTIAL MATURITY DATE 27/09/2022

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall Jul 2016 GBP
ISIN: XS1467488133
STRIKE DATE: 29/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8127.214475.13
OMX Stockholm 301386.6563281.461
S&P/ASX 2005562.3589188.494
S&P/TSX 60847.42168.34

STRIKE DATE 29/07/2016
RETURN & BARRIERS
3.75% Semi-annual if all above 80%, 100% Autocall from yr1, 60% European Barrier
P.A. RETURN
ISIN XS1467488133
NEXT POTENTIAL MATURITY DATE 31/07/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall Jul 2016 USD
    ISIN: XS1442536394
    STRIKE DATE: 29/07/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8127.214475.13
    OMX Stockholm 301386.6563281.461
    S&P/ASX 2005562.3589188.494
    S&P/TSX 60847.42168.34

    STRIKE DATE 29/07/2016
    RETURN & BARRIERS
    4.25% Semi-annual if all above 80%, 100% Autocall from yr1, 60% European Barrier
    P.A. RETURN
    ISIN XS1442536394
    NEXT POTENTIAL MATURITY DATE 31/07/2017

      EXPAND CLOSE
      Natixis FTSE 150 Autocallable Super Tracker
      ISIN: XS1373371001
      STRIKE DATE: 26/08/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE Custom 1501351.421690.09

      STRIKE DATE 26/08/2016
      RETURN & BARRIERS
      Investment Structure: Autocallable Super Tracker Autocall Opportunity: End of year 2 only Autocall Trigger: 105% of initial level Coupon Rate: 20% (10% annually) Gross Participation Rate: 150% of growth (if no Autocall) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS1373371001
      NEXT POTENTIAL MATURITY DATE 28/08/2018

      EXPAND CLOSE
      Commerzbank Developed Markets Catch-Up Income Autocall Jul 2016
      ISIN: XS1452598607
      STRIKE DATE: 15/07/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1006669.2410772.67
      S&P 5002161.747798.99
      Eurostoxx 502958.656545.47

      STRIKE DATE 15/07/2016
      RETURN & BARRIERS
      2.75% Semi-annual if all above 80%, 100% Autocall from yr1, 65% European Barrier
      P.A. RETURN
      ISIN XS1452598607
      NEXT POTENTIAL MATURITY DATE 17/07/2017

      EXPAND CLOSE
      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 1006838.0510772.67

      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
      SMI7594.4914475.13
      OMX Stockholm 301246.0993281.461
      S&P/ASX 2005137.239188.494
      S&P/TSX 60796.312168.34

      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
      SMI8194.7314475.13
      OMX Stockholm 301377.4693281.461
      S&P/ASX 2005498.1879188.494
      S&P/TSX 60850.342168.34

      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 1006138.6910772.67
      Russell 20001127.5383052.847
      Eurostoxx 502776.096545.47
      HSCEI8530.18426.49

      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 100609610772.67
      S&P 5001948.057798.99
      Eurostoxx 502929.166545.47
      Nikkei 22516188.4168308.59

      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 1006165.810772.67
      Eurostoxx 502956.436545.47
      SMI7973.9314475.13

      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
      SMI7713.6114475.13
      OMX Stockholm 301298.383281.461
      S&P/ASX 2005162.6649188.494
      S&P/TSX 60809.882168.34

      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 1006241.8910772.67

      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
      SMI7960.8514475.13
      OMX Stockholm 301360.7113281.461
      S&P/ASX 2005252.2179188.494
      S&P/TSX 60815.462168.34

      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 1006241.8910772.67
      S&P 5002065.37798.99
      Eurostoxx 503028.216545.47

      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
      SMI8099.4214475.13
      OMX Stockholm 301389.6123281.461
      S&P/ASX 2005225.4289188.494
      S&P/TSX 60811.782168.34

      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 1006125.7010772.67
      S&P 5002057.147798.99
      Eurostoxx 502936.846545.47

      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
      SMI7922.7114475.13
      OMX Stockholm 301315.0593281.461
      S&P/ASX 2005312.5969188.494
      S&P/TSX 60816.762168.34

      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 1006115.7610772.67

      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