INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Worldwide Quarterly Memory Income Autocall GBP
ISIN: XS1568979907
STRIKE DATE: 24/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001354.6422767.269
OMX Stockholm 301579.6983256.08
S&P/ASX 2005753.5478719.719
S&P/TSX 60910.732138.906

STRIKE DATE 24/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.5% quarterly (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 XS1568979907
NEXT POTENTIAL MATURITY DATE 24/09/2018

EXPAND CLOSE
Investec Triple Index Fixed Income
ISIN: XS1549583802
STRIKE DATE: 15/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007302.4110840.35
S&P 5002347.227744.06
Eurostoxx 503311.046168.26

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Income Rate: 4.4% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1549583802
NEXT POTENTIAL MATURITY DATE 15/02/2023

EXPAND CLOSE
BBVA Diversified Markets Income Autocall
ISIN: XS1549367180
STRIKE DATE: 15/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001399.1332767.269
OMX Stockholm 301576.3273256.08
S&P/ASX 2005819.3138719.719
S&P/TSX 60935.332138.906

STRIKE DATE 15/02/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Conditional Income Rate: 5.6% p.a. (Gross) Income Trigger: 60% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1549367180
NEXT POTENTIAL MATURITY DATE 15/02/2019

EXPAND CLOSE
BBVA Capital Protected Equally Weighted Growth
ISIN: XS1558414600
STRIKE DATE: 06/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HG UK Absolute Return Fund6.95258.3325
HH Euro Corporate Bond Fund X2 EUR Acc134.32136.32

STRIKE DATE 06/03/2017
RETURN & BARRIERS
Investment Structure: 100% Capital Protected plus Equally Weighted Growth Capital Protection: 100% of initial investment Growth Participation: 100% of the averaged equally weighted performance Averaging: Monthly over the final 12 months
P.A. RETURN
ISIN XS1558414600
NEXT POTENTIAL MATURITY DATE 20/03/2023

EXPAND CLOSE
Natixis Diversified Markets Income Autocall GBP
ISIN: XS1468266520
STRIKE DATE: 24/02/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007243.710840.35
Eurostoxx 503304.096168.26
S&P/ASX 2005738.9858719.719
MSCI Taiwan360.452094.999

STRIKE DATE 24/02/2017
RETURN & BARRIERS
3% semi-annual if all above 60%, 100% autocall Trigger, 60% European Barrier
P.A. RETURN
ISIN XS1468266520
NEXT POTENTIAL MATURITY DATE 24/08/2022

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1562596590
STRIKE DATE: 10/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8669.9714349.51
OMX Stockholm 301587.9283256.08
S&P/ASX 2005775.6158719.719
S&P/TSX 60916.72138.906

STRIKE DATE 10/03/2017
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: 3.9% semi-annual (7.8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1562596590
NEXT POTENTIAL MATURITY DATE 12/03/2018

EXPAND CLOSE
Commerzbank Global Markets Catch-Up Income Autocall GBP
ISIN: XS1562597051
STRIKE DATE: 10/03/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8669.9714349.51
OMX Stockholm 301587.9283256.08
S&P/ASX 2005775.6158719.719
S&P/TSX 60916.72138.906

STRIKE DATE 10/03/2017
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 XS1562597051
NEXT POTENTIAL MATURITY DATE 12/03/2018

EXPAND CLOSE
Commerzbank 60-60 Global Income Autocall Jul 2016 GBP
ISIN: XS1445568444
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8194.7314349.51
OMX Stockholm 301377.46903256.08
S&P/ASX 2005498.18708719.719
S&P/TSX 60850.34002138.906

STRIKE DATE 22/07/2016
RETURN & BARRIERS
3% semi-annual if all above 60% 100% autocall from year 1 60% European barrier
P.A. RETURN
ISIN XS1445568444
NEXT POTENTIAL MATURITY DATE 24/07/2017

    EXPAND CLOSE
    Commerzbank Diversified Markets Income Autocall USD
    ISIN: XS1555980264
    STRIKE DATE: 15/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001404.2072767.269
    OMX Stockholm 301574.0233256.08
    S&P/ASX 2005809.0748719.719
    S&P/TSX 60934.692138.906

    STRIKE DATE 15/02/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 3.23% semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1555980264
    NEXT POTENTIAL MATURITY DATE 15/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall
    ISIN: XS1550962333
    STRIKE DATE: 31/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8291.6914349.51
    OMX Stockholm 301536.7513256.08
    S&P/ASX 2005620.9118719.719
    S&P/TSX 60909.192138.906

    STRIKE DATE 31/01/2017
    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: 3.75% semi-annual (7.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550962333
    NEXT POTENTIAL MATURITY DATE 31/01/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall
    ISIN: XS1550958810
    STRIKE DATE: 31/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8291.6914349.51
    OMX Stockholm 301536.7513256.08
    S&P/ASX 2005620.9118719.719
    S&P/TSX 60909.192138.906

    STRIKE DATE 31/01/2017
    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 XS1550958810
    NEXT POTENTIAL MATURITY DATE 31/01/2018

    EXPAND CLOSE
    BBVA Worldwide Quarterly Memory Income Autocall
    ISIN: XS1550133463
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001388.8442767.269
    OMX Stockholm 301562.7273256.08
    S&P/ASX 2005720.618719.719
    S&P/TSX 60927.382138.906

    STRIKE DATE 10/02/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2% quarterly (8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550133463
    NEXT POTENTIAL MATURITY DATE 10/05/2018

    EXPAND CLOSE
    BBVA Worldwide Quarterly Memory Income Autocall
    ISIN: XS1550240466
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001388.8442767.269
    OMX Stockholm 301562.7273256.08
    S&P/ASX 2005720.618719.719
    S&P/TSX 60927.382138.906

    STRIKE DATE 10/02/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.5% quarterly (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 XS1550240466
    NEXT POTENTIAL MATURITY DATE 10/05/2018

    EXPAND CLOSE
    Investec World Indices 50-50 Catch-Up Income Autocall
    ISIN: XS1548532438
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007258.7510840.35
    HSCEI10125.218103.27
    S&P/ASX 2005720.618719.719
    S&P/TSX 60927.382138.906

    STRIKE DATE 10/02/2017
    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% semi-annual (6% annual) Coupon Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS1548532438
    NEXT POTENTIAL MATURITY DATE 10/02/2020

    EXPAND CLOSE
    BBVA Diversified Markets Income Autocall Dec 2016 GBP
    ISIN: XS1522283768
    STRIKE DATE: 14/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301541.3883256.08
    Russell 20001356.0242767.269
    S&P/ASX 2005584.628719.719
    S&P/TSX 60897.142138.906

    STRIKE DATE 14/12/2016
    RETURN & BARRIERS
    5.6% p.a. if all above 60%, 100% autocall Trigger, 60% European Barrier
    P.A. RETURN
    ISIN XS1522283768
    NEXT POTENTIAL MATURITY DATE 14/12/2017

    EXPAND CLOSE
    Investec Triple Index Fixed Income Dec 2016
    ISIN: XS1521671997
    STRIKE DATE: 14/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006949.1910840.35
    S&P 5002253.287744.06
    Eurostoxx 503211.716168.26

    STRIKE DATE 14/12/2016
    RETURN & BARRIERS
    1.1% Fixed Qtrly Coupon, 65% European Barrier
    P.A. RETURN
    ISIN XS1521671997
    NEXT POTENTIAL MATURITY DATE 14/12/2022

    EXPAND CLOSE
    Natixis Tech Stock Low Hurdle Autocall Nov 2016
    ISIN: XS1408708037
    STRIKE DATE: 30/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Apple Inc110.52342
    Microsoft60.26539.44
    Samsung Electronics34920210000
    Tesla Motors189.4

    STRIKE DATE 30/11/2016
    RETURN & BARRIERS
    10.9% Semi-annual if autocalled 100% Autocall Trigger from 36 months, 70% Low Hurdle Coupon Trigger at Maturity 70% European Barrier
    P.A. RETURN
    ISIN XS1408708037
    NEXT POTENTIAL MATURITY DATE 02/12/2019

    EXPAND CLOSE
    Investec Asian Markets 60:60 Catch-Up Income Autocall
    ISIN: XS1531524624
    STRIKE DATE: 20/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wisdomtree India Earnings Fund20.6941.46
    iShares MSCI Taiwan Fund30.64109.14
    S&P/ASX 2005654.758719.719

    STRIKE DATE 20/01/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.80% quarterly snowballing (7.2% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531524624
    NEXT POTENTIAL MATURITY DATE 21/01/2019

    EXPAND CLOSE
    Investec Asian Markets 60:60 Catch-Up Income Autocall
    ISIN: XS1531524541
    STRIKE DATE: 20/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wisdomtree India Earnings Fund20.6941.46
    iShares MSCI Taiwan Fund30.64109.14
    S&P/ASX 2005654.758719.719

    STRIKE DATE 20/01/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.50% quarterly snowballing (6% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531524541
    NEXT POTENTIAL MATURITY DATE 21/01/2019

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1531094867
    STRIKE DATE: 15/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,214.300014349.51
    OMX Stockholm 301,550.51603256.08
    S&P/ASX 2005,538.57708719.719
    S&P/TSX 60900.44002138.906

    STRIKE DATE 15/12/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual snowballing (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 XS1531094867
    NEXT POTENTIAL MATURITY DATE 15/12/2017

    EXPAND CLOSE