INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commmerzbank Global Markets Catch-Up Income Autocall Feb 2016
ISIN: XS1374720313
STRIKE DATE: 26/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7877.0314394.77
OMX Stockholm 301370.7993278.19
S&P/TSX 604879.9582154.046
S&P/TSX 60751.932154.046

STRIKE DATE 26/02/2016
RETURN & BARRIERS
5.1% Semi annual snowballing if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1374720313
NEXT POTENTIAL MATURITY DATE 26/08/2016

EXPAND CLOSE
BBVA 100% Capital Protected Investment
ISIN: XS1373304820
STRIKE DATE: 24/03/2016
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 Fund6.91028.3599

STRIKE DATE 24/03/2016
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 100% of initial investment Growth Participation: 100% x performance of Henderson Gartmore UK Absolute Return Fund
P.A. RETURN
ISIN XS1373304820
NEXT POTENTIAL MATURITY DATE 31/03/2022

EXPAND CLOSE
Natixis 60:60 Global Income Autocall
ISIN: XS1295018474
STRIKE DATE: 24/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7775.5814394.77
OMX Stockholm 301345.3413278.19
S&P/ASX 2005084.2079020.093
S&P/TSX 60784.452154.046

STRIKE DATE 24/03/2016
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: 3.35% semi-annual (6.7% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1295018474
NEXT POTENTIAL MATURITY DATE 24/03/2017

EXPAND CLOSE
Investec Triple Index Fixed Income Feb 2016 GBP
ISIN: XS1344718165
STRIKE DATE: 12/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005707.610831.52
S&P 5001864.787747.71
Eurostoxx 502756.166382.59

STRIKE DATE 12/02/2016
RETURN & BARRIERS
1.25% Qtrly Fixed, 65% European Barrier
P.A. RETURN
ISIN XS1344718165
NEXT POTENTIAL MATURITY DATE 14/02/2022

EXPAND CLOSE
Credit Suisse Diversified Markets Income Autocall Feb 2016 GBP
ISIN: XS1289168061
STRIKE DATE: 12/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7656.614394.77
OMX Stockholm 301286.6653278.19
S&P/ASX 2004765.3469020.093
S&P/TSX 60729.462154.046

STRIKE DATE 12/02/2016
RETURN & BARRIERS
7% p.a. if all above 55%, 100% autocall, 55% European Barrier
P.A. RETURN
ISIN XS1289168061
NEXT POTENTIAL MATURITY DATE 13/02/2017

EXPAND CLOSE
Nomura 70:70 Major Markets Income Autocall
ISIN: XS1361611301
STRIKE DATE: 04/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006199.4310831.52
S&P 5001999.997747.71
Eurostoxx 503037.356382.59

STRIKE DATE 04/03/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from end of yr 1. Autocall Trigger: 100% of initial levels Conditional Coupon Rate: 3.25% semi-annual (Gross) Coupon Trigger: 70% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1361611301
NEXT POTENTIAL MATURITY DATE 06/03/2017

EXPAND CLOSE
Nomura 70:70 Major Markets Income Autocall
ISIN: XS1361611210
STRIKE DATE: 04/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006199.4310831.52
S&P 5001999.997747.71
Eurostoxx 503037.356382.59

STRIKE DATE 04/03/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual from end of yr 1. Autocall Trigger: 100% of initial levels Conditional Coupon Rate: 3.25% semi-annual (Gross) Coupon Trigger: 70% of initial levels Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1361611210
NEXT POTENTIAL MATURITY DATE 06/03/2017

EXPAND CLOSE
BBVA Global Markets Catch-Up Income Autocall
ISIN: XS1361301614
STRIKE DATE: 04/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7982.5714394.77
OMX Stockholm 301403.7653278.19
S&P/ASX 2005090.0259020.093
S&P/TSX 60772.632154.046

STRIKE DATE 04/03/2016
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.3% semi-annual snowballing (10.6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1361301614
NEXT POTENTIAL MATURITY DATE 06/09/2016

EXPAND CLOSE
BBVA Global Markets Catch-Up Income Autocall
ISIN: XS1361301374
STRIKE DATE: 04/03/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7982.5714394.77
OMX Stockholm 301403.7653278.19
S&P/ASX 2005090.0259020.093
S&P/TSX 60772.632154.046

STRIKE DATE 04/03/2016
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.3% semi-annual snowballing (10.6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1361301374
NEXT POTENTIAL MATURITY DATE 06/09/2016

EXPAND CLOSE
Natixis 60:60 Global Income Autocall
ISIN: XS1295012949
STRIKE DATE: 19/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7863.3614394.77
OMX Stockholm 301355.9463278.19
S&P/ASX 2004952.7969020.093
S&P/TSX 60753.542154.046

STRIKE DATE 19/02/2016
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: 3.45% semi-annual (6.9% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1295012949
NEXT POTENTIAL MATURITY DATE 20/02/2017

EXPAND CLOSE
Investec Capital Protected Investment
ISIN: XS1346703637
STRIKE DATE: 19/02/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302056.960

STRIKE DATE 19/02/2016
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
P.A. RETURN
ISIN XS1346703637
NEXT POTENTIAL MATURITY DATE 24/02/2022

EXPAND CLOSE
Investec Diversified Markets Income Autocall Dec 2015 GBP
ISIN: XS1330435949
STRIKE DATE: 17/12/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8656.314394.77
OMX Stockholm 301438.323278.19
S&P/ASX 2005102.0089020.093
S&P/TSX 60767.252154.046

STRIKE DATE 17/12/2015
RETURN & BARRIERS
6% p.a. if all above 60%, 100% autocall, 60% European Barrier
P.A. RETURN
ISIN XS1330435949
NEXT POTENTIAL MATURITY DATE 18/12/2017

EXPAND CLOSE
BNP Triple Index Fixed Income Dec 2015 GBP
ISIN: XS1293096522
STRIKE DATE: 17/12/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006102.5410831.52
S&P 5002041.897747.71
Eurostoxx 503306.476382.59

STRIKE DATE 17/12/2015
RETURN & BARRIERS
1.2% Qtrly Fixed, 65% European Barrier
P.A. RETURN
ISIN XS1293096522
NEXT POTENTIAL MATURITY DATE 17/12/2021

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr s.a. Autocall Dec 2015
ISIN: XS1332514642
STRIKE DATE: 03/12/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006275.0010831.52
Eurostoxx 503343.346382.59

STRIKE DATE 03/12/2015
RETURN & BARRIERS
3.25% Semi-Annual, 100% Autocall, 50% American Barrier
P.A. RETURN
ISIN XS1332514642
NEXT POTENTIAL MATURITY DATE 05/06/2017

EXPAND CLOSE
BBVA Global Markets Catch-Up Income Autocall USD
ISIN: XS1335155930
STRIKE DATE: 22/01/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8271.1114394.77
OMX Stockholm 301361.3613278.19
S&P/ASX 2004915.9539020.093
S&P/TSX 60727.82154.046

STRIKE DATE 22/01/2016
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual snowballing (10.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1335155930
NEXT POTENTIAL MATURITY DATE 24/07/2017

EXPAND CLOSE
BBVA Global Markets Catch-Up Income Autocall GBP
ISIN: XS1335158447
STRIKE DATE: 22/01/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8271.1114394.77
OMX Stockholm 301361.3613278.19
S&P/ASX 2004915.9539020.093
S&P/TSX 60727.82154.046

STRIKE DATE 22/01/2016
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual snowballing (10.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1335158447
NEXT POTENTIAL MATURITY DATE 24/07/2017

EXPAND CLOSE
Investec Capital Protected Investment
ISIN: XS1332008439
STRIKE DATE: 15/01/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302029.750

STRIKE DATE 15/01/2016
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
P.A. RETURN
ISIN XS1332008439
NEXT POTENTIAL MATURITY DATE 20/01/2022

EXPAND CLOSE
Investec Developed Markets Autocall Nov 2015 GBP
ISIN: XS1317428784
STRIKE DATE: 27/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006375.1510831.52
S&P 5002090.117747.71
Eurostoxx 503488.996382.59

STRIKE DATE 27/11/2015
RETURN & BARRIERS
4.5% Semi-Annual, 100% Autocall from end of yr1, 60% European Barrier
P.A. RETURN
ISIN XS1317428784
NEXT POTENTIAL MATURITY DATE 30/05/2017

EXPAND CLOSE
Investec Diversified Markets Income Autocall Nov 2015 GBP
ISIN: XS1317748264
STRIKE DATE: 27/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9002.9614394.77
OMX Stockholm 301522.0053278.19
S&P/ASX 2005202.5849020.093
S&P/TSX 60784.522154.046

STRIKE DATE 27/11/2015
RETURN & BARRIERS
6% p.a. if all above 60%, 100% autocall, 60% European Barrier
P.A. RETURN
ISIN XS1317748264
NEXT POTENTIAL MATURITY DATE 27/11/2017

    EXPAND CLOSE
    Natixis 60:60 Global Income Autocall
    ISIN: XS1270141168
    STRIKE DATE: 15/01/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8107.1314394.77
    OMX Stockholm 301305.2413278.19
    S&P/ASX 2004892.8019020.093
    S&P/TSX 60709.122154.046

    STRIKE DATE 15/01/2016
    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 XS1270141168
    NEXT POTENTIAL MATURITY DATE 16/01/2017

    EXPAND CLOSE