INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank Global Markets Catch-Up Income Autocall USD
ISIN: XS1531059795
STRIKE DATE: 15/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE
CURRENCY USD
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: 4% semi-annual snowballing (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 XS1531059795
NEXT POTENTIAL MATURITY DATE 15/12/2017

EXPAND CLOSE
Commerzbank Capital Protected Growth Note
ISIN: XS1528141861
STRIKE DATE: 09/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SGI Europe Equity Risk Premia VT 5 ER Index233.56254.38

STRIKE DATE 09/12/2016
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 100% of initial investment Growth Participation: 50% x of the un-capped Index growth applied to invested capital; averaging monthly over final 24 months.
P.A. RETURN
ISIN XS1528141861
NEXT POTENTIAL MATURITY DATE 20/12/2022

EXPAND CLOSE
Natixis Major Markets Income Autocall Nov 2016 GBP
ISIN: XS1408700489
STRIKE DATE: 18/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006775.7710840.35
Eurostoxx 503020.836168.26
S&P 5002181.97744.06

STRIKE DATE 18/11/2016
RETURN & BARRIERS
3.5% Semi-Annual from 6 months if above 75%, 100% autocall semi annual from 12 months, 60% European style barrier
P.A. RETURN
ISIN XS1408700489
NEXT POTENTIAL MATURITY DATE 20/11/2017

EXPAND CLOSE
BBVA Single Index Autocall USD
ISIN: XS1523118344
STRIKE DATE: 07/12/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan344.962094.999

STRIKE DATE 07/12/2016
RETURN & BARRIERS
Investment Structure: Annual Snowballing Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Snowballing Coupon Rate: 8.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1523118344
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Natixis FTSE-S&P-Eurostoxx 70:70 Income Autocall USD
ISIN: XS1408700307
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
FTSE 1006783.7910840.35
S&P 5002198.817744.06
Eurostoxx 503051.616168.26

STRIKE DATE 30/11/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.17% semi-annual (6.34% annually) Gross Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1408700307
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA 60:60 Global Income Autocall USD
ISIN: XS1514851978
STRIKE DATE: 28/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006799.4710840.35
Russell 20001329.8282767.269
S&P/ASX 2005464.48719.719
Eurostoxx 503016.86168.26

STRIKE DATE 28/11/2016
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: 3.5% semi-annual (7% 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 XS1514851978
NEXT POTENTIAL MATURITY DATE 28/11/2017

EXPAND CLOSE
BBVA 60:60 Global Income Autocall GBP
ISIN: XS1514850905
STRIKE DATE: 28/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006799.4710840.35
Russell 20001329.8282767.269
S&P/ASX 2005464.48719.719
Eurostoxx 503016.86168.26

STRIKE DATE 28/11/2016
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 XS1514850905
NEXT POTENTIAL MATURITY DATE 28/11/2017

EXPAND CLOSE
Investec EVEN30™ Booster
ISIN: XS1513838745
STRIKE DATE: 24/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302043.980
FTSE 1006829.2010840.35

STRIKE DATE 24/11/2016
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 XS1513838745
NEXT POTENTIAL MATURITY DATE 24/11/2022

EXPAND CLOSE
Investec Capital Protected Growth Note GBP
ISIN: XS1512967180
STRIKE DATE: 25/11/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302053.630

STRIKE DATE 25/11/2016
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 XS1512967180
NEXT POTENTIAL MATURITY DATE 29/11/2022

EXPAND CLOSE
Investec Triple Index Fixed Income Jul 2016 GBP
ISIN: XS1424841614
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006730.4810840.35
S&P 5002175.037744.06
Eurostoxx 502972.236168.26

STRIKE DATE 22/07/2016
RETURN & BARRIERS
1.2% Quarterly Fixed 65% European Barrier
P.A. RETURN
ISIN XS1424841614
NEXT POTENTIAL MATURITY DATE 22/07/2022

    EXPAND CLOSE
    Credit Suisse Diversified Markets Income Autocall
    ISIN: XS1494506618
    STRIKE DATE: 11/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001282.3942767.269
    OMX Stockholm 301451.533256.08
    S&P/ASX 2005370.7388719.719
    S&P/TSX 60858.92138.906

    STRIKE DATE 11/11/2016
    RETURN & BARRIERS
    5.6% p.a. if all above 60%, 100% Autocall, 60% European Barrier
    P.A. RETURN
    ISIN XS1494506618
    NEXT POTENTIAL MATURITY DATE 13/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1510682278
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5514349.51
    OMX Stockholm 301476.4743256.08
    S&P/ASX 2005359.4158719.719
    S&P/TSX 60878.272138.906

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4% semi-annual snowballing (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 XS1510682278
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1510687152
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7904.5514349.51
    OMX Stockholm 301476.4743256.08
    S&P/ASX 2005359.4158719.719
    S&P/TSX 60878.272138.906

    STRIKE DATE 18/11/2016
    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 XS1510687152
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    Investec Triple Index Fixed Income Nov 2016 GBP
    ISIN: XS1505151149
    STRIKE DATE: 11/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006730.4310840.35
    Eurostoxx 502164.206168.26
    S&P 5003030.027744.06

    STRIKE DATE 11/11/2016
    RETURN & BARRIERS
    1.1% Quarterly Fixed, 65% European Barrier
    P.A. RETURN
    ISIN XS1505151149
    NEXT POTENTIAL MATURITY DATE 11/11/2022

    EXPAND CLOSE
    Credit Suisse Diversified Markets Income Autocall Oct 2016 GBP
    ISIN: XS1444039835
    STRIKE DATE: 07/10/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8214.5914349.51
    OMX Stockholm 301451.6533256.08
    S&P/ASX 2005467.398719.719
    S&P/TSX 60851.002138.906

    STRIKE DATE 07/10/2016
    RETURN & BARRIERS
    5.75% p.a. if all above 65%, 100% Autocall, 65% European Barrier
    P.A. RETURN
    ISIN XS1444039835
    NEXT POTENTIAL MATURITY DATE 09/10/2017

      EXPAND CLOSE
      Investec Triple Index Fixed Income Oct 2016 GBP
      ISIN: XS1488344232
      STRIKE DATE: 07/10/2016
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Investec
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007044.3910840.35
      S&P 5002153.747744.06
      Eurostoxx 503000.576168.26

      STRIKE DATE 07/10/2016
      RETURN & BARRIERS
      1.1% Quarterly Fixed, 65% European Barrier
      P.A. RETURN
      ISIN XS1488344232
      NEXT POTENTIAL MATURITY DATE 07/10/2022

        EXPAND CLOSE
        Commerzbank Global Markets Catch-Up Income Autocall
        ISIN: XS1501554015
        STRIKE DATE: 17/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI8000.9614349.51
        OMX Stockholm 301438.2813256.08
        S&P/ASX 2005388.688719.719
        S&P/TSX 60850.342138.906

        STRIKE DATE 17/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.75% semi-annual snowballing (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 XS1501554015
        NEXT POTENTIAL MATURITY DATE 17/10/2017

        EXPAND CLOSE
        Investec Capital Protected Growth Note GBP
        ISIN: XS1498578340
        STRIKE DATE: 24/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Investec
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        EVEN 302156.940

        STRIKE DATE 24/10/2016
        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 XS1498578340
        NEXT POTENTIAL MATURITY DATE 26/10/2022

        EXPAND CLOSE
        Commerzbank Emerging Markets 60:60 Income Step-Down USD
        ISIN: XS1497618964
        STRIKE DATE: 14/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        iShares MSCI Mexico49.9873.88
        iShares MSCI Brazil (EWZ)36.0541.58
        VanEck Vectors Russia18.465.6187
        Wisdomtree India Earnings Fund21.5941.46

        STRIKE DATE 14/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 5.5% semi-annual (11% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS1497618964
        NEXT POTENTIAL MATURITY DATE 16/10/2017

        EXPAND CLOSE
        Commerzbank Emerging Markets 60:60 Income Step-Down GBP
        ISIN: XS1497676491
        STRIKE DATE: 14/10/2016
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Commerzbank
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        iShares MSCI Mexico49.9873.88
        iShares MSCI Brazil (EWZ)36.0541.58
        VanEck Vectors Russia18.465.6187
        Wisdomtree India Earnings Fund21.5941.46

        STRIKE DATE 14/10/2016
        RETURN & BARRIERS
        Investment Structure: Semi-annual Income Autocall with Step-Down Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: Starting at 100% then reduced by 2.5% every 6 months Income Rate: 4.75% semi-annual (9.5% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS1497676491
        NEXT POTENTIAL MATURITY DATE 16/10/2017

        EXPAND CLOSE