INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Phoenix Nov 2015 USD
ISIN: XS1323612074
STRIKE DATE: 20/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006334.6310831.52
Eurostoxx 503452.456382.59
Russell 20001175.1512968.271

STRIKE DATE 20/11/2015
RETURN & BARRIERS
4.6% Semi-annual if all above 75%, 100% Autocall (end of yr5 only), 70% European Barrier
P.A. RETURN
ISIN XS1323612074
NEXT POTENTIAL MATURITY DATE 22/11/2020

EXPAND CLOSE
Investec Low Hurdle Developed Markets Income GBP Oct 2015
ISIN: XS1315185105
STRIKE DATE: 30/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006361.0910831.52
S&P 5002079.367747.71
Eurostoxx 503418.236382.59

STRIKE DATE 30/10/2015
RETURN & BARRIERS
2.3% Semi-annual if all above 50%, 50% European Barrier
P.A. RETURN
ISIN XS1315185105
NEXT POTENTIAL MATURITY DATE 29/10/2021

EXPAND CLOSE
Natixis World Markets Income Autocall
ISIN: XS1270137307
STRIKE DATE: 03/12/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8852.1414394.77
OMX Stockholm 301502.4133278.19
S&P/ASX 2005227.7179020.093
S&P/TSX 60784.382154.046

STRIKE DATE 03/12/2015
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: 3.8% semi-annual (7.6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1270137307
NEXT POTENTIAL MATURITY DATE 07/06/2017

EXPAND CLOSE
BBVA 70:70 Triple Index Income Autocall
ISIN: XS1317080098
STRIKE DATE: 27/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
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
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1317080098
NEXT POTENTIAL MATURITY DATE 26/05/2017

EXPAND CLOSE
Investec Capital Protected Investment
ISIN: XS1315181617
STRIKE DATE: 03/12/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302133.800

STRIKE DATE 03/12/2015
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 XS1315181617
NEXT POTENTIAL MATURITY DATE 08/12/2021

EXPAND CLOSE
Natixis 60:60 Global Income Autocall
ISIN: XS1270136242
STRIKE DATE: 27/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
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
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 XS1270136242
NEXT POTENTIAL MATURITY DATE 29/05/2017

EXPAND CLOSE
Investec S&P500 Income Autocall Oct 2015 GBP
ISIN: XS1310957243
STRIKE DATE: 23/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002075.157747.71

STRIKE DATE 23/10/2015
RETURN & BARRIERS
5% p.a. paid monthly, 100% Autocall from end of year 3, 50% American Barrier
P.A. RETURN
ISIN XS1310957243
NEXT POTENTIAL MATURITY DATE 23/10/2018

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr s.a. Autocall Oct 2015 GBP
ISIN: XS1303962325
STRIKE DATE: 06/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006326.1610831.52
Eurostoxx 503,220.096382.59

STRIKE DATE 06/10/2015
RETURN & BARRIERS
3.25% Semi-Annual, 100% Autocall, 50% European Barrier
P.A. RETURN
ISIN XS1303962325
NEXT POTENTIAL MATURITY DATE 06/04/2017

EXPAND CLOSE
Commerz FTSE-S&P-Eurostoxx Autocall Aug 2015 USD
ISIN: XS1283713540
STRIKE DATE: 25/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006081.3410831.52
S&P 5001867.617747.71
Eurostoxx 503218.016382.59

STRIKE DATE 25/08/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% European Barrier
P.A. RETURN
ISIN XS1283713540
NEXT POTENTIAL MATURITY DATE 24/02/2017

EXPAND CLOSE
Investec S&P 500 Fixed Income Autocall Aug 2015 USD
ISIN: XS1282989323
STRIKE DATE: 24/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001893.217747.71

STRIKE DATE 24/08/2015
RETURN & BARRIERS
1.25% Qtrly Fixed, 100% Autocall from Yr3, 50% American Barrier
P.A. RETURN
ISIN XS1282989323
NEXT POTENTIAL MATURITY DATE 24/08/2018

EXPAND CLOSE
Investec FTSE-Eurostoxx Autocall Aug 2015 GBP
ISIN: XS1272201663
STRIKE DATE: 06/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006747.0910831.52
Eurostoxx 503668.476382.59

STRIKE DATE 06/08/2015
RETURN & BARRIERS
9% p.a., 100% autocall from yr 2, 50% European Barrier
P.A. RETURN
ISIN XS1272201663
NEXT POTENTIAL MATURITY DATE 06/08/2021

EXPAND CLOSE
Nomura Inditex 1r Reverse Convertible July 2015 USD
ISIN: XS1261815077
STRIKE DATE: 13/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.09556.8

STRIKE DATE 13/07/2015
RETURN & BARRIERS
2.625% semi-annual fixed, 80% European Barrier
P.A. RETURN
ISIN XS1261815077
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Income Autocall July 2015 GBP
ISIN: XS1252210924
STRIKE DATE: 02/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006630.4710831.52
S&P 5002076.787747.71
Eurostoxx 503463.256382.59

STRIKE DATE 02/07/2015
RETURN & BARRIERS
4.2% semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1252210924
NEXT POTENTIAL MATURITY DATE 03/07/2017

EXPAND CLOSE
Natixis FTSE-S&P-Eurostoxx Income Autocall July 2015 GBP
ISIN: XS1135675202
STRIKE DATE: 24/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006579.8110831.52
S&P 5002079.657747.71
Eurostoxx 5036006382.59

STRIKE DATE 24/07/2015
RETURN & BARRIERS
4.2% semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1135675202
NEXT POTENTIAL MATURITY DATE 17/01/2018

EXPAND CLOSE
Natixis 6yr Developed Markets Phoenix Autocall July 2015 GBP
ISIN: XS1135651369
STRIKE DATE: 06/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002068.767747.71
Eurostoxx 503365.26382.59
HSCEI12231.438385.24
S&P/TSX 60851.822154.046

STRIKE DATE 06/07/2015
RETURN & BARRIERS
5.55% Semi-annual if all above 80%, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1135651369
NEXT POTENTIAL MATURITY DATE 08/01/2018

EXPAND CLOSE
Commerz Europe-UK-Brazil Qtrly Autocall July 2015 GBP
ISIN: XS1258558904
STRIKE DATE: 09/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503420.036382.59
FTSE 1006581.6310831.52
iShares MSCI Brazil (EWZ)31.138.13

STRIKE DATE 09/07/2015
RETURN & BARRIERS
2.55% Qtrly, 100% Autocall, 60% European Barrier
P.A. RETURN
ISIN XS1258558904
NEXT POTENTIAL MATURITY DATE 10/04/2017

EXPAND CLOSE
Investec 6yr UK Bonus Coupon Growth Note GBP November 2015
ISIN: XS1305486364
STRIKE DATE: 05/11/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006364.910831.52

STRIKE DATE 05/11/2015
RETURN & BARRIERS
Investment Structure: Growth Autocall Autocall Opportunities: End of year 3 only Autocall Trigger: 110% of initial level Bonus Coupon Rate: 31.50% (10.5% for each of the 3 years) Maturity Coupon: 100% participation in the positive performance of the FTSE100 Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1305486364
NEXT POTENTIAL MATURITY DATE 05/11/2018

EXPAND CLOSE
Natixis World Markets Classic Autocall EUR October 2015
ISIN: XS1252526642
STRIKE DATE: 13/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8654.6414394.77
OMX Stockholm 301460.1093278.19
S&P/ASX 2005202.8549020.093
S&P/TSX 60811.432154.046

STRIKE DATE 13/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st call end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 6% semi-annual (12% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252526642
NEXT POTENTIAL MATURITY DATE 13/10/2017

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall GBP October 2015
ISIN: XS1299905544
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006365.2710831.52
Eurostoxx 503381.016382.59
Nikkei 22518777.0464214.48

STRIKE DATE 27/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.75% semi-annual (11.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1299905544
NEXT POTENTIAL MATURITY DATE 27/04/2017

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP October 2015
ISIN: XS1299903507
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302133.990

STRIKE DATE 27/10/2015
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 XS1299903507
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE