INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI8127.214967.73
OMX Stockholm 301386.6563301.091
S&P/ASX 2005562.3589065.067
S&P/TSX 60847.42118.223

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 1501351.421677.15

    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 1006669.2410782.66
    S&P 5002161.747353.73
    Eurostoxx 502958.656231.54

    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 1006838.0510782.66

    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
    SMI7594.4914967.73
    OMX Stockholm 301246.0993301.091
    S&P/ASX 2005137.239065.067
    S&P/TSX 60796.312118.223

    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
    SMI8194.7314967.73
    OMX Stockholm 301377.4693301.091
    S&P/ASX 2005498.1879065.067
    S&P/TSX 60850.342118.223

    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 1006138.6910782.66
    Russell 20001127.5382729.887
    Eurostoxx 502776.096231.54
    HSCEI8530.18369.08

    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 100609610782.66
    S&P 5001948.057353.73
    Eurostoxx 502929.166231.54
    Nikkei 22516188.4161077.9

    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 1006165.810782.66
    Eurostoxx 502956.436231.54
    SMI7973.9314967.73

    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
    SMI7713.6114967.73
    OMX Stockholm 301298.383301.091
    S&P/ASX 2005162.6649065.067
    S&P/TSX 60809.882118.223

    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 1006241.8910782.66

    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
    SMI7960.8514967.73
    OMX Stockholm 301360.7113301.091
    S&P/ASX 2005252.2179065.067
    S&P/TSX 60815.462118.223

    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 1006241.8910782.66
    S&P 5002065.37353.73
    Eurostoxx 503028.216231.54

    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
    SMI8099.4214967.73
    OMX Stockholm 301389.6123301.091
    S&P/ASX 2005225.4289065.067
    S&P/TSX 60811.782118.223

    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 1006125.7010782.66
    S&P 5002057.147353.73
    Eurostoxx 502936.846231.54

    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
    SMI7922.7114967.73
    OMX Stockholm 301315.0593301.091
    S&P/ASX 2005312.5969065.067
    S&P/TSX 60816.762118.223

    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 1006115.7610782.66

    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
    Investec Triple Index Fixed Income
    ISIN: XS1405997948
    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
    FTSE 1006115.7610782.66
    S&P 5002096.077353.73
    Eurostoxx 502911.116231.54

    STRIKE DATE 10/06/2016
    RETURN & BARRIERS
    Investment Structure: Classic Fixed Income Coupon Rate: 4.8% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS1405997948
    NEXT POTENTIAL MATURITY DATE 10/06/2022

    EXPAND CLOSE
    BBVA 60:60 Global Income Autocall
    ISIN: XS1395293753
    STRIKE DATE: 12/05/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7885.8514967.73
    OMX Stockholm 301312.2793301.091
    S&P/ASX 2005359.3029065.067
    S&P/TSX 60803.352118.223

    STRIKE DATE 12/05/2016
    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 XS1395293753
    NEXT POTENTIAL MATURITY DATE 12/05/2017

    EXPAND CLOSE