INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI8271.1114967.73
OMX Stockholm 301361.3613301.091
S&P/ASX 2004915.9539065.067
S&P/TSX 60727.82118.223

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
SMI8271.1114967.73
OMX Stockholm 301361.3613301.091
S&P/ASX 2004915.9539065.067
S&P/TSX 60727.82118.223

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 1006375.1510782.66
S&P 5002090.117353.73
Eurostoxx 503488.996231.54

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
SMI9002.9614967.73
OMX Stockholm 301522.0053301.091
S&P/ASX 2005202.5849065.067
S&P/TSX 60784.522118.223

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
    SMI8107.1314967.73
    OMX Stockholm 301305.2413301.091
    S&P/ASX 2004892.8019065.067
    S&P/TSX 60709.122118.223

    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
    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 1006334.6310782.66
    Eurostoxx 503452.456231.54
    Russell 20001175.1512729.887

    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 1006361.0910782.66
    S&P 5002079.367353.73
    Eurostoxx 503418.236231.54

    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
    SMI8852.1414967.73
    OMX Stockholm 301502.4133301.091
    S&P/ASX 2005227.7179065.067
    S&P/TSX 60784.382118.223

    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 1006375.1510782.66
    S&P 5002090.117353.73
    Eurostoxx 503488.996231.54

    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
    SMI9002.9614967.73
    OMX Stockholm 301522.0053301.091
    S&P/ASX 2005202.5849065.067
    S&P/TSX 60784.522118.223

    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 5002075.157353.73

    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 1006326.1610782.66
    Eurostoxx 503,220.096231.54

    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 1006081.3410782.66
    S&P 5001867.617353.73
    Eurostoxx 503218.016231.54

    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 5001893.217353.73

    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 1006747.0910782.66
    Eurostoxx 503668.476231.54

    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
    Inditex30.09560.06

    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 1006630.4710782.66
    S&P 5002076.787353.73
    Eurostoxx 503463.256231.54

    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 1006579.8110782.66
    S&P 5002079.657353.73
    Eurostoxx 5036006231.54

    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