INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 22,351.0600 | 53375.6 |
| OMX Stockholm 30 | 1,514.6340 | 3031.392 |
| HSI | 26,506.7500 | 27968.09 |
| S&P/TSX 60 | 913.2900 | 1907.604 |
STRIKE DATE 30/11/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.70% per quarter - 6.8% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715816309
NEXT POTENTIAL MATURITY DATE 02/12/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,980.2400 | 10171.76 |
| S&P 500 | 2,760.1700 | 6969.01 |
| Eurostoxx 50 | 3,173.1300 | 5891.95 |
| S&P/ASX 200 | 5,667.1570 | 8927.526 |
STRIKE DATE 30/11/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1902136685
NEXT POTENTIAL MATURITY DATE 02/12/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,980.2400 | 10171.76 |
| S&P 500 | 2,760.1700 | 6969.01 |
| Eurostoxx 50 | 3,173.1300 | 5891.95 |
| S&P/ASX 200 | 5,667.1570 | 8927.526 |
STRIKE DATE 30/11/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 6.8% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1902140448
NEXT POTENTIAL MATURITY DATE 02/12/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,842.88 | 10171.76 |
| S&P 500 | 2,638.70 | 6969.01 |
| Eurostoxx 50 | 3,112.13 | 5891.95 |
STRIKE DATE 23/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR = 1.13% Quarterly (4.52% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1921994924
NEXT POTENTIAL MATURITY DATE 23/04/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 1,581.3300 | 241.73 |
| Netflix | 261.4300 | 83.16 |
| Nvidia Corporation | 153.0500 | 192.51 |
| Salesforce | 126.41 | 214.08 |
STRIKE DATE 26/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100%
Memory Income Rate: USD = 7.39% Semi-Annual (14.78% 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 XS1849218984
NEXT POTENTIAL MATURITY DATE 26/11/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 164.5400 | 479.6 |
| Vodafone | 155.1200 | 106.4 |
| Lloyds | 57.2000 | 105.45 |
| BAT | 2,731.5000 | 4327 |
| BT Group | 256.2500 | 189.65 |
STRIKE DATE 23/11/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100%
Memory Income Rate: GBP = 2.82% Semi-Annual (11.28% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -0.57% p.a.
ISIN XS1815459760
NEXT POTENTIAL MATURITY DATE 25/11/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 21,920.4600 | 53375.6 |
| MSCI Singapore | 342.6400 | 462.6 |
| HSCEI | 10,138.6300 | 9552.58 |
STRIKE DATE 31/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100%
Memory Income Rate: USD = 4% Semi-Annual (8% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715816051
NEXT POTENTIAL MATURITY DATE 30/04/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3112.8 | 5891.95 |
| Russell 2000 | 1457.454 | 2654.776 |
| Taiwan TAIEX | 9894.66 | 32536.27 |
| S&P/ASX 200 | 5858.788 | 8927.526 |
STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.275% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486656
NEXT POTENTIAL MATURITY DATE 22/07/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3112.8 | 5891.95 |
| Russell 2000 | 1457.454 | 2654.776 |
| Taiwan TAIEX | 9894.66 | 32536.27 |
| S&P/ASX 200 | 5858.788 | 8927.526 |
STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486573
NEXT POTENTIAL MATURITY DATE 22/07/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3077.22 | 5891.95 |
| S&P/TSX 60 | 903.912 | 1907.604 |
| OMX Stockholm 30 | 1468.852 | 3031.392 |
| S&P/ASX 200 | 5835.159 | 8927.526 |
STRIKE DATE 16/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.75% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715818347
NEXT POTENTIAL MATURITY DATE 18/01/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 8,850.1000 | 17589.7 |
| S&P/TSX 60 | 900.2080 | 1907.604 |
| OMX Stockholm 30 | 1,455.4760 | 3031.392 |
| S&P/ASX 200 | 5,814.5650 | 8927.526 |
STRIKE DATE 15/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Underlying Basket Bloomberg Code: Spain: IBEX 35 IBEX Index, Canada: TSX 60 SPTSX60 Index, Sweden: OMX 30 OMX Index, Australia: ASX 200 AS51 Index
P.A. RETURN
ISIN XS1728652675
NEXT POTENTIAL MATURITY DATE 15/01/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,663.1900 | 10171.76 |
| S&P 500 | 2,599.4600 | 6969.01 |
| Eurostoxx 50 | 3,021.7000 | 5891.95 |
STRIKE DATE 16/11/2018
RETURN & BARRIERS
Investment Structure: Fixed IncomeIssuer Callable Growth Participation Note
Callable Observations: Annually (First observation at 12 months)
Fixed Coupon Rate: USD = 4% p.a.
Capital Risk: 95% capital protected
100% returned if all above strike at maturity
P.A. RETURN
ISIN XS1866740902
NEXT POTENTIAL MATURITY DATE 18/11/2020
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6765.94 | 10171.76 |
STRIKE DATE 19/12/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 600%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: USD=1.00% Per Month (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12% p.a.
ISIN XS1902105458
NEXT POTENTIAL MATURITY DATE 19/11/2024
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6765.94 | 10171.76 |
STRIKE DATE 19/12/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 350%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: GBP=0.75% Per Month (9.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9% p.a.
ISIN XS1902107587
NEXT POTENTIAL MATURITY DATE 19/11/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6704.05 | 10171.76 |
STRIKE DATE 06/12/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: USD = 240%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: USD = 2.125% Quarterly (8.5% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN 8.886% pa.
ISIN XS1866701839
NEXT POTENTIAL MATURITY DATE 06/09/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6880.19 | 10171.76 |
STRIKE DATE 12/12/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 175%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected *Non-standard commission applies to this product*
P.A. RETURN 6.069% p.a.
ISIN XS1902375754
NEXT POTENTIAL MATURITY DATE 12/12/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 5601.976 | 8927.526 |
| Russell 2000 | 1410.813 | 2654.776 |
| Nikkei 225 | 21374.83 | 53375.6 |
| Eurostoxx 50 | 3092.6 | 5891.95 |
STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645380
NEXT POTENTIAL MATURITY DATE 16/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 5,601.9760 | 8927.526 |
| Russell 2000 | 1,410.8130 | 2654.776 |
| Nikkei 225 | 21,374.8300 | 53375.6 |
| Eurostoxx 50 | 3,092.6000 | 5891.95 |
STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 6.25% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645208
NEXT POTENTIAL MATURITY DATE 16/12/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6877.5 | 10171.76 |
| S&P 500 | 2650.54 | 6969.01 |
| Eurostoxx 50 | 3112.17 | 5891.95 |
STRIKE DATE 13/12/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.75% Quarterly (7.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825246
NEXT POTENTIAL MATURITY DATE 14/06/2021
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6877.5 | 10171.76 |
| S&P 500 | 2650.54 | 6969.01 |
| Eurostoxx 50 | 3112.17 | 5891.95 |
STRIKE DATE 13/12/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825329
NEXT POTENTIAL MATURITY DATE 14/06/2021