INTERNATIONAL PRODUCTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7575.93 | 9911.42 |
| S&P 500 | 2827.22 | 6850.92 |
| TOPIX | 1752.09 | 3359.33 |
STRIKE DATE 02/08/2018
RETURN & BARRIERS
Investment Structure: Annual Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 11.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 11% p.a.
ISIN XS1840091372
NEXT POTENTIAL MATURITY DATE 02/08/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,403.51 | 5787.31 |
| OMX Stockholm 30 | 1,549.547 | 2806.047 |
| SMI | 8,459.93 | 12793.74 |
| HSI | 29,296.05 | 26922.73 |
STRIKE DATE 21/06/2018
RETURN & BARRIERS
7% p.a. Memory coupon if all above 70%
100% autocall from 24 Months
60% Final Level Barrier
P.A. RETURN 4.66% p.a.
ISIN XS1823622805
NEXT POTENTIAL MATURITY DATE 21/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,403.51 | 5787.31 |
| OMX Stockholm 30 | 1,549.547 | 2806.047 |
| SMI | 8,459.93 | 12793.74 |
| HSI | 29,296.05 | 26922.73 |
STRIKE DATE 21/06/2018
RETURN & BARRIERS
5% p.a. Memory coupon if all above 70%
100% Autocal Triggerl from 24 Months
60% Final Level Barrier
P.A. RETURN 3.33% p.a.
ISIN XS1823622557
NEXT POTENTIAL MATURITY DATE 21/06/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10,941.07 | 27947.09 |
| FTSE 100 | 7,556.44 | 9911.42 |
| S&P/ASX 200 | 6,232.134 | 8799.531 |
STRIKE DATE 21/06/2018
RETURN & BARRIERS
7.3% p.a. if above 70%
100% Autocall Trigger from 12 months
60% Final Level Barrier
P.A. RETURN 7.30% p.a.
ISIN XS1741755430
NEXT POTENTIAL MATURITY DATE 21/06/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10,941.07 | 27947.09 |
| FTSE 100 | 7,556.44 | 9911.42 |
| S&P/ASX 200 | 6,232.134 | 8799.531 |
STRIKE DATE 21/06/2018
RETURN & BARRIERS
5% p.a. if above 70%
100% Autocall Trigger from 12 months
60% Final Level Barrier
P.A. RETURN 5.00% p.a.
ISIN XS1741755356
NEXT POTENTIAL MATURITY DATE 21/06/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10983.44 | 27947.09 |
| OMX Stockholm 30 | 1619.893 | 2806.047 |
| HSI | 28248.88 | 26922.73 |
| S&P/ASX 200 | 6253.936 | 8799.531 |
STRIKE DATE 07/08/2018
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: 2.20% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763355994
NEXT POTENTIAL MATURITY DATE 08/02/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Taiwan TAIEX | 10983.44 | 27947.09 |
| OMX Stockholm 30 | 1619.893 | 2806.047 |
| HSI | 28248.88 | 26922.73 |
| S&P/ASX 200 | 6253.936 | 8799.531 |
STRIKE DATE 07/08/2018
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: 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763355721
NEXT POTENTIAL MATURITY DATE 08/02/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7316.24 | 9911.42 |
STRIKE DATE 27/07/2018
RETURN & BARRIERS
Investment Structure: 95% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 95% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: GBP = 1.5% Quarterly (6% p.a.)
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN 3.335% p.a.
ISIN XS1829847109
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7663.17 | 9911.42 |
STRIKE DATE 26/07/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 550%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: USD = 1.2% Per Month (14.4% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.443%
ISIN XS1829821724
NEXT POTENTIAL MATURITY DATE 26/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7663.17 | 9911.42 |
STRIKE DATE 26/07/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 310%
Callable Observations: Monthly (First observation at 12 months)
Coupon Rate: GBP = 1.0% Per Month (12% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.1953% p.a.
ISIN XS1829821641
NEXT POTENTIAL MATURITY DATE 26/07/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7709.05 | 9911.42 |
| Eurostoxx 50 | 3483.31 | 5787.31 |
| S&P/ASX 200 | 6265.842 | 8799.531 |
STRIKE DATE 24/07/2018
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 = 2% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715716855
NEXT POTENTIAL MATURITY DATE 24/01/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7709.05 | 9911.42 |
| Eurostoxx 50 | 3483.31 | 5787.31 |
| S&P/ASX 200 | 6265.842 | 8799.531 |
STRIKE DATE 24/07/2018
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 = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715716772
NEXT POTENTIAL MATURITY DATE 24/01/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7626.33 | 9911.42 |
| S&P 500 | 2809.55 | 6850.92 |
| Eurostoxx 50 | 3457.5 | 5787.31 |
| S&P/ASX 200 | 6203.64 | 8799.531 |
STRIKE DATE 18/07/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 6.80% p.a.
Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS1838127428
NEXT POTENTIAL MATURITY DATE 18/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7626.33 | 9911.42 |
| S&P 500 | 2809.55 | 6850.92 |
| Eurostoxx 50 | 3457.5 | 5787.31 |
| S&P/ASX 200 | 6203.64 | 8799.531 |
STRIKE DATE 18/07/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 10.00% p.a.
Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS1838937776
NEXT POTENTIAL MATURITY DATE 18/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7692.04 | 9911.42 |
| S&P 500 | 2793.84 | 6850.92 |
| Eurostoxx 50 | 3473.31 | 5787.31 |
STRIKE DATE 10/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: GBP = 1.30% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.20% p.a.
ISIN XS1838127188
NEXT POTENTIAL MATURITY DATE 10/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7692.04 | 9911.42 |
| S&P 500 | 2793.84 | 6850.92 |
| Eurostoxx 50 | 3473.31 | 5787.31 |
STRIKE DATE 10/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: USD = 1.70% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS1838926142
NEXT POTENTIAL MATURITY DATE 10/07/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,556.6080 | 2806.047 |
| S&P/ASX 200 | 6,203.6400 | 8799.531 |
| S&P/TSX 60 | 980.4820 | 1815.21 |
STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.325%
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709561
NEXT POTENTIAL MATURITY DATE 17/07/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,556.6080 | 2806.047 |
| S&P/ASX 200 | 6,203.6400 | 8799.531 |
| S&P/TSX 60 | 980.4820 | 1815.21 |
STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.25% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709645
NEXT POTENTIAL MATURITY DATE 17/07/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 5,990.3890 | 8799.531 |
| IBEX 35 | 9,632.4000 | 16615.8 |
| HSCEI | 12,020.0900 | 9538.99 |
| Taiwan TAIEX | 10,949.0800 | 27947.09 |
STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% semi-annual (10% annual)
Coupon Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.61% p.a.
ISIN XS1763343552
NEXT POTENTIAL MATURITY DATE 03/06/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8697.42 | 12793.74 |
| OMX Stockholm 30 | 1524.171 | 2806.047 |
| S&P/ASX 200 | 6272.291 | 8799.531 |
| S&P/TSX 60 | 969.628 | 1815.21 |
STRIKE DATE 06/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 7.5% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662232
NEXT POTENTIAL MATURITY DATE 08/07/2019