INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
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: 5% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662315
NEXT POTENTIAL MATURITY DATE 08/07/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3441.6 | 5787.31 |
| S&P/ASX 200 | 6225.225 | 8799.531 |
| HSCEI | 11339.87 | 9538.99 |
STRIKE DATE 22/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.60% Semi-annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.60% p.a.
ISIN XS1833076141
NEXT POTENTIAL MATURITY DATE 23/09/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,515.360 | 5787.31 |
| OMX Stockholm 30 | 1,586.9840 | 2806.047 |
| HSCEI | 12,047.7500 | 9538.99 |
| Russell 2000 | 1,626.9280 | 2450.797 |
STRIKE DATE 25/05/2018
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: 3.5% semi-annual (7% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 56% Final level (European style)
P.A. RETURN -4.296% p.a.
ISIN XS1715647787
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Singapore | 400.2800 | 451.81 |
| Nikkei 225 | 22,450.7900 | 51063.31 |
| Taiwan TAIEX | 10,942.3000 | 27947.09 |
STRIKE DATE 25/05/2018
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: 3.5% semi-annual (7% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1763338552
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 6,960.9190 | 25517.33 |
| Eurostoxx 50 | 3,515.360 | 5787.31 |
| S&P/ASX 200 | 6,032.8240 | 8799.531 |
| HSI | 30,588.0400 | 26922.73 |
STRIKE DATE 25/05/2018
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: 3.5% semi-annual (7% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 3.776% p.a.
ISIN XS1829292470
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7537.92 | 9911.42 |
| Russell 2000 | 1668.527 | 2450.797 |
| S&P/ASX 200 | 6197.612 | 8799.531 |
STRIKE DATE 26/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: USD = 1.625% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS1817585976
NEXT POTENTIAL MATURITY DATE 26/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7537.92 | 9911.42 |
| Russell 2000 | 1668.527 | 2450.797 |
| S&P/ASX 200 | 6197.612 | 8799.531 |
STRIKE DATE 26/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: 1.21% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.84% p.a.
ISIN XS1817585893
NEXT POTENTIAL MATURITY DATE 26/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,633.9100 | 9911.42 |
STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: USD = 500%
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 5.548% p.a.
ISIN XS1810774338
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,633.9100 | 9911.42 |
STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 280%
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 3.107% p.a.
ISIN XS1810774411
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 7083.925 | 25517.33 |
| FTSE 100 | 7701.77 | 9911.42 |
| HSCEI | 12020.09 | 9538.99 |
| S&P/ASX 200 | 5990.389 | 8799.531 |
STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: 2.70% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.79% p.a.
ISIN XS1791593178
NEXT POTENTIAL MATURITY DATE 13/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 7083.925 | 25517.33 |
| FTSE 100 | 7701.77 | 9911.42 |
| HSCEI | 12020.09 | 9538.99 |
| S&P/ASX 200 | 5990.389 | 8799.531 |
STRIKE DATE 01/06/2018
RETURN & BARRIERS
nvestment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: 2.10% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.79% p.a.
ISIN XS1791593095
NEXT POTENTIAL MATURITY DATE 13/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7704.4 | 9911.42 |
| S&P/ASX 200 | 6057.292 | 8799.531 |
| HSCEI | 12407.8 | 9538.99 |
STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.75% Quarterly
Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873732
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7704.4 | 9911.42 |
| S&P/ASX 200 | 6057.292 | 8799.531 |
| HSCEI | 12407.8 | 9538.99 |
STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.50% Quarterly
Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873658
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,445.4900 | 5787.31 |
STRIKE DATE 12/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.19% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1817588566
NEXT POTENTIAL MATURITY DATE 12/07/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 12,047.7500 | 9538.99 |
| FTSE 100 | 7,730.2800 | 9911.42 |
| S&P/ASX 200 | 6,032.8240 | 8799.531 |
| Russell 2000 | 1,626.9280 | 2450.797 |
STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Maximum Term: 3.5 years
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.90% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808877689
NEXT POTENTIAL MATURITY DATE 25/11/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 12,047.7500 | 9538.99 |
| FTSE 100 | 7,730.2800 | 9911.42 |
| S&P/ASX 200 | 6,032.8240 | 8799.531 |
| Russell 2000 | 1,626.9280 | 2450.797 |
STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Maximum Term: 3.5 years
Autocall opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.40% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808875980
NEXT POTENTIAL MATURITY DATE 25/11/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7593.29 | 9911.42 |
| S&P 500 | 2713.22 | 6850.92 |
| OMX Stockholm 30 | 1538.395 | 2806.047 |
| S&P/ASX 200 | 6210.206 | 8799.531 |
STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 3.40% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a
ISIN XS1817629188
NEXT POTENTIAL MATURITY DATE 03/01/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7593.29 | 9911.42 |
| S&P 500 | 2713.22 | 6850.92 |
| OMX Stockholm 30 | 1538.395 | 2806.047 |
| S&P/ASX 200 | 6210.206 | 8799.531 |
STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 2.50% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1817629006
NEXT POTENTIAL MATURITY DATE 04/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,940.4600 | 12793.74 |
| OMX Stockholm 30 | 1,621.6140 | 2806.047 |
| S&P/ASX 200 | 6,087.3580 | 8799.531 |
| S&P/TSX 60 | 957.8540 | 1815.21 |
STRIKE DATE 18/05/2018
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: 5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674266
NEXT POTENTIAL MATURITY DATE 18/11/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,940.460 | 12793.74 |
| OMX Stockholm 30 | 1,621.6140 | 2806.047 |
| S&P/ASX 200 | 6,087.3580 | 8799.531 |
| S&P/TSX 60 | 957.8540 | 1815.21 |
STRIKE DATE 18/05/2018
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: 9.5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019