INVESTMENTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7383.28 | 10254.81 |
| S&P 500 | 2888.6 | 7266.99 |
| Eurostoxx 50 | 3315.62 | 6009.95 |
STRIKE DATE 05/09/2018
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: USD = 5.50% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715787013
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7383.28 | 10254.81 |
| S&P 500 | 2888.6 | 7266.99 |
| Eurostoxx 50 | 3315.62 | 6009.95 |
STRIKE DATE 05/09/2018
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: GBP = 4.00% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715786718
NEXT POTENTIAL MATURITY DATE 07/03/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7497.87 | 10254.81 |
| S&P 500 | 2818.37 | 7266.99 |
| Eurostoxx 50 | 3359.08 | 6009.95 |
STRIKE DATE 15/08/2018
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
ISIN XS1857105560
NEXT POTENTIAL MATURITY DATE 14/02/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7497.87 | 10254.81 |
| S&P 500 | 2818.37 | 7266.99 |
| Eurostoxx 50 | 3359.08 | 6009.95 |
STRIKE DATE 15/08/2018
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
ISIN XS1857105305
NEXT POTENTIAL MATURITY DATE 15/02/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9010.19 | 13463.33 |
| OMX Stockholm 30 | 1608.558 | 3054.043 |
| S&P/ASX 200 | 6299.635 | |
| S&P/TSX 60 | 974.754 |
STRIKE DATE 14/08/2018
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: GBP = 5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715749195
NEXT POTENTIAL MATURITY DATE 14/02/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9010.19 | 13463.33 |
| OMX Stockholm 30 | 1608.558 | 3054.043 |
| S&P/ASX 200 | 6299.635 | |
| S&P/TSX 60 | 974.754 |
STRIKE DATE 14/08/2018
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: USD = 7.5% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715749278
NEXT POTENTIAL MATURITY DATE 14/02/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7663.78 | 10254.81 |
| Russell 2000 | 1684.311 | 2835.462 |
| OMX Stockholm 30 | 1608.478 | 3054.043 |
| S&P/ASX 200 | 6272.979 |
STRIKE DATE 06/08/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: USD = 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
ISIN XS1840186750
NEXT POTENTIAL MATURITY DATE 07/02/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7663.78 | 10254.81 |
| Russell 2000 | 1684.311 | 2835.462 |
| OMX Stockholm 30 | 1608.478 | 3054.043 |
| S&P/ASX 200 | 6272.979 |
STRIKE DATE 06/08/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.55% 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 XS1840187303
NEXT POTENTIAL MATURITY DATE 07/02/2022
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet-C | 1,152.1200 | 353.32 |
| Netflix | 392.8700 | 82 |
| Tesla Motors | 71.544 | |
| Apple Inc | 47.7 | 291.58 |
STRIKE DATE 14/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 3.85% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1763340962
NEXT POTENTIAL MATURITY DATE 14/06/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3509.23 | 6009.95 |
| FTSE 100 | 7652.91 | 10254.81 |
| HSI | 28340.74 | 24407.96 |
| S&P/ASX 200 | 6275.717 |
STRIKE DATE 01/08/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: USD = 2.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN '-6.49% p.a.
ISIN XS1850438190
NEXT POTENTIAL MATURITY DATE 01/08/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3509.23 | 6009.95 |
| FTSE 100 | 7652.91 | 10254.81 |
| HSI | 28340.74 | 24407.96 |
| S&P/ASX 200 | 6275.717 |
STRIKE DATE 01/08/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: GBP = 1.85% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN '-6.49% p.a.
ISIN XS1850437978
NEXT POTENTIAL MATURITY DATE 01/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7575.93 | 10254.81 |
| S&P 500 | 2827.22 | 7266.99 |
| TOPIX | 1752.09 | 3847.6 |
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: USD = 15.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 15% p.a.
ISIN XS1840091455
NEXT POTENTIAL MATURITY DATE 02/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7575.93 | 10254.81 |
| S&P 500 | 2827.22 | 7266.99 |
| TOPIX | 1752.09 | 3847.6 |
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 | 6009.95 |
| OMX Stockholm 30 | 1,549.547 | 3054.043 |
| SMI | 8,459.93 | 13463.33 |
| HSI | 29,296.05 | 24407.96 |
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 | 6009.95 |
| OMX Stockholm 30 | 1,549.547 | 3054.043 |
| SMI | 8,459.93 | 13463.33 |
| HSI | 29,296.05 | 24407.96 |
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 | 43225.54 |
| FTSE 100 | 7,556.44 | 10254.81 |
| S&P/ASX 200 | 6,232.134 |
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 | 43225.54 |
| FTSE 100 | 7,556.44 | 10254.81 |
| S&P/ASX 200 | 6,232.134 |
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 | 43225.54 |
| OMX Stockholm 30 | 1619.893 | 3054.043 |
| HSI | 28248.88 | 24407.96 |
| S&P/ASX 200 | 6253.936 |
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 | 43225.54 |
| OMX Stockholm 30 | 1619.893 | 3054.043 |
| HSI | 28248.88 | 24407.96 |
| S&P/ASX 200 | 6253.936 |
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 | 10254.81 |
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