INVESTMENTS
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7061.27 | 10254.81 |
| Russell 2000 | 1570.405 | 2835.462 |
| S&P/ASX 200 | 5936.383 | |
| HSCEI | 12597.42 | 8318.73 |
STRIKE DATE 20/03/2018
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall Opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.60% semi-annual (7.20% p.a.)
Low Hurdle Trigger: 60% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-8.9883% p.a.
ISIN XS1772752983
NEXT POTENTIAL MATURITY DATE 20/03/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1592.052 | 2835.462 |
| OMX Stockholm 30 | 1578.148 | 3054.043 |
| S&P/ASX 200 | 5974.714 | |
| S&P/TSX 60 | 926.649 |
STRIKE DATE 13/03/2018
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 Coupon Rate: 3.25% semi-annual (6.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808473
NEXT POTENTIAL MATURITY DATE 15/03/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1592.052 | 2835.462 |
| OMX Stockholm 30 | 1578.148 | 3054.043 |
| S&P/ASX 200 | 5974.714 | |
| S&P/TSX 60 | 926.649 |
STRIKE DATE 13/03/2018
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 Coupon Rate: 2.75% semi-annual (5.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808390
NEXT POTENTIAL MATURITY DATE 15/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,547.2730 | 2835.462 |
| FTSE 100 | 7,443.4300 | 10254.81 |
| DAX | 12,785.1600 | 24195.31 |
| HSI | 32,601.7800 | 24407.96 |
STRIKE DATE 02/02/2018
RETURN & BARRIERS
5.5% Memory annual coupon if above 70%,
100% Autocall trigger from year 1,
60% Final Level Barrier (European)
P.A. RETURN 4.1416% p.a.
ISIN XS1736814614
NEXT POTENTIAL MATURITY DATE 02/02/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,220.6900 | 13463.33 |
| OMX Stockholm 30 | 1,584.7900 | 3054.043 |
| S&P/ASX 200 | 6,121.3890 | |
| S&P/TSX 60 | 924.8420 |
STRIKE DATE 02/02/2018
RETURN & BARRIERS
5% p.a. memory coupon if above 70%,
100% Trigger Autocall from 24 months,
60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1670807079
NEXT POTENTIAL MATURITY DATE 03/02/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7146.75 | 10254.81 |
| OMX Stockholm 30 | 1559.941 | 3054.043 |
| HSI | 30510.73 | 24407.96 |
| S&P/ASX 200 | 5962.437 |
STRIKE DATE 06/03/2018
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: 1.9% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-3.253% p.a.
ISIN XS1763173538
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7146.75 | 10254.81 |
| OMX Stockholm 30 | 1559.941 | 3054.043 |
| HSI | 30510.73 | 24407.96 |
| S&P/ASX 200 | 5962.437 |
STRIKE DATE 06/03/2018
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: 1.5% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-4.186% p.a.
ISIN XS1763173611
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,643.4300 | 10254.81 |
| Russell 2000 | 1,599.6110 | 2835.462 |
| HSI | 32,958.6900 | 24407.96 |
| S&P/ASX 200 | 6,054.6580 |
STRIKE DATE 24/01/2018
RETURN & BARRIERS
2.6% Semi-Annual if above 80%
100% Autocall Semi-annual from 12 months
60% Final Level Barrier (European)
P.A. RETURN '-6.026% p.a.
ISIN XS1673945660
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,731.0200 | 10254.81 |
| Eurostoxx 50 | 3,622.8700 | 6009.95 |
STRIKE DATE 09/01/2018
RETURN & BARRIERS
1.05% quarterly if all above 80%
100% Autocall Trigger from 18 Months
80% Final Level Barrier (European)
P.A. RETURN
ISIN XS1743636257
NEXT POTENTIAL MATURITY DATE 09/01/2020
COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,294.7000 | 10254.81 |
STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months
Snowballing Coupon: 2.00% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398754
NEXT POTENTIAL MATURITY DATE 22/02/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,294.7000 | 10254.81 |
STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months
Snowballing Coupon: 2.75% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398671
NEXT POTENTIAL MATURITY DATE 22/02/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,525.2200 | 10254.81 |
| Eurostoxx 50 | 3,552.6500 | 6009.95 |
STRIKE DATE 20/12/2017
RETURN & BARRIERS
9.5% p.a. if autocalled from 12 months
60% European Barrier
Not Capital Protected
P.A. RETURN
ISIN XS1739356415
NEXT POTENTIAL MATURITY DATE 20/12/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,525.2200 | 10254.81 |
| Eurostoxx 50 | 3,552.6500 | 6009.95 |
| Russell 2000 | 1,540.0760 | 2835.462 |
STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.25% Quarterly memory if above 70
100% Autocall trigger from 24 months
70% Final Level Barrier (European)
Not Capital Protected
P.A. RETURN
ISIN XS1738783544
NEXT POTENTIAL MATURITY DATE 19/12/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,525.2200 | 10254.81 |
| Eurostoxx 50 | 3,552.6500 | 6009.95 |
| Russell 2000 | 1,540.0760 | 2835.462 |
STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.8% Quarterly memory coupon if above 80
100% Autocall trigger from 24 months
70% Final Level Barrier (European)
Not Capital Protected
P.A. RETURN
ISIN XS1738785838
NEXT POTENTIAL MATURITY DATE 19/12/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 202.7000 | 445.8 |
| BT Group | 273.8500 | 202.7 |
| Centrica | 138.1000 | 184.8 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
2.48% quarterly memory if all above 50%,
100% autocall from 12 months,
50% Final Level Barrier (E)
P.A. RETURN -0.1683%
ISIN XS1636939685
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Glaxo | 1,290.5000 | 1921.5 |
| Aviva | 494.494 | 613 |
| BP | 504 | 540.5 |
| Barclays | 202.7 | 445.8 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
4.65% Semi-annual if above 50%
100% Autocall from 12 months
50% Final Level Barrier (European)
P.A. RETURN 10.075% p.a.
ISIN XS1733274986
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Glaxo | 1,290.5000 | 1921.5 |
| Barclays | 202.7 | 445.8 |
| BP | 504 | 540.5 |
| Aviva | 494.494 | 613 |
STRIKE DATE 14/12/2017
RETURN & BARRIERS
3.5% Semi-annual if above 50
100% Autocall from 12 months,
50% Final Level Barrier (European)
P.A. RETURN 7.00% p.a.
ISIN XS1733273822
NEXT POTENTIAL MATURITY DATE 14/12/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,314.7600 | 13463.33 |
| OMX Stockholm 30 | 1,619.4730 | 3054.043 |
| S&P/ASX 200 | 5,998.2830 | |
| S&P/TSX 60 | 958.2420 |
STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 5% semi-annual (10% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257693
NEXT POTENTIAL MATURITY DATE 11/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,314.7600 | 13463.33 |
| OMX Stockholm 30 | 1,619.4730 | 3054.043 |
| S&P/ASX 200 | 5,998.2830 | |
| S&P/TSX 60 | 958.2420 |
STRIKE DATE 11/12/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 6% semi-annual (12% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1641257776
NEXT POTENTIAL MATURITY DATE 11/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8,099.6300 | 13463.33 |
| OMX Stockholm 30 | 1,534.2730 | 3054.043 |
| S&P/TSX 60 | 902.9200 | |
| S&P/ASX 200 | 5,560.6210 |
STRIKE DATE 09/12/2016
RETURN & BARRIERS
3.1% Semi-Annual if all above 60%,
100% Autocall from 12 months,
60% European Barrier
P.A. RETURN
ISIN XS1531376413
NEXT POTENTIAL MATURITY DATE 11/12/2017