INVESTMENTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9274.55 | 13463.33 |
| OMX Stockholm 30 | 1592.199 | 3054.043 |
| S&P/ASX 200 | 5989.756 | |
| S&P/TSX 60 | 951.757 |
STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Snowballing Coupon: 5.25% semi-annual (10.50% annual)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708318537
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 | 7327.5 | 10254.81 |
| Russell 2000 | 1516.761 | 2835.462 |
| S&P/ASX 200 | 5971.82 | |
| HSI | 28842.8 | 24407.96 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 1.90% quarterly (7.60% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-1.665% p.a.
ISIN XS1707686397
NEXT POTENTIAL MATURITY DATE 05/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7327.5 | 10254.81 |
| Russell 2000 | 1516.761 | 2835.462 |
| S&P/ASX 200 | 5971.82 | |
| HSI | 28842.8 | 24407.96 |
STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 1.50% quarterly (6.00% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-3.23% p.a.
ISIN XS1707686470
NEXT POTENTIAL MATURITY DATE 05/12/2023
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9,252.1200 | 13463.33 |
| FTSE 100 | 7,522.8700 | 10254.81 |
| S&P 500 | 2,549.3300 | 7266.99 |
| Eurostoxx 50 | 3,603.3200 | 6009.95 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
5% per annum if all above 60%
100% Autocall from 24 months
60% Final Level Barrier (European Style)
P.A. RETURN 5.00% p.a.
ISIN XS1673595234
NEXT POTENTIAL MATURITY DATE 06/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,510.2170 | 2835.462 |
| FTSE 100 | 7,522.8700 | 10254.81 |
| S&P/ASX 200 | 5,710.6750 | |
| HSI | 28,458.0400 | 24407.96 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
7% per annum if all above 70%
100% Autocall
60% Final Level Barrier (European Style)
P.A. RETURN 7.00% p.a.
ISIN XS1672347041
NEXT POTENTIAL MATURITY DATE 06/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1,510.2170 | 2835.462 |
| OMX Stockholm 30 | 1,646.2780 | 3054.043 |
| S&P/ASX 200 | 5,710.6750 | |
| S&P/TSX 60 | 926.9700 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
5.2% p.a. if all above 70%
100% Annual Autocall
60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1672110894
NEXT POTENTIAL MATURITY DATE 06/10/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,522.8700 | 10254.81 |
| Russell 2000 | 1,510.2170 | 2835.462 |
| Eurostoxx 50 | 3,603.3200 | 6009.95 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80%
100% autocall from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680860670
NEXT POTENTIAL MATURITY DATE 06/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,522.8700 | 10254.81 |
| Russell 2000 | 1,510.2170 | 2835.462 |
| Eurostoxx 50 | 3,603.3200 | 6009.95 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80%
100% autocall from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856132
NEXT POTENTIAL MATURITY DATE 06/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,522.8700 | 10254.81 |
| Russell 2000 | 1,510.2170 | 2835.462 |
| Eurostoxx 50 | 3,603.3200 | 6009.95 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856561
NEXT POTENTIAL MATURITY DATE 06/01/2020
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,522.8700 | 10254.81 |
| Russell 2000 | 1,510.2170 | 2835.462 |
| Eurostoxx 50 | 3,603.3200 | 6009.95 |
STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70%
100% autocall from 24 months
70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680861132
NEXT POTENTIAL MATURITY DATE 06/01/2020
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 4888 | 13464 |
| BP | 471.55 | 540.5 |
| HSBC | 719.3 | 1293.4 |
| Vodafone | 208.5 | 112.8 |
STRIKE DATE 26/09/2017
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: 1.7% Quarterly (6.8% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-4.5483% p.a.
ISIN XS1605094496
NEXT POTENTIAL MATURITY DATE 26/09/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 448.2500 | 540.5 |
| HSBC | 708.0000 | 1293.4 |
| AstraZeneca | 4,719.5000 | 13464 |
| Unilever | 4,348.5000 | 4401.5 |
STRIKE DATE 15/09/2017
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: 1.2% Quarterly (4.6% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 4.80% p.a.
ISIN XS1616827215
NEXT POTENTIAL MATURITY DATE 15/09/2023
COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7505.03 | 10254.81 |
STRIKE DATE 27/10/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 36 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.00% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 4.00% p.a.
ISIN XS1691783721
NEXT POTENTIAL MATURITY DATE 28/10/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7505.03 | 10254.81 |
STRIKE DATE 27/10/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 36 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.80% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 5.60% p.a.
ISIN XS1691784455
NEXT POTENTIAL MATURITY DATE 28/10/2024
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7505.03 | 10254.81 |
STRIKE DATE 27/10/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 36 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.50% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Maximum Term: 7 years
P.A. RETURN 5.00% p.a.
ISIN XS1691784026
NEXT POTENTIAL MATURITY DATE 28/10/2024
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9134.13 | 13463.33 |
| OMX Stockholm 30 | 1596.312 | 3054.043 |
| S&P/ASX 200 | 5655.42 | |
| S&P/TSX 60 | 909.29 |
STRIKE DATE 21/09/2017
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: 6.25% semi-annual (12.5% 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 XS1669331537
NEXT POTENTIAL MATURITY DATE 23/09/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9134.13 | 13463.33 |
| OMX Stockholm 30 | 1596.312 | 3054.043 |
| S&P/ASX 200 | 5655.42 | |
| S&P/TSX 60 | 909.29 |
STRIKE DATE 21/09/2017
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 XS1669347533
NEXT POTENTIAL MATURITY DATE 23/09/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3515.55 | 6009.95 |
| Russell 2000 | 1431.71 | 2835.462 |
| S&P/ASX 200 | 5695.023 | |
| S&P/TSX 60 | 890.96 |
STRIKE DATE 15/09/2017
RETURN & BARRIERS
3.5% Qtrly coupon if all above 80%
100% autocall trigger from yr1
70% European Barrier 2-for-1 Double downside
P.A. RETURN
ISIN XS1605095113
NEXT POTENTIAL MATURITY DATE 16/09/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9237.13 | 13463.33 |
| OMX Stockholm 30 | 1667.505 | 3054.043 |
| S&P/ASX 200 | 5906.988 | |
| S&P/TSX 60 | 937.032 |
STRIKE DATE 20/10/2017
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: 2.25% semi-annual (4.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1689542394
NEXT POTENTIAL MATURITY DATE 22/10/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9237.13 | 13463.33 |
| OMX Stockholm 30 | 1667.505 | 3054.043 |
| S&P/ASX 200 | 5906.988 | |
| S&P/TSX 60 | 937.032 |
STRIKE DATE 20/10/2017
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: 3.25% 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 XS1689541156
NEXT POTENTIAL MATURITY DATE 22/10/2019