INVESTMENTS
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7463.54 | 10254.81 |
| Russell 2000 | 1406.728 | 2835.462 |
| HSCEI | 10384.89 | 8318.73 |
| S&P/ASX 200 | 5774.034 |
STRIKE DATE 16/06/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.1% semi-annual (6.2% p.a.)
Low Hurdle Trigger: 50% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1611902682
NEXT POTENTIAL MATURITY DATE 16/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8853.01 | 13463.33 |
| OMX Stockholm 30 | 1624.972 | 3054.043 |
| S&P/ASX 200 | 5763.19 | |
| S&P/TSX 60 | 893.88 |
STRIKE DATE 15/06/2017
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: 3.5% semi-annual (7% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1611571719
NEXT POTENTIAL MATURITY DATE 16/12/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8853.01 | 13463.33 |
| OMX Stockholm 30 | 1624.972 | 3054.043 |
| S&P/ASX 200 | 5763.19 | |
| S&P/TSX 60 | 893.88 |
STRIKE DATE 15/06/2017
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% semi-annual (6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1611571479
NEXT POTENTIAL MATURITY DATE 16/12/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7203.94 | 10254.81 |
| Russell 2000 | 1400.428 | 2835.462 |
| HSCEI | 10219.89 | 8318.73 |
| S&P/ASX 200 | 5924.064 |
STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 4.3% semi-annual (8.6% p.a.)
Low Hurdle Trigger: 50% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592868944
NEXT POTENTIAL MATURITY DATE 29/04/2019
COUNTERPARTY Investec
TYPE
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7203.94 | 10254.81 |
| Russell 2000 | 1400.428 | 2835.462 |
| HSCEI | 10219.89 | 8318.73 |
| S&P/ASX 200 | 5924.064 |
STRIKE DATE 28/04/2017
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.3% semi-annual (6.6% p.a.)
Low Hurdle Trigger: 50% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1592869249
NEXT POTENTIAL MATURITY DATE 29/04/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 446.65 | 540.5 |
| HSBC | 645.2 | 1293.4 |
| Vodafone | 202.95 | 112.8 |
STRIKE DATE 03/05/2017
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: 2% Quarterly (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 8.00% p.a.
ISIN XS1513274941
NEXT POTENTIAL MATURITY DATE 10/05/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 446.65 | 540.5 |
| HSBC | 645.2 | 1293.4 |
| Vodafone | 202.95 | 112.8 |
STRIKE DATE 03/05/2017
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: 1.75% Quarterly (7% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1513275088
NEXT POTENTIAL MATURITY DATE 03/05/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8812.67 | 13463.33 |
| OMX Stockholm 30 | 1626.994 | 3054.043 |
| S&P/ASX 200 | 5924.064 | |
| S&P/TSX 60 | 918.9 |
STRIKE DATE 28/04/2017
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: 3.9% semi-annual (7.8% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952216
NEXT POTENTIAL MATURITY DATE 29/04/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8812.67 | 13463.33 |
| OMX Stockholm 30 | 1626.994 | 3054.043 |
| S&P/ASX 200 | 5924.064 | |
| S&P/TSX 60 | 918.9 |
STRIKE DATE 28/04/2017
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% semi-annual (6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1587952992
NEXT POTENTIAL MATURITY DATE 29/04/2019
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1362.379 | 2835.462 |
| FTSE 100 | 7357.85 | 10254.81 |
| S&P/ASX 200 | 5759.138 | |
| HSI | 23827.95 | 24407.96 |
STRIKE DATE 14/03/2017
RETURN & BARRIERS
9.1% p.a. if all above 65%
100% Autocall
60% European Barrier
P.A. RETURN
ISIN XS1572325766
NEXT POTENTIAL MATURITY DATE 14/03/2023
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 8545.81 | 13463.33 |
| OMX Stockholm 30 | 1570.172 | 3054.043 |
| S&P/ASX 200 | 5712.221 | |
| S&P/TSX 60 | 907.57 |
STRIKE DATE 28/02/2017
RETURN & BARRIERS
2.85% Qtrly if all above 80%,
100% autocall from yr1,
65% European Barrier with Double downside
P.A. RETURN
ISIN XS1574759590
NEXT POTENTIAL MATURITY DATE 28/02/2018
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 8318.73 | |
| OMX Stockholm 30 | 3054.043 | |
| Russell 2000 | 2835.462 | |
| SMI | 13463.33 |
STRIKE DATE 12/09/2016
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual from end of year 1
Autocall Trigger: 100% of initial level
Memory Coupon Rate: USD = 3.6% semi-annual
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1373384756
NEXT POTENTIAL MATURITY DATE 12/09/2017
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Credit Suisse Group AG-Reg | 15.95 | 0.85 |
| UBS Group AG | 16.22 | 37.78 |
| HDFC Bank Ltd ADR | 71.61 | 23.2 |
| ICICI Bank Ltd ADR | 8.34 | 26.77 |
STRIKE DATE 03/03/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall with Step-Down
Autocall opportunities: Quarterly
Autocall Trigger: Starting at 100% then reduced by 2.11% every quarter
Memory Income Rate: 2.5% Quarterly (10% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1574035165
NEXT POTENTIAL MATURITY DATE 04/12/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7349.37 | 10254.81 |
| Russell 2000 | 1364.563 | 2835.462 |
| S&P/ASX 200 | 5862.469 |
STRIKE DATE 07/04/2017
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: 1.95% Quarterly (7.8% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278293
NEXT POTENTIAL MATURITY DATE 08/04/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7349.37 | 10254.81 |
| Russell 2000 | 1364.563 | 2835.462 |
| S&P/ASX 200 | 5862.469 |
STRIKE DATE 07/04/2017
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: 1.45% Quarterly (5.8% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1468278020
NEXT POTENTIAL MATURITY DATE 08/04/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7114.55 | 10254.81 |
STRIKE DATE 21/04/2017
RETURN & BARRIERS
Investment Structure: Growth Note with Bonus Autocall
Autocall opportunity: At 36 months
Autocall Trigger: 104.5% of initial level
Bonus Coupon Rate: 9% (3% p.a.)
Participation Rate: 75% of the un-capped (at full term) growth in the FTSE 100
Averaging: Monthly over the final year
Capital Protected: 100% of initial investment
P.A. RETURN
ISIN XS1574750706
NEXT POTENTIAL MATURITY DATE 21/04/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 1364.426 | 2835.462 |
| OMX Stockholm 30 | 1564.052 | 3054.043 |
| S&P/ASX 200 | 5856.285 | |
| S&P/TSX 60 | 925.09 |
STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall
Autocall opportunities: Annually
Autocall Trigger: 100% of initial levels
Conditional Income Rate: 5.5% p.a.
Income Trigger: 60% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572325410
NEXT POTENTIAL MATURITY DATE 05/04/2019
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,303.2000 | 10254.81 |
| S&P 500 | 2357.49 | 7266.99 |
| Eurostoxx 50 | 3489.57 | 6009.95 |
STRIKE DATE 06/04/2017
RETURN & BARRIERS
Investment Structure: Annual Income Autocall
Autocall opportunities: Annually from 24 months
Autocall Trigger: 100% of initial levels
Conditional Income Rate: 5.1% p.a.
Income Trigger: 60% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1572142765
NEXT POTENTIAL MATURITY DATE 06/04/2022
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 451.85 | 540.5 |
| HSBC | 648.3 | 1293.4 |
| Vodafone | 211.6 | 112.8 |
STRIKE DATE 24/03/2017
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: 2% Quarterly (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
ISIN XS1468274979
NEXT POTENTIAL MATURITY DATE 24/03/2023
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BP | 451.85 | 540.5 |
| HSBC | 648.3 | 1293.4 |
| Vodafone | 211.6 | 112.8 |
STRIKE DATE 24/03/2017
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: 1.75% Quarterly (7% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1468275190
NEXT POTENTIAL MATURITY DATE 24/03/2023