100% Protected FTSE Issuer Callable Growth Note

February 9, 2019

This product offers 100% Capital Protection in USD. The growth aspect of the note is either a 2.125% quarterly (8.5% p.a.) snowballing coupon if the issuer calls the note early or 240% participation in the growth of the FTSE 100 after 6 years. The strike level of the note will be 100% of the closing level of the FTSE 100 on the strike date. 100% Capital Protected.

100% Capital Protected Up & Out Gold Note

January 24, 2019

This note is an investment solution that is 100% capital protected and can deliver a positive return up to 24% linked to the performance of the Gold Spot (XAU). This investment has a term of 36 Months.

If the Gold Spot closes below the Up & Out Barrier (124%), the investor will receive the nominal back plus 100% of the upside performance of the underlying.

Otherwise, if the Gold Spot closes above the Up & Out Barrier, the note will be reimbursed at 106%.

If the Gold Spot closes below the initial investment price, the note will return 100% of the investment principal.

97% Capital Guarantee – UP & Out on Europe, UK and Switzerland

January 24, 2019

This is a 3 year note tha provides a 97% capital guarantee. The note equally weights the returns of the UK, EuroStoxx 50 and the Swiss stock market observed at maturity. If the return of this basket of indexes is greater than +20%, the note pays 97% of the principal and a bonus of 15% return, i.e. a +12% return.

If the basket returns a positive return up to and including +20%, the note will retun the postive growth of the equally weighted basket, and 97% of the principal invested. The product is most profitable if the equally weighted basket ends up to +20% but not above this barrier, producing a 17% return for the investor.

If the equally weighted basket has a negative return at the end of 3 years, the note returns 97% of capital invested.

 

Safe Haven Autocall Note 6Y GBP

January 6, 2019

This 6 year note has semi-annual coupons of 6% (12% annualized) in GBP with an memory autocall feature if all 4 underlying indexes are above their initial strike levels.

The indexes are Australia, EuroStoxx 50, Japan, and the Russell 2000.

The autocall feature kicks in after the first year, while there is a 60% capital protection barrier at maturity.

 

 

Safe Haven Autocall Note 6Y USD

January 6, 2019

This 6 year note has semi-annual coupons of 7.5% (15% annualized) in USD with an memory autocall feature if all 4 underlying indexes are above their initial strike levels.

The indexes are Australia, EuroStoxx 50, Japan, and the Russell 2000.

The autocall feature kicks in after the first year, while there is a 60% capital protection barrier at maturity.

 

3 Year USD Decreasing Autocall

December 13, 2018

This is a 3 year USD Decreasing Autocall on Facebook, Amazon, Apple, Samsung and Microsoft. If all stocks are above their call level shown below on the respective quarterly observation date the note will redeem with the corresponding profit. This is equivalent to a 14% annual coupon.

Q1: NC
Q2: 100% of its initial level – Redemption @106.50%
Q3: 96.5% of its initial level – Redemption @109.75%
Q4: 93% of its initial level – Redemption @113.00%
Q5: 89.50% of its initial level – Redemption @116.25%
Q6: 86% of its initial level – Redemption @119.50%
Q7: 82.50% of its initial level – Redemption @122.75%
Q8: 79% of its initial level – Redemption @126.00%
Q9: 75.50% of its initial level – Redemption @129.25%
Q10: 72% of its initial level – Redemption @132.50%
Q11: 68.50% of its initial level – Redemption @135.75%
Q12: 65% of its initial level – Redemption @139.00%

If the note does not Autocall, the note will return 100% of invested capital so long as the worst performing stock is above 60% of its initial strike on observation. If the worst performing stocks peerformance is more than 40% negative at maturtiy, the note will return capital of the worst performing stock’s value.

Index Linked Autocall

December 5, 2018

This USD note has a maximum maturity of 6 years with a potential return of 22% per annum.

The note is based on the positive return on a basket of Nikkei 225, Hang Seng China Enterprises Index, Eurostoxx 50, and S&P/ASX 200.

On a quarterly observation date, if all 4 indexes are above their intitial strikes, then the note will autocall. The note will pay 5.5% per quater. The coupon is a memory coupon so all missed coupon’s will be paid if the note is autocalled.

The note has a 60% European Barrier.

It is offered by an A-rated bank until December 8. The note strike date was November 26th.

Twin Win on FTSE

December 5, 2018

This is a 5 year note that allows investors to potentially profit from either a positive or negative move in the UK’s FTSE 100 Index.

The note has 160% Participation on the upside performance of FTSE and 100% Participation on the downside performance of FTSE.

The note has a 65% European Barrier, so if the FTSE closes more than 35% down at matuirty capital is at risk on a 1:1 basis.

Income Builder Note GBP or USD

November 23, 2018

This 6 year autocall note provides a semi annual memory coupon so long as the 4 following country stock indexes are above 80% of their initial strike levels. Currently the indexes trade at the following levels relative to their 52-week highs:

Australia is currently trading –11% down, 5691 vrs a 52-week high of 6373

China is currently trading –28% down, 10446 vrs a 52-week high of 13962

Japan is current trading –12% down, 21646 vrs a 52-week high of 24448

Sweden is current trading –13% down, 1474 vrs a 52-week high of 1679

This note pays 7.5%pa USD (3.75% Every 6 Months) or 6%pa GBP (3% Every 6 Months) income even if the worst indexes drops 20% from its initial strike – an 80% coupon trigger wih memory.

Also, the autocall trigger starts at 100% of the initial strike of the worst index of the basket, but reduces by 2.5% each semester from the 24th month. The autocall level at maturity is 82.5%.

Also, the note is fully capital protected if all indexes trade above 60% of their initial strike price.

Subscriptions for this Income Builder Note end on the 7th December 2018.

High Yield Index Linked Autocall

November 22, 2018

This USD note has a maximum maturity of 6 years with a potential return of 22% per annum.

With a 100% autocall level on the following indexes: Japan’s Nikkei 225, China’s Hang Seng China Enterprises Index (HSCEI), Euro stoxx 50 and Australia’s S&P/ASX 200, the note pays 5.5% quaterly with memory.

The note returns initial capital at maturity if the note does not autocall and the worst performing index has not fallen more than 40% (a 60% European barrier on capital protection).

The note closes on 26th November 2018.