Short Term USD Guaranteed Coupon Note

August 2, 2019

This 1.5 year note pays an annual coupon amount of 14.3% quarterly in USD regardless of the underlying’s performance (Guaranteed Coupon). For protection, the note has a 60% Europrean Protection Barrier and a quarterly Autocall feature with no delay.

The note is based on 4 high liquid underlyings: Amazon, Netflix, Alphabet, and Tesla.

95% Protected FTSE Issuer Callable Growth Note GBP

August 2, 2019

This product offers 95% Capital Protection in GBP from an A-rated bank. The growth aspect of the note is either a 1.25% quarterly (5.00% p.a.) snowballing coupon (in addition to 100% of capital) if the issuer calls the note early or 175% participation in the growth of the FTSE 100 after 7 years added to the 95% capital return.

Callable Observations: Quarterly (First observation at 12 months)
Trades by  4 September 2019

100% Protected FTSE Issuer Callable Growth Note USD

August 2, 2019

This product offers 100% Capital Protection in USD from an A-rated bank. The growth aspect of the note is either a 1.625% quarterly (6.50% p.a.) snowballing coupon if the issuer calls the note early or 200% participation in the growth of the FTSE 100 after 7 years.

Callable Observations: Quarterly (First observation at 12 months)
Trades by 4 September 2019

 

USD Index-Based Credit Linked Note

August 2, 2019

This 3 year term USD Credit Linked Note pays an annual 4% coupon. The note is 100% capital protected at maturity, as long as no more than 3 credit events take place on the iTraxx Europe Main S31 Index.

However, if more than 1 credit events take place, for each credit event after 1, 16.67% of future coupons are eroded and 16.67% of initial capital is eroded at maturity.

Historically,  the 3Y index has only witnessed three credit events since the index was launched in 2004. When looking at the different series, there has only ever been a maximum of one on any of the three year series.

 

 

Bonus Note on 4 US Blue Chips

July 31, 2019

This is a 2 year note with 93% capital protection on Microsoft (MSFT), Apple (AAPL), Fedex  (FDX), and Coca-Cola (KO) offering 100% participation in the worst performing stock. There is no limit to the upside.

As a bonus, the note provides a minium return of 12% if all stocks show a positive performance at maturity.

 

Low Strike on Tesla, Netflix and Micron

July 30, 2019

This 5 year note pays an 11.64% p.a. coupon with monthly observations. The coupon trigger is 60% and it comes with a memory feature. It has an autocall trigger at 95% with no delay.

Highlight of this structure is the 60% Strike Level. The Low Strike helps to “cushion” losses when there is a Barrier breach. With the usual 100% Strike Level, if Note matured at 50% for example, investor would only receive half of his initial capital. In the same scenario but with a 60% Strike Level, the investor would receive 50%/60% = 83.33% back of his Capital. Assuming all Coupons received 11.64% p.a. * 5Y = 58.2%, the investor still gained a decent amount from the investment despite a Barrier breach (83.33% + 58.2% = 141.53%; when annualized gives roughly 8.3% p.a. despite a Barrier breach of 10%).

Bearish Autocall Note on Tech Giants

May 21, 2019

A 18 month bearish note on Apple, NetFlix, and Amazon that pays a guaranteed 10%p.a. income quarterly. With quarterly observations the note will autocall if all stocks are below 100% of their intitial value.

At maturity, if the best performing stock is above 150% of its initial value, the initial investment would be returned at a 1:1 loss on the gain of the best perofrming underlying.

This note is an inverse of a typical autocall note.

Semi-Annual Classic Autocall

February 18, 2019

This 6 year classic autocall note provides for 17% annualized income in usd from snowballing (memory) coupon payments of 8.5% semi-annually as long as all of the four Underlying Indexes are above their intital value:
Europe: Eurostoxx 50, Sweden: OMX,  Australia: S&P ASX200 and Canada: S&P TSX60

The Autocall feature starts on its second observation day (12 months from the strike dates).

The note has 60% final level (European style) Barrier for capital protection.

 

Semi-Annual Classic Autocall GBP

February 18, 2019

This 6 year classic autocall note provides for 12.9% annualized income in GBP from snowballing (memory) coupon payments of 6.45% semi-annually as long as all of the four Underlying Indexes are above their intital value:
Europe: Eurostoxx 50, Sweden: OMX,  Australia: S&P ASX200 and Canada: S&P TSX60

The Autocall feature starts on its second observation day (12 months from the strike dates).

The note has 60% final level (European style) Barrier for capital protection.

 

Principal Protected Note on EuroStoxx 50

February 18, 2019

This Note will return 100% of the notional back at maturity as it is 100% Capital Guaranteed. It will also pay an income of 1.6% in USD on an annual basis.

At maturity in 6 years, the investor will also receive any positive performance of the Eurostoxx 50 Index based on its final trading price.