European Defensive Income Note GBP

November 20, 2018

This 6 year GBP note has a potential annual coupon (with memory) of 6.1% p.a. payable if no index has fallen below the coupon trigger level of 85%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

The note also has a European capital protection barrier at 65%.

Underlying:
Euro Stoxx 50 Index
Sweden’s OMX Index
UK’s FTSE 100 Index

The closing date for this note is 21st December 2018.

European Defensive Income Note

November 20, 2018

This 6 year USD note has a potential annual coupon (with memory) of 8.5% p.a. payable if no index has fallen below the coupon trigger level of 85%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

The note also has a European capital protection barrier at 65%.

 

Underlying:
Euro Stoxx 50 Index
Sweden’s OMX Index
UK’s FTSE 100 Index

The closing date for this note is 21st December 2018.

Quarterly Bonus Note GBP

November 20, 2018

This is a 6 year GBP note with potential quarterly coupon (with memory) of 8.3% p.a. payable if no index has fallen below the initial strike levels. There is also the potential to mature early from end of quarter 1, if all indices are at or above their initial level. The note is capital protected if all indexes are above 60% of their initial strke at maturity.

Underlying Indexes:

Euro Stoxx 50 Index
HSCEI Index
Nikkei 225 Index
S&P/ASX 200 Index

 

Quarterly Bonus Note USD

November 20, 2018

This is a 6 year USD note with potential quarterly coupon (with memory) of 15.2% p.a. payable if no index has fallen below the initial strike levels. There is also the potential to mature early from end of quarter 1, if all indices are at or above their initial level. The note is capital protected if all indexes are above 60% of their initial strke at maturity.

Underlying Indexes:

Euro Stoxx 50 Index
HSCEI Index
Nikkei 225 Index
S&P/ASX 200 Index

 

Quad Index Income Autocall Note (GBP)

November 20, 2018

This is a GBP 6 year note with potential quarterly coupon (with memory) of 5.6% p.a. payable if no index has fallen below the coupon trigger level of 80%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

Underlying indexes:
Australia – S&P/ASX 200 Index
European Large Caps – Euro Stoxx 50 Index
China – HSCEI Index
US Small Caps – Russell 2000 Index

This note will autocall if all indexes are above their initial price.

Capital Protection occurs if all indexes are above 60% of their initial levels at maturity.

 

Quad Index Income Autocall Note

November 20, 2018

This is a USD 6 year note with potential quarterly coupon (with memory) of 8.20% p.a. payable if no index has fallen below the coupon trigger level of 80%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

Underlying indexes:
Australia – S&P/ASX 200 Index
European Large Caps – Euro Stoxx 50 Index
China – HSCEI Index
US Small Caps – Russell 2000 Index

 

This note will autocall if all indexes are above their initial price.

Capital Protection occurs if all indexes are above 60% of their initial levels at maturity.

 

5Y USD Autocall Capital Protected 6% Coupon Note

November 17, 2018

This 60 month note with semi-annual observations will pay 3% every six month and Autocall if all of the following indexes trade above their initial strike levels:

  • Australia: S&P/ASX 200 INDEX (AS51 Index)
  • Japan: NIKKEI 225 (NKY Index)
  • Emerging Markets: MSCI EM (MXEF Index)
  • Switzerland: SWISS MARKET INDEX (SMI Index)
  • Italy: FTSE MIB INDEX (FTSEMIB Index)

The note is 100% Capital Protected at maturity, if its not autocalled.
The coupon has a memory effect.

12M Autocall Phoenix Memory Coupon with Decreasing Barrier

November 17, 2018

This 12 month note pays an 2.125% quarterly coupon (8.5% annuallized) and autocalls if the worst of  Apple, Amazon and Bank of America are above the autocall barrier. The autocall barrier falls by 5% every three months on each observation, so in May it is 95%, and in August it is 90%. At maturity the autocall barrier fall further to 65% of initial price levels.

The European protection barrier is also at 65% of initial price levels.

 

Apparel 1 Year USD Autocall Note

October 31, 2018

This product will return at least 100% of the notional back at maturity as long as the worst performing of Nike, Adidas, Under Armour finishes equal to or above the European Barrier.

Otherwise, the investor will receive the cash equivalent of the worst performing stock.

The product is early redeemed if all of the 3 stocks are above 95% of their initial strike price on any quarterly observations date (starting at 6 months).

A guaranteed coupon is also paid every quarter for an annualized return of 7%

US Retail 1 Year USD Autocall Note

October 31, 2018

This product will return at least 100% of the notional back at maturity as long as the worst performing of Walmart, Macy’s or Best Buy finishes equal to or above the European Barrier.

Otherwise, the investor will receive the cash equivalent of the worst performing stock.

The product is early redeemed if all of the 3 stocks are above 95% of their initial strike price on any quarterly observations date (starting at 6 months).

A guaranteed coupon is also paid every quarter for an annualized return of 7%.