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.

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.

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%

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%.

This 6 year note provides a potential income of 6.7% per annum in USD with 100% capital guaranteed protection. If each of the basket of three indexes (Eurostoxx 50, S&P 500, Nikkaei 225) remain above their initial strike leves determined on October 26, then a semi-annual coupon of 3.35% will be paid.

A 6 year investment with a **240%** participation in the FTSE 100 or 8.5% annualized return, if called.

This product offers enhanced growth participation linked to the performance of the FTSE 100 at maturity if the issuing bank has not called the product early on any of the quarterly callable observation dates starting from 12 months. **In our 25 years of experience, such a product has never been called away. **

If the issuer does opt to redeem the product early, the client will receive their capital back plus the relevant accumulated coupon rate for each quarter that has elapsed since strike date and the investment will end. For example, if the product is called by the issuer at 12 months and the coupon rate is 2.125% per quarter, the client will receive 100% capital back plus a 8.5% coupon.

If the product is not redeemed early then at the final observation date, **if the underlying index is above its strike level, the client will receive 100% of their capital back plus the growth of the underlying from the initial strike level, multiplied by the participation rate (240%).** For example, if the underlying is 20% above its strike level with a participation rate of 240% the investor will receive 100% capital back plus a 48% growth coupon.

If the underlying is below its strike level then 100% capital is returned.

With a maturity in 36 Months if not autocalled, the note uses 4 underlyings:

ISHARES MSCI EMERGING MARKET (EEM UP Equity)

S&P 500 INDEX (SPX Index)

NIKKEI 225 (NKY Index)

SWISS MARKET INDEX (SMI Index)

It provides a coupon of 2% quarterly (8% pa) with memory effect when autocalled.

Autocall level is at 100% of the worst performing index, but the note has a **SPECIAL FEATURE **called Oxygene which reduces the autocalll to 70% of the initial level of the worst performing index at maturity. whereby the note then autocalls and pays out all coupons.

It has a capital barrier at 60% (European barrier) of the initial level of he worst performing underlying at maturity, if not autocalled.

This 4 year fixed term investment offers 100% capital protection at maturity irrespective of how the the underlying indices perform. At the end of the fixed term 160% of the growth of the worst performing of Brazil (EWZ), China (HSCEI) and Taiwan (TAIEX) stock markets is applied to the capital invested.

Should the final index performance be below the initial level, 100% of the initial capital is

still repaid.

With a 100% capital guarantee this note offers 200% particpation over 6 years to the arithmetic average of quaterly returns for the worst performing of four major world stock indexes: Euro Stoxx 50, Australia’s ASX 200, and Japan’s Nikkei 225. It also pays a small coupon of 1.4% annually.

This is a very simple 18 month structured note with a 100% capital protection. The note has a 100% participation on a put option on S&P 500 as long as a daily close barrier is not hit. If the Barrier is hit a 7% rebate is paid at maturity. This is a US dollar based note.

This note can be used to hedge an long exposure to US equity markets.