This 6 year Note has potential **annual** coupon (with memory) of 7.8% p.a. payable if no index (FTSE 100, EuroStoxx 50, S&P 500) 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 is protected with a 65% Europen protection barrier.

A 6 year investment linked to the performance of the UK, European, Swedish and Australian Indices. If on any of the quarterly observation dates, including the Final Observation date, the closing levels of all the Underlyings are at or above 80% of their initial levels, the income (1.6% in GBP) will be paid plus any previously missed income payments (memory effect).

This investment will autocall and mature early if all Underlyings are equal to or above the 100% Autocall Trigger on any quarterly observation date starting at 12 months.

If early maturity occurs, full capital is returned and the investment will end. If early maturity does not occur the investment will continue to the Final Observation date. At the Final Observation date, if all Underlyings are at or above 60% of their initial levels, then full capital is returned. If any Underlying is below 60% of its original level, capital return will be reduced on a 1-for-1 basis.

A 6 year investment linked to the performance of the UK, European, Swedish and Australian Indices. If on any of the quarterly observation dates, including the Final Observation date, the closing levels of all the Underlyings are at or above 80% of their initial levels, the income (2% in USD) will be paid plus any previously missed income payments (memory effect).

This investment will autocall and mature early if all Underlyings are equal to or above the 100% Autocall Trigger on any quarterly observation date starting at 12 months.

If early maturity occurs, full capital is returned and the investment will end. If early maturity does not occur the investment will continue to the Final Observation date. At the Final Observation date, if all Underlyings are at or above 60% of their initial levels, then full capital is returned. If any Underlying is below 60% of its original level, capital return will be reduced on a 1-for-1 basis.

This USD note is an investment in a quarterly autocall structure, with a 6 year maturity linked to a basket of indices (Japan, China, Australia, and the UK). In flat, rising or moderately falling equity markets, investors can receive a return, which accumulates for every quarter the Notes are not autocalled.

Each quarter from Q4, the Notes can redeem early if all of the Underlyings close at or above the Autocall Barrier. The Autocall Barrier decreases by 2.5% every quarter satrting with Q5. On early redemption, the Notes return 100% of the invested capital plus an investment return of 2.5% for every quarter that has passed since the Strike date.

In case there is no early redemption, at maturity:

• An investment return of 160% is paid if all the Underlyings close at or above the final Autocall barrier (75%). If the Autocall barrier is not met, the Notes will return 100% of invested capital as long as none of the Underlyings close below 60% of their initial level. Capital is at risk at maturity if any Underlyings close below the Protection Barrier of 60% of its initial level in which case investors will receive the invested capital decreased by the performance of the worst performing Underlying thus resulting in a partial or total loss of their invested capital.

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.

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.

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.

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.

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.

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.