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.

Enhanced Callable Growth Note on FTSE (GBP)

November 20, 2018

This 6 year GBP note has a 50% European Barrier on the FTSE 100 with and upside potential of 350% of the growth of the FTSE 100.

The note is callable and can be closed early by the issuing bank after 12 months (on a monthly observation date) with coupons of  0.75% per month in GBP (9% p.a.)

The note closes on 8th December 2018.

Enhanced Callable Growth Note on FTSE (USD)

November 20, 2018

This 6 year USD note has a 50% European Barrier on the FTSE 100 with and upside potential of 600% of the growth of the FTSE 100.

The note is callable and can be closed early by the issuing bank after 12 months (on a monthly observation date) with coupons of  1% per month USD (12% p.a.)

The note closes on 8th December 2018.

2 Year Income Note with 95% Capital Guarantee

November 20, 2018

This note has a 24 month maturity with a 95% capital guarantee. The note pays a 7% annual coupon (memory) and autocalls if all indexes are above their initial strikes.

Underlyings
Austrialia – S&P/ASX 200 INDEX (AS51 Index)
India (EPI UP Equity)
China (HSCEI Index)

The closing date for this note is 6th December 2018.

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