General Summary

Note Details Note Valuation
Short Name Currency ISIN Bid Initial Valuation Date Final Valuation Date Time Remaining To Final Valuation Cost Basis Note Return
  EquityLinked Coupon Accumulator Issue 1 ZAR ZAE000210001 199.09 26/08/15 26/08/19 1 month 136.09 46.3%
  Guaranteed European Equity Structured Product II ZAR ZAE000253829 256.80 27/11/17 08/06/21 23 months 232.14 10.6%
  Developed Markets LockInLadder Issue 1 ZAR ZAE000218517 168.35 11/05/16 11/05/20 10 months 135.00 24.7%
  Best 5 of 20 Note ZAR ZAG000130576 1551.99 09/10/15 09/10/20 15 months 1000.00 55.2%
  EquityLinked Coupon Accumulator Issue 2 ZAR ZAE000217881 235.45 20/04/16 20/04/20 9 months 163.50 44.0%
  Yield Enhancer Issue 1 ZAR ZAG000139288 1330.14 30/08/16 30/08/21 26 months 1000.00 33.0%
  Enhanced Returns and Equity Protector Issue 2 ZAR ZAE000267027 1105.10 28/06/17 28/06/22 35 months 1000.00 10.5%
  10Y Fixed Rate Note Issue 1 ZAR - 13/11/15 13/11/25 76 months 100.00 0.0%
  FTSE 100 Fixed Coupon note Issue 1 GBP XS0806143227 106.76 28/09/15 28/09/20 14 months 100.00 6.8%
  10Y Fixed Rate Note Issue 2 ZAR - 29/03/16 30/03/26 81 months 100.00 0.0%
  Sasfin Global Top 20 SP - Issue 1 ZAR ZAE000271078 941.75 25/04/19 25/04/24 53 months 1000.00 -5.8%

Split Term Summary

Note Details Underlying Info Note Valuation
Short Name Currency ISIN Bid Initial Valuation Date Interim Valuation Date Time Remaining To Final Valuation Final Valuation Date Fixed Return Participation Hold to Maturity Equity Component FX Rate Ratio Initial FX Current FX Cost Basis Note Return
  Bespoke Structured Endowment Tandem Protector FX ZAR ZAE000267084 1091.90 01/09/17 24/08/20 38 months 26/08/22 40.4% 100.0% 13.3% USD/ZAR 12.8863 13.9359 1000.00 9.2%
  SA Fixed Return and Growth Protector Issue WP4 FX ZAR ZAE000267266 1025.65 07/03/18 07/03/21 44 months 28/02/23 35.0% 100.0% 7.9% USD/ZAR 11.8712 13.9359 1000.00 2.6%
  TAS Structured Endowment Tandem Protector Issue 3 FX ZAR ZAE000267217 1053.93 13/12/17 07/12/20 41 months 08/12/22 42.0% 100.0% 3.7% USD/ZAR 13.4775 13.9359 1000.00 5.4%
  TAS Structured Endowment Tandem Protector Issue 2 FX ZAR ZAE000267175 1049.67 07/11/17 07/11/20 40 months 30/10/22 39.0% 100.0% 4.3% USD/ZAR 14.2369 13.9359 1000.00 5.0%
  Global Fixed Return and Growth Protector FX ZAR ZAE000267100 1076.08 07/09/17 07/09/20 38 months 01/09/22 36.0% 100.0% 14.2% USD/ZAR 12.8425 13.9359 1000.00 7.6%
  SA Fixed Return and Global Growth Protector WP3 FX ZAR ZAE000267720 1048.85 13/12/17 13/12/20 41 months 08/12/22 36.0% 135.0% 5.0% USD/ZAR 13.4775 13.9359 1000.00 4.9%
  TAS Structured Endowment Tandem Protector FX ZAR ZAE000267092 1076.15 07/09/17 10/09/20 38 months 01/09/22 36.0% 100.0% 14.2% USD/ZAR 12.8425 13.9359 1000.00 7.6%
  Global Income and Growth Protector Issue 8 ZAR ZAE000266979 1150.43 20/04/17 20/04/20 33 months 20/04/22 46.5% 105.0% 14.4% - - 1000.00 15.0%
  Global Income and Growth Protector Issue 6 ZAR ZAE000266961 1177.98 20/02/17 20/02/20 31 months 14/02/22 49.3% 100.0% 15.0% - - 1000.00 17.8%
  Global Income and Growth Protector Issue 3 ZAR ZAG000141474 1217.32 19/12/16 12/12/19 29 months 14/12/21 51.0% 100.0% 19.2% - - 1000.00 21.7%
  Global Income and Growth Protector Issue 1 ZAR ZAG000139114 1222.45 22/08/16 22/08/19 25 months 23/08/21 40.5% 100.0% 27.0% - - 1000.00 22.2%
  European Income and Growth Protector Issue 8 ZAR ZAG000137803 1244.76 29/06/16 29/06/19 24 months 29/06/21 46.5% 125.0% 22.6% - - 1000.00 24.5%
  European Income and Growth Protector Issue 9 ZAR ZAG000138355 1178.62 20/07/16 20/07/19 24 months 19/07/21 40.5% 120.0% 16.6% - - 1000.00 17.9%
  European Income and Growth Protector Issue 6 ZAR ZAG000137076 530.18 24/05/16 31/05/19 22 months 24/05/21 40.5% 145.0% 26.4% - - 500.00 6.0%
  European Income and Growth Protector Issue 5 ZAR ZAE000217949 83.23 20/04/16 23/04/19 21 months 20/04/21 40.5% 140.0% 19.5% - - 81.75 1.8%
  European Income and Growth Protector Issue 7 ZAR ZAG000137712 513.31 22/06/16 22/06/19 23 months 22/06/21 40.5% 124.5% 22.9% - - 500.00 2.7%
  European Income and Growth Protector Issue 4 ZAR ZAG000135823 505.19 20/04/16 30/04/19 21 months 20/04/21 40.5% 133.0% 18.5% - - 500.00 1.0%
  European Income and Growth Protector Issue 3 ZAR ZAG000135096 545.66 23/03/16 01/04/19 20 months 23/03/21 40.5% 158.0% 28.1% - - 500.00 9.1%
  European Income and Growth Protector Issue 2 ZAR ZAG000134297 562.18 29/02/16 24/02/19 19 months 22/02/21 40.5% 154.0% 31.8% - - 500.00 12.4%
  European Income and Growth Protector Issue 1 ZAR ZAG000132432 549.49 10/12/15 18/12/18 17 months 10/12/20 36.0% 174.0% 25.9% - - 500.00 9.9%
  SA Fixed Return and Growth Protector Issue WP1 Oct 2018 UKX ZAR ZAE000267589 981.71 04/10/18 04/10/21 51 months 04/10/23 26.5% 125.0% 1.5% - - 1000.00 -1.8%
  Global Fixed Return and Growth Protector Issue HL5 ZAR ZAE000267555 966.35 18/09/18 18/09/21 50 months 18/09/23 36.1% 100.0% 1.4% - - 1000.00 -3.4%
  SA Fixed Return and Growth Protector Issue WP11FX ZAR ZAE000267571 962.35 27/09/18 27/09/21 50 months 27/09/23 36.8% 100.0% 0.0% USD/ZAR 14.0581 13.9359 1000.00 -3.8%
  Global Fixed Return and Growth Protector Issue HL6 ZAR ZAE000267530 975.73 31/08/18 31/08/21 50 months 31/08/23 36.1% 100.0% 0.7% - - 1000.00 -2.4%
  SA Fixed Return and Growth Protector Issue WP12 ZAR ZAE000267514 968.36 21/08/18 21/08/21 49 months 21/08/23 27.1% 110.0% 0.0% - - 1000.00 -3.2%
  SA Fixed Return and Growth Protector Issue WP8FX ZAR ZAE000267522 980.81 21/08/18 21/08/21 49 months 21/08/23 38.0% 100.0% 1.6% USD/ZAR 14.3513 13.9359 1000.00 -1.9%
  Global Fixed Return and Growth Protector Issue HL4 ZAR ZAE000267506 971.62 21/08/18 21/08/21 49 months 21/08/23 36.1% 100.0% 1.7% - - 1000.00 -2.8%
  SA Fixed Return and Growth Protector Issue WP9FX ZAR ZAE000267498 978.41 20/08/18 20/08/21 49 months 21/08/23 42.5% 100.0% 1.8% USD/ZAR 14.6487 13.9359 1000.00 -2.2%
  Global Fixed Return and Growth Protector Issue HL3 ZAR ZAE000267464 975.39 20/07/18 20/07/21 48 months 20/07/23 34.2% 100.0% 2.8% - - 1000.00 -2.5%
  SA Fixed Return and Growth Protector Issue WP7FX ZAR ZAE000267431 985.54 17/07/18 17/07/21 48 months 17/07/23 37.5% 100.0% 2.8% USD/ZAR 13.2250 13.9359 1000.00 -1.4%
  SA Fixed Return and Growth Protector Issue WP2FX ZAR ZAE000267183 1051.94 07/11/17 07/11/20 40 months 07/11/22 36.0% 134.0% 5.8% USD/ZAR 14.2369 13.9359 1000.00 5.2%
  SA Global Fixed Return and Growth Protector Issue 11 ZAR ZAE000267324 994.98 27/09/18 27/09/21 50 months 27/09/23 36.8% 100.0% 0.0% - - 1000.00 -0.5%
  Global Fixed Return and Growth Protector Issue HL2 ZAR ZAE000267449 970.90 17/07/18 17/07/21 48 months 17/07/23 34.0% 100.0% 2.6% - - 1000.00 -2.9%
  SA Fixed Return and Growth Protector Issue WP13FX ZAR ZAE000267597 980.99 22/10/18 22/10/21 51 months 23/10/23 38.4% 100.0% 9.6% USD/ZAR 14.3204 13.9359 1000.00 -1.9%
  Global Fixed Return and Growth Protector Issue HL7 ZAR ZAE000267605 1020.02 22/10/18 22/10/21 51 months 23/10/23 40.1% 100.0% 9.9% - - 1000.00 2.0%
  Global Fixed Return and Growth Protector Issue HL1 ZAR ZAE000267407 981.96 27/06/18 27/06/21 47 months 27/06/23 34.0% 100.0% 6.9% - - 1000.00 -1.8%
  Global Fixed Return and Growth Protector Issue 1 (1Y5Y) ZAR ZAE000267415 414.23 20/07/18 09/07/19 36 months 14/07/22 18.0% 150.0% 8.3% USD/ZAR 13.5913 13.9359 500.00 -17.2%
  SA Fixed Return and Growth Protector Issue WP6FX ZAR ZAE000267399 1119.39 19/06/18 19/06/21 47 months 19/06/23 34.5% 100.0% 4.1% USD/ZAR 13.7800 13.9359 1000.00 11.9%
  Global Fixed Return and Growth Protector Issue 8 ZAR ZAE000267282 991.84 05/04/18 05/04/21 45 months 05/04/23 40.5% 105.0% 8.5% - - 1000.00 -0.8%
  SA Fixed Return and Growth Protector Issue WP5FX ZAR ZAE000267308 996.36 04/05/18 04/05/21 46 months 04/05/23 34.3% 100.0% 7.0% USD/ZAR 12.5907 13.9359 1000.00 -0.4%
  Tandem Protector Issue WPFX2 ZAR ZAE000267241 1032.85 30/01/18 30/01/21 42 months 30/01/23 40.8% 100.0% 0.0% USD/ZAR 11.9569 13.9359 1000.00 3.3%
  Global Income and Growth Protector Issue 2 ZAR ZAE000234381 258.06 14/11/16 14/11/19 28 months 15/11/21 45.0% 107.5% 28.0% - - 209.79 23.0%
  Global Income and Growth Protector Issue 4 ZAR ZAG000140831 1247.23 15/12/16 17/11/19 29 months 13/12/21 51.0% 100.0% 25.3% - - 1000.00 24.7%
  Global Income and Growth Protector Issue 7 ZAR ZAG000141466 1218.37 15/12/16 15/12/19 29 months 15/12/21 51.0% 100.0% 19.3% - - 1000.00 21.8%
  Global Fixed Return and Growth Protector Issue 7 ZAR ZAE000267159 1069.85 20/10/17 20/10/20 39 months 20/10/22 40.5% 105.0% 6.3% - - 1000.00 7.0%
  Global Fixed Return and Growth Protector Issue 5 ZAR ZAE000267076 1116.50 30/08/17 30/08/20 37 months 30/08/22 44.0% 100.0% 14.1% - - 1000.00 11.6%
  Global Fixed Return and Growth Protector Issue 3 ZAR ZAE000267068 1111.46 22/08/17 22/08/20 37 months 22/08/22 43.5% 100.0% 13.3% - - 1000.00 11.1%
  Global Fixed Return and Growth Protector Issue 1 ZAR ZAE000266987 1138.85 22/06/17 22/06/20 35 months 22/06/22 46.5% 100.0% 11.4% - - 1000.00 13.9%
  Global Fixed Return and Growth Protector Issue 6 ZAR ZAE000267118 1093.88 14/09/17 14/09/21 50 months 14/09/23 60.8% 100.0% 10.7% - - 1000.00 9.4%
  Global Fixed Return and Growth Protector Issue 4 ZAR ZAE000267134 1089.76 17/09/17 17/09/20 38 months 19/09/22 42.0% 100.0% 10.2% - - 1000.00 9.0%
  Global Fixed Return and Growth Protector Issue 2 ZAR ZAE000267035 1113.98 20/07/17 20/07/20 36 months 20/07/22 43.5% 100.0% 11.2% - - 1000.00 11.4%
  Global Fixed Return and Growth Protector Issue HL8 ZAR ZAE000266474 1040.59 20/11/18 20/11/21 52 months 20/11/23 40.5% 100.0% 14.2% - - 1000.00 4.1%
  SA Fixed Return and Global Growth Protector Issue WP15 FX ZAR ZAE000269759 995.46 12/02/19 14/02/22 55 months 12/02/24 36.9% 100.0% 11.2% USD/ZAR 13.7888 13.9359 1000.00 -0.5%
  SA Fixed Return and Global Growth Protector Issue WP16 FX ZAR ZAE000271318 989.86 16/04/19 22/03/22 57 months 12/04/24 35.7% 100.0% 5.0% USD/ZAR 14.4375 13.9359 1000.00 -1.0%
  Global Fixed Return and Growth Protector Issue HL9 ZAR ZAE000267654 1037.30 11/12/18 13/12/21 53 months 11/12/23 40.5% 100.0% 15.5% - - 1000.00 3.7%
  SA Fixed Return and Global Growth Protector Issue WP17 FX ZAR ZAE000272787 973.43 16/04/19 19/04/22 57 months 16/04/24 35.7% 100.0% 3.0% USD/ZAR 14.0787 13.9359 1000.00 -2.7%
  Global Fixed Return and Growth Protector - Issue HL10 ZAR ZAE000268454 1012.52 18/01/19 18/01/22 54 months 18/01/24 40.5% 100.0% 14.1% - - 1000.00 1.3%
  Global Fixed Return and Growth Protector - Issue HL11 ZAR ZAE000269742 977.98 12/02/19 14/02/22 55 months 12/02/24 36.0% 100.0% 11.1% - - 1000.00 -2.2%
  Global Fixed Return and Growth Protector - Issue HL12 ZAR ZAE000271292 1006.73 19/03/19 21/03/22 56 months 19/03/24 34.8% 100.0% 5.2% - - 1000.00 0.7%
  Global Fixed Return and Growth Protector - Issue HL13 ZAR ZAE000272779 964.84 16/04/19 18/04/22 57 months 16/04/24 34.8% 100.0% 3.0% - - 1000.00 -3.5%
  Global Fixed Return and Growth Protector - Issue HL15 ZAR ZAE000272795 965.79 18/04/19 18/04/22 57 months 18/04/24 35.0% 100.0% 3.1% USD/ZAR 14.0594 13.9359 1000.00 -3.4%
  Global Fixed Return and Growth Protector - Issue 10 ZAR ZAE000268462 1021.51 18/01/19 18/01/22 54 months 18/01/24 45.0% 100.0% 14.1% - - 1000.00 2.2%
  SA Fixed Return and Growth Protector - Issue WP2 (Nov 2018) UKX ZAR ZAE000267639 993.49 29/11/18 29/11/21 52 months 29/11/23 - 100.0% 6.7% - - 1000.00 -0.7%
  Global Fixed Return and Growth Protector - Issue HL14 ZAR ZAE000273793 967.13 21/05/19 23/05/22 58 months 21/05/19 34.5% 100.0% 5.1% 14.3737 - 1000.00 -3.3%
  SA Fixed Return and Growth Protector - Issue WP18-FX ZAR ZAE000273785 973.55 21/05/19 23/05/22 58 months 21/05/24 35.4% 100.0% 5.0% USD/ZAR 14.3819 13.9359 1000.00 -2.6%
  Global Fixed Return and Growth Protector - Issue 11 ZAR ZAE000273777 980.40 22/05/19 22/05/20 58 months 22/05/24 23.1% 100.0% 5.4% 14.3737 - 1000.00 -2.0%
  SA Fixed Return and Global Growth Protector Issue WP14 FX ZAR ZAE000267647 1005.23 04/12/18 06/12/21 53 months 04/12/23 38.4% 100.0% 12.4% USD/ZAR 13.7132 13.9359 1000.00 0.5%

Autocall Step Down Summary

Note Details Note Valuation
Short Name Currency ISIN Bid Initial Valuation Date Final Valuation Date Time Remaining To Final Valuation Barrier Cushion Breached Coupons Left Next Observation Next AutoCall Level Underlying Asset Return Cost Basis Note Return
  Step Down Dual Index WO Autocall Issue 17 USD XS1683885948 106.39 16/01/18 17/01/23 42 months 36.1% No 3 19/01/21 100.0% -3.9% 100.00 6.4%
  Step Down Dual Index WO Autocall Issue 16 USD XS1683898768 106.92 17/01/18 17/01/23 42 months 36.3% No 3 19/01/21 100.0% -3.7% 100.00 6.9%
  Step Down Dual Index WO Autocall Issue 4 USD XS1555615134 114.11 05/05/17 05/05/22 34 months 35.1% No 3 05/05/20 100.0% -4.9% 100.00 14.1%
  StepDown Euro Stoxx 50 Autocall Issue 26 USD XS1570703980 111.34 09/06/17 09/06/22 35 months 37.0% No 3 09/06/20 90.0% -3.0% 100.00 11.3%
  Step Down Dual Index WO Autocall Issue 6 GBP XS1556092812 110.89 24/05/17 24/05/22 35 months 37.0% No 3 26/05/20 90.0% -3.0% 100.00 10.9%
  Step Down Dual Index WO Autocall Issue 5 CHF XS1556092572 108.72 22/05/17 23/05/22 35 months 37.3% No 3 22/05/20 100.0% -2.7% 100.00 8.7%
  Step Down Dual Index WO Autocall Issue 2 USD XS1533359235 118.43 21/04/17 21/04/22 34 months 41.2% No 3 21/04/20 100.0% 1.2% 100.00 18.4%
  Step Down Euro Stoxx 50 Autocall Issue 23B USD XS1512002814 117.97 03/03/17 03/03/23 44 months 42.3% No 4 03/03/20 100.0% 2.3% 100.00 18.0%
  Step Down Euro Stoxx 50 Autocall Issue 23A USD XS1511999333 117.42 03/03/17 03/03/23 44 months 42.3% No 4 03/03/20 100.0% 2.3% 100.00 17.4%
  Step Down Euro Stoxx 50 Autocall Issue 29 ZAR ZAE000267357 1034.20 25/05/18 25/05/23 47 months 39.0% No 4 25/05/20 95.0% -1.0% 1000.00 3.4%
  Step Down Dual Index WO Autocall Issue 1 ZAR ZAE000267019 1198.34 25/04/17 25/04/22 33 months 37.1% No 3 27/04/20 90.0% -2.9% 1000.00 19.8%
  Step Down Dual Index WO Autocall Issue 22 GBP XS1850828143 103.57 31/10/18 31/10/24 64 months 48.8% No 4 01/11/21 90.0% 8.8% 100.00 3.6%
  Step Down Dual Index WO Autocall Issue 7 USD XS1583480717 114.97 05/07/17 05/07/22 36 months 40.1% No 3 06/07/20 90.0% 0.1% 100.00 15.0%
  Step Down Dual Index WO Autocall Issue 15 ZAR ZAE000267209 922.21 22/11/17 22/11/22 40 months 37.7% No 4 22/11/19 95.0% -2.3% 1000.00 -7.8%
  Step Down Dual Index WO Autocall Issue 12 USD XS1620615184 109.53 29/09/17 29/09/22 39 months 36.8% No 3 29/09/20 90.0% -3.2% 100.00 9.5%
  Step Down Dual Index WO Autocall Issue 13 USD XS1673937303 108.50 15/12/17 15/12/22 41 months 37.7% No 3 15/12/20 90.0% -2.3% 100.00 8.5%
  Step Down Dual Index WO Autocall Issue 14 USD XS1641415861 107.26 01/11/17 01/11/22 40 months 34.1% No 3 02/11/20 90.0% -5.9% 100.00 7.3%
  Step Down Dual Index WO Autocall Issue 9 USD XS1731950363 110.96 06/04/18 06/04/23 45 months 42.1% No 3 06/04/21 90.0% 2.1% 100.00 11.0%
  Step Down Dual Index WO Autocall Issue 19 USD XS1771165484 106.61 08/06/18 08/06/23 47 months 41.0% No 3 08/06/21 100.0% 1.0% 100.00 6.6%
  Step Down Dual Index WO Autocall Issue 18 USD XS1828575131 105.16 04/09/18 05/09/23 50 months 42.8% No 3 07/09/21 100.0% 2.8% 100.00 5.2%
  Step Down Dual Index WO Autocall Issue 23 USD XS1874517102 107.30 30/11/18 02/12/24 65 months 47.8% No 4 30/11/21 100.0% 7.8% 100.00 7.3%
  Step Down Dual Index WO Autocall - Issue 26 USD XS1874517102 107.30 30/11/18 02/12/24 65 months 47.8% No 4 30/11/21 100.0% 7.8% 100.00 7.3%
  Step Down Dual Index WO Autocall - Issue 29 USD XS1914014680 - 14/03/19 14/03/24 56 months 45.3% No 3 11/03/22 100.0% 5.3% 100.00 0.0%

Growth Summary

Note Details Underlying Info Note Valuation
Short Name Currency ISIN Term Issue Date Maturity Date Time Remaining To Final Valuation Trigger Level Pct to Barrier/Buffer Breached Capital Protection Capital At Risk Breach Max Return Participation Hold to Maturity Value FX Rate Ratio Initial FX Current FX Underlying Asset Return Cost Basis Bid Note Return
  Absa Smart Allocator Note Issue 3 ZAR ZAG000121807 60 Months 11/21/14 11/21/19 4 months 0.0% 101.6% No 100.0% 0.00% - 120.0% 2.3% USD/ZAR 11.2239 13.9359 1.6% 1000.00 1314.35 31.4%
  Absa Smart Allocator USD Issue 2 USD XS1068108932 60 Months 01/02/15 12/23/19 5 months 0.0% 101.2% No 100.0% 0.00% - 140.0% 1.6% - - 1.2% 100.00 100.40 0.4%
  Global Market Explorer Issue 1 ZAR ZAE000243739 36 Months 04/04/17 03/20/20 8 months 0.0% 118.0% No 100.0% 0.00% - 130.1% 25.7% USD/ZAR 12.6760 13.9359 18.0% 201.02 242.64 20.7%
  Absa USD Smart Allocator 90 Balanced Issue 10 USD XS1099317130 60 Months 01/26/16 01/27/21 18 months 2.8% 110.0% No 97.2% 0.00% - 180.0% 23.1% - - 12.8% 100.00 115.59 15.6%
  Absa USD Smart Allocator 90 Balanced Issue 8 USD XS1266253084 60 Months 11/05/15 11/09/20 16 months 4.1% 104.2% No 95.9% 0.00% - 180.0% 14.9% - - 8.3% 100.00 109.27 9.3%
  European Growth Basket Issue 10 ZAR ZAE000213740 48 Months 01/11/16 01/06/20 6 months 0.0% 119.3% No 100.0% 0.00% - 213.0% 31.1% GBP/ZAR 22.9717 17.4199 19.3% 64.89 80.58 24.2%
  Absa USD Smart Allocator 90 Balanced Issue 7 USD XS1199777621 60 Months 09/03/15 09/03/20 13 months 2.0% 98.7% No 98.0% 0.00% - 180.0% 1.3% - - 0.7% 100.00 99.69 -0.3%
  Absa Smart Allocator Note Issue 5 ZAR ZAG000126681 60 Months 05/22/15 05/22/20 10 months 2.1% 95.6% No 97.9% 1.16% - 200.0% 0.0% USD/ZAR 11.8456 13.9359 -2.3% 1000.00 1124.70 12.5%
  Absa USD Smart Allocator 90 Balanced Issue 4 USD XS1144646947 60 Months 04/20/15 04/09/20 9 months 4.0% 91.6% No 96.0% 2.45% - 180.0% 0.0% - - -4.4% 100.00 93.80 -6.2%
  European Equity Enhancer Issue 1 ZAR ZAE000267480 60 Months 08/17/18 08/04/23 49 months 0.0% 99.2% No 100.0% - - - - - - -0.8% 1000.00 962.37 -3.8%
  European Equity Enhancer Issue 2 ZAR ZAE000267472 60 Months 08/17/18 07/27/23 48 months 0.0% 99.9% No 100.0% - - - - - - -0.1% 1000.00 989.39 -1.1%
  Global Growth Basket Issue AL3 ZAR ZAE000267456 60 Months 07/24/18 07/20/23 48 months 0.0% 102.6% No 100.0% 0.00% 20.0% 500.0% 13.9% USD/ZAR 13.2250 13.9359 2.6% 1000.00 1015.08 1.5%
  Global Growth Basket Issue AL2 ZAR ZAE000267381 60 Months 07/03/18 06/22/23 47 months 0.0% 104.0% No 100.0% 0.00% 20.0% 500.0% 20.2% USD/ZAR 13.7800 13.9359 4.0% 1000.00 1018.09 1.8%
  Global Growth Basket Issue ALI 1 ZAR ZAE000267340 60 Months 06/08/18 05/25/23 46 months 0.0% 102.7% No 100.0% 0.00% 20.0% 475.0% 14.0% USD/ZAR 12.5975 13.9359 2.7% 1000.00 1052.34 5.2%
  Global Growth Basket Issue AL4 ZAR ZAE000267563 60 Months 09/25/18 09/21/23 50 months 0.0% 101.4% No 100.0% 0.00% 20.0% 540.0% 6.9% USD/ZAR 14.8294 13.9359 1.4% 1000.00 974.96 -2.5%
  Global Growth Basket Issue 9 ZAR ZAE000267233 60 Months 02/01/18 02/02/23 42 months 0.0% 97.4% No 100.0% 0.47% 20.0% 560.0% 0.0% - - -2.6% 1000.00 942.42 -5.8%
  Global Growth Basket Issue 12 ZAR ZAE000267274 60 Months 04/03/18 03/30/23 44 months 0.0% 100.7% No 100.0% 0.00% 20.0% 630.0% 5.6% USD/ZAR 11.6550 13.9359 0.7% 1000.00 1118.75 11.9%
  Global Growth Basket Issue 11 ZAR ZAE000267258 60 Months 02/23/18 02/10/23 43 months 60.0% 40.7% No 40.0% 0.00% 20.0% 720.0% 6.2% USD/ZAR 11.9613 13.9359 0.7% 1000.00 1034.86 3.5%
  Global Growth Basket Issue 10 ZAR ZAE000267290 60 Months 04/26/18 04/13/23 45 months 0.0% 109.6% No 100.0% 0.00% 20.0% 500.0% 23.1% USD/ZAR 12.0563 13.9359 9.6% 1000.00 1060.53 6.1%
  Global Growth Basket Issue 4 ZAR ZAE000267126 60 Months 09/20/17 09/20/20 14 months 0.0% 110.7% No 100.0% 0.00% 20.0% 530.0% 21.2% USD/ZAR 13.1575 13.9359 10.7% 1000.00 1195.70 19.6%
  Global Growth Basket Issue 6 ZAR ZAE000267712 60 Months 12/14/17 12/12/22 41 months 0.0% 104.8% No 100.0% 0.00% 20.0% 575.0% 20.4% USD/ZAR 13.6656 13.9359 4.8% 1000.00 1098.16 9.8%
  Global Growth Basket Issue 5 ZAR ZAE000267167 60 Months 11/01/17 11/01/22 39 months 0.0% 104.7% No 100.0% 0.00% 20.0% 570.0% 19.7% USD/ZAR 14.1769 13.9359 4.7% 1000.00 1108.33 10.8%
  Absa USD Smart Allocator 90 Balanced Issue 12 USD XS1132355782 60 Months 12/23/15 12/24/20 17 months 6.0% 101.5% No 94.0% 0.00% - 187.1% 14.0% - - 7.5% 94.81 113.99 20.2%
  S&P 500 Accelerator Issue 1 USD XS1349054921 60 Months 04/01/16 03/31/21 20 months 60.0% 85.9% No 40.0% 0.00% 29.2% 200.0% 29.2% - - 45.9% 96.48 141.81 47.0%
  Global Growth Basket Issue 16 ZAR ZAE000267548 60 Months 09/14/18 09/14/23 50 months 0.0% 105.2% No 100.0% 0.00% 20.0% 700.0% 18.3% USD/ZAR 15.1975 13.9359 5.2% 1000.00 1004.24 0.4%
  Global Growth Basket Issue 13 ZAR ZAE000267365 60 Months 06/04/18 06/02/23 46 months 0.0% 104.4% No 100.0% 0.00% 20.0% 500.0% 22.2% USD/ZAR 12.5675 13.9359 4.4% 1000.00 1020.65 2.1%
  Global Growth Basket Issue 14 ZAR ZAE000267373 60 Months 06/21/18 06/22/23 47 months 0.0% 100.4% No 100.0% 0.00% 20.0% 640.0% 2.5% USD/ZAR 13.6813 13.9359 0.4% 1000.00 967.43 -3.3%
  Global Growth Basket Issue 3 ZAR ZAE000267050 60 Months 07/18/17 07/18/22 36 months 0.0% 111.6% No 100.0% 0.00% 20.0% 575.0% 21.0% USD/ZAR 13.2637 13.9359 11.6% 1000.00 1241.11 24.1%
  Global Growth Basket Issue 2 ZAR ZAE000267043 60 Months 07/20/17 07/21/22 36 months 0.0% 111.0% No 100.0% 0.00% 20.0% 575.0% 21.6% USD/ZAR 12.9200 13.9359 11.0% 1000.00 1249.09 24.9%
  Global Growth Basket Issue 1 ZAR ZAE000266995 60 Months 07/12/17 07/12/22 36 months 0.0% 113.6% No 100.0% 0.00% 20.0% 610.0% 20.7% USD/ZAR 13.4325 13.9359 13.6% 1000.00 1305.98 30.6%
  European Equity Enhancer Issue 3 AL ZAR ZAE000267613 60 Months 10/29/18 10/26/23 51 months 0.0% 109.1% No 100.0% - - - - - - 9.1% 1000.00 760.48 -24.0%
  Global Growth Basket Issue 15 ZAR ZAE000267423 60 Months 07/09/18 07/10/23 48 months 0.0% 105.4% No 100.0% 0.00% 20.0% 550.0% 20.5% USD/ZAR 13.5913 13.9359 5.4% 500.00 368.07 -26.4%
  Global Growth Basket Issue 7 ZAR ZAE000267191 60 Months 11/16/17 11/17/22 40 months 60.0% 37.4% No 40.0% 0.39% 20.0% 675.0% 0.0% USD/ZAR 14.5094 13.9359 -2.6% 1000.00 945.32 -5.5%
  Global Growth Basket USD Issue 3 USD MU0484D00059 60 Months 09/07/18 09/08/23 50 months 0.0% 101.3% No 100.0% 0.00% - 120.0% 1.6% - - 1.3% 10000.00 12105.95 21.1%
  Global Growth Basket USD Issue 2 USD MU0484D00042 60 Months 06/12/18 06/09/23 47 months 0.0% 102.8% No 100.0% 0.00% - 100.0% 2.8% - - 2.8% 10000.00 12049.45 20.5%
  Global Growth Basket USD Issue 1 USD MU0484D00034 60 Months 01/23/18 01/09/23 42 months 0.0% 101.6% No 100.0% 0.00% - 100.0% 1.6% - - 1.6% 10000.00 12170.48 21.7%
  Global Growth Basket USD Issue 4 USD MU0484D00067 60 Months 12/06/18 12/01/23 52 months 0.0% 111.2% No 100.0% 0.00% - 125.0% 14.0% - - 11.2% 10000.00 13199.21 32.0%
  European Equity Enhancer Issue 5 AL ZAR ZAE000266482 60 Months 11/23/18 11/23/23 52 months 0.0% 111.7% No 100.0% - - - - - - 11.7% 1000.00 1093.74 9.4%
  European Equity Enhancer - Issue AL7 ZAR ZAE000271326 60 Months 03/25/19 03/25/24 56 months 0.0% 102.1% No 100.0% - - - - - - 2.1% 1000.00 939.17 -6.1%
  European Equity Enhancer - Issue 6 AL ZAR ZAE000267662 60 Months 01/16/19 12/14/23 53 months 0.0% 113.9% No 100.0% - - - - - - 13.9% 1000.00 1080.52 8.1%

Autocall Summary

Note Details Note Valuation
Short Name Currency ISIN Bid Initial Valuation Date Final Valuation Date Time Remaining To Final Valuation Barrier Cushion Breached Coupons Left Next Observation Next AutoCall Level Underlying Asset Return Cost Basis Note Return
  EURO STOXX 50 Autocall Issue 25 USD XS1533322159 116.00 07/04/17 07/04/22 33 months 39.6% No 3 07/04/20 100.0% -0.4% 100.00 16.0%
  S&P 500 Defined Coupon Autocall Issue 1 USD XS1425902555 108.44 19/08/16 19/08/22 38 months 76.3% No 4 19/08/19 100.0% 36.3% 100.00 8.4%
  EURO STOXX 50 Autocall Issue 7a USD XS1426173156 128.78 16/09/16 16/09/22 38 months 58.6% No 4 16/09/19 100.0% 18.6% 100.00 28.8%
  FTSE 100 Autocall Issue 23a GBP XS1731961055 105.47 16/04/18 16/04/24 57 months 44.3% No 5 16/04/20 100.0% 4.3% 100.00 5.5%
  FTSE 100 Autocall Issue 22a USD XS1731941453 109.87 29/03/18 02/04/24 57 months 46.4% No 5 30/03/20 100.0% 6.4% 100.00 9.9%
  Euro Stoxx 50 Autocall Issue 32 USD XS1731963002 104.80 17/04/18 17/04/23 45 months 40.1% No 4 17/04/20 100.0% 0.1% 100.00 4.8%
  Multi Index Defined Coupon WO Autocall Issue 1 GBP XS1731929599 105.52 26/03/18 27/03/23 45 months 46.1% No 4 26/03/20 100.0% 6.1% 100.00 5.5%
  FTSE 100 Autocall Issue 21a USD XS1731577034 109.42 13/03/18 13/03/24 56 months 45.2% No 5 13/03/20 100.0% 5.2% 100.00 9.4%
  Dual Index WO Autocall Issue 8 EUR XS1683920950 101.17 30/01/18 30/01/24 55 months 36.5% No 5 30/01/20 100.0% -3.5% 100.00 1.2%
  FTSE 100 Autocall Issue 3 GBP XS1471993763 115.86 20/12/16 20/12/21 30 months 56.6% No 3 20/12/19 100.0% 6.6% 100.00 15.9%
  FTSE 100 Defined Coupon Autocall Issue 2 GBP XS1471975430 105.31 14/12/16 14/12/22 41 months 58.1% No 4 16/12/19 100.0% 8.1% 100.00 5.3%
  FTSE 100 Autocall Issue 14a EUR XS1471949864 114.01 02/12/16 02/12/22 41 months 51.6% No 4 02/12/19 100.0% 11.6% 100.00 14.0%
  FTSE 100 Autocall Issue 13a GBP XS1471949195 115.85 02/12/16 02/12/22 41 months 51.6% No 4 02/12/19 100.0% 11.6% 100.00 15.8%
  FTSE 100 Autocall Issue 11a USD XS1452800797 126.43 02/12/16 02/12/22 41 months 51.6% No 4 02/12/19 100.0% 11.6% 100.00 26.4%
  FTSE 100 Autocall Issue 10a GBP XS1452801175 122.00 25/11/16 25/11/22 41 months 49.8% No 4 25/11/19 100.0% 9.8% 100.00 22.0%
  EURO STOXX 50 Autocallable Issue 26 GBP XS1533316854 106.90 07/04/17 07/04/22 33 months 39.6% No 3 07/04/20 100.0% -0.4% 100.00 6.9%
  FTSE 100 Autocall Issue 8a USD XS1452710962 119.54 30/09/16 30/09/22 39 months 48.8% No 4 30/09/19 100.0% 8.8% 100.00 19.5%
  EURO STOXX 50 Autocall Issue 9a GBP XS1511977875 113.55 23/02/17 23/02/23 44 months 44.4% No 4 24/02/20 100.0% 4.4% 100.00 13.5%
  FTSE 100 Autocall Issue 15a GBP XS1511977958 114.89 23/02/17 23/02/23 44 months 43.3% No 4 24/02/20 100.0% 3.3% 100.00 14.9%
  FTSE 100 Defined Coupon Autocall Issue 1 GBP XS1397315810 106.44 10/06/16 10/06/22 35 months 72.8% No 3 10/06/20 100.0% 22.8% 100.00 6.4%
  Euro Stoxx 50 Autocall Issue 31 ZAR ZAE000267316 1015.44 09/05/18 09/05/23 46 months 37.5% No 4 11/05/20 100.0% -2.5% 1000.00 1.5%
  Euro Stoxx 50 Autocall Issue 24 ZAR ZAE000267001 1226.02 22/03/17 22/03/22 32 months 41.7% No 3 23/03/20 100.0% 1.7% 1000.00 22.6%
  FTSE 100 Autocall Issue 18a GBP XS1620615267 108.94 29/09/17 29/09/23 51 months 41.8% No 5 30/09/19 100.0% 1.8% 100.00 8.9%
  FTSE 100 Autocall Issue 19a GBP XS1673937568 105.56 15/12/17 15/12/23 53 months 40.2% No 5 16/12/19 100.0% 0.2% 100.00 5.6%
  FTSE 100 Autocall Issue 20a USD XS1673927098 107.01 15/12/17 15/12/23 53 months 40.2% No 5 16/12/19 100.0% 0.2% 100.00 7.0%
  FTSE 100 Autocall Issue 24a GBP XS1771171458 99.04 08/06/18 10/06/24 59 months 37.8% No 5 08/06/20 100.0% -2.2% 100.00 -1.0%
  FTSE 100 Autocall Issue 25a GBP XS1771165138 100.92 07/06/18 07/06/24 59 months 37.5% No 5 08/06/20 100.0% -2.5% 100.00 0.9%
  FTSE 100 Autocall Issue 26a GBP XS1828549722 98.42 28/08/18 28/08/24 62 months 38.6% No 5 28/08/20 100.0% -1.4% 100.00 -1.6%
  FTSE 100 Autocall Issue 27a GBP XS1850746337 99.60 01/10/18 01/10/24 63 months 40.2% No 5 01/10/20 100.0% 0.2% 100.00 -0.4%
  FTSE 100 Autocall Issue 28a GBP XS1850795201 104.18 18/10/18 18/10/24 63 months 46.9% No 5 19/10/20 100.0% 6.9% 100.00 4.2%
  FTSE 100 Autocall Issue 29a USD XS1850802692 107.48 22/10/18 22/10/24 64 months 46.6% No 5 22/10/20 100.0% 6.6% 100.00 7.5%
  FTSE 100 Autocall Issue 30a USD XS1874488759 106.25 09/11/18 11/11/24 64 months 45.7% No 4 09/11/21 100.0% 5.7% 100.00 6.2%
  Euro Stoxx 50 Autocall Issue 10a GBP XS1673937642 104.01 15/12/17 15/12/23 53 months 37.7% No 5 16/12/19 100.0% -2.3% 100.00 4.0%
  Euro Stoxx 50 Autocall Issue 11a USD XS1673937212 106.75 15/12/17 15/12/23 53 months 37.7% No 5 16/12/19 100.0% -2.3% 100.00 6.7%
  Euro Stoxx 50 Autocall Issue 12a USD XS1673937485 104.78 15/12/17 15/12/23 53 months 37.7% No 5 16/12/19 100.0% -2.3% 100.00 4.8%
  Euro Stoxx 50 Auotcall Issue 30 USD XS1683773474 106.02 19/12/17 19/12/22 42 months 37.2% No 4 19/12/19 100.0% -2.8% 100.00 6.0%
  Euro Stoxx 50 Auotcall Issue 28 USD XS1683978289 105.78 01/02/18 01/02/23 43 months 27.3% No 4 03/02/20 100.0% -2.7% 100.00 5.8%
  Euro Stoxx 50 Autocall Issue 13a EUR XS1771171532 101.76 08/06/18 10/06/24 59 months 41.0% No 5 08/06/20 100.0% 1.0% 100.00 1.8%
  Euro Stoxx 50 Autocall Issue 14a USD XS1771165054 105.40 07/06/18 07/06/24 59 months 40.6% No 5 08/06/20 100.0% 0.6% 100.00 5.4%
  Euro Stoxx 50 Autocall Issue 15a EUR XS1812330527 99.67 30/07/18 30/07/24 61 months 39.1% No 5 30/07/20 100.0% -0.9% 100.00 -0.3%
  Euro Stoxx 50 Autocall Issue 17a USD XS1828593548 107.15 10/09/18 10/09/24 62 months 45.2% No 5 10/09/20 100.0% 5.2% 100.00 7.2%
  Euro Stoxx 50 Auotcall Issue 29 ZAR ZAE000267225 1054.72 18/12/17 19/12/22 41 months 16.4% No 4 18/12/19 100.0% -3.6% 1000.00 5.5%
  Multi Index Defined Coupon WO Autocall Issue 2 ZAR ZAE000267332 938.22 11/05/18 13/05/24 58 months 35.4% No 5 11/05/20 100.0% 0.4% 1000.00 -6.2%
  Multi Index Defined Coupon WO Autocall Issue 4 ZAR ZAE000267621 1076.07 01/11/18 01/11/24 64 months 39.8% No 6 01/11/19 100.0% 4.8% 1000.00 7.6%
  Dual Index WO Autocall Issue 9 GBP XS1874488676 105.99 09/11/18 09/11/23 52 months 45.7% No 5 11/11/19 100.0% 5.7% 100.00 6.0%
  Dual Index WO Autocall Issue 7 GBP XS1620571387 108.63 21/09/17 21/09/23 51 months 38.3% No 5 23/09/19 100.0% -1.7% 100.00 8.6%
  FTSE 100 Autocall Issue 31a GBP XS1874529024 104.46 05/12/18 05/12/24 65 months 48.5% No 5 07/12/20 100.0% 8.5% 100.00 4.5%
  Euro Stoxx 50 Autocall Issue 34 USD XS1874540930 107.35 13/12/18 13/12/23 53 months 51.8% No 5 13/12/19 100.0% 11.8% 100.00 7.3%
  Multi Index Defined Coupon WO Autocall Issue 6 USD XS1728652832 - 23/11/18 25/11/24 65 months 43.7% No 8.7% 100.00 0.0%
  Multi Index Defined Coupon WO Autocall Issue 5 GBP XS1728652758 - 23/11/18 25/11/24 65 months 43.7% No 8.7% 100.00 0.0%
  Multi Index Defined Coupon WO Autocall Issue 7 GBP XS1920287445 - 04/12/18 04/12/24 65 months 41.9% No 6 04/12/19 100.0% 6.9% 100.00 0.0%
  Step Down Dual Index WO Autocall - Issue 28 USD XS1913992183 - 11/03/19 11/03/24 56 months 44.1% No 3 11/03/22 100.0% 4.1% 100.00 0.0%
  Step Down Dual Index WO Autocall - Issue 21 USD XS1874587147 - 25/01/19 29/01/24 55 months 50.4% No 3 31/01/22 100.0% 10.4% 100.00 0.0%
  Euro Stoxx 50 Autocall - Issue 18a GBP XS1914737363 - 13/02/19 13/02/25 67 months 48.1% No 5 15/02/21 90.0% 8.1% 100.00 0.0%
  Euro Stoxx 50 Autocall - Issue 19a EUR XS1914737447 - 13/02/19 13/02/25 67 months 48.7% No 5 15/02/21 100.0% 8.7% 100.00 0.0%
  Step Down Dual Index WO Autocall - Issue 25 GBP XS1913940034 - 19/02/19 19/02/25 67 months 47.1% No 4 22/02/22 90.0% 7.1% 100.00 0.0%
  Euro Stoxx 50 Autocall - Issue 20a GBP XS1926883452 - 22/03/19 24/03/25 69 months 45.3% No 5 22/03/21 100.0% 5.3% 100.00 0.0%
  Euro Stoxx 50 Autocall - Issue 21a GBP XS1964190638 - 29/05/19 29/05/25 71 months 45.5% No 5 31/05/21 100.0% 5.5% 100.00 0.0%