Absa Structured Solutions

Growth Summary

Note Details								Underlying Info			Note Valuation				Growth Term Components					FX Exposure
Short Name	Note ISIN	Issuer	Term	Currency	Initial Valuation Date	Final Valuation Date	Time Remaining	Underlying Return	% to Breach	Last Close Below AutoCall Barrier	Cost Basis	Bid	Note Return	Hold to Maturity Value	Trigger Level	Capital Protection	Capital At Risk Breach	Fixed Participation	Max Return	FX Rate Ratio	Initial FX	Current FX
Absa Smart Allocator Note Issue 3	ZAG000121807	ABSA	60 Months	ZAR	17/11/14	14/11/19	-	2.2%	102.2%	No	1000.00	1412.56	41.3%	0.4%	0.0%	100.0%	0.00%	120.0%	-	USD/ZAR	11.2239	14.8136
Black Chips Protector Issue 14	ZAE000199477	ABSA	48 Months	ZAR	24/10/14	26/11/18	-	-	-	-	232.14	302.40	30.3%	0.3%	0.0%	100.0%	-	140.0%	-		-	-
Absa Smart Allocator USD Issue 2	XS1068108932	Barclays	60 Months	USD	16/12/14	16/12/19	-	3.5%	103.5%	No	100.00	103.26	3.3%	0.0%	0.0%	100.0%	0.00%	140.0%	-		-	-
Global Market Explorer Issue 1	ZAE000243739	ABSA	36 Months	ZAR	20/03/17	20/03/20	-	-11.3%	88.7%	No	201.02	275.05	36.8%	0.4%	0.0%	100.0%	8.66%	130.1%	-	USD/ZAR	12.6760	17.5981
Absa USD Smart Allocator 90 Balanced Issue 10	XS1099317130	Barclays	60 Months	USD	12/01/16	12/01/21	-	9.4%	106.6%	No	100.00	116.10	16.1%	0.2%	2.8%	97.2%	0.00%	180.0%	-		-	-
Absa USD Smart Allocator 90 Balanced Issue 8	XS1266253084	Barclays	60 Months	USD	22/10/15	22/10/20	-	0.0%	95.9%	No	100.00	100.63	0.6%	0.0%	4.1%	95.9%	0.00%	180.0%	-		-	-
European Growth Basket Issue 10	ZAE000213740	ABSA	48 Months	ZAR	04/01/16	06/01/20	-	24.4%	124.4%	No	64.89	90.30	39.2%	0.4%	0.0%	100.0%	0.00%	213.0%	-	GBP/ZAR	22.9717	18.6928
Absa USD Smart Allocator 90 Balanced Issue 7	XS1199777621	ABSA	60 Months	USD	19/08/15	19/08/20	-	0.0%	98.0%	No	100.00	98.03	-2.0%	-0.0%	2.0%	98.0%	0.00%	180.0%	-		-	-
Absa Smart Allocator Note Issue 5	ZAG000126681	Barclays	60 Months	ZAR	15/05/15	15/05/20	-	-8.2%	89.7%	No	1000.00	1448.10	44.8%	0.5%	2.1%	97.9%	4.11%	200.0%	-	USD/ZAR	11.8456	18.5599
Absa USD Smart Allocator 90 Balanced Issue 4	XS1144646947	Barclays	60 Months	USD	02/04/15	02/04/20	-	-11.1%	82.9%	No	100.00	92.55	-7.5%	-0.1%	6.0%	94.0%	6.18%	180.0%	-		-	-
European Growth Basket 2015 Issue 8	ZAE000206652	ABSA	41 Months	ZAR	04/06/15	04/12/18	-	1.3%	101.3%	No	190.33	190.40	0.0%	0.0%	0.0%	100.0%	-	-	-		-	-
Global Growth Basket Issue AL3	ZAE000267456	ABSA	60 Months	ZAR	17/07/18	17/07/23	22 months	11.8%	111.8%	No	1000.00	1593.64	59.4%	65.7%	0.0%	100.0%	0.00%	500.0%	100.0%	USD/ZAR	13.2250	14.7234
Global Growth Basket Issue AL2	ZAE000267381	ABSA	60 Months	ZAR	19/06/18	19/06/23	21 months	13.3%	113.3%	No	1000.00	1543.15	54.3%	71.1%	0.0%	100.0%	0.00%	500.0%	100.0%	USD/ZAR	13.7800	14.7234
Global Growth Basket Issue ALI 1	ZAE000267340	ABSA	60 Months	ZAR	22/05/18	22/05/23	20 months	11.8%	111.8%	No	1000.00	1689.35	68.9%	65.6%	0.0%	100.0%	0.00%	475.0%	95.0%	USD/ZAR	12.5975	14.7234
Global Growth Basket Issue AL4	ZAE000267563	ABSA	60 Months	ZAR	18/09/18	18/09/23	24 months	10.4%	110.4%	No	1000.00	1445.56	44.6%	55.8%	0.0%	100.0%	0.00%	540.0%	108.0%	USD/ZAR	14.8294	14.7234
Global Growth Basket Issue 9	ZAE000267233	ABSA	60 Months	ZAR	29/01/18	30/01/23	16 months	6.1%	106.1%	No	1000.00	1449.37	44.9%	34.0%	0.0%	100.0%	0.00%	560.0%	112.0%		-	-
Global Growth Basket Issue 12	ZAE000267274	ABSA	60 Months	ZAR	26/03/18	27/03/23	18 months	6.0%	106.0%	No	1000.00	1880.00	88.0%	47.6%	0.0%	100.0%	0.00%	630.0%	126.0%	USD/ZAR	11.6550	14.7234
Global Growth Basket Issue 11	ZAE000267258	ABSA	60 Months	ZAR	07/02/18	07/02/23	17 months	6.0%	46.0%	No	1000.00	2048.17	104.8%	53.0%	60.0%	40.0%	0.00%	720.0%	144.0%	USD/ZAR	11.9613	14.7234
Global Growth Basket Issue 10	ZAE000267290	ABSA	60 Months	ZAR	06/04/18	06/04/23	19 months	19.3%	119.3%	No	1000.00	1834.52	83.5%	118.0%	0.0%	100.0%	0.00%	500.0%	100.0%	USD/ZAR	12.0563	14.7234
Global Growth Basket Issue 4	ZAE000267126	ABSA	60 Months	ZAR	15/09/17	15/09/22	12 months	18.8%	118.8%	No	1000.00	1943.34	94.3%	111.5%	0.0%	100.0%	0.00%	530.0%	106.0%	USD/ZAR	13.1575	14.7234
Global Growth Basket Issue 6	ZAE000267712	ABSA	60 Months	ZAR	07/12/17	07/12/22	15 months	14.2%	114.2%	No	1000.00	1774.42	77.4%	87.7%	0.0%	100.0%	0.00%	575.0%	115.0%	USD/ZAR	13.6656	14.7234
Global Growth Basket Issue 5	ZAE000267167	ABSA	60 Months	ZAR	27/10/17	27/10/22	13 months	14.0%	114.0%	No	1000.00	1754.48	75.4%	82.8%	0.0%	100.0%	0.00%	570.0%	114.0%	USD/ZAR	14.1769	14.7234
Absa USD Smart Allocator 90 Balanced Issue 12	XS1132355782	Barclays	60 Months	USD	10/12/15	10/12/20	-	0.0%	94.0%	No	100.00	110.00	10.0%	0.1%	6.0%	94.0%	0.00%	187.1%	-		-	-
S&P 500 Accelerator Issue 1	XS1349054921	Barclays	60 Months	USD	17/03/16	17/03/21	-	0.0%	40.0%	No	96.48	157.99	63.8%	0.6%	60.0%	40.0%	0.00%	200.0%	29.2%		-	-
Global Growth Basket Issue 16	ZAE000267548	ABSA	60 Months	ZAR	10/09/18	11/09/23	24 months	10.6%	110.6%	No	1000.00	1764.47	76.4%	72.1%	0.0%	100.0%	0.00%	700.0%	140.0%	USD/ZAR	15.1975	14.7234
Global Growth Basket Issue 13	ZAE000267365	ABSA	60 Months	ZAR	30/05/18	30/05/23	20 months	13.8%	113.8%	No	1000.00	1546.03	54.6%	80.6%	0.0%	100.0%	0.00%	500.0%	100.0%	USD/ZAR	12.5675	14.7234
Global Growth Basket Issue 14	ZAE000267373	ABSA	60 Months	ZAR	18/06/18	19/06/23	21 months	5.6%	105.6%	No	1000.00	1737.61	73.8%	38.6%	0.0%	100.0%	0.00%	640.0%	128.0%	USD/ZAR	13.6813	14.7234
Global Growth Basket Issue 3	ZAE000267050	ABSA	60 Months	ZAR	13/07/17	13/07/22	10 months	21.6%	121.6%	No	1000.00	2100.02	110.0%	127.7%	0.0%	100.0%	0.00%	575.0%	115.0%	USD/ZAR	13.2637	14.7234
Global Growth Basket Issue 2	ZAE000267043	ABSA	60 Months	ZAR	17/07/17	18/07/22	10 months	20.9%	120.9%	No	1000.00	2118.01	111.8%	131.1%	0.0%	100.0%	0.00%	575.0%	115.0%	USD/ZAR	12.9200	14.7234
Global Growth Basket Issue 1	ZAG000145335	ABSA	60 Months	ZAR	07/07/17	07/07/22	10 months	23.8%	123.8%	No	1000.00	-	0.0%	133.7%	0.0%	100.0%	0.00%	610.0%	122.0%	USD/ZAR	13.4325	14.7234
Global Growth Basket Issue 15	ZAE000267423	ABSA	60 Months	ZAR	05/07/18	05/07/23	22 months	14.8%	114.8%	No	500.00	149.01	-70.2%	88.1%	0.0%	100.0%	0.00%	550.0%	110.0%	USD/ZAR	13.5913	14.7234
Global Growth Basket Issue 7	ZAE000267191	ABSA	60 Months	ZAR	13/11/17	14/11/22	14 months	2.4%	42.4%	No	1000.00	1548.04	54.8%	16.6%	60.0%	40.0%	0.00%	675.0%	135.0%	USD/ZAR	14.5094	14.7234
Global Growth Basket USD Issue 3	MU0484D00059	ABSA	60 Months	USD	04/09/18	05/09/23	24 months	10.4%	110.4%	No	1000.00	1074.81	7.5%	12.4%	0.0%	100.0%	0.00%	120.0%	-		-	-
Global Growth Basket USD Issue 2	MU0484D00042	ABSA	60 Months	USD	06/06/18	06/06/23	21 months	11.9%	111.9%	No	1000.00	1184.39	18.4%	11.9%	0.0%	100.0%	0.00%	100.0%	-		-	-
Global Growth Basket USD Issue 1	MU0484D00034	ABSA	60 Months	USD	04/01/18	04/01/23	16 months	10.7%	110.7%	No	1000.00	1146.51	14.7%	10.7%	0.0%	100.0%	0.00%	100.0%	-		-	-
Wealth Optimiser Issue 6		ABSA	60 Months	ZAR	10/04/14	10/04/19	-	19.6%	119.6%	No	270.00	250.06	-7.4%	0.0%	0.0%	100.0%	0.00%	95.0%	-		-	-
Global Growth Basket USD Issue 4	MU0484D00067	ABSA	60 Months	USD	28/11/18	28/11/23	26 months	21.2%	121.2%	No	1000.00	1278.03	27.8%	26.4%	0.0%	100.0%	0.00%	125.0%	-		-	-
Global Growth Basket USD - Issue 5	MU0484D00075	ABSA	60 Months	USD	11/04/19	11/06/24	31 months	12.7%	112.7%	No	1000.00	1033.25	3.3%	12.7%	0.0%	100.0%	0.00%	100.0%	-		-	-
Protected Global Equity Accelerator - Issue AL1 / 1C	ZAE000278842	ABSA	60 Months	ZAR	19/09/19	19/09/24	36 months	10.8%	110.8%	No	1000.00	1194.03	19.4%	13.1%	0.0%	100.0%	0.00%	120.0%	28.8%	USD/ZAR	14.6825	14.7234
Global Growth Basket (USD) - Issue 6	XS2028037765	Credit Suisse	60 Months	USD	06/08/19	06/08/24	35 months	2.4%	102.4%	No	1000.00	105.44	-89.5%	2.4%	0.0%	100.0%	0.00%	100.0%	-		-	-
Global Growth Basket (USD) - Issue 7	XS2043763106	Credit Suisse	60 Months	USD	30/08/19	30/08/24	36 months	1.3%	101.3%	No	1000.00	104.01	-89.6%	1.5%	0.0%	100.0%	0.00%	115.0%	-		-	-
Global Growth Basket (USD) - Issue 9	XS2056951093	Credit Suisse	60 Months	USD	28/10/19	25/10/24	38 months	1.0%	101.0%	No	1000.00	-	0.0%	1.0%	0.0%	100.0%	0.00%	100.0%	-		-	-
Global Growth Basket (USD) - Issue 10	XS2086697880	Credit Suisse	60 Months	USD	10/12/19	09/12/24	39 months	-1.6%	98.4%	No	100.00	101.11	1.1%	0.0%	0.0%	100.0%	1.37%	116.0%	-		-	-

Split Term Summary

Note Details								Underlying Info			Note Valuation				Split Term Components			FX Exposure
Short Name	Note ISIN	Issuer	Term	Currency	Initial Valuation Date	Final Valuation Date	Time Remaining To Final Valuation	Underlying Return	% to Breach	Last Close Below AutoCall Barrier	Cost Basis	Bid	Note Return	Hold to Maturity Equity Component	Interim Valuation Date	Fixed Return	Fixed Participation	FX Rate Ratio	Initial FX	Current FX
Bespoke Structured Endowment Tandem Protector FX	ZAE000267084	ABSA	60 Months	ZAR	01/09/17	26/08/22	12 months	22.3%	122.3%	No	500.00	667.40	33.5%	25.5%	24/08/20	40.4%	100.0%	USD/ZAR	12.8863	14.7234
SA Fixed Return and Growth Protector Issue WP4 FX	ZAE000267266	ABSA	60 Months	ZAR	07/03/18	28/02/23	18 months	16.2%	116.2%	No	1000.00	621.16	-37.9%	20.1%	07/03/21	35.0%	100.0%	USD/ZAR	11.8712	14.7234
TAS Structured Endowment Tandem Protector Issue 3 FX	ZAE000267217	ABSA	60 Months	ZAR	13/12/17	08/12/22	15 months	12.8%	112.8%	No	500.00	591.33	18.3%	14.0%	07/12/20	42.0%	100.0%	USD/ZAR	13.4775	14.7234
TAS Structured Endowment Tandem Protector Issue 2 FX	ZAE000267175	ABSA	60 Months	ZAR	07/11/17	30/10/22	14 months	13.7%	113.7%	No	500.00	592.40	18.5%	14.2%	07/11/20	39.0%	100.0%	USD/ZAR	14.2369	14.7234
Global Fixed Return and Growth Protector FX	ZAE000267100	ABSA	60 Months	ZAR	07/09/17	01/09/22	12 months	23.1%	123.1%	No	500.00	663.90	32.8%	26.5%	07/09/20	36.0%	100.0%	USD/ZAR	12.8425	14.7234
SA Fixed Return and Global Growth Protector WP3 FX	ZAE000267720	ABSA	60 Months	ZAR	13/12/17	08/12/22	15 months	12.8%	112.8%	No	500.00	633.74	26.7%	18.9%	13/12/20	36.0%	135.0%	USD/ZAR	13.4775	14.7234
TAS Structured Endowment Tandem Protector FX	ZAE000267092	ABSA	60 Months	ZAR	07/09/17	01/09/22	12 months	23.1%	123.1%	No	500.00	663.90	32.8%	26.5%	10/09/20	36.0%	100.0%	USD/ZAR	12.8425	14.7234
Global Income and Growth Protector Issue 8	ZAE000266979	ABSA	60 Months	ZAR	20/04/17	20/04/22	7 months	36.2%	136.2%	No	500.00	712.83	42.6%	38.0%	20/04/20	46.5%	105.0%		-	-
Global Income and Growth Protector Issue 6	ZAE000266961	ABSA	60 Months	ZAR	20/02/17	14/02/22	5 months	37.5%	137.5%	No	500.00	710.30	42.1%	37.5%	20/02/20	49.3%	100.0%		-	-
Global Income and Growth Protector Issue 3	ZAG000141474	ABSA	60 Months	ZAR	19/12/16	14/12/21	3 months	42.6%	142.6%	No	500.00	737.80	47.6%	42.6%	12/12/19	51.0%	100.0%		-	-
Global Income and Growth Protector Issue 1	ZAG000139114	ABSA	60 Months	ZAR	22/08/16	23/08/21	-	0.0%	100.0%	No	500.00	740.69	48.1%	0.5%	22/08/19	40.5%	100.0%		-	-
European Income and Growth Protector Issue 8	ZAG000137803	ABSA	60 Months	ZAR	29/06/16	29/06/21	-	0.0%	100.0%	No	500.00	462.84	-7.4%	1.3%	29/06/19	46.5%	125.0%		-	-
European Income and Growth Protector Issue 9	ZAG000138355	ABSA	60 Months	ZAR	20/07/16	19/07/21	-	0.0%	100.0%	No	500.00	577.73	15.5%	0.2%	20/07/19	40.5%	120.0%		-	-
European Income and Growth Protector Issue 6	ZAG000137076	ABSA	60 Months	ZAR	24/05/16	24/05/21	-	0.0%	100.0%	No	500.00	554.95	11.0%	0.1%	31/05/19	40.5%	145.0%		-	-
European Income and Growth Protector Issue 5	ZAE000217949	ABSA	60 Months	ZAR	20/04/16	20/04/21	-	0.0%	100.0%	No	81.75	83.57	2.2%	0.0%	23/04/19	40.5%	140.0%		-	-
European Income and Growth Protector Issue 7	ZAG000137712	ABSA	60 Months	ZAR	22/06/16	22/06/21	-	0.0%	100.0%	No	500.00	561.37	12.3%	0.1%	22/06/19	40.5%	124.5%		-	-
European Income and Growth Protector Issue 4	ZAG000135823	ABSA	60 Months	ZAR	20/04/16	20/04/21	-	0.0%	100.0%	No	500.00	510.10	2.0%	0.0%	30/04/19	40.5%	133.0%		-	-
European Income and Growth Protector Issue 3	ZAG000135096	ABSA	60 Months	ZAR	23/03/16	23/03/21	-	0.0%	100.0%	No	500.00	519.86	4.0%	0.1%	01/04/19	40.5%	158.0%		-	-
European Income and Growth Protector Issue 2	ZAG000134297	ABSA	60 Months	ZAR	29/02/16	22/02/21	-	0.0%	100.0%	No	500.00	532.95	6.6%	0.1%	24/02/19	40.5%	154.0%		-	-
European Income and Growth Protector Issue 1	ZAG000132432	ABSA	60 Months	ZAR	10/12/15	10/12/20	-	8.1%	108.1%	No	500.00	521.15	4.2%	0.1%	18/12/18	36.0%	174.0%		-	-
SA Fixed Return and Growth Protector Issue WP1 Oct 2018 UKX	ZAE000267589	ABSA	60 Months	ZAR	04/10/18	04/10/23	25 months	-12.0%	88.0%	No	1000.00	508.42	-49.2%	0.0%	04/10/21	26.5%	125.0%		-	-
Global Fixed Return and Growth Protector Issue HL5	ZAE000267555	ABSA	60 Months	ZAR	18/09/18	18/09/23	24 months	10.4%	110.4%	No	1000.00	1198.31	19.8%	10.4%	18/09/21	36.1%	100.0%		-	-
SA Fixed Return and Growth Protector Issue WP11FX	ZAE000267571	ABSA	60 Months	ZAR	27/09/18	27/09/23	24 months	8.6%	108.6%	No	1000.00	1212.72	21.3%	9.0%	27/09/21	36.8%	100.0%	USD/ZAR	14.0581	14.7234
Global Fixed Return and Growth Protector Issue HL6	ZAE000267530	ABSA	60 Months	ZAR	31/08/18	31/08/23	24 months	9.7%	109.7%	No	1000.00	531.26	-46.9%	9.7%	31/08/21	36.1%	100.0%		-	-
SA Fixed Return and Growth Protector Issue WP12	ZAE000267514	ABSA	60 Months	ZAR	21/08/18	21/08/23	23 months	-13.7%	86.3%	No	1000.00	475.92	-52.4%	0.0%	21/08/21	27.1%	110.0%		-	-
SA Fixed Return and Growth Protector Issue WP8FX	ZAE000267522	ABSA	60 Months	ZAR	21/08/18	21/08/23	23 months	10.7%	110.7%	No	1000.00	555.11	-44.5%	11.0%	21/08/21	38.0%	100.0%	USD/ZAR	14.3513	14.7234
Global Fixed Return and Growth Protector Issue HL4	ZAE000267506	ABSA	60 Months	ZAR	21/08/18	21/08/23	23 months	10.7%	110.7%	No	1000.00	534.58	-46.5%	10.7%	21/08/21	36.1%	100.0%		-	-
SA Fixed Return and Growth Protector Issue WP9FX	ZAE000267498	ABSA	60 Months	ZAR	20/08/18	21/08/23	23 months	11.0%	111.0%	No	1000.00	532.61	-46.7%	11.1%	20/08/21	42.5%	100.0%	USD/ZAR	14.6487	14.7234
Global Fixed Return and Growth Protector Issue HL3	ZAE000267464	ABSA	60 Months	ZAR	20/07/18	20/07/23	22 months	12.0%	112.0%	No	1000.00	1168.24	16.8%	12.0%	20/07/21	34.2%	100.0%		-	-
SA Fixed Return and Growth Protector Issue WP7FX	ZAE000267431	ABSA	60 Months	ZAR	17/07/18	17/07/23	22 months	11.8%	111.8%	No	1000.00	588.01	-41.2%	13.1%	17/07/21	37.5%	100.0%	USD/ZAR	13.2250	14.7234
SA Fixed Return and Growth Protector Issue WP2FX	ZAE000267183	ABSA	60 Months	ZAR	07/11/17	07/11/22	14 months	13.7%	113.7%	No	500.00	631.77	26.4%	19.0%	07/11/20	36.0%	134.0%	USD/ZAR	14.2369	14.7234
SA Global Fixed Return and Growth Protector Issue 11	ZAE000267324	ABSA	60 Months	ZAR	27/09/18	27/09/23	24 months	8.6%	108.6%	No	1000.00	533.08	-46.7%	9.0%	27/09/21	36.8%	100.0%	USD/ZAR	14.0581	14.7234
Global Fixed Return and Growth Protector Issue HL2	ZAE000267449	ABSA	60 Months	ZAR	17/07/18	17/07/23	22 months	11.8%	111.8%	No	1000.00	541.28	-45.9%	11.8%	17/07/21	34.0%	100.0%		-	-
SA Fixed Return and Growth Protector Issue WP13FX	ZAE000267597	ABSA	60 Months	ZAR	22/10/18	23/10/23	25 months	19.7%	119.7%	No	1000.00	1261.60	26.2%	20.2%	22/10/21	38.4%	100.0%	USD/ZAR	14.3204	14.7234
Global Fixed Return and Growth Protector Issue HL7	ZAE000267605	ABSA	60 Months	ZAR	22/10/18	23/10/23	25 months	19.7%	119.7%	No	1000.00	1251.42	25.1%	19.7%	22/10/21	40.1%	100.0%		-	-
Global Fixed Return and Growth Protector Issue HL1	ZAE000267407	ABSA	60 Months	ZAR	27/06/18	27/06/23	21 months	16.4%	116.4%	No	1000.00	620.74	-37.9%	16.4%	27/06/21	34.0%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 1 (1/5)	ZAE000267415	ABSA	60 Months	ZAR	20/07/18	14/07/22	10 months	14.8%	114.8%	No	500.00	619.91	24.0%	24.0%	09/07/19	18.0%	150.0%	USD/ZAR	13.5913	14.7234
SA Fixed Return and Growth Protector Issue WP6FX	ZAE000267399	ABSA	60 Months	ZAR	19/06/18	19/06/23	21 months	13.3%	113.3%	No	1000.00	838.91	-16.1%	14.2%	19/06/21	34.5%	100.0%	USD/ZAR	13.7800	14.7234
Global Fixed Return and Growth Protector Issue 8	ZAE000267282	ABSA	60 Months	ZAR	05/04/18	05/04/23	19 months	17.7%	117.7%	No	500.00	660.03	32.0%	18.6%	05/04/21	40.5%	105.0%		-	-
SA Fixed Return and Growth Protector Issue WP5FX	ZAE000267308	ABSA	60 Months	ZAR	04/05/18	04/05/23	20 months	15.9%	115.9%	No	1000.00	604.41	-39.6%	18.5%	04/05/21	34.3%	100.0%	USD/ZAR	12.5907	14.7234
Tandem Protector Issue WPFX2	ZAE000267241	ABSA	60 Months	ZAR	30/01/18	30/01/23	16 months	7.8%	107.8%	No	500.00	576.77	15.4%	9.5%	30/01/21	40.8%	100.0%	USD/ZAR	11.9569	14.7234
Global Income and Growth Protector Issue 2	ZAE000234381	ABSA	60 Months	ZAR	14/11/16	15/11/21	2 months	50.6%	150.6%	No	104.89	167.15	59.4%	54.4%	14/11/19	45.0%	107.5%		-	-
Global Income and Growth Protector Issue 4	ZAG000140831	ABSA	60 Months	ZAR	15/12/16	13/12/21	3 months	49.6%	149.6%	No	500.00	768.64	53.7%	49.6%	17/11/19	51.0%	100.0%		-	-
Global Income and Growth Protector Issue 7	ZAG000141466	ABSA	60 Months	ZAR	15/12/16	15/12/21	3 months	42.8%	142.8%	No	500.00	742.71	48.5%	42.8%	15/12/19	51.0%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 7	ZAE000267159	ABSA	60 Months	ZAR	20/10/17	20/10/22	13 months	15.5%	115.5%	No	500.00	586.12	17.2%	16.3%	20/10/20	40.5%	105.0%		-	-
Global Fixed Return and Growth Protector Issue 5	ZAE000267076	ABSA	60 Months	ZAR	30/08/17	30/08/22	11 months	24.3%	124.3%	No	500.00	626.04	25.2%	24.3%	30/08/20	44.0%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 3	ZAE000267068	ABSA	60 Months	ZAR	22/08/17	22/08/22	11 months	23.4%	123.4%	No	500.00	622.40	24.5%	23.4%	22/08/20	43.5%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 1 (3/5)	ZAE000266987	ABSA	60 Months	ZAR	22/06/17	22/06/22	9 months	21.3%	121.3%	No	500.00	618.58	23.7%	21.3%	22/06/20	46.5%	100.0%		-	-
Enhanced Returns and Equity Protector Issue 2	ZAE000267027	ABSA	60 Months	ZAR	28/06/17	28/06/22	9 months	21.9%	121.9%	No	500.00	656.27	31.3%	23.7%	19/06/20	39.5%	108.0%		-	-
Global Fixed Return and Growth Protector Issue 6	ZAE000267118	ABSA	72 Months	ZAR	14/09/17	14/09/23	24 months	20.6%	120.6%	No	1000.00	574.72	-42.5%	20.6%	14/09/21	60.8%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 4	ZAE000267134	ABSA	60 Months	ZAR	17/09/17	19/09/22	12 months	20.0%	120.0%	No	500.00	603.59	20.7%	20.0%	17/09/20	42.0%	100.0%		-	-
Global Fixed Return and Growth Protector Issue 2	ZAE000267035	ABSA	60 Months	ZAR	20/07/17	20/07/22	10 months	21.2%	121.2%	No	500.00	614.35	22.9%	21.2%	20/07/20	43.5%	100.0%		-	-
Global Fixed Return and Growth Protector Issue HL8	ZAE000266474	ABSA	60 Months	ZAR	20/11/18	20/11/23	26 months	24.4%	124.4%	No	1000.00	1266.52	26.7%	24.4%	20/11/21	40.5%	100.0%		-	-
SA Fixed Return and Global Growth Protector Issue WP15 FX	ZAE000269759	ABSA	60 Months	ZAR	12/02/19	12/02/24	29 months	21.0%	121.0%	No	1000.00	1154.66	15.5%	22.4%	14/02/22	36.9%	100.0%	USD/ZAR	13.7888	14.7234
SA Fixed Return and Global Growth Protector Issue WP16 FX	ZAE000271318	ABSA	60 Months	ZAR	16/04/19	12/04/24	31 months	14.5%	114.5%	No	1000.00	1201.30	20.1%	14.8%	22/03/22	35.7%	100.0%	USD/ZAR	14.4375	14.7234
Global Fixed Return and Growth Protector Issue HL9	ZAE000267654	ABSA	60 Months	ZAR	11/12/18	11/12/23	27 months	25.8%	125.8%	No	1000.00	1269.19	26.9%	25.8%	13/12/21	40.5%	100.0%		-	-
SA Fixed Return and Global Growth Protector Issue WP17 FX	ZAE000272787	ABSA	60 Months	ZAR	16/04/19	16/04/24	31 months	12.2%	112.2%	No	1000.00	1197.27	19.7%	12.8%	19/04/22	35.7%	100.0%	USD/ZAR	14.0787	14.7234
Global Fixed Return and Growth Protector - Issue HL10	ZAE000268454	ABSA	60 Months	ZAR	18/01/19	18/01/24	28 months	24.3%	124.3%	No	1000.00	1246.35	24.6%	24.3%	18/01/22	40.5%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL11	ZAE000269742	ABSA	60 Months	ZAR	12/02/19	12/02/24	29 months	21.0%	121.0%	No	1000.00	1126.82	12.7%	21.0%	14/02/22	36.0%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL12	ZAE000271292	ABSA	60 Months	ZAR	19/03/19	19/03/24	30 months	14.5%	114.5%	No	1000.00	1181.06	18.1%	14.5%	21/03/22	34.8%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL13	ZAE000272779	ABSA	60 Months	ZAR	16/04/19	16/04/24	31 months	12.2%	112.2%	No	1000.00	1172.81	17.3%	12.2%	18/04/22	34.8%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL15	ZAE000272795	ABSA	60 Months	ZAR	18/04/19	18/04/24	31 months	12.3%	112.3%	No	1000.00	1177.82	17.8%	12.9%	18/04/22	35.0%	100.0%	USD/ZAR	14.0594	14.7234
Global Fixed Return and Growth Protector - Issue 10	ZAE000268462	ABSA	60 Months	ZAR	18/01/19	18/01/24	28 months	24.3%	124.3%	No	1000.00	1268.11	26.8%	24.3%	18/01/22	45.0%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL14	ZAE000273793	ABSA	60 Months	ZAR	21/05/19	21/05/24	32 months	14.5%	114.5%	No	1000.00	1170.37	17.0%	14.5%	23/05/22	34.5%	100.0%		14.3737	-
SA Fixed Return and Growth Protector - Issue WP18-FX	ZAE000273785	ABSA	60 Months	ZAR	21/05/19	21/05/24	32 months	14.5%	114.5%	No	1000.00	1197.34	19.7%	14.9%	23/05/22	35.4%	100.0%	USD/ZAR	14.3819	14.7234
Global Fixed Return and Growth Protector - Issue 11	ZAE000273777	ABSA	60 Months	ZAR	22/05/19	22/05/24	32 months	14.8%	114.8%	No	500.00	538.00	7.6%	14.8%	22/05/20	23.1%	100.0%		14.3737	-
SA Fixed Return and Global Growth Protector Issue WP14 FX	ZAE000267647	ABSA	60 Months	ZAR	04/12/18	04/12/23	27 months	22.2%	122.2%	No	1000.00	1288.60	28.9%	23.8%	06/12/21	38.4%	100.0%	USD/ZAR	13.7132	14.7234
Global Fixed Return and Growth Protector - Issue HL16	ZAE000275301	ABSA	60 Months	ZAR	18/06/19	18/06/24	33 months	11.6%	111.6%	No	1000.00	1150.43	15.0%	11.6%	20/06/22	34.6%	100.0%		-	-
SA Fixed Return and Global Growth Protector - Issue WP19 FX	ZAE000275319	ABSA	60 Months	ZAR	18/06/19	18/06/24	33 months	11.6%	111.6%	No	1000.00	1173.79	17.4%	11.8%	20/06/22	35.5%	100.0%	USD/ZAR	14.5100	14.7234
Global Fixed Return and Growth Protector - Issue HL18	ZAE000277844	ABSA	60 Months	ZAR	20/06/19	20/06/24	33 months	-0.8%	99.2%	No	1000.00	1095.33	9.5%	0.0%	20/06/22	37.3%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL17	ZAE000277869	ABSA	60 Months	ZAR	16/07/19	16/07/24	34 months	-2.0%	98.0%	No	1000.00	1078.06	7.8%	0.0%	18/07/22	34.6%	100.0%		-	-
SA Fixed Return and Growth Protector - Issue WP20-FX	ZAE000277877	ABSA	60 Months	ZAR	16/07/19	16/07/24	34 months	-2.0%	98.0%	No	1000.00	1095.90	9.6%	0.0%	18/07/22	35.5%	100.0%	USD/ZAR	13.9125	14.7234
Global Fixed Return and Growth Protector - Issue 9	ZAE000267688	ABSA	60 Months	ZAR	13/12/18	13/12/23	27 months	24.7%	124.7%	No	1000.00	1146.81	14.7%	25.6%	13/12/21	14.9%	100.0%	USD/ZAR	14.1950	14.7234
SA Fixed Return and Growth Protector - Issue WP21-FX	ZAE000277588	ABSA	60 Months	ZAR	19/08/19	20/08/24	35 months	1.7%	101.7%	No	1000.00	1093.85	9.4%	1.6%	22/08/22	35.2%	100.0%	USD/ZAR	15.3375	14.7234
Global Fixed Return and Growth Protector - Issue HL19 (3/5)	ZAE000277596	ABSA	60 Months	ZAR	21/08/19	21/08/24	35 months	1.5%	101.5%	No	1000.00	1075.64	7.6%	1.5%	22/08/22	34.4%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL19 (1/5)	ZAE000277604	ABSA	60 Months	ZAR	21/08/19	21/08/24	35 months	1.5%	101.5%	No	500.00	444.77	-11.0%	1.5%	20/08/20	13.8%	100.0%		-	-
Global Fixed Return & Growth Protector - Issue 12 (1-5)	ZAE000277554	ABSA	60 Months	ZAR	13/08/19	13/08/24	35 months	1.7%	101.7%	No	500.00	448.71	-10.3%	1.7%	12/08/20	18.0%	100.0%		-	-
Twin Fixed Return and Growth Protector - Issue 1 (1/3/5)	ZAE000277570	ABSA	60 Months	ZAR	19/08/19	19/08/24	35 months	1.5%	101.5%	No	750.00	774.28	3.2%	1.5%	17/08/20	20.0%	100.0%	USD/ZAR	15.4113	14.7234
SA Fixed Return and Growth Protector - Issue WP23-FX	ZAE000277562	ABSA	60 Months	ZAR	16/08/19	16/08/24	35 months	1.9%	101.9%	No	1000.00	1108.37	10.8%	1.9%	15/08/22	37.5%	100.0%	USD/ZAR	15.2325	14.7234
SA Fixed Return and Growth Protector - Issue WP26	ZAE000284360	ABSA	60 Months	ZAR	30/10/19	29/10/24	37 months	0.3%	100.3%	No	1000.00	1101.63	10.2%	0.3%	31/10/22	43.4%	100.0%		-	-
SA Fixed Return and Growth Protector - Issue WP24-FX	ZAE000280319	ABSA	60 Months	ZAR	16/10/19	15/10/24	37 months	1.9%	101.9%	No	1000.00	1069.00	6.9%	1.9%	17/10/22	32.1%	100.0%	USD/ZAR	14.8450	14.7234
Global Fixed Return and Growth Protector - Issue HL21 (3/5)	ZAE000280327	ABSA	60 Months	ZAR	15/10/19	15/10/24	37 months	1.9%	101.9%	No	1000.00	1053.71	5.4%	1.9%	17/10/22	31.6%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL21 (1/5)	ZAE000280301	ABSA	60 Months	ZAR	16/10/19	15/10/24	37 months	1.9%	101.9%	No	500.00	441.13	-11.8%	1.9%	20/10/20	13.6%	100.0%		-	-
Twin Fixed Return and Growth Protector - Issue 3 (1/3/5)	ZAE000278834	ABSA	60 Months	ZAR	27/09/19	27/09/24	36 months	1.9%	101.9%	No	750.00	771.74	2.9%	1.9%	28/09/20	16.8%	100.0%	USD/ZAR	15.0956	14.7234
SA Fixed Return and Growth Protector - Issue WP22-FX	ZAE000278669	ABSA	60 Months	ZAR	18/09/19	17/09/24	36 months	1.3%	101.3%	No	1000.00	1086.16	8.6%	1.3%	19/09/22	35.0%	100.0%	USD/ZAR	14.7225	14.7234
Global Fixed Return and Growth Protector - Issue 13 (3/5)	ZAE000278040	ABSA	60 Months	ZAR	05/09/19	05/09/24	36 months	1.3%	101.3%	No	1000.00	1097.27	9.7%	1.3%	05/09/22	40.0%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL20 (3/5)	ZAE000278677	ABSA	60 Months	ZAR	18/09/19	17/09/24	36 months	1.4%	101.4%	No	1000.00	1068.69	6.9%	1.4%	19/09/22	34.0%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL20 (1/5)	ZAE000278685	ABSA	60 Months	ZAR	18/09/19	17/09/24	36 months	1.4%	101.4%	No	500.00	442.21	-11.6%	1.4%	17/09/20	13.9%	100.0%		-	-
Twin Fixed Return and Growth Protector - Issue 9 (1/3/5)	ZAE000283446	ABSA	60 Months	ZAR	04/12/19	04/12/24	39 months	2.4%	102.4%	No	750.00	805.24	7.4%	2.4%	04/12/20	21.2%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL22 (1/5)	ZAE000284485	ABSA	60 Months	ZAR	20/11/19	20/11/24	38 months	-1.8%	98.2%	No	500.00	429.68	-14.1%	0.0%	19/11/20	14.0%	100.0%		-	-
Global Fixed Return and Growth Protector - Issue HL22 (3/5)	ZAE000284493	ABSA	60 Months	ZAR	20/11/19	20/11/24	38 months	-1.8%	98.2%	No	1000.00	1044.11	4.4%	0.0%	21/11/22	32.8%	100.0%		-	-

Autocall Step Down Summary

Note Details								Underlying Info			Note Valuation				Coupon and Autocall
Short Name	Note ISIN	Issuer	Term	Currency	Initial Valuation Date	Final Valuation Date	Time Remaining	Underlying Return	% to Breach	Last Close Below AutoCall Barrier	Cost Basis	Bid	Note Return	Notional	Hold to Maturity Value	Coupons Remaining	Next Observation	Next AutoCall Level
Step Down Dual Index WO Autocall Issue 17	XS1683885948	Barclays	60 Months	USD	16/01/18	17/01/23	16 months	1.1%	41.1%	No	100.00	123.21	23.2%	$262,000	0.0%	2	18/01/22	85.0%
Step Down Dual Index WO Autocall Issue 16	XS1683898768	Barclays	60 Months	USD	17/01/18	17/01/23	16 months	1.3%	41.3%	No	100.00	123.77	23.8%	$140,000	0.0%	2	18/01/22	95.0%
Step Down Dual Index WO Autocall Issue 4	XS1555615134	Barclays	60 Months	USD	05/05/17	05/05/22	8 months	0.1%	40.1%	No	100.00	132.73	32.7%	$570,000	0.0%	1	05/05/22	-
StepDown Euro Stoxx 50 Autocall Issue 26	XS1570703980	Barclays	60 Months	USD	09/06/17	09/06/22	-	-7.4%	32.6%	No	100.00	120.05	20.0%	$141,000	0.0%	0	23/06/22	-
Step Down Dual Index WO Autocall Issue 6	XS1556092812	Barclays	60 Months	USD	24/05/17	24/05/22	9 months	2.1%	42.1%	No	100.00	124.82	24.8%	$124,000	0.0%	1	24/05/22	-
Step Down Dual Index WO Autocall Issue 5	XS1556092572	Barclays	60 Months	USD	22/05/17	23/05/22	9 months	2.4%	42.4%	No	100.00	118.27	18.3%	$299,000	0.0%	1	23/05/22	-
Step Down Dual Index WO Autocall Issue 2	XS1533359235	Barclays	60 Months	USD	21/04/17	21/04/22	8 months	6.4%	46.4%	No	100.00	134.34	34.3%	$464,000	0.0%	1	21/04/22	-
Step Down Euro Stoxx 50 Autocall Issue 23B	XS1512002814	Barclays	72 Months	USD	03/03/17	03/03/23	-	-0.9%	39.1%	No	100.00	122.74	22.7%	$144,000	0.0%	0	17/03/23	-
Step Down Euro Stoxx 50 Autocall Issue 23A	XS1511999333	Barclays	72 Months	USD	03/03/17	03/03/23	-	-0.9%	39.1%	No	100.00	122.34	22.3%	$130,000	0.0%	0	17/03/23	-
Step Down Euro Stoxx 50 Autocall Issue 29	ZAE000267357	ABSA	60 Months	USD	25/05/18	25/05/23	21 months	4.1%	44.1%	No	1000.00	1172.83	17.3%	$11,004,000	0.0%	2	25/05/22	85.0%
Step Down Dual Index WO Autocall Issue 1	ZAE000267019	ABSA	60 Months	USD	25/04/17	25/04/22	-	-2.3%	37.7%	No	1000.00	1198.34	19.8%	$16,263,000	0.0%	0	04/05/22	-
Step Down Dual Index WO Autocall Issue 22	XS1850828143	Barclays	72 Months	USD	31/10/18	31/10/24	38 months	14.5%	54.5%	No	100.00	116.62	16.6%	$600,000	0.0%	4	01/11/21	90.0%
Step Down Dual Index WO Autocall Issue 7	XS1583480717	Barclays	60 Months	USD	05/07/17	05/07/22	10 months	5.3%	45.3%	No	100.00	124.82	24.8%	$221,000	0.0%	1	05/07/22	90.0%
Step Down Dual Index WO Autocall Issue 15	ZAE000267209	ABSA	60 Months	USD	22/11/17	22/11/22	-	-2.8%	37.2%	No	1000.00	932.38	-6.8%	$22,524,000	0.0%	0	29/11/22	-
Step Down Dual Index WO Autocall Issue 12	XS1620615184	ABSA	60 Months	USD	29/09/17	29/09/22	13 months	1.8%	41.8%	No	100.00	130.41	30.4%	$393,000	0.0%	2	29/09/21	95.0%
Step Down Dual Index WO Autocall Issue 13	XS1673937303	ABSA	60 Months	USD	15/12/17	15/12/22	15 months	2.8%	42.8%	No	100.00	123.44	23.4%	$1,009,000	0.0%	2	15/12/21	95.0%
Step Down Dual Index WO Autocall Issue 14	XS1641415861	Barclays	60 Months	USD	01/11/17	01/11/22	14 months	-1.0%	39.0%	No	100.00	130.41	30.4%	$706,000	0.0%	2	01/11/21	100.0%
Step Down Dual Index WO Autocall Issue 9	XS1731950363	Barclays	60 Months	USD	06/04/18	06/04/23	19 months	7.4%	47.4%	No	100.00	127.04	27.0%	$471,000	0.0%	2	06/04/22	85.0%
Step Down Dual Index WO Autocall Issue 19	XS1771165484	Barclays	60 Months	USD	08/06/18	08/06/23	21 months	6.2%	46.2%	No	100.00	125.75	25.8%	$440,000	0.0%	2	08/06/22	95.0%
Step Down Dual Index WO Autocall Issue 18	XS1828575131	Barclays	60 Months	USD	04/09/18	05/09/23	-	0.0%	40.0%	No	100.00	125.83	25.8%	$284,000	0.0%	0	18/09/23	-
Step Down Dual Index WO Autocall Issue 23	XS1874517102	Barclays	72 Months	USD	30/11/18	02/12/24	39 months	15.4%	55.4%	No	100.00	125.48	25.5%	$284,000	0.0%	4	30/11/21	100.0%
Step Down Dual Index WO Autocall - Issue 26	XS1874517102	Barclays	72 Months	USD	30/11/18	02/12/24	39 months	15.4%	55.4%	No	100.00	125.48	25.5%	$284,000	0.0%	4	30/11/21	100.0%
Step Down Dual Index WO Autocall - Issue 29	XS1914014680	Barclays	72 Months	USD	14/03/19	14/03/24	30 months	10.8%	50.8%	No	100.00	121.34	21.3%	$200,000	0.0%	3	11/03/22	100.0%
Step Down Dual Index WO Autocall - Issue 27	XS1962251374	Barclays	72 Months	USD	11/06/19	11/06/25	45 months	7.6%	47.6%	No	100.00	116.65	16.7%	$141,000	0.0%	4	13/06/22	100.0%
Step Down Dual Index WO Autocall - Issue 32	XS1984754249	Barclays	72 Months	USD	15/07/19	15/07/25	46 months	4.5%	44.5%	No	100.00	115.08	15.1%	$833,000	0.0%	4	15/07/22	100.0%
Step Down Dual Index WO Autocall - Issue 31	XS1984806908	Barclays	72 Months	USD	31/07/19	31/07/25	47 months	5.6%	45.6%	No	100.00	115.57	15.6%	$1,301,000	0.0%	4	29/07/22	100.0%
Step Down Dual Index WO Autocall - Issue 33	XS1984822939	Barclays	72 Months	USD	06/08/19	06/08/24	35 months	11.2%	51.2%	No	100.00	115.05	15.1%	$843,000	0.0%	3	08/08/22	100.0%
Step Down Dual Index WO Autocall - Issue 34	XS1998605932	Barclays	72 Months	USD	30/08/19	02/09/25	48 months	6.8%	46.8%	No	100.00	114.54	14.5%	$2,651,000	0.0%	4	30/08/22	100.0%
Step Down Dual Index WO Autocall - Issue 38	XS2019521405	Barclays	72 Months	USD	07/10/19	07/10/25	37 months	5.5%	45.5%	No	100.00	111.14	11.1%	$292,000	0.0%	4	07/10/22	100.0%
Step Down Dual Index WO Autocall - Issue 39	XS2020007626	Barclays	72 Months	USD	31/10/19	31/10/25	50 months	1.6%	41.6%	No	100.00	109.93	9.9%	$199,000	0.0%	4	31/10/22	100.0%
Step Down Dual Index WO Autocall - Issue 37	XS2047387001	Barclays	72 Months	USD	04/12/19	04/12/24	39 months	0.0%	40.0%	No	100.00	110.53	10.5%	$1,662,000	0.0%	3	05/12/22	100.0%
Step down WO Autocall Issue 51	XS2113541606	Morgan Stanley	60 Months	USD	05/02/20	05/02/25	41 months	-3.1%	31.9%	No	100.00	108.29	8.3%	$1,646,000	0.0%	3	06/02/23	90.0%

General Summary

Note Details								Underlying Info			Note Valuation
Short Name	Note ISIN	Issuer	Term	Currency	Initial Valuation Date	Final Valuation Date	Time Remaining	Underlying Return	% to Breach	Last Close Below AutoCall Barrier	Cost Basis	Bid	Note Return	Hold to Maturity Value
European Growth Basket 2014 Issue 7	ZAE000203204	ABSA	42 Months	USD	11/03/15	11/09/18	-	-1.4%	48.6%	No	100.00	188.51	88.5%	1.0%
EquityLinked Coupon Accumulator Issue 1	ZAE000210001	ABSA	48 Months	ZAR	26/08/15	26/08/19	-	5.6%	45.6%	No	136.09	201.25	47.9%	0.5%
Black Chips Protector Issue 13 B	ZAE000196150	ABSA	60 Months	USD	16/09/14	18/09/18	-	-	-	-	100.00	334.17	234.2%	2.5%
Black Chips Protector Issue 13	ZAE000196150	ABSA	48 Months	USD	16/09/14	17/09/18	-	-	-	-	100.00	334.17	234.2%	2.5%
Guaranteed European Equity Structured Product II	ZAE000253829	ABSA	42 Months	ZAR	27/11/17	08/06/21	-	0.0%	100.0%	No	232.14	246.53	6.2%	0.6%
Developed Markets LockInLadder Issue 1	ZAE000218517	ABSA	48 Months	ZAR	11/05/16	11/05/20	-	12.9%	112.9%	No	135.00	178.44	32.2%	0.3%
European Equity Enhancer Issue 1	ZAE000267480	ABSA	60 Months	ZAR	01/08/18	01/08/23	22 months	4.3%	104.3%	No	1000.00	1629.89	63.0%	-
European Equity Enhancer Issue 2	ZAE000267472	ABSA	60 Months	ZAR	24/07/18	24/07/23	22 months	5.1%	105.1%	No	1000.00	1512.82	51.3%	-
Best 5 of 20 Note	ZAG000130576	ABSA	60 Months	ZAR	09/10/15	09/10/20	-	-	-	-	1000.00	1589.31	58.9%	0.8%
EquityLinked Coupon Accumulator Issue 2	ZAE000217881	ABSA	48 Months	ZAR	20/04/16	20/04/20	-	-7.4%	92.6%	No	163.50	248.76	52.1%	0.6%
Best of European Giants Issue 1	ZAE000200648	ABSA	60 Months	ZAR	12/12/14	18/12/19	-	-	-	-	214.08	315.18	47.2%	0.5%
Yield Enhancer Issue 1	ZAG000139288	ABSA	60 Months	ZAR	30/08/16	30/08/21	-	0.0%	40.0%	No	1000.00	1564.90	56.5%	0.6%
European Equity Enhancer Issue 3 AL	ZAE000267613	ABSA	60 Months	ZAR	22/10/18	23/10/23	25 months	14.8%	114.8%	No	1000.00	1034.55	3.5%	-
10Y Fixed Rate Note Issue 1		ABSA	120 Months	ZAR	13/11/15	13/11/25	50 months	-	-	-	100.00	-	0.0%	0.0%
FTSE 100 Fixed Coupon note Issue 1	XS0806143227	ABSA	60 Months	GBP	28/09/15	28/09/20	-	-0.5%	39.5%	No	100.00	104.16	4.2%	0.0%
10Y Fixed Rate Note Issue 2		ABSA	120 Months	ZAR	29/03/16	30/03/26	55 months	-	-	-	100.00	-	0.0%	0.0%
European Equity Enhancer Issue 5 AL	ZAE000266482	ABSA	60 Months	ZAR	20/11/18	20/11/23	26 months	17.5%	117.5%	No	1000.00	1367.19	36.7%	-
Sasfin Global Top 20 SP - Issue 1	ZAE000271078	ABSA	60 Months	ZAR	25/04/19	25/04/24	27 months	35.6%	55.6%	No	1000.00	1601.65	60.2%	36.3%
European Equity Enhancer - Issue AL7	ZAE000271326	ABSA	60 Months	ZAR	19/03/19	19/03/24	30 months	7.4%	107.4%	No	1000.00	1431.50	43.2%	-
European Equity Enhancer - Issue 6 AL	ZAE000267662	ABSA	60 Months	ZAR	11/12/18	11/12/23	27 months	19.8%	119.8%	No	1000.00	1587.71	58.8%	-
Yield Enhancer - AL2/GR2	ZAE000284352	ABSA	60 Months	ZAR	22/10/19	22/10/24	37 months	1.6%	101.6%	No	1000.00	1539.07	53.9%	1.6%

Autocall Summary

Note Details								Underlying Info			Note Valuation				Coupon and Autocall
Short Name	Note ISIN	Issuer	Term	Currency	Initial Valuation Date	Final Valuation Date	Time Remaining	Underlying Return	% to Breach	Last Close Below AutoCall Barrier	Cost Basis	Bid	Note Return	Hold to Maturity Value	% to Coupon Breach	Probability of Coupon	Coupons Left	Next Observation	Next AutoCall Level	Probability of Call
EURO STOXX 50 Autocall Issue 25	XS1533322159	Barclays	60 Months	USD	07/04/17	07/04/22	7 months	4.7%	44.7%	No	100.00	143.58	43.6%	0.0%	4.7%	-	1	07/04/22	-	-
EURO STOXX 50 Autocall Issue 17	ZAG000128372	ABSA	72 Months	USD	21/07/15	23/07/18	-	14.6%	54.6%	No	1000.00	1019.33	1.9%	0.0%	14.6%	-	1	-	-	-
S&P 500 Defined Coupon Autocall Issue 1	XS1425902555	Barclays	72 Months	USD	19/08/16	19/08/22	-	0.0%	40.0%	No	100.00	105.00	5.0%	0.0%	25.0%	-	0	06/09/22	-	-
EURO STOXX 50 Autocall Issue 7a	XS1426173156	Barclays	60 Months	USD	16/09/16	16/09/22	-	21.0%	61.0%	No	100.00	129.67	29.7%	0.0%	21.0%	-	0	30/09/22	-	-
Euro Stoxx 50 Autocall Issue 9a	XS1583476525	Barclays	72 Months	USD	03/07/17	03/07/23	-	1.4%	41.4%	No	100.00	115.54	15.5%	0.0%	1.4%	-	0	-	-	-
FTSE 100 Autocall Issue 23a	XS1731961055	Barclays	72 Months	GBP	16/04/18	16/04/24	31 months	-9.3%	30.7%	No	100.00	110.68	10.7%	0.0%	-9.3%	26.0%	3	04/04/22	100.0%	26.5%
FTSE 100 Autocall Issue 22a	XS1731941453	Barclays	72 Months	USD	29/03/18	02/04/24	31 months	-7.4%	32.6%	No	100.00	120.46	20.5%	0.0%	-7.4%	-	3	29/03/22	100.0%	30.2%
FTSE 100 Autocall Issue 34	XS1732480832	Barclays	60 Months	USD	18/04/18	18/04/23	-	1.9%	41.9%	No	100.00	105.29	5.3%	0.0%	1.9%	-	0	03/05/23	-	-
Euro Stoxx 50 Autocall Issue 33	XS1731950793	Barclays	60 Months	EUR	06/04/18	06/04/23	-	0.9%	40.9%	No	100.00	102.87	2.9%	0.0%	0.9%	-	0	08/04/23	-	-
Euro Stoxx 50 Autocall Issue 32	XS1731963002	Barclays	60 Months	USD	17/04/18	17/04/23	19 months	5.3%	45.3%	No	100.00	125.63	25.6%	0.0%	5.3%	58.8%	2	19/04/22	100.0%	58.5%
Multi Index Defined Coupon WO Autocall Issue 1	XS1731929599	Barclays	60 Months	GBP	26/03/18	27/03/23	-	1.2%	41.2%	No	100.00	105.52	5.5%	0.0%	1.2%	-	0	11/04/23	-	-
FTSE 100 Autocall Issue 21a	XS1731577034	Barclays	72 Months	USD	13/03/18	13/03/24	30 months	-8.5%	31.5%	No	100.00	117.53	17.5%	0.0%	-8.5%	27.1%	3	14/03/22	100.0%	27.2%
Dual Index WO Autocall Issue 8	XS1683920950	Barclays	72 Months	EUR	30/01/18	30/01/24	29 months	-13.9%	26.1%	No	100.00	108.00	8.0%	0.0%	-13.9%	18.0%	3	31/01/22	100.0%	17.9%
Dual Index WO Autocall Issue 5	XS1583476798	Barclays	72 Months	USD	03/07/17	03/07/23	-	1.4%	41.4%	No	100.00	121.53	21.5%	0.0%	1.4%	-	0	-	-	-
FTSE 100 Autocall Issue 3	XS1471993763	Barclays	60 Months	GBP	20/12/16	20/12/21	4 months	-7.3%	42.7%	No	100.00	119.80	19.8%	0.0%	-7.3%	-	1	20/12/21	-	-
FTSE 100 Defined Coupon Autocall Issue 2	XS1471975430	Barclays	72 Months	GBP	14/12/16	14/12/22	15 months	-6.0%	44.0%	No	100.00	106.51	6.5%	0.0%	-6.0%	-	2	14/12/21	100.0%	30.7%
FTSE 100 Autocall Issue 14a	XS1471949864	Barclays	72 Months	EUR	02/12/16	02/12/22	15 months	-3.0%	37.0%	No	100.00	114.00	14.0%	0.0%	-3.0%	40.2%	2	02/12/21	100.0%	39.9%
FTSE 100 Autocall Issue 13a	XS1471949195	Barclays	72 Months	GBP	02/12/16	02/12/22	15 months	-3.0%	37.0%	No	100.00	115.85	15.8%	0.0%	-3.0%	39.5%	2	02/12/21	100.0%	39.9%
FTSE 100 Autocall Issue 11a	XS1452800797	Barclays	72 Months	USD	02/12/16	02/12/22	15 months	-3.0%	37.0%	No	100.00	129.94	29.9%	0.0%	-3.0%	39.8%	2	02/12/21	100.0%	40.5%
FTSE 100 Autocall Issue 10a	XS1452801175	Barclays	72 Months	GBP	25/11/16	25/11/22	15 months	-4.5%	35.5%	No	100.00	124.82	24.8%	0.0%	-4.5%	34.9%	2	25/11/21	100.0%	34.3%
EURO STOXX 50 Autocallable Issue 26	XS1533316854	Barclays	60 Months	GBP	07/04/17	07/04/22	7 months	4.7%	44.7%	No	100.00	122.59	22.6%	0.0%	4.7%	-	1	07/04/22	-	-
FTSE 100 Autocall Issue 8a	XS1452710962	Barclays	72 Months	USD	30/09/16	30/09/22	-	8.9%	48.9%	No	100.00	119.54	19.5%	0.0%	8.9%	-	0	17/10/22	-	-
EURO STOXX 50 Autocall Issue 6a	XS1426169477	Barclays	72 Months	USD	12/09/16	12/09/22	-	10.4%	50.4%	No	100.00	118.97	19.0%	0.0%	10.4%	-	0	26/09/22	-	-
EURO STOXX 50 Autocall Issue 9a	XS1511977875	Barclays	72 Months	GBP	23/02/17	23/02/23	-	9.4%	49.4%	No	100.00	121.06	21.1%	0.0%	9.4%	-	0	09/03/23	-	-
FTSE 100 Autocall Issue 15a	XS1511977958	Barclays	72 Months	GBP	23/02/17	23/02/23	18 months	-10.2%	29.8%	No	100.00	98.46	-1.5%	0.0%	-10.2%	22.5%	2	23/02/22	100.0%	23.1%
Dual Index WO Autocall Issue 6	XS1583477093	Barclays	72 Months	USD	03/07/17	03/07/23	-	3.1%	43.1%	No	100.00	118.40	18.4%	0.0%	3.1%	-	0	-	-	-
FTSE 100 Autocall Issue 16a	XS1583476442	Barclays	72 Months	USD	03/07/17	03/07/23	-	3.1%	43.1%	No	100.00	115.69	15.7%	0.0%	3.1%	-	0	-	-	-
FTSE 100 Defined Coupon Autocall Issue 1	XS1397315810	Barclays	72 Months	GBP	10/06/16	10/06/22	9 months	6.8%	56.8%	No	100.00	104.65	4.6%	0.0%	31.8%	98.6%	1	10/06/22	-	-
Euro Stoxx 50 Autocall Issue 31	ZAE000267316	ABSA	60 Months	ZAR	09/05/18	09/05/23	20 months	2.6%	42.6%	No	1000.00	1443.35	44.3%	0.0%	2.6%	53.3%	2	09/05/22	100.0%	53.5%
Euro Stoxx 50 Autocall Issue 24	ZAE000267001	ABSA	60 Months	ZAR	22/03/17	22/03/22	6 months	7.0%	47.0%	No	1000.00	1403.72	40.4%	0.0%	7.0%	62.7%	1	22/03/22	-	-
FTSE 100 Autocall Issue 17a	XS1583497018	ABSA	72 Months	USD	12/07/17	26/07/23	-	1.2%	41.2%	No	100.00	-	0.0%	0.0%	1.2%	-	0	-	-	-
FTSE 100 Autocall Issue 18a	XS1620615267	Barclays	72 Months	GBP	29/09/17	29/09/23	-	0.5%	40.5%	No	100.00	111.34	11.3%	0.0%	0.5%	-	0	13/10/23	-	-
FTSE 100 Autocall Issue 19a	XS1673937568	Barclays	72 Months	GBP	15/12/17	15/12/23	27 months	-12.8%	27.2%	No	100.00	111.33	11.3%	0.0%	-12.8%	-	3	15/12/21	100.0%	13.1%
FTSE 100 Autocall Issue 20a