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 Breached 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
  Global Growth Basket USD - Issue 5 MU0484D00075 ABSA 60 Months USD 11/04/19 11/06/24 50 months 15.7% 115.7% No 1000.00 964.97 -3.5% 15.7% 0.0% 100.0% 0.00% 100.0% - - -
  Absa Smart Allocator Note Issue 5 ZAG000126681 Barclays 60 Months ZAR 15/05/15 15/05/20 3 months -0.4% 97.5% No 1000.00 1216.92 21.7% 0.0% 2.1% 97.9% 0.21% 200.0% - USD/ZAR 11.8456 14.3578
  European Equity Enhancer Issue 2 ZAE000267472 ABSA 60 Months ZAR 24/07/18 24/07/23 41 months 10.3% 110.3% No 1000.00 1210.26 21.0% - 0.0% 100.0% - - - - -
  Global Growth Basket USD Issue 2 MU0484D00042 ABSA 60 Months USD 06/06/18 06/06/23 40 months 14.9% 114.9% No 1000.00 1033.69 3.4% 14.9% 0.0% 100.0% 0.00% 100.0% - - -
  Global Growth Basket USD Issue 3 MU0484D00059 ABSA 60 Months USD 04/09/18 05/09/23 43 months 13.3% 113.3% No 1000.00 980.82 -1.9% 15.9% 0.0% 100.0% 0.00% 120.0% - - -
  Global Growth Basket Issue 7 ZAE000267191 ABSA 60 Months ZAR 13/11/17 14/11/22 33 months 7.5% 47.5% No 1000.00 1176.57 17.7% 19.8% 60.0% 40.0% 0.00% 675.0% 20.0% USD/ZAR 14.5094 14.3578
  European Equity Enhancer Issue 3 AL ZAE000267613 ABSA 60 Months ZAR 22/10/18 23/10/23 44 months 20.4% 120.4% No 1000.00 849.58 -15.0% - 0.0% 100.0% - - - - -
  Global Growth Basket Issue 1 ZAE000266995 ABSA 60 Months ZAR 07/07/17 07/07/22 29 months 27.0% 127.0% No 1000.00 1562.84 56.3% 130.4% 0.0% 100.0% 0.00% 610.0% 122.0% USD/ZAR 13.4325 14.3578
  Global Growth Basket Issue 2 ZAE000267043 ABSA 60 Months ZAR 17/07/17 18/07/22 29 months 24.1% 124.1% No 1000.00 1503.25 50.3% 22.2% 0.0% 100.0% 0.00% 575.0% 20.0% USD/ZAR 12.9200 14.3578
  Global Growth Basket Issue 3 ZAE000267050 ABSA 60 Months ZAR 13/07/17 13/07/22 29 months 24.8% 124.8% No 1000.00 1508.42 50.8% 21.6% 0.0% 100.0% 0.00% 575.0% 20.0% USD/ZAR 13.2637 14.3578
  Global Growth Basket Issue 14 ZAE000267373 ABSA 60 Months ZAR 18/06/18 19/06/23 40 months 10.8% 110.8% No 1000.00 1229.26 22.9% 21.0% 0.0% 100.0% 0.00% 640.0% 20.0% USD/ZAR 13.6813 14.3578
  Global Growth Basket Issue 16 ZAE000267548 ABSA 60 Months ZAR 10/09/18 11/09/23 43 months 16.1% 116.1% No 1000.00 1282.28 28.2% 18.9% 0.0% 100.0% 0.00% 700.0% 20.0% USD/ZAR 15.1975 14.3578
  Global Growth Basket Issue 5 ZAE000267167 ABSA 60 Months ZAR 27/10/17 27/10/22 33 months 17.0% 117.0% No 1000.00 1326.77 32.7% 20.3% 0.0% 100.0% 0.00% 570.0% 20.0% USD/ZAR 14.1769 14.3578
  Global Growth Basket Issue 9 ZAE000267233 ABSA 60 Months ZAR 29/01/18 30/01/23 36 months 8.9% 108.9% No 1000.00 1112.67 11.3% 20.0% 0.0% 100.0% 0.00% 560.0% 20.0% - -
  European Equity Enhancer Issue 1 ZAE000267480 ABSA 60 Months ZAR 01/08/18 01/08/23 42 months 9.5% 109.5% No 1000.00 1170.82 17.1% - 0.0% 100.0% - - - - -
  Absa USD Smart Allocator 90 Balanced Issue 7 XS1199777621 ABSA 60 Months USD 19/08/15 19/08/20 7 months 2.7% 100.7% No 100.00 102.94 2.9% 4.8% 2.0% 98.0% 0.00% 180.0% - - -
  Absa USD Smart Allocator 90 Balanced Issue 10 XS1099317130 Barclays 60 Months USD 12/01/16 12/01/21 11 months 15.9% 113.1% No 100.00 124.76 24.8% 28.7% 2.8% 97.2% 0.00% 180.0% - - -
  Global Market Explorer Issue 1 ZAE000243739 ABSA 36 Months ZAR 20/03/17 20/03/20 1 month 30.7% 130.7% No 201.02 275.05 36.8% 45.2% 0.0% 100.0% 0.00% 130.1% - USD/ZAR 12.6760 14.3578
  Global Growth Basket Issue AL2 ZAE000267381 ABSA 60 Months ZAR 19/06/18 19/06/23 40 months 16.3% 116.3% No 1000.00 1190.71 19.1% 20.8% 0.0% 100.0% 0.00% 500.0% 20.0% USD/ZAR 13.7800 14.3578
  Absa USD Smart Allocator 90 Balanced Issue 12 XS1132355782 Barclays 60 Months USD 10/12/15 10/12/20 10 months 9.6% 103.6% No 100.00 123.28 23.3% 17.9% 6.0% 94.0% 0.00% 187.1% - - -
  Global Growth Basket Issue 10 ZAE000267290 ABSA 60 Months ZAR 06/04/18 06/04/23 38 months 22.5% 122.5% No 1000.00 1274.74 27.5% 23.8% 0.0% 100.0% 0.00% 500.0% 20.0% USD/ZAR 12.0563 14.3578
  Global Growth Basket Issue 6 ZAE000267712 ABSA 60 Months ZAR 07/12/17 07/12/22 34 months 17.2% 117.2% No 1000.00 1324.19 32.4% 21.0% 0.0% 100.0% 0.00% 575.0% 20.0% USD/ZAR 13.6656 14.3578
  Global Growth Basket Issue 4 ZAE000267126 ABSA 60 Months ZAR 15/09/17 15/09/20 7 months 23.7% 123.7% No 1000.00 1420.44 42.0% 21.8% 0.0% 100.0% 0.00% 530.0% 20.0% USD/ZAR 13.1575 14.3578
  S&P 500 Accelerator Issue 1 XS1349054921 Barclays 60 Months USD 17/03/16 17/03/21 13 months 65.6% 105.6% No 96.48 150.57 56.1% 29.2% 60.0% 40.0% 0.00% 200.0% 29.2% - -
  Absa USD Smart Allocator 90 Balanced Issue 8 XS1266253084 Barclays 60 Months USD 22/10/15 22/10/20 9 months 11.2% 107.1% No 100.00 117.62 17.6% 20.2% 4.1% 95.9% 0.00% 180.0% - - -
  Global Growth Basket Issue AL3 ZAE000267456 ABSA 60 Months ZAR 17/07/18 17/07/23 41 months 14.7% 114.7% No 1000.00 1081.26 8.1% 21.7% 0.0% 100.0% 0.00% 500.0% 20.0% USD/ZAR 13.2250 14.3578
  Global Growth Basket Issue ALI 1 ZAE000267340 ABSA 60 Months ZAR 22/05/18 22/05/23 39 months 14.8% 114.8% No 1000.00 1224.97 22.5% 22.8% 0.0% 100.0% 0.00% 475.0% 20.0% USD/ZAR 12.5975 14.3578
  Global Growth Basket Issue AL4 ZAE000267563 ABSA 60 Months ZAR 18/09/18 18/09/23 43 months 13.3% 113.3% No 1000.00 1040.34 4.0% 19.4% 0.0% 100.0% 0.00% 540.0% 20.0% USD/ZAR 14.8294 14.3578
  Global Growth Basket Issue 11 ZAE000267258 ABSA 60 Months ZAR 07/02/18 07/02/23 36 months 11.2% 51.2% No 1000.00 1396.50 39.7% 24.0% 60.0% 40.0% 0.00% 720.0% 20.0% USD/ZAR 11.9613 14.3578
  Global Growth Basket Issue 12 ZAE000267274 ABSA 60 Months ZAR 26/03/18 27/03/23 37 months 11.2% 111.2% No 1000.00 1475.38 47.5% 24.6% 0.0% 100.0% 0.00% 630.0% 20.0% USD/ZAR 11.6550 14.3578
  Global Growth Basket Issue 13 ZAE000267365 ABSA 60 Months ZAR 30/05/18 30/05/23 40 months 16.8% 116.8% No 1000.00 1193.41 19.3% 22.8% 0.0% 100.0% 0.00% 500.0% 20.0% USD/ZAR 12.5675 14.3578
  European Equity Enhancer Issue 5 AL ZAE000266482 ABSA 60 Months ZAR 20/11/18 20/11/23 45 months 23.3% 123.3% No 1000.00 1156.36 15.6% - 0.0% 100.0% - - - - -
  Global Growth Basket Issue 15 ZAE000267423 ABSA 60 Months ZAR 05/07/18 05/07/23 41 months 17.8% 117.8% No 500.00 282.67 -43.5% 21.1% 0.0% 100.0% 0.00% 550.0% 20.0% USD/ZAR 13.5913 14.3578
  Absa USD Smart Allocator 90 Balanced Issue 4 XS1144646947 Barclays 60 Months USD 02/04/15 02/04/20 2 months -2.5% 93.5% No 100.00 95.84 -4.2% 0.0% 4.0% 96.0% 1.41% 180.0% - - -
  Global Growth Basket (USD) - Issue 10 XS2086697880 Credit Suisse 60 Months USD 10/12/19 09/12/24 58 months - - - 100.00 - 0.0% 0.0% 0.0% 100.0% - - - - -
  European Equity Enhancer - Issue AL7 ZAE000271326 ABSA 60 Months ZAR 19/03/19 19/03/24 49 months 12.7% 112.7% No 1000.00 1071.09 7.1% - 0.0% 100.0% - - - - -
  European Equity Enhancer - Issue 6 AL ZAE000267662 ABSA 60 Months ZAR 11/12/18 11/12/23 46 months 25.7% 125.7% No 1000.00 1222.04 22.2% - 0.0% 100.0% - - - - -
  Global Growth Basket USD Issue 4 MU0484D00067 ABSA 60 Months USD 28/11/18 28/11/23 45 months 24.3% 124.3% No 1000.00 1038.81 3.9% 30.4% 0.0% 100.0% 0.00% 125.0% - - -
  Yield Enhancer - AL2/GR2 YE-AL/GR2000 ABSA 60 Months ZAR 22/10/19 22/10/24 56 months - - - 1000.00 1295.69 29.6% 0.0% 0.0% 100.0% - 100.0% - - -
  Global Growth Basket (USD) - Issue 6 XS2028037765 Credit Suisse 60 Months USD 06/08/19 06/08/24 54 months 0.7% 100.7% No 1000.00 - 0.0% 0.7% 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 55 months - - - 1000.00 - 0.0% 0.0% 0.0% 100.0% - 100.0% - - -
  Protected Global Equity Accelerator - Issue AL1 / 1C ZAE000278842 ABSA 60 Months ZAR 19/09/19 19/09/24 55 months - - - 1000.00 1043.53 4.4% 0.0% 0.0% 100.0% - 100.0% - USD/ZAR 14.6825 14.3578
  Global Growth Basket USD Issue 1 MU0484D00034 ABSA 60 Months USD 04/01/18 04/01/23 35 months 13.6% 113.6% No 1000.00 1023.61 2.4% 13.6% 0.0% 100.0% 0.00% 100.0% - - -
  Global Growth Basket (USD) - Issue 9 XS2056951093 Credit Suisse 60 Months USD 28/10/19 25/10/24 57 months - - - 1000.00 - 0.0% 0.0% 0.0% 100.0% - 100.0% - - -

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 Breached Cost Basis Bid Note Return Hold to Maturity Equity Component Interim Valuation Date Fixed Return Fixed Participation FX Rate Ratio Initial FX Current FX
  Global Fixed Return and Growth Protector - Issue HL17 ZAE000277869 ABSA 60 Months ZAR 16/07/19 16/07/24 53 months -3.6% 96.4% No 1000.00 960.24 -4.0% 0.0% 18/07/22 34.6% 100.0% - -
  Global Fixed Return and Growth Protector - Issue HL18 ZAE000277844 ABSA 60 Months ZAR 20/06/19 20/06/24 52 months -2.4% 97.6% No 1000.00 968.59 -3.1% 0.0% 20/06/22 37.3% 100.0% - -
  Bespoke Structured Endowment Tandem Protector FX ZAE000267084 ABSA 60 Months ZAR 01/09/17 26/08/22 31 months 25.5% 125.5% No 1000.00 1192.51 19.3% 28.4% 24/08/20 40.4% 100.0% USD/ZAR 12.8863 14.3578
  European Income and Growth Protector Issue 2 ZAG000134297 ABSA 60 Months ZAR 29/02/16 22/02/21 13 months 26.0% 126.0% No 500.00 624.23 24.8% 40.0% 24/02/19 40.5% 154.0% - -
  Global Fixed Return and Growth Protector - Issue HL16 ZAE000275301 ABSA 60 Months ZAR 18/06/19 18/06/24 52 months 14.6% 114.6% No 1000.00 1012.72 1.3% 14.6% 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 52 months 14.6% 114.6% No 1000.00 1049.67 5.0% 14.4% 20/06/22 35.5% 100.0% USD/ZAR 14.5100 14.3578
  SA Fixed Return and Growth Protector - Issue WP20-FX ZAE000277877 ABSA 60 Months ZAR 16/07/19 16/07/24 53 months -3.6% 96.4% No 1000.00 969.55 -3.0% 0.0% 18/07/22 35.5% 100.0% USD/ZAR 13.9125 14.3578
  SA Fixed Return and Growth Protector Issue WP11FX ZAE000267571 ABSA 60 Months ZAR 27/09/18 27/09/23 44 months 11.5% 111.5% No 1000.00 1022.95 2.3% 11.7% 27/09/21 36.8% 100.0% USD/ZAR 14.0581 14.3578
  SA Fixed Return and Growth Protector Issue WP8FX ZAE000267522 ABSA 60 Months ZAR 21/08/18 21/08/23 42 months 13.7% 113.7% No 1000.00 1043.26 4.3% 13.7% 21/08/21 38.0% 100.0% USD/ZAR 14.3513 14.3578
  SA Fixed Return and Growth Protector Issue WP5FX ZAE000267308 ABSA 60 Months ZAR 04/05/18 04/05/23 39 months 18.9% 118.9% No 1000.00 1089.96 9.0% 21.6% 04/05/21 34.3% 100.0% USD/ZAR 12.5907 14.3578
  SA Fixed Return and Growth Protector Issue WP7FX ZAE000267431 ABSA 60 Months ZAR 17/07/18 17/07/23 41 months 14.7% 114.7% No 1000.00 1075.50 7.6% 16.0% 17/07/21 37.5% 100.0% USD/ZAR 13.2250 14.3578
  Tandem Protector Issue WPFX2 ZAE000267241 ABSA 60 Months ZAR 30/01/18 30/01/23 36 months 10.6% 110.6% No 1000.00 1115.70 11.6% 12.7% 30/01/21 40.8% 100.0% USD/ZAR 11.9569 14.3578
  Global Fixed Return and Growth Protector Issue HL4 ZAE000267506 ABSA 60 Months ZAR 21/08/18 21/08/23 42 months 13.7% 113.7% No 1000.00 1027.20 2.7% 13.7% 21/08/21 36.1% 100.0% - -
  Global Fixed Return and Growth Protector Issue 2 ZAE000267035 ABSA 60 Months ZAR 20/07/17 20/07/22 29 months 24.4% 124.4% No 1000.00 1203.07 20.3% 24.4% 20/07/20 43.5% 100.0% - -
  SA Fixed Return and Growth Protector Issue WP6FX ZAE000267399 ABSA 60 Months ZAR 19/06/18 19/06/23 40 months 16.3% 116.3% No 1000.00 1241.69 24.2% 17.0% 19/06/21 34.5% 100.0% USD/ZAR 13.7800 14.3578
  European Income and Growth Protector Issue 1 ZAG000132432 ABSA 60 Months ZAR 10/12/15 10/12/20 10 months 19.6% 119.6% No 500.00 606.71 21.3% 34.1% 18/12/18 36.0% 174.0% - -
  European Income and Growth Protector Issue 3 ZAG000135096 ABSA 60 Months ZAR 23/03/16 23/03/21 13 months 22.9% 122.9% No 500.00 604.26 20.9% 36.2% 01/04/19 40.5% 158.0% - -
  European Income and Growth Protector Issue 5 ZAE000217949 ABSA 60 Months ZAR 20/04/16 20/04/21 14 months 18.9% 118.9% No 81.75 91.35 11.7% 26.5% 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 16 months 23.6% 123.6% No 500.00 563.65 12.7% 29.4% 22/06/19 40.5% 124.5% - -
  Global Fixed Return and Growth Protector Issue HL7 ZAE000267605 ABSA 60 Months ZAR 22/10/18 23/10/23 44 months 22.9% 122.9% No 1000.00 1055.77 5.6% 22.9% 22/10/21 40.1% 100.0% - -
  Global Income and Growth Protector Issue 7 ZAG000141466 ABSA 60 Months ZAR 15/12/16 15/12/21 22 months 33.8% 133.8% No 1000.00 579.40 -42.1% 33.8% 15/12/19 51.0% 100.0% - -
  SA Fixed Return and Growth Protector Issue WP2FX ZAE000267183 ABSA 60 Months ZAR 07/11/17 07/11/22 33 months 16.7% 116.7% No 1000.00 1153.23 15.3% 22.6% 07/11/20 36.0% 134.0% USD/ZAR 14.2369 14.3578
  SA Fixed Return and Growth Protector Issue WP9FX ZAE000267498 ABSA 60 Months ZAR 20/08/18 21/08/23 42 months 13.9% 113.9% No 1000.00 1040.99 4.1% 13.7% 20/08/21 42.5% 100.0% USD/ZAR 14.6487 14.3578
  Global Fixed Return and Growth Protector Issue HL3 ZAE000267464 ABSA 60 Months ZAR 20/07/18 20/07/23 41 months 14.9% 114.9% No 1000.00 1031.00 3.1% 14.9% 20/07/21 34.2% 100.0% - -
  SA Fixed Return and Growth Protector Issue WP1 Oct 2018 UKX ZAE000267589 ABSA 60 Months ZAR 04/10/18 04/10/23 44 months -0.1% 99.9% No 1000.00 1034.85 3.5% 0.0% 04/10/21 26.5% 125.0% - -
  Global Income and Growth Protector Issue 3 ZAG000141474 ABSA 60 Months ZAR 19/12/16 14/12/21 22 months 33.6% 133.6% No 1000.00 578.58 -42.1% 33.6% 12/12/19 51.0% 100.0% - -
  Global Fixed Return and Growth Protector FX ZAE000267100 ABSA 60 Months ZAR 07/09/17 01/09/22 31 months 26.4% 126.4% No 1000.00 1175.34 17.5% 29.5% 07/09/20 36.0% 100.0% USD/ZAR 12.8425 14.3578
  Global Income and Growth Protector Issue 6 ZAE000266961 ABSA 60 Months ZAR 20/02/17 14/02/22 24 months 29.0% 129.0% No 1000.00 1238.16 23.8% 29.0% 20/02/20 49.3% 100.0% - -
  SA Fixed Return and Growth Protector Issue WP4 FX ZAE000267266 ABSA 60 Months ZAR 07/03/18 28/02/23 37 months 19.3% 119.3% No 1000.00 1124.56 12.5% 23.3% 07/03/21 35.0% 100.0% USD/ZAR 11.8712 14.3578
  Global Fixed Return and Growth Protector Issue HL2 ZAE000267449 ABSA 60 Months ZAR 17/07/18 17/07/23 41 months 14.7% 114.7% No 1000.00 1026.71 2.7% 14.7% 17/07/21 34.0% 100.0% - -
  Global Fixed Return and Growth Protector Issue 8 ZAE000267282 ABSA 60 Months ZAR 05/04/18 05/04/23 38 months 20.8% 120.8% No 1000.00 991.84 -0.8% 21.9% 05/04/21 40.5% 105.0% - -
  Global Fixed Return and Growth Protector Issue 6 ZAE000267118 ABSA 72 Months ZAR 14/09/17 14/09/23 43 months 23.8% 123.8% No 1000.00 1187.87 18.8% 23.8% 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 31 months 23.2% 123.2% No 1000.00 1178.96 17.9% 23.2% 17/09/20 42.0% 100.0% - -
  SA Global Fixed Return and Growth Protector Issue 11 ZAE000267324 ABSA 60 Months ZAR 27/09/18 27/09/23 44 months 11.5% 111.5% No 1000.00 1060.64 6.1% 11.5% 27/09/21 36.8% 100.0% - -
  Global Fixed Return and Growth Protector Issue HL1 ZAE000267407 ABSA 60 Months ZAR 27/06/18 27/06/23 40 months 19.5% 119.5% No 1000.00 1092.22 9.2% 19.5% 27/06/21 34.0% 100.0% - -
  SA Fixed Return and Growth Protector Issue WP13FX ZAE000267597 ABSA 60 Months ZAR 22/10/18 23/10/23 44 months 22.9% 122.9% No 1000.00 1047.78 4.8% 22.9% 22/10/21 38.4% 100.0% USD/ZAR 14.3204 14.3578
  Global Income and Growth Protector Issue 4 ZAG000140831 ABSA 60 Months ZAR 15/12/16 13/12/21 22 months 40.4% 140.4% No 1000.00 609.54 -39.0% 40.4% 17/11/19 51.0% 100.0% - -
  Global Fixed Return and Growth Protector Issue 7 ZAE000267159 ABSA 60 Months ZAR 20/10/17 20/10/22 32 months 18.5% 118.5% No 1000.00 1155.70 15.6% 19.4% 20/10/20 40.5% 105.0% - -
  TAS Structured Endowment Tandem Protector FX ZAE000267092 ABSA 60 Months ZAR 07/09/17 01/09/22 31 months 26.4% 126.4% No 1000.00 1175.34 17.5% 29.5% 10/09/20 36.0% 100.0% USD/ZAR 12.8425 14.3578
  SA Fixed Return and Global Growth Protector WP3 FX ZAE000267720 ABSA 60 Months ZAR 13/12/17 08/12/22 34 months 15.8% 115.8% No 1000.00 1145.63 14.6% 22.7% 13/12/20 36.0% 135.0% USD/ZAR 13.4775 14.3578
  TAS Structured Endowment Tandem Protector Issue 3 FX ZAE000267217 ABSA 60 Months ZAR 13/12/17 08/12/22 34 months 15.8% 115.8% No 1000.00 1143.72 14.4% 16.8% 07/12/20 42.0% 100.0% USD/ZAR 13.4775 14.3578
  TAS Structured Endowment Tandem Protector Issue 2 FX ZAE000267175 ABSA 60 Months ZAR 07/11/17 30/10/22 33 months 16.7% 116.7% No 1000.00 1139.28 13.9% 16.9% 07/11/20 39.0% 100.0% USD/ZAR 14.2369 14.3578
  Global Income and Growth Protector Issue 1 ZAG000139114 ABSA 60 Months ZAR 22/08/16 23/08/21 18 months 42.3% 142.3% No 1000.00 626.18 -37.4% 42.3% 22/08/19 40.5% 100.0% - -
  European Income and Growth Protector Issue 6 ZAG000137076 ABSA 60 Months ZAR 24/05/16 24/05/21 15 months 23.4% 123.4% No 500.00 585.62 17.1% 33.9% 31/05/19 40.5% 145.0% - -
  European Income and Growth Protector Issue 4 ZAG000135823 ABSA 60 Months ZAR 20/04/16 20/04/21 14 months 18.9% 118.9% No 500.00 553.58 10.7% 25.1% 30/04/19 40.5% 133.0% - -
  Global Fixed Return and Growth Protector Issue 1 ZAE000266987 ABSA 60 Months ZAR 22/06/17 22/06/22 28 months 24.5% 124.5% No 1000.00 1228.30 22.8% 24.5% 22/06/20 46.5% 100.0% - -
  Global Fixed Return and Growth Protector Issue HL6 ZAE000267530 ABSA 60 Months ZAR 31/08/18 31/08/23 43 months 12.6% 112.6% No 1000.00 1030.50 3.0% 12.6% 31/08/21 36.1% 100.0% - -
  Global Fixed Return and Growth Protector Issue 3 ZAE000267068 ABSA 60 Months ZAR 22/08/17 22/08/22 30 months 26.6% 126.6% No 1000.00 1204.27 20.4% 26.6% 22/08/20 43.5% 100.0% - -
  Global Fixed Return and Growth Protector Issue 5 ZAE000267076 ABSA 60 Months ZAR 30/08/17 30/08/22 31 months 27.6% 127.6% No 1000.00 1210.24 21.0% 27.6% 30/08/20 44.0% 100.0% - -
  Global Income and Growth Protector Issue 2 ZAE000234381 ABSA 60 Months ZAR 14/11/16 15/11/21 21 months 41.3% 141.3% No 209.79 269.99 28.7% 44.4% 14/11/19 45.0% 107.5% - -
  SA Fixed Return and Growth Protector Issue WP12 ZAE000267514 ABSA 60 Months ZAR 21/08/18 21/08/23 42 months -2.1% 97.9% No 1000.00 1015.81 1.6% 0.0% 21/08/21 27.1% 110.0% - -
  Global Fixed Return and Growth Protector Issue HL5 ZAE000267555 ABSA 60 Months ZAR 18/09/18 18/09/23 43 months 13.3% 113.3% No 1000.00 1021.42 2.1% 13.3% 18/09/21 36.1% 100.0% - -
  Global Fixed Return and Growth Protector Issue HL8 ZAE000266474 ABSA 60 Months ZAR 20/11/18 20/11/23 45 months 27.7% 127.7% No 1000.00 1066.57 6.7% 27.7% 20/11/21 40.5% 100.0% - -
  Global Fixed Return and Growth Protector Issue HL9 ZAE000267654 ABSA 60 Months ZAR 11/12/18 11/12/23 46 months 29.1% 129.1% No 1000.00 1096.21 9.6% 29.1% 13/12/21 40.5% 100.0% - -
  SA Fixed Return and Global Growth Protector Issue WP16 FX ZAE000271318 ABSA 60 Months ZAR 16/04/19 12/04/24 50 months 17.6% 117.6% No 1000.00 1029.55 3.0% 17.5% 22/03/22 35.7% 100.0% USD/ZAR 14.4375 14.3578
  SA Fixed Return and Global Growth Protector Issue WP15 FX ZAE000269759 ABSA 60 Months ZAR 12/02/19 12/02/24 48 months 24.2% 124.2% No 1000.00 1010.09 1.0% 25.2% 14/02/22 36.9% 100.0% USD/ZAR 13.7888 14.3578
  Global Fixed Return and Growth Protector - Issue 10 ZAE000268462 ABSA 60 Months ZAR 18/01/19 18/01/24 47 months 27.6% 127.6% No 1000.00 1084.82 8.5% 27.6% 18/01/22 45.0% 100.0% - -
  SA Fixed Return and Global Growth Protector Issue WP17 FX ZAE000272787 ABSA 60 Months ZAR 16/04/19 16/04/24 50 months 15.2% 115.2% No 1000.00 1007.90 0.8% 15.5% 19/04/22 35.7% 100.0% USD/ZAR 14.0787 14.3578
  Global Fixed Return and Growth Protector - Issue HL12 ZAE000271292 ABSA 60 Months ZAR 19/03/19 19/03/24 49 months 17.6% 117.6% No 1000.00 1028.59 2.9% 17.6% 21/03/22 34.8% 100.0% - -
  Global Fixed Return and Growth Protector - Issue HL10 ZAE000268454 ABSA 60 Months ZAR 18/01/19 18/01/24 47 months 27.6% 127.6% No 1000.00 1065.61 6.6% 27.6% 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 48 months 24.2% 124.2% No 1000.00 985.19 -1.5% 24.2% 14/02/22 36.0% 100.0% - -
  Global Fixed Return and Growth Protector - Issue HL13 ZAE000272779 ABSA 60 Months ZAR 16/04/19 16/04/24 50 months 15.2% 115.2% No 1000.00 998.42 -0.2% 15.2% 18/04/22 34.8% 100.0% - -
  SA Fixed Return and Growth Protector - Issue WP2 (Nov 2018) UKX ZAE000267639 ABSA 60 Months ZAR 29/11/18 29/11/23 46 months 5.3% 105.3% No 1000.00 1008.11 0.8% 5.3% 29/11/21 - 100.0% - -
  Global Fixed Return and Growth Protector - Issue HL15 ZAE000272795 ABSA 60 Months ZAR 18/04/19 18/04/24 50 months 15.3% 115.3% No 1000.00 993.58 -0.6% 15.6% 18/04/22 35.0% 100.0% USD/ZAR 14.0594 14.3578
  Global Fixed Return and Growth Protector - Issue 9 ZAE000267688 ABSA 60 Months ZAR 13/12/18 13/12/23 46 months 28.0% 128.0% No 1000.00 1061.30 6.1% 28.3% 13/12/21 14.9% 100.0% USD/ZAR 14.1950 14.3578
  Global Fixed Return and Growth Protector - Issue HL22 (1/5) GFRASN394 ABSA 60 Months ZAR 20/11/19 20/11/24 57 months - - - 1000.00 - 0.0% 0.0% 19/11/20 14.0% 100.0% - -
  Global Fixed Return and Growth Protector Issue 1 (1Y5Y) ZAE000267415 ABSA 60 Months ZAR 20/07/18 14/07/22 29 months 17.8% 117.8% No 500.00 415.96 -16.8% 28.2% 09/07/19 18.0% 150.0% USD/ZAR 13.5913 14.3578
  Global Fixed Return and Growth Protector - Issue HL22 (3/5) GFRASN393 ABSA 60 Months ZAR 20/11/19 20/11/24 69 months - - - 1000.00 - 0.0% 0.0% 21/11/22 32.8% 100.0% - -
  European Income and Growth Protector Issue 9 ZAG000138355 ABSA 60 Months ZAR 20/07/16 19/07/21 17 months 19.1% 119.1% No 500.00 530.33 6.1% 23.0% 20/07/19 40.5% 120.0% - -
  Global Fixed Return and Growth Protector - Issue HL14 ZAE000273793 ABSA 60 Months ZAR 21/05/19 21/05/19 51 months 17.5% 117.5% No 1000.00 1003.59 0.4% 17.5% 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 51 months 17.5% 117.5% No 1000.00 1012.09 1.2% 17.5% 23/05/22 35.4% 100.0% USD/ZAR 14.3819 14.3578
  Global Fixed Return and Growth Protector - Issue 11 ZAE000273777 ABSA 60 Months ZAR 22/05/19 22/05/24 51 months 17.8% 117.8% No 1000.00 1057.19 5.7% 17.8% 22/05/20 23.1% 100.0% 14.3737 -
  European Income and Growth Protector Issue 8 ZAG000137803 ABSA 60 Months ZAR 29/06/16 29/06/21 17 months 23.7% 123.7% No 500.00 575.73 15.1% 29.6% 29/06/19 46.5% 125.0% - -
  SA Fixed Return and Growth Protector - Issue WP26 SAFRGPWP2600 ABSA 60 Months ZAR 30/10/19 29/10/24 57 months - - - 1000.00 992.28 -0.8% 0.0% 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 56 months - - - 1000.00 981.19 -1.9% 0.0% 17/10/22 32.1% 100.0% USD/ZAR 14.8450 14.3578
  Global Fixed Return and Growth Protector - Issue HL21 (3/5) ZAE000280327 ABSA 60 Months ZAR 15/10/19 15/10/19 56 months - - - 1000.00 974.37 -2.6% 0.0% 17/10/24 31.6% 100.0% - -
  Twin Fixed Return and Growth Protector - Issue 3 (1/3/5) ZAE000278834 ABSA 60 Months ZAR 27/09/19 27/09/24 55 months - - - 1000.00 991.36 -0.9% 0.0% 28/09/20 16.8% 100.0% USD/ZAR 15.0956 14.3578
  SA Fixed Return and Growth Protector - Issue WP22-FX ZAE000278669 ABSA 60 Months ZAR 18/09/19 17/09/24 55 months - - - 1000.00 983.32 -1.7% 0.0% 19/09/22 35.0% 100.0% USD/ZAR 14.7225 14.3578
  Global Fixed Return and Growth Protector - Issue HL20 (1/5) ZAE000278685 ABSA 60 Months ZAR 18/09/19 17/09/24 55 months - - - 1000.00 969.54 -3.0% 0.0% 17/09/20 13.9% 100.0% - -
  Global Income and Growth Protector Issue 8 ZAE000266979 ABSA 60 Months ZAR 20/04/17 20/04/22 26 months 27.6% 127.6% No 1000.00 1253.79 25.4% 28.9% 20/04/20 46.5% 105.0% - -
  Global Fixed Return and Growth Protector - Issue HL21 (1/5) ZAE000280301 ABSA 60 Months ZAR 16/10/19 15/10/24 56 months - - - 1000.00 972.80 -2.7% 0.0% 20/10/20 13.6% 100.0% - -
  Global Fixed Return and Growth Protector - Issue 13 (3/5) ZAE000278040 ABSA 60 Months ZAR 05/09/19 05/09/24 55 months - - - 1000.00 950.13 -5.0% 0.0% 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 55 months - - - 1000.00 975.77 -2.4% 0.0% 19/09/22 34.0% 100.0% - -
  Twin Fixed Return and Growth Protector - Issue 9 (1/3/5) ZAE000283446 ABSA 60 Months ZAR 04/12/19 04/12/24 58 months 3.8% 103.8% No 1000.00 1009.02 0.9% 3.8% 04/12/20 21.2% 100.0% - -
  SA Fixed Return and Global Growth Protector Issue WP14 FX ZAE000267647 ABSA 60 Months ZAR 04/12/18 04/12/23 46 months 25.4% 125.4% No 1000.00 1076.41 7.6% 26.6% 06/12/21 38.4% 100.0% USD/ZAR 13.7132 14.3578
  Global Fixed Return and Growth Protector - Issue HL19 (1/5) ZAE000277604 ABSA 60 Months ZAR 21/08/19 21/08/24 54 months -0.2% 99.8% No 1000.00 971.36 -2.9% 0.0% 20/08/20 13.8% 100.0% - -
  SA Fixed Return and Growth Protector - Issue WP23-FX ZAE000277562 ABSA 60 Months ZAR 16/08/19 16/08/24 54 months 0.2% 100.2% No 1000.00 1005.11 0.5% 0.2% 15/08/22 37.5% 100.0% USD/ZAR 15.2325 14.3578
  Global Fixed Return and Growth Protector - Issue HL19 (3/5) ZAE000277596 ABSA 60 Months ZAR 21/08/19 21/08/24 54 months -0.2% 99.8% No 1000.00 980.35 -2.0% 0.0% 22/08/22 34.4% 100.0% - -
  SA Fixed Return and Growth Protector - Issue WP21-FX ZAE000277588 ABSA 60 Months ZAR 19/08/19 20/08/19 54 months 0.0% 100.0% No 1000.00 988.06 -1.2% 0.0% 22/08/22 35.2% 100.0% USD/ZAR 15.3375 14.3578
  Global Fixed Return & Growth Protector - Issue 12 (1-5) ZAE000277554 ABSA 60 Months ZAR 13/08/19 13/08/24 54 months 0.0% 100.0% No 1000.00 944.55 -5.5% 0.0% 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 54 months -0.1% 99.9% No 1000.00 998.93 -0.1% 0.0% 17/08/20 20.0% 100.0% USD/ZAR 15.4113 14.3578

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 Breached Cost Basis Bid Note Return Hold to Maturity Value Coupons Remaining Next Observation Next AutoCall Level
  Step Down Euro Stoxx 50 Autocall Issue 23A XS1511999333 Barclays 72 Months USD 03/03/17 03/03/23 37 months 12.9% 52.9% No 100.00 122.12 22.1% 0.0% 4 03/03/20 100.0%
  Step Down Dual Index WO Autocall Issue 23 XS1874517102 Barclays 72 Months USD 30/11/18 02/12/24 58 months 21.0% 61.0% No 100.00 116.93 16.9% 0.0% 4 11/30/21 100.0%
  Step Down Dual Index WO Autocall Issue 9 XS1731950363 ABSA 60 Months USD 06/04/18 06/04/23 38 months 12.7% 52.7% No 100.00 120.62 20.6% 0.0% 3 04/06/21 90.0%
  Step Down Dual Index WO Autocall Issue 14 XS1641415861 ABSA 60 Months USD 01/11/17 01/11/22 33 months 3.9% 43.9% No 100.00 117.98 18.0% 0.0% 3 11/02/20 90.0%
  Step Down Dual Index WO Autocall Issue 15 ZAE000267209 ABSA 60 Months ZAR 22/11/17 22/11/22 33 months 7.8% 47.8% No 1000.00 932.38 -6.8% 0.0% 3 11/23/20 90.0%
  Step Down Dual Index WO Autocall Issue 13 XS1673937303 ABSA 60 Months USD 15/12/17 15/12/22 35 months 7.9% 47.9% No 100.00 118.43 18.4% 0.0% 3 12/15/20 90.0%
  Step Down Dual Index WO Autocall Issue 7 XS1583480717 ABSA 60 Months USD 05/07/17 05/07/22 29 months 10.4% 50.4% No 100.00 123.20 23.2% 0.0% 3 07/06/20 90.0%
  Step Down Dual Index WO Autocall Issue 22 XS1850828143 ABSA 72 Months GBP 31/10/18 31/10/24 57 months 20.1% 60.1% No 100.00 109.98 10.0% 0.0% 4 11/01/21 90.0%
  Step Down Dual Index WO Autocall Issue 2 XS1533359235 Barclays 60 Months USD 21/04/17 21/04/22 27 months 11.6% 51.6% No 100.00 125.38 25.4% 0.0% 3 04/21/20 100.0%
  Step Down Dual Index WO Autocall Issue 5 XS1556092572 Barclays 60 Months CHF 22/05/17 23/05/22 28 months 7.4% 47.4% No 100.00 113.48 13.5% 0.0% 3 05/22/20 100.0%
  Step Down Dual Index WO Autocall Issue 16 XS1683898768 Barclays 60 Months USD 17/01/18 17/01/23 35 months 6.3% 46.3% No 100.00 117.69 17.7% 0.0% 3 01/19/21 100.0%
  Step Down Euro Stoxx 50 Autocall Issue 23B XS1512002814 Barclays 72 Months USD 03/03/17 03/03/23 37 months 12.9% 52.9% No 100.00 122.66 22.7% 0.0% 4 03/03/20 100.0%
  Step Down Dual Index WO Autocall Issue 17 XS1683885948 Barclays 60 Months USD 16/01/18 17/01/23 35 months 6.0% 46.0% No 100.00 117.16 17.2% 0.0% 3 01/19/21 100.0%
  Step Down Euro Stoxx 50 Autocall Issue 29 ZAE000267357 ABSA 60 Months ZAR 25/05/18 25/05/23 40 months 9.3% 49.3% No 1000.00 1101.52 10.2% 0.0% 4 05/25/20 95.0%
  StepDown Euro Stoxx 50 Autocall Issue 26 XS1570703980 Barclays 60 Months USD 09/06/17 09/06/22 28 months 7.1% 47.1% No 100.00 119.38 19.4% 0.0% 3 06/09/20 90.0%
  Step Down Dual Index WO Autocall Issue 1 ZAE000267019 ABSA 60 Months ZAR 25/04/17 25/04/22 27 months 7.2% 47.2% No 1000.00 1198.34 19.8% 0.0% 3 04/27/20 90.0%
  Step Down Dual Index WO Autocall Issue 12 XS1620615184 ABSA 60 Months USD 29/09/17 29/09/22 32 months 6.8% 46.8% No 100.00 118.93 18.9% 0.0% 3 09/29/20 90.0%
  Step Down Dual Index WO Autocall Issue 19 XS1771165484 ABSA 60 Months USD 08/06/18 08/06/23 40 months 11.4% 51.4% No 100.00 117.69 17.7% 0.0% 3 06/08/21 100.0%
  Step Down Dual Index WO Autocall Issue 18 XS1828575131 ABSA 60 Months USD 04/09/18 05/09/23 43 months 14.3% 54.3% No 100.00 116.03 16.0% 0.0% 3 09/07/21 90.0%
  Step Down Dual Index WO Autocall Issue 4 XS1555615134 Barclays 60 Months USD 05/05/17 05/05/22 27 months 5.0% 45.0% No 100.00 123.45 23.4% 0.0% 3 05/05/20 100.0%
  Step Down Dual Index WO Autocall Issue 6 XS1556092812 Barclays 60 Months GBP 24/05/17 24/05/22 28 months 7.1% 47.1% No 100.00 117.68 17.7% 0.0% 3 05/26/20 90.0%
  Step Down Dual Index WO Autocall - Issue 26 XS1874517102 Barclays 72 Months USD 30/11/18 02/12/24 58 months 21.0% 61.0% No 100.00 116.93 16.9% 0.0% 4 11/30/21 100.0%
  Step Down Dual Index WO Autocall - Issue 29 XS1914014680 Barclays 72 Months USD 14/03/19 14/03/24 49 months 16.2% 56.2% No 100.00 - 0.0% 0.0% 3 03/11/22 100.0%
  Step Down Dual Index WO Autocall - Issue 37 XS2047387001 Barclays 72 Months USD 04/12/19 04/12/24 58 months 4.9% 44.9% No 100.00 - 0.0% 0.0% 3 12/05/22 100.0%
  Step Down Dual Index WO Autocall - Issue 39 XS2020007626 Barclays 72 Months USD 31/10/19 31/10/25 69 months 6.6% 46.6% No 100.00 100.46 0.5% 0.0% 4 10/31/22 100.0%
  Step Down Dual Index WO Autocall - Issue 27 XS1962251374 Barclays 72 Months USD 11/06/19 11/06/25 64 months 12.9% 52.9% No 100.00 - 0.0% 0.0% 4 06/13/22 100.0%
  Step Down Dual Index WO Autocall - Issue 31 XS1984806908 Barclays 72 Months USD 31/07/19 31/07/25 66 months 10.8% 50.8% No 100.00 - 0.0% 0.0% 4 07/29/22 100.0%
  Step Down Dual Index WO Autocall - Issue 33 XS1984822939 Barclays 72 Months USD 06/08/19 06/08/24 54 months 16.7% 56.7% No 100.00 106.13 6.1% 0.0% 3 08/08/22 100.0%
  Step Down Dual Index WO Autocall - Issue 32 XS1984754249 Barclays 72 Months USD 15/07/19 15/07/25 65 months 9.7% 49.7% No 100.00 - 0.0% 0.0% 4 07/15/22 100.0%
  Step Down Dual Index WO Autocall - Issue 34 XS1998605932 Barclays 72 Months USD 30/08/19 02/09/25 67 months 12.1% 52.1% No 100.00 103.83 3.8% 0.0% 4 08/30/22 100.0%
  Step Down Dual Index WO Autocall - Issue 38 XS2019521405 Barclays 72 Months USD 07/10/19 07/10/25 56 months 10.7% 50.7% No 100.00 102.57 2.6% 0.0% 4 10/07/22 100.0%
  Step down WO Autocall-issue51 XS2113541606 Morgan Stanley BV 60 Months USD 05/02/20 05/02/25 60 months 1.4% 36.4% No 100.00 - 0.0% 0.0% 3 02/06/23 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 Breached Cost Basis Bid Note Return Hold to Maturity Value
  Guaranteed European Equity Structured Product II ZAE000253829 ABSA 42 Months ZAR 27/11/17 08/06/21 16 months 6.9% 106.9% No 232.14 294.42 26.8% 7.3%
  Sasfin Global Top 20 SP - Issue 1 ZAE000271078 ABSA 60 Months ZAR 25/04/19 25/04/24 46 months 16.5% 36.5% No 1000.00 1098.02 9.8% 16.4%
  EquityLinked Coupon Accumulator Issue 2 ZAE000217881 ABSA 48 Months ZAR 20/04/16 20/04/20 2 months 22.2% 122.2% No 163.50 245.81 50.3% 3.1%
  Best 5 of 20 Note ZAG000130576 ABSA 60 Months ZAR 09/10/15 09/10/20 8 months 17.4% 57.4% No 1000.00 1550.27 55.0% 17.4%
  Yield Enhancer Issue 1 ZAG000139288 ABSA 60 Months ZAR 30/08/16 30/08/21 19 months 55.3% 95.3% No 1000.00 1405.93 40.6% 6.6%
  10Y Fixed Rate Note Issue 1 ABSA 120 Months ZAR 13/11/15 13/11/25 69 months - - - 100.00 - 0.0% 0.0%
  Enhanced Returns and Equity Protector Issue 2 ZAE000267027 ABSA 60 Months ZAR 28/06/17 28/06/22 28 months 25.1% 125.1% No 1000.00 1204.89 20.5% 3.3%
  FTSE 100 Fixed Coupon note Issue 1 XS0806143227 ABSA 60 Months GBP 28/09/15 28/09/20 7 months 24.3% 64.3% No 100.00 103.46 3.5% 0.0%
  10Y Fixed Rate Note Issue 2 ABSA 120 Months ZAR 29/03/16 30/03/26 74 months - - - 100.00 - 0.0% 0.0%
  Developed Markets LockInLadder Issue 1 ZAE000218517 ABSA 48 Months ZAR 11/05/16 11/05/20 3 months 33.7% 133.7% No 135.00 177.95 31.8% -

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 Breached Cost Basis Bid Note Return Hold to Maturity Value Coupons Left Next Observation Next AutoCall Level
  Multi Index Defined Coupon WO Autocall Issue 2 ZAE000267332 ABSA 72 Months ZAR 11/05/18 13/05/24 51 months 11.5% 46.5% No 1000.00 1080.71 8.1% 0.0% 5 11/05/20 100.0%
  Multi Index Defined Coupon WO Autocall - Issue 8 ZAE000272662 ABSA 72 Months ZAR 12/04/19 14/04/25 63 months -0.4% 29.6% No 1000.00 903.74 -9.6% 0.0% 6 14/04/20 100.0%
  Multi Index Defined Coupon WO Autocall Issue 7 XS1920287445 UBS 72 Months GBP 04/12/18 04/12/24 58 months 5.5% 40.5% No 100.00 - 0.0% 0.0% 5 04/12/20 100.0%
  Euro Stoxx 50 Autocall Issue 34 XS1874540930 Barclays 60 Months USD 13/12/18 13/12/23 46 months 23.4% 63.4% No 100.00 110.49 10.5% 0.0% 4 14/12/20 100.0%
  FTSE 100 Autocall Issue 31a XS1874529024 Barclays 72 Months GBP 05/12/18 05/12/24 58 months 7.0% 47.0% No 100.00 107.21 7.2% 0.0% 5 07/12/20 100.0%
  EURO STOXX 50 Autocall Issue 9a XS1511977875 Barclays 72 Months GBP 23/02/17 23/02/23 37 months 15.2% 55.2% No 100.00 121.03 21.0% 0.0% 4 24/02/20 100.0%
  EURO STOXX 50 Autocallable Issue 26 XS1533316854 Barclays 60 Months GBP 07/04/17 07/04/22 26 months 9.9% 49.9% No 100.00 116.30 16.3% 0.0% 3 07/04/20 100.0%
  FTSE 100 Autocall Issue 10a XS1452801175 Barclays 72 Months GBP 25/11/16 25/11/22 34 months 8.3% 48.3% No 100.00 124.85 24.8% 0.0% 3 25/11/20 100.0%
  FTSE 100 Autocall Issue 11a XS1452800797 Barclays 72 Months USD 02/12/16 02/12/22 34 months 10.1% 50.1% No 100.00 130.02 30.0% 0.0% 3 02/12/20 100.0%
  FTSE 100 Defined Coupon Autocall Issue 2 XS1471975430 Barclays 72 Months GBP 14/12/16 14/12/22 34 months 6.6% 56.6% No 100.00 106.26 6.3% 0.0% 3 14/12/20 100.0%
  Dual Index WO Autocall Issue 8 XS1683920950 Barclays 72 Months EUR 30/01/18 30/01/24 48 months -2.4% 37.6% No 100.00 101.47 1.5% 0.0% 4 29/01/21 100.0%
  FTSE 100 Autocall Issue 21a XS1731577034 Barclays 72 Months USD 13/03/18 13/03/24 49 months 3.8% 43.8% No 100.00 115.69 15.7% 0.0% 5 13/03/20 100.0%
  FTSE 100 Autocall Issue 22a XS1731941453 Barclays 72 Months USD 29/03/18 02/04/24 50 months 5.0% 45.0% No 100.00 115.68 15.7% 0.0% 5 30/03/20 100.0%
  FTSE 100 Autocall Issue 23a XS1731961055 Barclays 72 Months GBP 16/04/18 16/04/24 50 months 2.9% 42.9% No 100.00 109.73 9.7% 0.0% 5 16/04/20 100.0%
  EURO STOXX 50 Autocall Issue 7a XS1426173156 Barclays 60 Months USD 16/09/16 16/09/22 31 months 30.9% 70.9% No 100.00 129.67 29.7% 0.0% 3 16/09/20 100.0%
  S&P 500 Defined Coupon Autocall Issue 1 XS1425902555 Barclays 72 Months USD 19/08/16 19/08/22 31 months 54.8% 94.8% No 100.00 107.16 7.2% 0.0% 3 19/08/20 100.0%
  EURO STOXX 50 Autocall Issue 25 XS1533322159 Barclays 60 Months USD 07/04/17 07/04/22 26 months 9.9% 49.9% No 100.00 131.12 31.1% 0.0% 3 07/04/20 100.0%
  Euro Stoxx 50 Auotcall Issue 29 ZAE000267225 ABSA 60 Months ZAR 18/12/17 19/12/22 34 months 6.4% 26.4% No 1000.00 964.17 -3.6% 0.0% 3 18/12/20 100.0%
  Euro Stoxx 50 Autocall Issue 17a XS1828593548 ABSA 72 Months USD 10/09/18 10/09/24 55 months 16.1% 56.1% No 100.00 117.35 17.3% 0.0% 5 10/09/20 100.0%
  Euro Stoxx 50 Autocall Issue 15a XS1812330527 ABSA 72 Months EUR 30/07/18 30/07/24 54 months 9.4% 49.4% No 100.00 107.58 7.6% 0.0% 5 30/07/20 100.0%
  Euro Stoxx 50 Autocall Issue 13a XS1771171532 ABSA 72 Months EUR 08/06/18 10/06/24 52 months 11.4% 51.4% No 100.00 109.15 9.2% 0.0% 5 08/06/20 100.0%
  Euro Stoxx 50 Autocall Issue 12a XS1673937485 ABSA 72 Months USD 15/12/17 15/12/23 47 months 7.9% 47.9% No 100.00 117.15 17.1% 0.0% 4 15/12/20 100.0%
  Euro Stoxx 50 Autocall Issue 11a XS1673937212 ABSA 72 Months USD 15/12/17 15/12/23 47 months 7.9% 47.9% No 100.00 119.27 19.3% 0.0% 4 15/12/20 100.0%
  Euro Stoxx 50 Autocall Issue 10a XS1673937642 ABSA 72 Months GBP 15/12/17 15/12/23 47 months 7.9% 47.9% No 100.00 113.40 13.4% 0.0% 4 15/12/20 100.0%
  FTSE 100 Autocall Issue 30a XS1874488759 ABSA 72 Months USD 09/11/18 11/11/24 57 months 4.3% 44.3% No 100.00 110.11 10.1% 0.0% 4 09/11/21 100.0%
  FTSE 100 Autocall Issue 29a XS1850802692 ABSA 72 Months USD 22/10/18 22/10/24 57 months 5.2% 45.2% No 100.00 111.89 11.9% 0.0% 5 22/10/20 100.0%
  FTSE 100 Autocall Issue 28a XS1850795201 ABSA 72 Months GBP 18/10/18 18/10/24 57 months 5.4% 45.4% No 100.00 107.10 7.1% 0.0% 5 19/10/20 100.0%
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