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 USD Smart Allocator 90 Balanced Issue 10 XS1099317130 Barclays 60 Months USD 12/01/16 12/01/21 2 days 9.6% 106.8% No 100.00 116.10 16.1% 17.2% 2.8% 97.2% 0.00% 180.0% - - - -
  Global Growth Basket Issue AL3 ZAE000267456 ABSA 60 Months ZAR 17/07/18 17/07/23 30 months 12.2% 112.2% No 1000.00 1290.38 29.0% 69.5% 0.0% 100.0% 0.00% 500.0% 100.0% USD/ZAR 13.2250 15.1093
  Global Growth Basket Issue AL2 ZAE000267381 ABSA 60 Months ZAR 19/06/18 19/06/23 29 months 13.7% 113.7% No 1000.00 1293.82 29.4% 75.0% 0.0% 100.0% 0.00% 500.0% 100.0% USD/ZAR 13.7800 15.1093
  Global Growth Basket Issue ALI 1 ZAE000267340 ABSA 60 Months ZAR 22/05/18 22/05/23 28 months 12.2% 112.2% No 1000.00 1320.85 32.1% 69.4% 0.0% 100.0% 0.00% 475.0% 95.0% USD/ZAR 12.5975 15.1093
  Global Growth Basket Issue AL4 ZAE000267563 ABSA 60 Months ZAR 18/09/18 18/09/23 32 months 10.8% 110.8% No 1000.00 1249.62 25.0% 59.3% 0.0% 100.0% 0.00% 540.0% 108.0% USD/ZAR 14.8294 15.1093
  Global Growth Basket Issue 9 ZAE000267233 ABSA 60 Months ZAR 29/01/18 30/01/23 24 months 6.4% 106.4% No 1000.00 1233.41 23.3% 35.9% 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 26 months 4.3% 104.3% No 1000.00 1585.52 58.6% 35.0% 0.0% 100.0% 0.00% 630.0% 126.0% USD/ZAR 11.6550 15.1093
  Global Growth Basket Issue 11 ZAE000267258 ABSA 60 Months ZAR 07/02/18 07/02/23 25 months 4.3% 44.3% No 1000.00 1476.35 47.6% 38.9% 60.0% 40.0% 0.00% 720.0% 144.0% USD/ZAR 11.9613 15.1093
  Global Growth Basket Issue 10 ZAE000267290 ABSA 60 Months ZAR 06/04/18 06/04/23 27 months 19.7% 119.7% No 1000.00 1388.74 38.9% 123.6% 0.0% 100.0% 0.00% 500.0% 100.0% USD/ZAR 12.0563 15.1093
  Global Growth Basket Issue 4 ZAE000267126 ABSA 60 Months ZAR 15/09/17 15/09/22 20 months 19.1% 119.1% No 1000.00 1528.28 52.8% 116.5% 0.0% 100.0% 0.00% 530.0% 106.0% USD/ZAR 13.1575 15.1093
  Global Growth Basket Issue 6 ZAE000267712 ABSA 60 Months ZAR 07/12/17 07/12/22 23 months 14.5% 114.5% No 1000.00 1419.32 41.9% 92.4% 0.0% 100.0% 0.00% 575.0% 115.0% USD/ZAR 13.6656 15.1093
  Global Growth Basket Issue 5 ZAE000267167 ABSA 60 Months ZAR 27/10/17 27/10/22 21 months 14.4% 114.4% No 1000.00 1421.22 42.1% 87.3% 0.0% 100.0% 0.00% 570.0% 114.0% USD/ZAR 14.1769 15.1093
  S&P 500 Accelerator Issue 1 XS1349054921 Barclays 60 Months USD 17/03/16 17/03/21 2 months 88.3% 128.3% No 96.48 157.64 63.4% 29.2% 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 32 months 8.9% 108.9% No 1000.00 1397.35 39.7% 61.6% 0.0% 100.0% 0.00% 700.0% 140.0% USD/ZAR 15.1975 15.1093
  Global Growth Basket Issue 13 ZAE000267365 ABSA 60 Months ZAR 30/05/18 30/05/23 28 months 14.1% 114.1% No 1000.00 1296.11 29.6% 84.9% 0.0% 100.0% 0.00% 500.0% 100.0% USD/ZAR 12.5675 15.1093
  Global Growth Basket Issue 14 ZAE000267373 ABSA 60 Months ZAR 18/06/18 19/06/23 29 months 3.9% 103.9% No 1000.00 1342.81 34.3% 27.7% 0.0% 100.0% 0.00% 640.0% 128.0% USD/ZAR 13.6813 15.1093
  Global Growth Basket Issue 3 ZAE000267050 ABSA 60 Months ZAR 13/07/17 13/07/22 18 months 22.0% 122.0% No 1000.00 1644.50 64.5% 131.0% 0.0% 100.0% 0.00% 575.0% 115.0% USD/ZAR 13.2637 15.1093
  Global Growth Basket Issue 2 ZAE000267043 ABSA 60 Months ZAR 17/07/17 18/07/22 18 months 21.3% 121.3% No 1000.00 1634.41 63.4% 134.5% 0.0% 100.0% 0.00% 575.0% 115.0% USD/ZAR 12.9200 15.1093
  Global Growth Basket Issue 1 ZAE000266995 ABSA 60 Months ZAR 07/07/17 07/07/22 18 months 24.2% 124.2% No 1000.00 1696.03 69.6% 137.2% 0.0% 100.0% 0.00% 610.0% 122.0% USD/ZAR 13.4325 15.1093
  Global Growth Basket Issue 15 ZAE000267423 ABSA 60 Months ZAR 05/07/18 05/07/23 30 months 15.2% 115.2% No 500.00 394.04 -21.2% 92.7% 0.0% 100.0% 0.00% 550.0% 110.0% USD/ZAR 13.5913 15.1093
  Global Growth Basket Issue 7 ZAE000267191 ABSA 60 Months ZAR 13/11/17 14/11/22 22 months 0.8% 40.8% No 1000.00 1270.66 27.1% 5.5% 60.0% 40.0% 0.00% 675.0% 135.0% USD/ZAR 14.5094 15.1093
  Global Growth Basket USD Issue 3 MU0484D00059 ABSA 60 Months USD 04/09/18 05/09/23 31 months 10.7% 110.7% No 1000.00 1087.59 8.8% 12.9% 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 29 months 12.3% 112.3% No 1000.00 1083.81 8.4% 12.3% 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 24 months 11.0% 111.0% No 1000.00 1068.11 6.8% 11.0% 0.0% 100.0% 0.00% 100.0% - - - -
  Global Growth Basket USD Issue 4 MU0484D00067 ABSA 60 Months USD 28/11/18 28/11/23 34 months 21.6% 121.6% No 1000.00 1106.54 10.7% 26.9% 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 39 months 13.1% 113.1% No 1000.00 1025.76 2.6% 13.1% 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 44 months 12.6% 112.6% No 1000.00 1182.71 18.3% 15.5% 0.0% 100.0% 0.00% 120.0% 28.8% USD/ZAR 14.6825 15.1093
  Global Growth Basket (USD) - Issue 6 XS2028037765 Credit Suisse 60 Months USD 06/08/19 06/08/24 43 months 2.5% 102.5% No 1000.00 - 0.0% 2.5% 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 44 months 1.4% 101.4% No 1000.00 - 0.0% 1.7% 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 45 months 1.1% 101.1% No 1000.00 - 0.0% 1.1% 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 47 months -1.5% 98.5% No 100.00 - 0.0% 0.0% 0.0% 100.0% 1.27% 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 19 months 22.7% 122.7% No 500.00 571.11 14.2% 26.6% 24/08/20 40.4% <i class='fa fa-lock'></i> 100.0% USD/ZAR 12.8863 15.1093
  SA Fixed Return and Growth Protector Issue WP4 FX ZAE000267266 ABSA 60 Months ZAR 07/03/18 28/02/23 25 months 16.6% 116.6% No 1000.00 1250.17 25.0% 21.1% 07/03/21 35.0% 100.0% USD/ZAR 11.8712 15.1093
  TAS Structured Endowment Tandem Protector Issue 3 FX ZAE000267217 ABSA 60 Months ZAR 13/12/17 08/12/22 23 months 13.2% 113.2% No 1000.00 531.02 -46.9% 14.8% 07/12/20 42.0% <i class='fa fa-lock'></i> 100.0% USD/ZAR 13.4775 15.1093
  TAS Structured Endowment Tandem Protector Issue 2 FX ZAE000267175 ABSA 60 Months ZAR 07/11/17 30/10/22 22 months 14.1% 114.1% No 500.00 535.51 7.1% 15.0% 07/11/20 39.0% <i class='fa fa-lock'></i> 100.0% USD/ZAR 14.2369 15.1093
  Global Fixed Return and Growth Protector FX ZAE000267100 ABSA 60 Months ZAR 07/09/17 01/09/22 20 months 23.6% 123.6% No 500.00 577.39 15.5% 27.7% 07/09/20 36.0% <i class='fa fa-lock'></i> 100.0% USD/ZAR 12.8425 15.1093
  SA Fixed Return and Global Growth Protector WP3 FX ZAE000267720 ABSA 60 Months ZAR 13/12/17 08/12/22 23 months 13.2% 113.2% No 1000.00 558.30 -44.2% 19.9% 13/12/20 36.0% <i class='fa fa-lock'></i> 135.0% USD/ZAR 13.4775 15.1093
  TAS Structured Endowment Tandem Protector FX ZAE000267092 ABSA 60 Months ZAR 07/09/17 01/09/22 20 months 23.6% 123.6% No 500.00 577.39 15.5% 27.7% 10/09/20 36.0% <i class='fa fa-lock'></i> 100.0% USD/ZAR 12.8425 15.1093
  Global Income and Growth Protector Issue 8 ZAE000266979 ABSA 60 Months ZAR 20/04/17 20/04/22 15 months 33.9% 133.9% No 500.00 627.80 25.6% 35.6% 20/04/20 46.5% <i class='fa fa-lock'></i> 105.0% - - -
  Global Income and Growth Protector Issue 6 ZAE000266961 ABSA 60 Months ZAR 20/02/17 14/02/22 13 months 35.1% 135.1% No 500.00 632.10 26.4% 35.1% 20/02/20 49.3% <i class='fa fa-lock'></i> 100.0% - - -
  Global Income and Growth Protector Issue 3 ZAG000141474 ABSA 60 Months ZAR 19/12/16 14/12/21 11 months 40.2% 140.2% No 500.00 660.53 32.1% 40.2% 12/12/19 51.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Income and Growth Protector Issue 1 ZAG000139114 ABSA 60 Months ZAR 22/08/16 23/08/21 7 months 48.8% 148.8% No 500.00 688.35 37.7% 48.8% 22/08/19 40.5% <i class='fa fa-lock'></i> 100.0% - - -
  European Income and Growth Protector Issue 8 ZAG000137803 ABSA 60 Months ZAR 29/06/16 29/06/21 5 months 14.1% 114.1% No 500.00 541.96 8.4% 17.6% 29/06/19 46.5% <i class='fa fa-lock'></i> 125.0% - - -
  European Income and Growth Protector Issue 9 ZAG000138355 ABSA 60 Months ZAR 20/07/16 19/07/21 6 months 9.8% 109.8% No 500.00 568.40 13.7% 11.8% 20/07/19 40.5% <i class='fa fa-lock'></i> 120.0% - - -
  European Income and Growth Protector Issue 6 ZAG000137076 ABSA 60 Months ZAR 24/05/16 24/05/21 4 months 13.7% 113.7% No 500.00 531.04 6.2% 19.8% 31/05/19 40.5% <i class='fa fa-lock'></i> 145.0% - - -
  European Income and Growth Protector Issue 5 ZAE000217949 ABSA 60 Months ZAR 20/04/16 20/04/21 3 months 9.5% 109.5% No 81.75 81.66 -0.1% 13.4% 23/04/19 40.5% <i class='fa fa-lock'></i> 140.0% - - -
  European Income and Growth Protector Issue 7 ZAG000137712 ABSA 60 Months ZAR 22/06/16 22/06/21 5 months 13.9% 113.9% No 500.00 532.28 6.5% 17.4% 22/06/19 40.5% <i class='fa fa-lock'></i> 124.5% - - -
  European Income and Growth Protector Issue 4 ZAG000135823 ABSA 60 Months ZAR 20/04/16 20/04/21 3 months 9.5% 109.5% No 500.00 498.71 -0.3% 12.7% 30/04/19 40.5% <i class='fa fa-lock'></i> 133.0% - - -
  European Income and Growth Protector Issue 3 ZAG000135096 ABSA 60 Months ZAR 23/03/16 23/03/21 2 months 13.2% 113.2% No 500.00 512.31 2.5% 20.9% 01/04/19 40.5% <i class='fa fa-lock'></i> 158.0% - - -
  European Income and Growth Protector Issue 2 ZAG000134297 ABSA 60 Months ZAR 29/02/16 22/02/21 1 month 16.0% 116.0% No 500.00 532.55 6.5% 24.7% 24/02/19 40.5% <i class='fa fa-lock'></i> 154.0% - - -
  SA Fixed Return and Growth Protector Issue WP1 Oct 2018 UKX ZAE000267589 ABSA 60 Months ZAR 04/10/18 04/10/23 32 months -9.7% 90.3% No 1000.00 499.60 -50.0% 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 32 months 10.8% 110.8% No 1000.00 1146.74 14.7% 10.8% 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 32 months 9.0% 109.0% No 1000.00 1151.37 15.1% 9.6% 27/09/21 36.8% 100.0% USD/ZAR 14.0581 15.1093
  Global Fixed Return and Growth Protector Issue HL6 ZAE000267530 ABSA 60 Months ZAR 31/08/18 31/08/23 31 months 10.1% 110.1% No 1000.00 1149.00 14.9% 10.1% 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 31 months -11.5% 88.5% No 1000.00 464.40 -53.6% 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 31 months 11.1% 111.1% No 1000.00 1169.49 16.9% 11.7% 21/08/21 38.0% 100.0% USD/ZAR 14.3513 15.1093
  Global Fixed Return and Growth Protector Issue HL4 ZAE000267506 ABSA 60 Months ZAR 21/08/18 21/08/23 31 months 11.1% 111.1% No 1000.00 1151.01 15.1% 11.1% 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 31 months 11.4% 111.4% No 1000.00 1170.66 17.1% 11.7% 20/08/21 42.5% 100.0% USD/ZAR 14.6487 15.1093
  Global Fixed Return and Growth Protector Issue HL3 ZAE000267464 ABSA 60 Months ZAR 20/07/18 20/07/23 30 months 12.3% 112.3% No 1000.00 1149.15 14.9% 12.3% 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 30 months 12.2% 112.2% No 1000.00 1176.62 17.7% 13.9% 17/07/21 37.5% 100.0% USD/ZAR 13.2250 15.1093
  SA Fixed Return and Growth Protector Issue WP2FX ZAE000267183 ABSA 60 Months ZAR 07/11/17 07/11/22 22 months 14.1% 114.1% No 500.00 561.82 12.4% 20.1% 07/11/20 36.0% <i class='fa fa-lock'></i> 134.0% USD/ZAR 14.2369 15.1093
  SA Global Fixed Return and Growth Protector Issue 11 ZAE000267324 ABSA 60 Months ZAR 27/09/18 27/09/23 32 months 9.0% 109.0% No 1000.00 1188.51 18.9% 9.6% 27/09/21 36.8% 100.0% USD/ZAR 14.0581 15.1093
  Global Fixed Return and Growth Protector Issue HL2 ZAE000267449 ABSA 60 Months ZAR 17/07/18 17/07/23 30 months 12.2% 112.2% No 1000.00 1148.38 14.8% 12.2% 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 33 months 20.1% 120.1% No 1000.00 1187.81 18.8% 21.2% 22/10/21 38.4% 100.0% USD/ZAR 14.3204 15.1093
  Global Fixed Return and Growth Protector Issue HL7 ZAE000267605 ABSA 60 Months ZAR 22/10/18 23/10/23 33 months 20.1% 120.1% No 1000.00 1192.18 19.2% 20.1% 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 29 months 16.8% 116.8% No 1000.00 1184.76 18.5% 16.8% 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 18 months 15.2% 115.2% No 500.00 538.11 7.6% 25.3% 09/07/19 18.0% <i class='fa fa-lock'></i> 150.0% USD/ZAR 13.5913 15.1093
  SA Fixed Return and Growth Protector Issue WP6FX ZAE000267399 ABSA 60 Months ZAR 19/06/18 19/06/23 29 months 13.7% 113.7% No 1000.00 1345.10 34.5% 15.0% 19/06/21 34.5% 100.0% USD/ZAR 13.7800 15.1093
  Global Fixed Return and Growth Protector Issue 8 ZAE000267282 ABSA 60 Months ZAR 05/04/18 05/04/23 27 months 18.1% 118.1% No 500.00 553.16 10.6% 19.0% 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 27 months 16.2% 116.2% No 1000.00 1184.85 18.5% 19.5% 04/05/21 34.3% 100.0% USD/ZAR 12.5907 15.1093
  Tandem Protector Issue WPFX2 ZAE000267241 ABSA 60 Months ZAR 30/01/18 30/01/23 24 months 8.1% 108.1% No 1000.00 1204.46 20.4% 10.2% 30/01/21 40.8% 100.0% USD/ZAR 11.9569 15.1093
  Global Income and Growth Protector Issue 2 ZAE000234381 ABSA 60 Months ZAR 14/11/16 15/11/21 10 months 48.0% 148.0% No 104.89 149.65 42.7% 51.6% 14/11/19 45.0% <i class='fa fa-lock'></i> 107.5% - - -
  Global Income and Growth Protector Issue 4 ZAG000140831 ABSA 60 Months ZAR 15/12/16 13/12/21 11 months 47.0% 147.0% No 500.00 692.53 38.5% 47.0% 17/11/19 51.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Income and Growth Protector Issue 7 ZAG000141466 ABSA 60 Months ZAR 15/12/16 15/12/21 11 months 40.3% 140.3% No 500.00 661.49 32.3% 40.3% 15/12/19 51.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector Issue 7 ZAE000267159 ABSA 60 Months ZAR 20/10/17 20/10/22 21 months 15.9% 115.9% No 500.00 537.63 7.5% 16.6% 20/10/20 40.5% <i class='fa fa-lock'></i> 105.0% - - -
  Global Fixed Return and Growth Protector Issue 5 ZAE000267076 ABSA 60 Months ZAR 30/08/17 30/08/22 19 months 24.7% 124.7% No 500.00 567.97 13.6% 24.7% 30/08/20 44.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector Issue 3 ZAE000267068 ABSA 60 Months ZAR 22/08/17 22/08/22 19 months 23.8% 123.8% No 500.00 564.92 13.0% 23.8% 22/08/20 43.5% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector Issue 1 (3/5) ZAE000266987 ABSA 60 Months ZAR 22/06/17 22/06/22 17 months 21.7% 121.7% No 500.00 562.01 12.4% 21.7% 22/06/20 46.5% <i class='fa fa-lock'></i> 100.0% - - -
  Enhanced Returns and Equity Protector Issue 2 ZAE000267027 ABSA 60 Months ZAR 28/06/17 28/06/22 17 months 22.3% 122.3% No 500.00 570.70 14.1% 24.1% 19/06/20 39.5% <i class='fa fa-lock'></i> 108.0% - - -
  Global Fixed Return and Growth Protector Issue 6 ZAE000267118 ABSA 72 Months ZAR 14/09/17 14/09/23 32 months 21.0% 121.0% No 1000.00 1300.39 30.0% 21.0% 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 20 months 20.4% 120.4% No 500.00 550.77 10.2% 20.4% 17/09/20 42.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector Issue 2 ZAE000267035 ABSA 60 Months ZAR 20/07/17 20/07/22 18 months 21.6% 121.6% No 500.00 557.77 11.6% 21.6% 20/07/20 43.5% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector Issue HL8 ZAE000266474 ABSA 60 Months ZAR 20/11/18 20/11/23 34 months 24.8% 124.8% No 1000.00 1204.25 20.4% 24.8% 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 37 months 21.4% 121.4% No 1000.00 1128.75 12.9% 23.5% 14/02/22 36.9% 100.0% USD/ZAR 13.7888 15.1093
  SA Fixed Return and Global Growth Protector Issue WP16 FX ZAE000271318 ABSA 60 Months ZAR 16/04/19 12/04/24 39 months 14.9% 114.9% No 1000.00 1136.17 13.6% 15.6% 22/03/22 35.7% 100.0% USD/ZAR 14.4375 15.1093
  Global Fixed Return and Growth Protector Issue HL9 ZAE000267654 ABSA 60 Months ZAR 11/12/18 11/12/23 35 months 26.2% 126.2% No 1000.00 1206.28 20.6% 26.2% 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 39 months 12.6% 112.6% No 1000.00 1138.85 13.9% 13.5% 19/04/22 35.7% 100.0% USD/ZAR 14.0787 15.1093
  Global Fixed Return and Growth Protector - Issue HL10 ZAE000268454 ABSA 60 Months ZAR 18/01/19 18/01/24 36 months 24.7% 124.7% No 1000.00 1182.07 18.2% 24.7% 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 37 months 21.4% 121.4% No 1000.00 1101.31 10.1% 21.4% 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 38 months 14.9% 114.9% No 1000.00 1130.18 13.0% 14.9% 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 39 months 12.6% 112.6% No 1000.00 1122.64 12.3% 12.6% 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 39 months 12.7% 112.7% No 1000.00 1119.49 11.9% 13.6% 18/04/22 35.0% 100.0% USD/ZAR 14.0594 15.1093
  Global Fixed Return and Growth Protector - Issue 10 ZAE000268462 ABSA 60 Months ZAR 18/01/19 18/01/24 36 months 24.7% 124.7% No 1000.00 1203.22 20.3% 24.7% 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 40 months 14.9% 114.9% No 1000.00 1121.41 12.1% 14.9% 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 40 months 14.9% 114.9% No 1000.00 1139.24 13.9% 15.6% 23/05/22 35.4% 100.0% USD/ZAR 14.3819 15.1093
  Global Fixed Return and Growth Protector - Issue 11 ZAE000273777 ABSA 60 Months ZAR 22/05/19 22/05/24 40 months 15.2% 115.2% No 500.00 497.54 -0.5% 15.2% 22/05/20 23.1% <i class='fa fa-lock'></i> 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 34 months 22.6% 122.6% No 1000.00 1187.78 18.8% 24.9% 06/12/21 38.4% 100.0% USD/ZAR 13.7132 15.1093
  Global Fixed Return and Growth Protector - Issue HL16 ZAE000275301 ABSA 60 Months ZAR 18/06/19 18/06/24 41 months 12.0% 112.0% No 1000.00 1101.11 10.1% 12.0% 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 41 months 12.0% 112.0% No 1000.00 1135.89 13.6% 12.5% 20/06/22 35.5% 100.0% USD/ZAR 14.5100 15.1093
  Global Fixed Return and Growth Protector - Issue HL18 ZAE000277844 ABSA 60 Months ZAR 20/06/19 20/06/24 41 months -0.7% 99.3% No 1000.00 1063.51 6.4% 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 42 months -1.9% 98.1% No 1000.00 1047.67 4.8% 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 42 months -1.9% 98.1% No 1000.00 1064.77 6.5% 0.0% 18/07/22 35.5% 100.0% USD/ZAR 13.9125 15.1093
  Global Fixed Return and Growth Protector - Issue 9 ZAE000267688 ABSA 60 Months ZAR 13/12/18 13/12/23 35 months 25.1% 125.1% No 1000.00 1070.09 7.0% 26.8% 13/12/21 14.9% 100.0% USD/ZAR 14.1950 15.1093
  SA Fixed Return and Growth Protector - Issue WP21-FX ZAE000277588 ABSA 60 Months ZAR 19/08/19 20/08/24 43 months 1.8% 101.8% No 1000.00 1061.05 6.1% 1.8% 22/08/22 35.2% 100.0% USD/ZAR 15.3375 15.1093
  Global Fixed Return and Growth Protector - Issue HL19 (3/5) ZAE000277596 ABSA 60 Months ZAR 21/08/19 21/08/24 43 months 1.6% 101.6% No 1000.00 1044.01 4.4% 1.6% 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 43 months 1.6% 101.6% No 500.00 429.85 -14.0% 1.6% 20/08/20 13.8% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return & Growth Protector - Issue 12 (1-5) ZAE000277554 ABSA 60 Months ZAR 13/08/19 13/08/24 43 months 1.8% 101.8% No 500.00 418.83 -16.2% 1.8% 12/08/20 18.0% <i class='fa fa-lock'></i> 100.0% - - -
  Twin Fixed Return and Growth Protector - Issue 1 (1/3/5) ZAE000277570 ABSA 60 Months ZAR 19/08/19 19/08/24 43 months 1.6% 101.6% No 750.00 749.91 -0.0% 1.6% 17/08/20 20.0% <i class='fa fa-lock'></i> 100.0% USD/ZAR 15.4113 15.1093
  SA Fixed Return and Growth Protector - Issue WP23-FX ZAE000277562 ABSA 60 Months ZAR 16/08/19 16/08/24 43 months 2.0% 102.0% No 1000.00 1074.99 7.5% 2.0% 15/08/22 37.5% 100.0% USD/ZAR 15.2325 15.1093
  SA Fixed Return and Growth Protector - Issue WP26 ZAE000284360 ABSA 60 Months ZAR 30/10/19 29/10/24 45 months 0.4% 100.4% No 1000.00 1071.04 7.1% 0.4% 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 45 months 2.0% 102.0% No 1000.00 1037.62 3.8% 2.1% 17/10/22 32.1% 100.0% USD/ZAR 14.8450 15.1093
  Global Fixed Return and Growth Protector - Issue HL21 (3/5) ZAE000280327 ABSA 60 Months ZAR 15/10/19 15/10/24 45 months 2.0% 102.0% No 1000.00 1023.36 2.3% 2.0% 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 45 months 2.0% 102.0% No 500.00 426.42 -14.7% 2.0% 20/10/20 13.6% <i class='fa fa-lock'></i> 100.0% - - -
  Twin Fixed Return and Growth Protector - Issue 3 (1/3/5) ZAE000278834 ABSA 60 Months ZAR 27/09/19 27/09/24 44 months 2.0% 102.0% No 750.00 743.21 -0.9% 2.0% 28/09/20 16.8% <i class='fa fa-lock'></i> 100.0% USD/ZAR 15.0956 15.1093
  SA Fixed Return and Growth Protector - Issue WP22-FX ZAE000278669 ABSA 60 Months ZAR 18/09/19 17/09/24 44 months 1.4% 101.4% No 1000.00 1054.21 5.4% 1.5% 19/09/22 35.0% 100.0% USD/ZAR 14.7225 15.1093
  Global Fixed Return and Growth Protector - Issue 13 (3/5) ZAE000278040 ABSA 60 Months ZAR 05/09/19 05/09/24 44 months 1.4% 101.4% No 1000.00 1065.76 6.6% 1.4% 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 44 months 1.5% 101.5% No 1000.00 1037.91 3.8% 1.5% 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 44 months 1.5% 101.5% No 500.00 427.61 -14.5% 1.5% 17/09/20 13.9% <i class='fa fa-lock'></i> 100.0% - - -
  Twin Fixed Return and Growth Protector - Issue 9 (1/3/5) ZAE000283446 ABSA 60 Months ZAR 04/12/19 04/12/24 46 months 2.0% 102.0% No 750.00 788.57 5.1% 2.0% 04/12/20 21.2% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector - Issue HL22 (1/5) ZAE000284485 ABSA 60 Months ZAR 20/11/19 20/11/24 46 months -1.7% 98.3% No 500.00 417.32 -16.5% 0.0% 19/11/20 14.0% <i class='fa fa-lock'></i> 100.0% - - -
  Global Fixed Return and Growth Protector - Issue HL22 (3/5) ZAE000284493 ABSA 60 Months ZAR 20/11/19 20/11/24 58 months -1.7% 98.3% No 1000.00 1016.22 1.6% 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 24 months -0.5% 39.5% No 100.00 123.24 23.2% $262,000 0.0% 2 01/02/21 85.0%
  Step Down Dual Index WO Autocall Issue 16 XS1683898768 Barclays 60 Months USD 17/01/18 17/01/23 24 months -0.3% 39.7% No 100.00 123.82 23.8% $140,000 0.0% 2 02/02/21 95.0%
  Step Down Dual Index WO Autocall Issue 4 XS1555615134 Barclays 60 Months USD 05/05/17 05/05/22 16 months -1.5% 38.5% No 100.00 128.24 28.2% $570,000 0.0% 2 05/05/21 95.0%
  Step Down Dual Index WO Autocall Issue 6 XS1556092812 Barclays 60 Months USD 24/05/17 24/05/22 16 months 0.4% 40.4% No 100.00 120.55 20.6% $124,000 0.0% 2 24/05/21 85.0%
  Step Down Dual Index WO Autocall Issue 5 XS1556092572 Barclays 60 Months USD 22/05/17 23/05/22 16 months 0.7% 40.7% No 100.00 114.82 14.8% $299,000 0.0% 2 24/05/21 85.0%
  Step Down Dual Index WO Autocall Issue 2 XS1533359235 Barclays 60 Months USD 21/04/17 21/04/22 15 months 4.7% 44.7% No 100.00 131.61 31.6% $464,000 0.0% 2 21/04/21 95.0%
  Step Down Euro Stoxx 50 Autocall Issue 29 ZAE000267357 ABSA 60 Months USD 25/05/18 25/05/23 28 months 2.5% 42.5% No 1000.00 1085.65 8.6% $11,004,000 0.0% 3 25/05/21 90.0%
  Step Down Dual Index WO Autocall Issue 22 XS1850828143 Barclays 72 Months USD 31/10/18 31/10/24 46 months 12.7% 52.7% No 100.00 110.11 10.1% $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 18 months 3.6% 43.6% No 100.00 124.84 24.8% $221,000 0.0% 2 06/07/21 95.0%
  Step Down Dual Index WO Autocall Issue 12 XS1620615184 ABSA 60 Months USD 29/09/17 29/09/22 21 months 0.2% 40.2% No 100.00 122.09 22.1% $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 23 months 1.2% 41.2% No 100.00 123.49 23.5% $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 22 months -2.6% 37.4% No 100.00 120.77 20.8% $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 27 months 5.7% 45.7% No 100.00 124.63 24.6% $471,000 0.0% 3 06/04/21 90.0%
  Step Down Dual Index WO Autocall Issue 19 XS1771165484 Barclays 60 Months USD 08/06/18 08/06/23 29 months 4.5% 44.5% No 100.00 120.64 20.6% $440,000 0.0% 3 08/06/21 100.0%
  Step Down Dual Index WO Autocall Issue 18 XS1828575131 Barclays 60 Months USD 04/09/18 05/09/23 32 months 7.2% 47.2% No 100.00 118.77 18.8% $284,000 0.0% 3 07/09/21 90.0%
  Step Down Dual Index WO Autocall Issue 23 XS1874517102 Barclays 72 Months USD 30/11/18 02/12/24 47 months 13.5% 53.5% No 100.00 119.91 19.9% $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 47 months 13.5% 53.5% No 100.00 119.91 19.9% $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 38 months 9.0% 49.0% No 100.00 113.93 13.9% $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 53 months 5.9% 45.9% No 100.00 108.90 8.9% $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 54 months 2.9% 42.9% No 100.00 106.89 6.9% $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 55 months 3.9% 43.9% No 100.00 107.59 7.6% $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 43 months 9.4% 49.4% No 100.00 108.13 8.1% $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 56 months 5.1% 45.1% No 100.00 106.71 6.7% $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 45 months 3.8% 43.8% No 100.00 104.15 4.2% $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 58 months -0.1% 39.9% No 100.00 101.78 1.8% $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 47 months -1.6% 38.4% No 100.00 102.29 2.3% $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 49 months -4.6% 30.4% No 100.00 98.94 -1.1% $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
  Guaranteed European Equity Structured Product II ZAE000253829 ABSA 42 Months ZAR 27/11/17 08/06/21 5 months 0.3% 100.3% No 232.14 243.11 4.7% 0.3%
  European Equity Enhancer Issue 1 ZAE000267480 ABSA 60 Months ZAR 01/08/18 01/08/23 30 months 2.7% 102.7% No 1000.00 1312.32 31.2% -
  European Equity Enhancer Issue 2 ZAE000267472 ABSA 60 Months ZAR 24/07/18 24/07/23 30 months 3.4% 103.4% No 1000.00 1356.00 35.6% -
  Yield Enhancer Issue 1 ZAG000139288 ABSA 60 Months ZAR 30/08/16 30/08/21 7 months 76.5% 116.5% No 1000.00 1526.54 52.7% 9.2%
  European Equity Enhancer Issue 3 AL ZAE000267613 ABSA 60 Months ZAR 22/10/18 23/10/23 33 months 12.9% 112.9% No 1000.00 970.78 -2.9% -
  10Y Fixed Rate Note Issue 1 - ABSA 120 Months ZAR 13/11/15 13/11/25 58 months - - - 100.00 - 0.0% 0.0%
  10Y Fixed Rate Note Issue 2 - ABSA 120 Months ZAR 29/03/16 30/03/26 62 months - - - 100.00 - 0.0% 0.0%
  European Equity Enhancer Issue 5 AL ZAE000266482 ABSA 60 Months ZAR 20/11/18 20/11/23 34 months 15.6% 115.6% No 1000.00 1351.46 35.1% -
  Sasfin Global Top 20 SP - Issue 1 ZAE000271078 ABSA 60 Months ZAR 25/04/19 25/04/24 34 months 34.3% 54.3% No 1000.00 1199.12 19.9% 35.9%
  European Equity Enhancer - Issue AL7 ZAE000271326 ABSA 60 Months ZAR 19/03/19 19/03/24 38 months 5.7% 105.7% No 1000.00 1213.58 21.4% -
  European Equity Enhancer - Issue 6 AL ZAE000267662 ABSA 60 Months ZAR 11/12/18 11/12/23 35 months 17.9% 117.9% No 1000.00 1380.36 38.0% -
  Yield Enhancer - AL2/GR2 ZAE000284352 ABSA 60 Months ZAR 22/10/19 22/10/24 45 months -0.1% 99.9% No 1000.00 1430.76 43.1% 0.0%

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 15 months 3.0% 43.0% No 100.00 134.22 34.2% 0.0% 3.0% - 2 07/04/21 100.0% 57.9%
  S&P 500 Defined Coupon Autocall Issue 1 XS1425902555 Barclays 72 Months USD 19/08/16 19/08/22 19 months 75.9% 115.9% No 100.00 104.03 4.0% 0.0% 100.9% - 2 19/08/21 100.0% 99.9%
  FTSE 100 Autocall Issue 23a XS1731961055 Barclays 72 Months GBP 16/04/18