Capital Markets products

If you are a retail client in the European Economic Area or UK transacting with us in a Packaged Retail and Insurance-Based Investment Product (“PRIIP”), we are required, under the EU and UK PRIIPs Regulations, to provide you with the Key Information Document (“KID“) for that PRIIP prior to your transaction. The KID is a three page document produced by the product manufacturer, which contains certain prescribed information about the PRIIP.

Under the EU and UK PRIIPs Regulations, we are required to publish the KID for the products we manufacture on our website.

Please note, however, that the publication of KIDs on this website does not constitute an offer or a recommendation to enter into any transaction, to participate in any investment strategy or to invest in any PRIIP and, where we publish PRIIPs for which we are the product distributor and not the product manufacturer, we do not give any representation, warranty or undertaking as to the accuracy or completeness of the information contained in the KIDs as these have been produced by the relevant product manufacturer. 

Please see the PRIIPs Factsheet for further information.

Equity

Key Information Documents for Listed Derivatives

OTC Vanilla Equity Options

Equity 6 month European Short Put Option

Equity 0-3 months European Short Put Option

Equity 6 month American Short Put Option

Equity 0-3 months American Short Put Option

Foreign Exchange

Foreign Exchange Forwards

Client Buys base currency Physical settlement

Client Sells base currency Physical settlement

FX 90 day Decumulator EURUSD

FX 90 day Accumulator EURUSD

TARGET FX LEVERAGE ACCUMULATOR - 11 Months

TARGET FX LEVERAGE ACCUMULATOR - 12 Months

PIVOT TARGET FX LEVERAGE ACCUMULATOR - 12 Months

PIVOT TARGET FX LEVERAGE ACCUMULATOR - 6 Months

Foreign Exchange Swaps

Client Buys base currency far leg Physical settlement

Client Sells base currency far leg Physical settlement

Foreign Exchange linked Premium Instruments

Client holds base currency notional (for example, Euro in EURUSD currency pair), Physical settlement

Client holds alternate currency notional (for example, US Dollar in EURUSD currency pair), Physical settlement

Foreign Exchange European Vanilla Option

Client Buys Call - physical settlement

Client Sells Call - physical settlement

Client Buys Put - physical settlement

Client Sells Put - physical settlement

FXO - 0-3M Long American Call XAUUSD

FXO - 0-3M Long European Call EURUSD

FXO - 0-3M Short European Put GBPUSD

FXO - 3-6 M Long American Put GBPUSD

FXO - 3-6 M Short American Put XAUUSD

FXO - 3-6 M Short European Call EURUSD

FXO -  12M Long European Put EURUSD

FXO -  12M Short American Call XAUUSD

FXO -  12M Short American Put GBPUSD

Fixed Income 

Swap 

1y Cross Currency on  EURUSD

2Y Cross Currency on EURUSD

5y Cross Currency on EURUSD

3y USD Interest Rate Swap

5y USD Interest Rate Swap

Swaption 

Swaption - 2m30y USD Long Payer

Interest Rate Cap 

1 Year Interest Rate Cap USD

Interest Rate Floor

1 Year Interest Rate Floor USD