INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Credit Suisse FTSE 100 Issuer Callable Growth Note Feb 2019 USD
ISIN: XS1925415496
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,228.620010364.79

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 600% Callable Observations: Monthly (First Observation at 36 months) Coupon Rate: USD = 1.40% Per Month (16.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 19.84% p.a.
ISIN XS1925415496
NEXT POTENTIAL MATURITY DATE 20/02/2025

EXPAND CLOSE
BBVA High Yield Equity Autocall USD February 2019
ISIN: XS1952571757
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Adidas AG202.1000136.9
Nike Inc84.840044.63
Under Armour Inc21.28005.75

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -11.0583%
ISIN XS1952571757
NEXT POTENTIAL MATURITY DATE 20/02/2025

EXPAND CLOSE
BBVA Developed Markets Classic Autocall USD February 2019
ISIN: XS1952572219
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,228.620010364.79
S&P 5002,784.70006575.32
Eurostoxx 503,259.49005732.71

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1952572219
NEXT POTENTIAL MATURITY DATE 18/02/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 EUR
ISIN: XS1952064811
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.5910364.79
S&P 5002800.716575.32
OMX Stockholm 301576.873006.37
S&P/ASX 2006195.2328671.785

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.05% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952064811
NEXT POTENTIAL MATURITY DATE 22/12/2021

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 USD
ISIN: XS1952070891
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.5910364.79
S&P 5002800.716575.32
OMX Stockholm 301576.873006.37
S&P/ASX 2006195.2328671.785

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.90% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952070891
NEXT POTENTIAL MATURITY DATE 22/03/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 GBP
ISIN: XS1952074968
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.5910364.79
S&P 5002800.716575.32
OMX Stockholm 301576.873006.37
S&P/ASX 2006195.2328671.785

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952074968
NEXT POTENTIAL MATURITY DATE 22/03/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Jan 2019 GBP
ISIN: XS1919311578
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,968.330010364.79
S&P 5002,670.71006575.32
Eurostoxx 503,134.92005732.71
S&P/ASX 2005,879.59408671.785

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919311578
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Jan 2019 USD
ISIN: XS1919311149
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,968.330010364.79
S&P 5002,670.71006575.32
Eurostoxx 503,134.92005732.71
S&P/ASX 2005,879.59408671.785

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.85% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919311149
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 USD
ISIN: XS1728656668
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070053739.68
OMX Stockholm 301,499.78603006.37
HSI27,090.810025294.03
S&P/TSX 60917.92901913.651

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.70% per quarter - 6.80% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656668
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 GBP
ISIN: XS1728656742
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070053739.68
OMX Stockholm 301,499.78603006.37
HSI27,090.810025294.03
S&P/TSX 60917.92901913.651

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% per quarter - 5% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656742
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 USD
ISIN: XS1919505427
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210364.79
S&P 5002793.96575.32
Eurostoxx 503289.325732.71

STRIKE DATE 26/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919505427
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 GBP
ISIN: XS1919505690
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210364.79
S&P 5002793.96575.32
Eurostoxx 503289.325732.71

STRIKE DATE 26/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1919505690
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
CS 100% Protected Issuer Callable Growth + Fixed Inc USD Jan 2019
ISIN: XS1925440841
STRIKE DATE: 23/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,112.135732.71

STRIKE DATE 23/01/2019
RETURN & BARRIERS
Fixed coupon rate of 0.133% monthly, Callable coupon rate is 0.292% monthly (3.50% p.a.) starting at 12 months, 100% Participation at maturity 100% Capital Protected
P.A. RETURN
ISIN XS1925440841
NEXT POTENTIAL MATURITY DATE 24/02/2020

EXPAND CLOSE
BBVA FTSE 100 Memory Income Autocall February 2019 GBP
ISIN: XS1940960203
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010364.79

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: GBP = 1.35% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940960203
NEXT POTENTIAL MATURITY DATE 28/02/2023

EXPAND CLOSE
BBVA Eurostoxx 50 Memory Income Autocall February 2019 EUR
ISIN: XS1940984724
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,298.26005732.71

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: EUR = 1.00% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940984724
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Feb 2019 USD
ISIN: XS1728687622
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.325732.71
OMX Stockholm 301583.9553006.37
S&P/ASX 2006150.278671.785
S&P/TSX 60957.4431913.651

STRIKE DATE 26/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728687622
NEXT POTENTIAL MATURITY DATE 27/02/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Semi-Annual Classic Autocall Jan 2019 GBP
ISIN: XS1925453075
STRIKE DATE: 14/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,855.020010364.79

STRIKE DATE 14/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1925453075
NEXT POTENTIAL MATURITY DATE 15/07/2019

EXPAND CLOSE
Credit Suisse S&P 500 Semi-Annual Classic Autocall Jan 2019 USD
ISIN: XS1925458116
STRIKE DATE: 14/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,582.61006575.32

STRIKE DATE 14/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1925458116
NEXT POTENTIAL MATURITY DATE 15/07/2019

EXPAND CLOSE
Commerzbank Safe Haven Autocall January 2019 USD
ISIN: XS1728665065
STRIKE DATE: 03/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,466.010012991.25
OMX Stockholm 301,393.51903006.37
S&P/ASX 2005,633.40508671.785
S&P/TSX 60851.45101913.651

STRIKE DATE 03/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728665065
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
BBVA Triple Index Classic Autocall January 2019 USD
ISIN: XS1927810272
STRIKE DATE: 03/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,633.40508671.785
S&P 5002,447.89006575.32
Eurostoxx 502,954.66005732.71

STRIKE DATE 03/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1927810272
NEXT POTENTIAL MATURITY DATE 02/07/2019

EXPAND CLOSE