INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall March 2019 USD
ISIN: XS1960259361
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI29,051.360026389.04
S&P/TSX 60959.50201986.704
OMX Stockholm 301,553.41903048.114
S&P/ASX 2006,180.73108640.714

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.25% Semi Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS1960259361
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE
CS Developed Indices Memory Income Autocall GBP March 2019
ISIN: XS1955972275
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010372.93
S&P 5002,834.40007501.24
Eurostoxx 503,351.71005934.96
Nikkei 22521,205.810062654.05

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1955972275
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
CS Developed Indices Memory Income Autocall USD March 2019
ISIN: XS1955971541
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010372.93
S&P 5002,834.40007501.24
Eurostoxx 503,351.71005934.96
Nikkei 22521,205.810062654.05

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.75% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1955971541
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall GBP March 2019
ISIN: XS1962578966
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003048.114
S&P/ASX 2006,180.73008640.714
S&P/TSX 60959.50001986.704
HSI29,051.360026389.04

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 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 XS1962578966
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall USD March 2019
ISIN: XS1962579188
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003048.114
S&P/ASX 2006,180.73008640.714
S&P/TSX 60959.50001986.704
HSI29,051.360026389.04

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% per quarter (6.5% 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 XS1962579188
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
Credit Suisse 100% Protected FTSE Issuer Callable Growth Note April 2019 USD
ISIN: XS1955970576
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.220010372.93

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 315% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 2% Quarterly (8% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 8.00% p.a.
ISIN XS1955970576
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note April 2019 GBP
ISIN: XS1955973166
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,047.310010372.93

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 200% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.70% Quarterly (6.80% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN 6.80% p.a.
ISIN XS1955973166
NEXT POTENTIAL MATURITY DATE 30/04/2026

EXPAND CLOSE
Commerz UK Titans 50-50 Memory Income Autocall GBP March 2019
ISIN: XS1715823180
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays155.4400434.7
Lloyds62.310096.6
BT Group225.7000234.5
Centrica119.3000202.2
Aviva404.9812628

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 3% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00%
ISIN XS1715823180
NEXT POTENTIAL MATURITY DATE 24/03/2025

EXPAND CLOSE
Morgan Stanley BHP & Rio Autocall 6 Year Note GBP March 2019
ISIN: XS1962469919
STRIKE DATE: 15/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,151.00008154
BHP Group PLC1,718.60003308

STRIKE DATE 15/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 4.85% Quarterly Snowballing Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1962469919
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Feb 2019 USD
ISIN: XS1924328633
STRIKE DATE: 14/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,197.010010372.93
S&P 5002,745.73007501.24
Eurostoxx 503,182.66005934.96

STRIKE DATE 14/02/2019
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 = 1.82% Quarterly (7.28% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1924328633
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Feb 2019 GBP
ISIN: XS1924328716
STRIKE DATE: 14/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,197.010010372.93
S&P 5002,745.73007501.24
Eurostoxx 503,182.66005934.96

STRIKE DATE 14/02/2019
RETURN & BARRIERS
nvestment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 24 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.42% per quarter (5.68% p.a) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1924328716
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
Commerz IDAD Semi-Annual Classic Autocall Feb 2019 GBP
ISIN: XS1728687549
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,289.32005934.96
OMX Stockholm 301,583.95503048.114
S&P/ASX 2006,150.27008640.714
S&P/TSX 60957.44301986.704

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 = 6.45% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728687549
NEXT POTENTIAL MATURITY DATE 27/02/2020

EXPAND CLOSE
Credit Suisse Developed Indices Memory Income Autocall Feb 2019 USD
ISIN: XS1925447341
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010372.93
S&P 5002,784.49007501.24
Eurostoxx 503,298.26005934.96
Nikkei 22521,385.160062654.05

STRIKE DATE 28/02/2019
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 = 7.25% 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 XS1925447341
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Credit Suisse Developed Indices Memory Income Autocall Feb 2019 GBP
ISIN: XS1925444595
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010372.93
S&P 5002,784.49007501.24
Eurostoxx 503,298.26005934.96
Nikkei 22521,385.160062654.05

STRIKE DATE 28/02/2019
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 = 5.4% 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 XS1925444595
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Feb 2019 USD
ISIN: XS1939355910
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301572.68403048.114
S&P/ASX 2006192.73308640.714
S&P/TSX 60953.91301986.704
HSI28633.180026389.04

STRIKE DATE 28/02/2019
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 = 1.75% Quarterly Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939355910
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Feb 2019 GBP
ISIN: XS1939355837
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
OMX Stockholm 301,572.68403048.114
S&P/ASX 2006,192.73308640.714
S&P/TSX 60953.91301986.704
HSI28,633.180026389.04

STRIKE DATE 28/02/2019
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939355837
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA 70-70 Memory Income Autocall March 2019 USD
ISIN: XS1953280721
STRIKE DATE: 01/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007106.7310372.93
S&P 5002803.697501.24
Eurostoxx 503312.105934.96

STRIKE DATE 01/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 36 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% per quarter Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1953280721
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE
Commerz 70-70 Memory Income Autocall March 2019
ISIN: XS1728705978
STRIKE DATE: 05/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,961.600026389.04
OMX Stockholm 301,587.97103048.114
Eurostoxx 503,327.19005934.96
S&P/ASX 2006,199.29208640.714

STRIKE DATE 05/03/2019
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 = 1.93% per quarter Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728705978
NEXT POTENTIAL MATURITY DATE 05/03/2021

EXPAND CLOSE
BBVA FTSE 100 Memory Income Autocall April 2019 GBP
ISIN: XS1959495737
STRIKE DATE: 09/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007425.5710372.93

STRIKE DATE 09/04/2019
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 5.40% p.a.
ISIN XS1959495737
NEXT POTENTIAL MATURITY DATE 09/10/2024

EXPAND CLOSE
BBVA Eurostoxx 50 Memory Income Autocall April 2019 EUR
ISIN: XS1959497196
STRIKE DATE: 09/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503417.225934.96

STRIKE DATE 09/04/2019
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 XS1959497196
NEXT POTENTIAL MATURITY DATE 09/01/2020

EXPAND CLOSE