INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall July 2018 USD
ISIN: XS1838926142
STRIKE DATE: 10/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007692.0410171.76
S&P 5002793.846969.01
Eurostoxx 503473.315891.95

STRIKE DATE 10/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 36 months) Autocall Trigger: 105% of initial level Memory Income Rate: USD = 1.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS1838926142
NEXT POTENTIAL MATURITY DATE 10/07/2024

EXPAND CLOSE
Commerzbank World Indices Classic Autocall GBP
ISIN: XS1715709561
STRIKE DATE: 17/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,556.60803031.392
S&P/ASX 2006,203.64008927.526
S&P/TSX 60980.48201907.604

STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.325% Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709561
NEXT POTENTIAL MATURITY DATE 17/07/2019

EXPAND CLOSE
Commerzbank World Indices Classic Autocall USD
ISIN: XS1715709645
STRIKE DATE: 17/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,556.60803031.392
S&P/ASX 2006,203.64008927.526
S&P/TSX 60980.48201907.604

STRIKE DATE 17/07/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.25% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715709645
NEXT POTENTIAL MATURITY DATE 17/07/2019

EXPAND CLOSE
Natixis Memory Income Autocall June 2018 USD
ISIN: XS1763343552
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,990.38908927.526
IBEX 359,632.400017589.7
HSCEI12,020.09009552.58
Taiwan TAIEX10,949.080032536.27

STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 5% semi-annual (10% annual) Coupon Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.61% p.a.
ISIN XS1763343552
NEXT POTENTIAL MATURITY DATE 03/06/2024

EXPAND CLOSE
Commerbank IDAD Classic Autocall July 2018 USD
ISIN: XS1715662232
STRIKE DATE: 06/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8697.4213147.93
OMX Stockholm 301524.1713031.392
S&P/ASX 2006272.2918927.526
S&P/TSX 60969.6281907.604

STRIKE DATE 06/07/2018
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: 7.5% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662232
NEXT POTENTIAL MATURITY DATE 08/07/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall July 2018 GBP
ISIN: XS1715662315
STRIKE DATE: 06/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8697.4213147.93
OMX Stockholm 301524.1713031.392
S&P/ASX 2006272.2918927.526
S&P/TSX 60969.6281907.604

STRIKE DATE 06/07/2018
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: 5% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715662315
NEXT POTENTIAL MATURITY DATE 08/07/2019

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall USD
ISIN: XS1833076141
STRIKE DATE: 22/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503441.65891.95
S&P/ASX 2006225.2258927.526
HSCEI11339.879552.58

STRIKE DATE 22/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.60% Semi-annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.60% p.a.
ISIN XS1833076141
NEXT POTENTIAL MATURITY DATE 23/09/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1715647787
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,515.3605891.95
OMX Stockholm 301,586.98403031.392
HSCEI12,047.75009552.58
Russell 20001,626.92802654.776

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 56% Final level (European style)
P.A. RETURN -4.296% p.a.
ISIN XS1715647787
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Natixis Asian Markets Memory Income Autocall May 2018 USD
ISIN: XS1763338552
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Singapore400.2800462.6
Nikkei 22522,450.790053375.6
Taiwan TAIEX10,942.300032536.27

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1763338552
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 USD
ISIN: XS1829292470
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1006,960.919025884.29
Eurostoxx 503,515.3605891.95
S&P/ASX 2006,032.82408927.526
HSI30,588.040027968.09

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 3.776% p.a.
ISIN XS1829292470
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Goldman Sachs Triple Index 80-70 Memory Income Autocall USD
ISIN: XS1817585976
STRIKE DATE: 26/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007537.9210171.76
Russell 20001668.5272654.776
S&P/ASX 2006197.6128927.526

STRIKE DATE 26/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 105% of initial level Memory Income Rate: USD = 1.625% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS1817585976
NEXT POTENTIAL MATURITY DATE 26/03/2024

EXPAND CLOSE
Goldman Sachs Triple Index 80-70 Memory Income Autocall GBP
ISIN: XS1817585893
STRIKE DATE: 26/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007537.9210171.76
Russell 20001668.5272654.776
S&P/ASX 2006197.6128927.526

STRIKE DATE 26/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 105% of initial level Memory Income Rate: 1.21% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.84% p.a.
ISIN XS1817585893
NEXT POTENTIAL MATURITY DATE 26/03/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 USD
ISIN: XS1810774338
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010171.76

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 500% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: USD = 1.2% Per Month (14.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.548% p.a.
ISIN XS1810774338
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 GBP
ISIN: XS1810774411
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010171.76

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 280% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: GBP = 1.0% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.107% p.a.
ISIN XS1810774411
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 USD
ISIN: XS1791593178
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92525884.29
FTSE 1007701.7710171.76
HSCEI12020.099552.58
S&P/ASX 2005990.3898927.526

STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: 2.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.79% p.a.
ISIN XS1791593178
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 GBP
ISIN: XS1791593095
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92525884.29
FTSE 1007701.7710171.76
HSCEI12020.099552.58
S&P/ASX 2005990.3898927.526

STRIKE DATE 01/06/2018
RETURN & BARRIERS
nvestment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: 2.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.79% p.a.
ISIN XS1791593095
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall USD
ISIN: XS1812873732
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410171.76
S&P/ASX 2006057.2928927.526
HSCEI12407.89552.58

STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Quarterly Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -7.773% p.a.
ISIN XS1812873732
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall GBP
ISIN: XS1812873658
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410171.76
S&P/ASX 2006057.2928927.526
HSCEI12407.89552.58

STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.50% Quarterly Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -7.773% p.a.
ISIN XS1812873658
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Goldman Sachs Eurostoxx 50 Memory Income Autocall EUR
ISIN: XS1817588566
STRIKE DATE: 12/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,445.49005891.95

STRIKE DATE 12/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.19% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1817588566
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
BBVA Global Memory Income Autocall USD
ISIN: XS1808877689
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12,047.75009552.58
FTSE 1007,730.280010171.76
S&P/ASX 2006,032.82408927.526
Russell 20001,626.92802654.776

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Maximum Term: 3.5 years Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 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 XS1808877689
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE