INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Memory Income Autocall GBP
ISIN: XS1808875980
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
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: 1.40% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808875980
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 USD
ISIN: XS1817629188
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910171.76
S&P 5002713.226969.01
OMX Stockholm 301538.3953031.392
S&P/ASX 2006210.2068927.526

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.40% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a
ISIN XS1817629188
NEXT POTENTIAL MATURITY DATE 03/01/2024

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 GBP
ISIN: XS1817629006
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910171.76
S&P 5002713.226969.01
OMX Stockholm 301538.3953031.392
S&P/ASX 2006210.2068927.526

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1817629006
NEXT POTENTIAL MATURITY DATE 04/01/2024

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 EUR
ISIN: XS1818674266
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.460013147.93
OMX Stockholm 301,621.61403031.392
S&P/ASX 2006,087.35808927.526
S&P/TSX 60957.85401907.604

STRIKE DATE 18/05/2018
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-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674266
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 USD
ISIN: XS1818674340
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.46013147.93
OMX Stockholm 301,621.61403031.392
S&P/ASX 2006,087.35808927.526
S&P/TSX 60957.85401907.604

STRIKE DATE 18/05/2018
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: 9.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
Investec FTSE 100 Classic Autocall May 2018 GBP
ISIN: XS1820753884
STRIKE DATE: 15/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,722.980010171.76

STRIKE DATE 15/05/2018
RETURN & BARRIERS
Investment Structure: Annual Classic Autocall Autocall opportunities: Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 7.05% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS1820753884
NEXT POTENTIAL MATURITY DATE 15/05/2023

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 GBP
ISIN: XS1714821516
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52005891.95
OMX Stockholm 301,603.25203031.392
S&P/ASX 2006,116.18708927.526
S&P/TSX 60947.69401907.604

STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714821516
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1714822324
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52005891.95
OMX Stockholm 301,603.25203031.392
S&P/ASX 2006,116.18708927.526
S&P/TSX 60947.69401907.604

STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 6.8% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822324
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
BBVA IDAD Classic Autocall May 2018 USD
ISIN: XS1820077060
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,993.5113147.93
OMX Stockholm 301,603.2523031.392
S&P/ASX 2006,116.1878927.526
S&P/TSX 60947.6941907.604

STRIKE DATE 11/05/2018
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: 8% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1820077060
NEXT POTENTIAL MATURITY DATE 12/11/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 GBP
ISIN: XS1797231070
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71302654.776
FTSE 1007,700.970010171.76
SMI8,984.100013147.93
HSI30,809.220027968.09

STRIKE DATE 10/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 5.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN 2.75% p.a.
ISIN XS1797231070
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 USD
ISIN: XS1797230775
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71302654.776
FTSE 1007,700.970010171.76
SMI8,984.100013147.93
HSI30,809.220027968.09

STRIKE DATE 10/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 7.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.75% p.a.
ISIN XS1797230775
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 USD
ISIN: XS1741751108
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1932536.27
OMX Stockholm 301564.8743031.392
HSI29468.1527968.09
S&P/ASX 2006102.1248927.526

STRIKE DATE 19/06/2018
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: 2.20% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.13% p.a.
ISIN XS1741751108
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 GBP
ISIN: XS1741751017
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1932536.27
OMX Stockholm 301564.8743031.392
HSI29468.1527968.09
S&P/ASX 2006102.1248927.526

STRIKE DATE 19/06/2018
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: 1.55% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.616% p.a.
ISIN XS1741751017
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
BBVA Capital Protected Income May 2018 USD
ISIN: XS1813863633
STRIKE DATE: 04/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,550.59005891.95
FTSE 1007,567.140010171.76
S&P/ASX 2006,062.89308927.526
HSCEI11,890.62009552.58

STRIKE DATE 04/05/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Income Capital Protection: 100% of initial investment Income: 5.5% annual if all above 90%, 100% Capital Protected at Maturity
P.A. RETURN 0.916% P.A.
ISIN XS1813863633
NEXT POTENTIAL MATURITY DATE 06/05/2024

EXPAND CLOSE
Commerz Major Markets Memory Income Autocall April 2018 GBP
ISIN: XS1714822910
STRIKE DATE: 27/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,502.210010171.76
S&P 5002,669.91006969.01
Eurostoxx 503,518.78005891.95

STRIKE DATE 27/04/2018
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: 2.65% semi-annual (5.3% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822910
NEXT POTENTIAL MATURITY DATE 27/04/2023

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 USD
ISIN: XS1797473169
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89502654.776
OMX Stockholm 301,573.75803031.392
HSI30,007.680027968.09
S&P/ASX 2005,910.77208927.526

STRIKE DATE 26/04/2018
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: 2.1% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -0.21% p.a.
ISIN XS1797473169
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 GBP
ISIN: XS1797473326
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89502654.776
OMX Stockholm 301,573.75803031.392
HSI30,007.680027968.09
S&P/ASX 2005,910.77208927.526

STRIKE DATE 26/04/2018
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: 1.5% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.11% p.a.
ISIN XS1797473326
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 USD
ISIN: XS1815425944
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.775891.95
Russell 20001667.7752654.776
S&P/ASX 2006057.2928927.526
HSCEI12407.89552.58

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.80% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425944
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 GBP
ISIN: XS1815425605
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.775891.95
Russell 20001667.7752654.776
S&P/ASX 2006057.2928927.526
HSCEI12407.89552.58

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.30% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425605
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall April 2018 USD
ISIN: XS1799141400
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007368.1710171.76
HSCEI12054.239552.58
S&P/ASX 2005868.7768927.526

STRIKE DATE 20/04/2018
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 (15.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799141400
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE