INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897622830
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010364.79
S&P 5002,740.69006575.32
Eurostoxx 503,140.94005732.71

STRIKE DATE 23/10/2018
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: GBP = 4.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897622830
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2018 USD
ISIN: XS1897623481
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010364.79
S&P 5002,740.69006575.32
Eurostoxx 503,140.94005732.71

STRIKE DATE 23/10/2018
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: USD = 5.95% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623481
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897624455
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010364.79
Eurostoxx 503,140.94005732.71
OMX Stockholm 301,508.87503006.37
S&P/ASX 2005,843.08608671.785

STRIKE DATE 23/10/2018
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: GBP = 4.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624455
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 USD
ISIN: XS1897624885
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010364.79
Eurostoxx 503,140.94005732.71
OMX Stockholm 301,508.87503006.37
S&P/ASX 2005,843.08608671.785

STRIKE DATE 23/10/2018
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: USD = 7.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624885
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall October 2018 EUR
ISIN: XS1897623994
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010364.79
Eurostoxx 503,140.94005732.71
OMX Stockholm 301,508.87503006.37
S&P/ASX 2005,843.08608671.785

STRIKE DATE 23/10/2018
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: EUR = 5.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623994
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Quarterly Autocall October 2018 GBP
ISIN: XS1897327919
STRIKE DATE: 17/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,054.600010364.79
Eurostoxx 503,243.08005732.71
IBEX 358,997.200017580.4

STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1897327919
NEXT POTENTIAL MATURITY DATE 15/04/2019

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1896619597
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,026.990010364.79
IBEX 358,889.600017580.4
Nasdaq 1007,116.088024019.99
HSI25,454.550025294.03

STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1896619597
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1849207862
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9,953.730033174.82
SMI8,779.180012991.25
OMX Stockholm 301,543.86903006.37
S&P/ASX 2005,942.41408671.785

STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 51% Final level (European style)
P.A. RETURN
ISIN XS1849207862
NEXT POTENTIAL MATURITY DATE 19/10/2020

EXPAND CLOSE
GS US Equities Reducing Autocall Oct 2018 USD
ISIN: XS1860689477
STRIKE DATE: 15/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,760.9500210.57
Nvidia Corporation235.3800175.75
XPO Logistics100.7200198.43

STRIKE DATE 15/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Reucing Autocall Autocall Opportunities: Semi-Annual (First observation at 6 months) Autocall Trigger: 100% of initial level, then reduce by 2% each observation Coupon Rate: USD = 9.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1860689477
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 USD
ISIN: XS1860742896
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210364.79

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 700% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=1.31% Per Month (15.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.72% p.a
ISIN XS1860742896
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 GBP
ISIN: XS1860742623
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210364.79

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 360% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP=1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS1860742623
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Nov 2018 USD
ISIN: XS1728626323
STRIKE DATE: 21/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.915732.71
S&P/TSX 60905.8111913.651
OMX Stockholm 301478.4423006.37
S&P/ASX 2005642.7728671.785

STRIKE DATE 21/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 2.5% each semester Memory Income Rate: USD = 3.70% Semi-Annual (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626323
NEXT POTENTIAL MATURITY DATE 23/11/2020

EXPAND CLOSE
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Nov 2018 GBP
ISIN: XS1728626240
STRIKE DATE: 21/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.915732.71
S&P/TSX 60905.8111913.651
OMX Stockholm 301478.4423006.37
S&P/ASX 2005642.7728671.785

STRIKE DATE 21/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 2.5% each semester Memory Income Rate: GBP = 2.78% Semi-Annual (5.56% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728626240
NEXT POTENTIAL MATURITY DATE 23/11/2020

EXPAND CLOSE
Commerzbank Developed Markets Autocall Nov 2018 USD
ISIN: XS1715878085
STRIKE DATE: 07/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007117.2810364.79
S&P 5002813.896575.32
Eurostoxx 503246.165732.71

STRIKE DATE 07/11/2018
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: USD = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715878085
NEXT POTENTIAL MATURITY DATE 07/11/2019

EXPAND CLOSE
Commerzbank Developed Markets Autocall Nov 2018 GBP
ISIN: XS1715877947
STRIKE DATE: 07/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007117.2810364.79
S&P 5002813.896575.32
Eurostoxx 503246.165732.71

STRIKE DATE 07/11/2018
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: GBP = 4.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715877947
NEXT POTENTIAL MATURITY DATE 07/11/2019

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Oct 2018 GBP
ISIN: XS1715853682
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002923.436575.32
S&P/ASX 2006126.2148671.785
S&P/TSX 60950.0371913.651
Nikkei 22524270.6253739.68

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 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 XS1715853682
NEXT POTENTIAL MATURITY DATE 04/10/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1715853765
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002923.436575.32
S&P/ASX 2006126.2148671.785
S&P/TSX 60950.0371913.651
Nikkei 22524270.6253739.68

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.40% 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 XS1715853765
NEXT POTENTIAL MATURITY DATE 04/10/2021

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Oct 2018 GBP
ISIN: XS1876521110
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007474.5510364.79
OMX Stockholm 301656.9023006.37
HSI27126.3825294.03
Eurostoxx 503388.995732.71

STRIKE DATE 02/10/2018
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 = 1.25% 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 5% p.a.
ISIN XS1876521110
NEXT POTENTIAL MATURITY DATE 02/10/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Oct 2018 USD
ISIN: XS1876505857
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007474.5510364.79
OMX Stockholm 301656.9023006.37
HSI27126.3825294.03
Eurostoxx 503388.995732.71

STRIKE DATE 02/10/2018
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 = 1.6% per Quarter - 6.40% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS1876505857
NEXT POTENTIAL MATURITY DATE 02/10/2024

EXPAND CLOSE
BBVA Global Markets Low Hurdle Autocall USD October 2018
ISIN: XS1889085863
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1446.750
Eurostoxx 503388.995732.71
HSCEI10754.568504.81

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 12.80% p.a. Low Hurdle Trigger: 70% 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 12.80%
ISIN XS1889085863
NEXT POTENTIAL MATURITY DATE 05/10/2023

EXPAND CLOSE