INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1007,197.010010679.03
S&P 5002,745.73007483.24
Eurostoxx 503,182.66006412.68

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 503,289.32006412.68
OMX Stockholm 301,583.95503247.031
S&P/ASX 2006,150.27008844.412
S&P/TSX 60957.44302068.89

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 1007,074.730010679.03
S&P 5002,784.49007483.24
Eurostoxx 503,298.26006412.68
Nikkei 22521,385.160069744.07

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 1007,074.730010679.03
S&P 5002,784.49007483.24
Eurostoxx 503,298.26006412.68
Nikkei 22521,385.160069744.07

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 301572.68403247.031
S&P/ASX 2006192.73308844.412
S&P/TSX 60953.91302068.89
HSI28633.180023350.03

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 301,572.68403247.031
S&P/ASX 2006,192.73308844.412
S&P/TSX 60953.91302068.89
HSI28,633.180023350.03

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 1007106.7310679.03
S&P 5002803.697483.24
Eurostoxx 503312.106412.68

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
HSI28,961.600023350.03
OMX Stockholm 301,587.97103247.031
Eurostoxx 503,327.19006412.68
S&P/ASX 2006,199.29208844.412

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 1007425.5710679.03

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 503417.226412.68

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
BBVA Quarterly Memory Income Autocall April 2019 USD
ISIN: XS1960071212
STRIKE DATE: 02/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,391.120010679.03
Eurostoxx 503,395.70006412.68
OMX Stockholm 301,593.95303247.031
S&P/ASX 2006,242.36008844.412

STRIKE DATE 02/04/2019
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 = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1960071212
NEXT POTENTIAL MATURITY DATE 31/12/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall April 2019 GBP
ISIN: XS1960070164
STRIKE DATE: 02/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,391.120010679.03
Eurostoxx 503,395.70006412.68
OMX Stockholm 301,593.95303247.031
S&P/ASX 2006,242.36008844.412

STRIKE DATE 02/04/2019
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 = 1.45% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1960070164
NEXT POTENTIAL MATURITY DATE 31/12/2021

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Mar 2019 USD
ISIN: XS1925368554
STRIKE DATE: 26/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007196.2910679.03

STRIKE DATE 26/03/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 750% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=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% p.a.
ISIN XS1925368554
NEXT POTENTIAL MATURITY DATE 26/02/2025

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Mar 2019 GBP
ISIN: XS1925368398
STRIKE DATE: 26/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007196.2910679.03

STRIKE DATE 26/03/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 650% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP = 0.75% Per Month (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS1925368398
NEXT POTENTIAL MATURITY DATE 26/02/2025

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note March 2019 GBP
ISIN: XS1925372234
STRIKE DATE: 28/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,880.850010679.03

STRIKE DATE 28/03/2019
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 190% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.625% Quarterly (6.5% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN 6.98% p.a.
ISIN XS1925372234
NEXT POTENTIAL MATURITY DATE 28/03/2025

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note March 2019 USD
ISIN: XS1954504806
STRIKE DATE: 28/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007234.3310679.03

STRIKE DATE 28/03/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 220% 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% p.a.
ISIN XS1954504806
NEXT POTENTIAL MATURITY DATE 30/03/2026

EXPAND CLOSE
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 1007,228.620010679.03

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 AG202.1000185.3
Nike Inc84.840044.09
Under Armour Inc21.28006.63

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 1007,228.620010679.03
S&P 5002,784.70007483.24
Eurostoxx 503,259.49006412.68

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 1007207.5910679.03
S&P 5002800.717483.24
OMX Stockholm 301576.873247.031
S&P/ASX 2006195.2328844.412

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