INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank IDAD Semi-Annual Classic Autocall April 2018 USD
ISIN: XS1714822837
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310171.76
OMX Stockholm 301573.7583031.392
S&P/ASX 2005910.7728927.526
S&P/TSX 60923.4821907.604

STRIKE DATE 26/04/2018
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: 6.85% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822837
NEXT POTENTIAL MATURITY DATE 26/04/2019

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall April 2018 GBP
ISIN: XS1714822753
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310171.76
OMX Stockholm 301573.7583031.392
S&P/ASX 2005910.7728927.526
S&P/TSX 60923.4821907.604

STRIKE DATE 26/04/2018
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 XS1714822753
NEXT POTENTIAL MATURITY DATE 26/04/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall March 2018 GBP
ISIN: XS1767049775
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,586.04802654.776
FTSE 1007,164.140010171.76
SMI8,882.530013147.93
HSI31,501.970027968.09

STRIKE DATE 16/03/2018
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 -5.061% p.a.
ISIN XS1767049775
NEXT POTENTIAL MATURITY DATE 18/03/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall March 2018 USD
ISIN: XS1767049932
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,586.04802654.776
FTSE 1007,164.140010171.76
SMI8,882.530013147.93
HSI31,501.970027968.09

STRIKE DATE 16/03/2018
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 -4.061% p.a.
ISIN XS1767049932
NEXT POTENTIAL MATURITY DATE 18/03/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall March 2018 GBP
ISIN: XS1670808044
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40005891.95
OMX Stockholm 301,573.4833031.392
S&P/ASX 2005,949.42308927.526
S&P/TSX 60931.38001907.604

STRIKE DATE 16/03/2018
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 XS1670808044
NEXT POTENTIAL MATURITY DATE 16/03/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall March 2018 USD
ISIN: XS1670807822
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40005891.95
OMX Stockholm 301573.4833031.392
S&P/ASX 2005949.4238927.526
S&P/TSX 60931.381907.604

STRIKE DATE 16/03/2018
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 XS1670807822
NEXT POTENTIAL MATURITY DATE 16/03/2021

EXPAND CLOSE
Eurostoxx 50 Memory Income Autocall April 2018 EUR
ISIN: XS1793348522
STRIKE DATE: 17/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503477.915891.95

STRIKE DATE 17/04/2018
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: 2.00% 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 XS1793348522
NEXT POTENTIAL MATURITY DATE 19/04/2021

EXPAND CLOSE
Eurostoxx 50 Memory Income Autocall April 2018 GBP
ISIN: XS1793349090
STRIKE DATE: 17/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503477.915891.95

STRIKE DATE 17/04/2018
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: 2.35% 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 XS1793349090
NEXT POTENTIAL MATURITY DATE 19/04/2021

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall Apr 2018 GBP
ISIN: XS1791587360
STRIKE DATE: 12/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007258.3410171.76
OMX Stockholm 301518.8843031.392
HSI30831.2827968.09
S&P/ASX 2005815.5328927.526

STRIKE DATE 12/04/2018
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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.126% p.a.
ISIN XS1791587360
NEXT POTENTIAL MATURITY DATE 12/04/2024

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall Apr 2018 USD
ISIN: XS1791587287
STRIKE DATE: 12/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007258.3410171.76
OMX Stockholm 301518.8843031.392
HSI30831.2827968.09
S&P/ASX 2005815.5328927.526

STRIKE DATE 12/04/2018
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: 2.0% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.96% p.a.
ISIN XS1791587287
NEXT POTENTIAL MATURITY DATE 12/04/2024

EXPAND CLOSE
BBVA Tri-Index Classic Autocall Mar 2018 USD
ISIN: XS1785475937
STRIKE DATE: 08/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,896.420013147.93
OMX Stockholm 301,585.53403031.392
S&P/ASX 2005,942.86708927.526

STRIKE DATE 08/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 36 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 9.25% semi-annual (18.5% annual) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1785475937
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall March 2018 GBP
ISIN: XS1670808556
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010171.76
Russell 20001,562.2042654.776
Eurostoxx 503,357.86005891.95

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.25% Quarterly (5% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808556
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall March 2018 USD
ISIN: XS1670808713
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010171.76
Russell 20001,562.20402654.776
Eurostoxx 503,357.86005891.95

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.65% Quarterly (6.6% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808713
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall March 2018 GBP
ISIN: XS1670808804
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010171.76
Russell 20001,562.20402654.776
Eurostoxx 503,357.86005891.95

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.425% Quarterly (5.7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808804
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall March 2018 USD
ISIN: XS1670808630
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010171.76
Russell 20001,562.20402654.776
Eurostoxx 503,357.86005891.95

STRIKE DATE 06/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.85% Quarterly (7.4% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808630
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Natixis Global Titans Classic Autocall Mar 2018 USD
ISIN: XS1700055202
STRIKE DATE: 01/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,493.4500241.73
Glaxo1,304.40001852
BAE579.60001973.5

STRIKE DATE 01/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 36 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 14% semi-annual (28% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1700055202
NEXT POTENTIAL MATURITY DATE 01/03/2022

    EXPAND CLOSE
    Commerz Developed Markets Income Autocall Feb 2018 GBP
    ISIN: XS1670807749
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010171.76
    Eurostoxx 503,438.96005891.95
    Nikkei 22522,068.240053375.6

    STRIKE DATE 28/02/2018
    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: 63% Final level (European style)
    P.A. RETURN
    ISIN XS1670807749
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 60-60 Low Hurdle Autocall February Feb 2018 USD
    ISIN: XS1772363658
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,906.380013147.93
    OMX Stockholm 301,583.39403031.392
    S&P/ASX 2006,015.95908927.526
    S&P/TSX 60913.89801907.604

    STRIKE DATE 28/02/2018
    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: 4.1% semi-annual (8.2% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1772363658
    NEXT POTENTIAL MATURITY DATE 28/02/2020

    EXPAND CLOSE
    BBVA 60-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363906
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010171.76
    Eurostoxx 503,438.96005891.95
    HSCEI12,382.08009552.58
    OMX Stockholm 301,583.39403031.392

    STRIKE DATE 28/02/2018
    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: 3.45% Semi-Annual (6.9% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN -4.41% p.a.
    ISIN XS1772363906
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE
    BBVA 70-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363815
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010171.76
    Russell 20001,512.44602654.776
    S&P/ASX 2006,015.95908927.526
    HSI30,844.720027968.09

    STRIKE DATE 28/02/2018
    RETURN & BARRIERS
    Investment Structure: Sami-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.85% Semi-annual (7.7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN -2.5983% p.a.
    ISIN XS1772363815
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE