INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Triple Index Memory Income Autocall June 2019 GBP
ISIN: XS1969761169
STRIKE DATE: 06/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,259.850010639.17
S&P 5002,843.49007408.3
Eurostoxx 503,338.41006210.17

STRIKE DATE 06/06/2019
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: GBP = 1.30% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1969761169
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall Jun 2019 USD
ISIN: XS2001259915
STRIKE DATE: 12/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,367.620010639.17
OMX Stockholm 301593.5993167.097
S&P/ASX 2006543.7428838.994
S&P/TSX 60972.9042073.413

STRIKE DATE 12/06/2019
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: USD = 7.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2001259915
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall Jun 2019 GBP
ISIN: XS2001256655
STRIKE DATE: 12/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007367.6210639.17
OMX Stockholm 301593.5993167.097
S&P/ASX 2006543.7428838.994
S&P/TSX 60972.9042073.413

STRIKE DATE 12/06/2019
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 = 5.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2001256655
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall June 2019 GBP
ISIN: XS1999830919
STRIKE DATE: 19/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301612.3993167.097
Nasdaq 1007667.73828454.81
HSCEI10764.78352.67

STRIKE DATE 19/06/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Bonus Coupon: 1.00% Semi-annual Snowballing Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.00% p.a.
ISIN XS1999830919
NEXT POTENTIAL MATURITY DATE 19/06/2025

EXPAND CLOSE
BBVA Triple Index Classic Autocall GBP May 2019
ISIN: XS1998932039
STRIKE DATE: 13/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 359,046.800019267
FTSE 1007,163.680010639.17
KOSPI 200268.72001126.33

STRIKE DATE 13/05/2019
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.05% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998932039
NEXT POTENTIAL MATURITY DATE 13/11/2019

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall June 2019 GBP
ISIN: XS1998022831
STRIKE DATE: 27/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10897.138352.67
Nasdaq 1007657.04828454.81
OMX Stockholm 301616.9363167.097
S&P/ASX 2006666.3138838.994

STRIKE DATE 27/06/2019
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 = 1.525% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998022831
NEXT POTENTIAL MATURITY DATE 26/03/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall June 2019 USD
ISIN: XS1998111774
STRIKE DATE: 27/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10897.138352.67
Nasdaq 1007657.04828454.81
OMX Stockholm 301616.9363167.097
S&P/ASX 2006666.3138838.994

STRIKE DATE 27/06/2019
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 = 2.025% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998111774
NEXT POTENTIAL MATURITY DATE 26/03/2021

EXPAND CLOSE
Investec Developed Indices Memory Income Autocall May 2019 USD
ISIN: XS1974814045
STRIKE DATE: 07/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,923.720066422.6
Eurostoxx 503,401.16006210.17
FTSE 1007,260.470010639.17
S&P 5002,884.05007408.3

STRIKE DATE 07/05/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a
ISIN XS1974814045
NEXT POTENTIAL MATURITY DATE 08/05/2023

EXPAND CLOSE
Investec Developed Indices Memory Income Autocall May 2019 GBP
ISIN: XS1974813823
STRIKE DATE: 07/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,923.720066422.6
Eurostoxx 503,401.16006210.17
FTSE 1007,260.470010639.17
S&P 5002,884.05007408.3

STRIKE DATE 07/05/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5.20% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.20% p.a.
ISIN XS1974813823
NEXT POTENTIAL MATURITY DATE 08/05/2023

EXPAND CLOSE
BBVA US Equities 50-50 Memory Income Autocall May 2019 USD
ISIN: XS1989648164
STRIKE DATE: 03/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,962.4600233.66
Nvidia Corporation183.0100208.76
Tesla Motors255.0300
Netflix385.030068.89

STRIKE DATE 03/05/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 1% per quarter Coupon Rate: USD = 3.55% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1989648164
NEXT POTENTIAL MATURITY DATE 05/05/2020

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall May 2019 USD
ISIN: XS1975756112
STRIKE DATE: 03/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,672.33003167.097
S&P/ASX 2006,335.80008838.994
S&P/TSX 60991.58102073.413
HSI30,081.550025210.81

STRIKE DATE 03/05/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.3% Semi Annual (6.6% p.a) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.20% p.a.
ISIN XS1975756112
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall May 2019 GBP
ISIN: XS1975684702
STRIKE DATE: 03/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,672.33003167.097
S&P/ASX 2006,335.80008838.994
S&P/TSX 60991.58102073.413
HSI30,081.550025210.81

STRIKE DATE 03/05/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.5% Semi Annual (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 10.00% p.a.
ISIN XS1975684702
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
Goldman Sachs Capital Protected Fixed Income Note* June 2019 USD
ISIN: XS1610664515
STRIKE DATE: 03/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 03/06/2019
RETURN & BARRIERS
Investment Structure: Fixed Income Capital Protected Note Fixed Coupon Rate: USD 0.625% per quarter (2.5% p.a.) Capital Risk: 100% Capital Protected *THIS NOTE IS NOT AVAILABLE THROUGH GENERALI
P.A. RETURN 2.50% p.a.
ISIN XS1610664515
NEXT POTENTIAL MATURITY DATE 03/06/2025

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note June 2019 GBP
ISIN: XS1989641821
STRIKE DATE: 12/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,999.240010639.17

STRIKE DATE 12/06/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 200% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.70% Quarterly (6.80% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN 6.80% p.a.
ISIN XS1989641821
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
Credit Suisse 100% Protected FTSE Issuer Callable Growth Note June 2019 USD
ISIN: XS1989643108
STRIKE DATE: 12/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007367.6210639.17

STRIKE DATE 12/06/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 230% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.9% Quarterly (7.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 7.60% p.a.
ISIN XS1989643108
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
BBVA Safe Haven Memory Income Autocall April 2019 USD
ISIN: XS1987066807
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,769.740014214.95
OMX Stockholm 301,676.14203167.097
S&P/TSX 60994.52602073.413
S&P/ASX 2006,325.46608838.994

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.8% per Annum Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1987066807
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
CS Developed Markets Memory Income Autocall April 2019 USD
ISIN: XS1970595838
STRIKE DATE: 26/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,428.190010639.17
S&P 5002,939.88007408.3
Eurostoxx 503,500.41006210.17
Nikkei 22522,258.730066422.6

STRIKE DATE 26/04/2019
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: 6.4% Annually Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1970595838
NEXT POTENTIAL MATURITY DATE 26/04/2023

EXPAND CLOSE
BBVA US Equities 50-50 Memory Income Autocall April 2019 USD
ISIN: XS1981850198
STRIKE DATE: 17/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,864.8200233.66
Alphabet-C1,236.3400318.34
Tesla Motors271.2300
Netflix354.740068.89

STRIKE DATE 17/04/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.4% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1981850198
NEXT POTENTIAL MATURITY DATE 21/07/2020

EXPAND CLOSE
Goldman Sachs Eurostoxx 50 Issuer Callable Growth Participation Note May 2019 USD
ISIN: XS1966227487
STRIKE DATE: 17/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,425.64006210.17

STRIKE DATE 17/05/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 650% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD = 1.25% Per Month (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1966227487
NEXT POTENTIAL MATURITY DATE 19/02/2024

EXPAND CLOSE
Goldman Sachs Eurostoxx 50 Issuer Callable Growth Participation Note May 2019 GBP
ISIN: XS1966227990
STRIKE DATE: 17/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,425.64006210.17

STRIKE DATE 17/05/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 420% 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 7.17% p.a.
ISIN XS1966227990
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE