INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall Feb 2019 USD
ISIN: XS1937693577
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210471.72
Eurostoxx 503289.326187.63
OMX Stockholm 301583.9553113.57
S&P/ASX 2006150.278804.037

STRIKE DATE 26/02/2019
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 = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1937693577
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall Feb 2019 GBP
ISIN: XS1937692173
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210471.72
Eurostoxx 503289.326187.63
OMX Stockholm 301583.9553113.57
S&P/ASX 2006150.278804.037

STRIKE DATE 26/02/2019
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: GBP = 1.60% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1937692173
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Feb 2019 USD
ISIN: XS1728656403
STRIKE DATE: 08/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,946.320024718.1
FTSE MIB19,351.900051497.21
OMX Stockholm 301,527.16703113.57
IBEX 358,856.800018764.4

STRIKE DATE 08/02/2019
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: USD = 1.70% Quarterly (6.80% 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 XS1728656403
NEXT POTENTIAL MATURITY DATE 10/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Feb 2019 GBP
ISIN: XS1728656585
STRIKE DATE: 08/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,946.320024718.1
FTSE MIB19,351.900051497.21
OMX Stockholm 301,527.16703113.57
IBEX 358,856.800018764.4

STRIKE DATE 08/02/2019
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 (5.20% 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 XS1728656585
NEXT POTENTIAL MATURITY DATE 10/05/2021

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall December 2018 USD
ISIN: XS1922010555
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,713.680013708.02
Eurostoxx 503,092.60006187.63
iShares MSCI Japan52.960092.71
S&P/ASX 2005,601.97608804.037

STRIKE DATE 14/12/2018
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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1922010555
NEXT POTENTIAL MATURITY DATE 14/12/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Feb 2019 USD
ISIN: XS1902029849
STRIKE DATE: 19/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007179.1710471.72

STRIKE DATE 19/02/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 850% 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: 50% Final level (European style)
P.A. RETURN 9.00% p,a,
ISIN XS1902029849
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Feb 2019 GBP
ISIN: XS1902033361
STRIKE DATE: 19/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007179.1710471.72

STRIKE DATE 19/02/2019
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: 50% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS1902033361
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note Dec 2018 GBP
ISIN: XS1901811890
STRIKE DATE: 27/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006584.6810471.72

STRIKE DATE 27/12/2018
RETURN & BARRIERS
1.5% quarterly (6% p.a) if called by Issuer If not called then 175% participation rate in growth from strike level 100% capital protected
P.A. RETURN 6.00% p.a.
ISIN XS1901811890
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Feb 2019 USD
ISIN: XS1901795838
STRIKE DATE: 12/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007133.1410471.72

STRIKE DATE 12/02/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 240% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 2.125% Quarterly (8.5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 8.50% p.a.
ISIN XS1901795838
NEXT POTENTIAL MATURITY DATE 12/02/2025

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Feb 2019 GBP
ISIN: XS1922400699
STRIKE DATE: 13/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007190.8410471.72

STRIKE DATE 13/02/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 200% Strike Level: 100% 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: None Capital Protection: 100% Capital Protected
P.A. RETURN 7.295% p.a.
ISIN XS1922400699
NEXT POTENTIAL MATURITY DATE 13/02/2025

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Novemver 2018 GBP
ISIN: XS1715816218
STRIKE DATE: 30/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,351.060066020.04
OMX Stockholm 301,514.63403113.57
HSI26,506.750024718.1
S&P/TSX 60913.29002050.451

STRIKE DATE 30/11/2018
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: 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
ISIN XS1715816218
NEXT POTENTIAL MATURITY DATE 02/12/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall November 2018 USD
ISIN: XS1715816309
STRIKE DATE: 30/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,351.060066020.04
OMX Stockholm 301,514.63403113.57
HSI26,506.750024718.1
S&P/TSX 60913.29002050.451

STRIKE DATE 30/11/2018
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: USD = 1.70% per quarter - 6.8% 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 XS1715816309
NEXT POTENTIAL MATURITY DATE 02/12/2020

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Nov 2018 GBP
ISIN: XS1902136685
STRIKE DATE: 30/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,980.240010471.72
S&P 5002,760.17007431.46
Eurostoxx 503,173.13006187.63
S&P/ASX 2005,667.15708804.037

STRIKE DATE 30/11/2018
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1902136685
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Nov 2018 USD
ISIN: XS1902140448
STRIKE DATE: 30/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,980.240010471.72
S&P 5002,760.17007431.46
Eurostoxx 503,173.13006187.63
S&P/ASX 2005,667.15708804.037

STRIKE DATE 30/11/2018
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 = 6.8% 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 XS1902140448
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall Jan 2019 EUR
ISIN: XS1921994924
STRIKE DATE: 23/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,842.8810471.72
S&P 5002,638.707431.46
Eurostoxx 503,112.136187.63

STRIKE DATE 23/01/2019
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 = 1.13% Quarterly (4.52% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1921994924
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
Natixis US Titans 60-60 Memory Income Autocall Nov 2018 USD
ISIN: XS1849218984
STRIKE DATE: 26/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,581.3300238.55
Netflix261.430080.34
Nvidia Corporation153.0500205.19
Salesforce126.41165.89

STRIKE DATE 26/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% Memory Income Rate: USD = 7.39% Semi-Annual (14.78% 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 XS1849218984
NEXT POTENTIAL MATURITY DATE 26/11/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall Nov 2018 GBP
ISIN: XS1815459760
STRIKE DATE: 23/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays164.5400472.85
Vodafone155.1200115.75
Lloyds57.2000102.35
BAT2,731.50004631
BT Group256.2500209.5

STRIKE DATE 23/11/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% Memory Income Rate: GBP = 2.82% Semi-Annual (11.28% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -0.57% p.a.
ISIN XS1815459760
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
Commerz Asian Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1715816051
STRIKE DATE: 31/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,920.460066020.04
MSCI Singapore342.6400456.05
HSCEI10,138.63008374.43

STRIKE DATE 31/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% Memory Income Rate: USD = 4% Semi-Annual (8% 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 XS1715816051
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
Natixis Quarterly Memory Income Autocall
ISIN: XS1815486656
STRIKE DATE: 22/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503112.86187.63
Russell 20001457.4542943.992
Taiwan TAIEX9894.6644169.04
S&P/ASX 2005858.7888804.037

STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.275% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486656
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE
Natixis Quarterly Memory Income Autocall
ISIN: XS1815486573
STRIKE DATE: 22/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503112.86187.63
Russell 20001457.4542943.992
Taiwan TAIEX9894.6644169.04
S&P/ASX 2005858.7888804.037

STRIKE DATE 22/01/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1815486573
NEXT POTENTIAL MATURITY DATE 22/07/2019

EXPAND CLOSE