INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global 70-60 Income Autocall Feb 2018 USD
ISIN: XS1772364110
STRIKE DATE: 23/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,244.410010171.76
OMX Stockholm 301,577.11003031.392
SMI8,948.190013147.93
HSI31,267.170027968.09

STRIKE DATE 23/02/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.95% Quarterly (7.8% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.5516% p.a.
ISIN XS1772364110
NEXT POTENTIAL MATURITY DATE 23/02/2024

EXPAND CLOSE
BBVA 65-65 Global Diversified Income Autocall Feb 2018 EUR
ISIN: XS1763302285
STRIKE DATE: 22/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,252.390010171.76
HSCEI12,528.64009552.58
FTSE MIB22,463.510045075.6
S&P/ASX 2005,950.88108927.526

STRIKE DATE 22/02/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.51% Quarterly (6.04% annual) Coupon Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN -3.63% p.a.
ISIN XS1763302285
NEXT POTENTIAL MATURITY DATE 22/02/2024

EXPAND CLOSE
Commerzbank 80-60 Memory Income Autocall Feb 2018 USD
ISIN: XS1714814149
STRIKE DATE: 21/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,988.990013147.93
OMX Stockholm 301,575.12203031.392
S&P/ASX 2005943.7248927.526
S&P/TSX 60918.5881907.604

STRIKE DATE 21/02/2018
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: 3.6% semi-annual (7.20% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714814149
NEXT POTENTIAL MATURITY DATE 21/02/2020

EXPAND CLOSE
BBVA Tri-Index Classic Autocall Feb 2018 GBP
ISIN: XS1767075424
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007443.4310171.76
OMX Stockholm 301584.793031.392
HSI32601.7827968.09

STRIKE DATE 02/02/2018
RETURN & BARRIERS
7% Semi-Annual Snowballing Coupon if Autocall, 100% Autocall Trigger from 36 Months, 70% Final Level Barrier (European)
P.A. RETURN 8.725%
ISIN XS1767075424
NEXT POTENTIAL MATURITY DATE 02/02/2024

EXPAND CLOSE
BBVA Triple Index Classic Autocall Feb 2018 USD
ISIN: XS1773654915
STRIKE DATE: 15/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,234.810010171.76
S&P 5002,731.20006969.01
Eurostoxx 503,389.63005891.95

STRIKE DATE 15/02/2018
RETURN & BARRIERS
6.25% Semi-Annual if Autocalled, 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1773654915
NEXT POTENTIAL MATURITY DATE 14/02/2020

EXPAND CLOSE
BBVA Triple Index Classic Autocall Feb 2018 EUR
ISIN: XS1773655136
STRIKE DATE: 15/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,234.810010171.76
S&P 5002,731.20006969.01
Eurostoxx 503,389.63005891.95

STRIKE DATE 15/02/2018
RETURN & BARRIERS
4.6% Semi-Annual if Autocalled 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1773655136
NEXT POTENTIAL MATURITY DATE 17/02/2020

EXPAND CLOSE
Commerzbank Quarterly Quad Index Classic Autocall Feb 2018 USD
ISIN: XS1714814818
STRIKE DATE: 14/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,899.100013147.93
OMX Stockholm 301,532.15003031.392
S&P/TSX 60905.13001907.604
FTSE 1007,213.970010171.76

STRIKE DATE 14/02/2018
RETURN & BARRIERS
3.05% Quarterly Snowballing Coupon if Autocalled 100% Autocall Trigger from 6 Months 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1714814818
NEXT POTENTIAL MATURITY DATE 14/08/2018

EXPAND CLOSE
BBVA Developed Markets Low Hurdle Autocall Feb 2018 USD
ISIN: XS1749417777
STRIKE DATE: 14/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,899.100013147.93
OMX Stockholm 301,532.15403031.392
FTSE 1007,213.970010171.76
HSI30,515.600027968.09

STRIKE DATE 14/02/2018
RETURN & BARRIERS
8% semi annual if autocalled from 12 months 85% low hurlde at maturity for half coupons, 60% Final Level Barrier (European)
P.A. RETURN -7.993% p.a.
ISIN XS1749417777
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Developed Markets Low Hurdle Autocall Feb 2018 GBP
ISIN: XS1749417264
STRIKE DATE: 14/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,899.100013147.93
OMX Stockholm 301,532.15403031.392
FTSE 1007,213.970010171.76
HSI30,515.600027968.09

STRIKE DATE 14/02/2018
RETURN & BARRIERS
6% Semi-Annual if Autocalled 100% Autocall from 12 Months 85% Low Hurdle at Maturity for Half Coupons, 60% Final Level Barrier (European)
P.A. RETURN -7.993% p.a.
ISIN XS1749417264
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Feb 2018 GBP
ISIN: XS1749431927
STRIKE DATE: 14/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1006,675.032025884.29
FTSE 1007,213.970010171.76
HSCEI12,260.99009552.58
S&P/ASX 2005,841.23608927.526

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2% Quarterly Coupon if above 80% 100% autocall trigger from 24 months 60% Final Level barrier (European)
P.A. RETURN -5.345
ISIN XS1749431927
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Feb 2018 USD
ISIN: XS1749432578
STRIKE DATE: 14/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1006,675.032025884.29
FTSE 1007,213.970010171.76
HSCEI12,260.99009552.58
S&P/ASX 2005,841.23608927.526

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2.5% Quarterly Coupon if above 80% 100% Autocall Trigger from 24 months 60% Final Level Barrier (European)
P.A. RETURN -3.9283% p.a.
ISIN XS1749432578
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Feb 2018 USD
ISIN: XS1736814291
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,443.430010171.76
Russell 20001,547.27302654.776
S&P/ASX 2006,121.38908927.526
HSI32,601.780027968.09

STRIKE DATE 02/02/2018
RETURN & BARRIERS
7.1% Memory annual coupon if above 65% 100 Autocall trigger from year 1 60% Final Level Barrier (E)
P.A. RETURN -2.808% p.a.
ISIN XS1736814291
NEXT POTENTIAL MATURITY DATE 02/02/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall March 2018 USD
ISIN: XS1772752801
STRIKE DATE: 20/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007061.2710171.76
Russell 20001570.4052654.776
S&P/ASX 2005936.3838927.526
HSCEI12597.429552.58

STRIKE DATE 20/03/2018
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: 5.00% semi-annual (10.00% 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 -8.9883% p.a.
ISIN XS1772752801
NEXT POTENTIAL MATURITY DATE 20/03/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall March 2018 GBP
ISIN: XS1772752983
STRIKE DATE: 20/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007061.2710171.76
Russell 20001570.4052654.776
S&P/ASX 2005936.3838927.526
HSCEI12597.429552.58

STRIKE DATE 20/03/2018
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: 3.60% semi-annual (7.20% 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 -8.9883% p.a.
ISIN XS1772752983
NEXT POTENTIAL MATURITY DATE 20/03/2024

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall March 2018 USD
ISIN: XS1670808473
STRIKE DATE: 13/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001592.0522654.776
OMX Stockholm 301578.1483031.392
S&P/ASX 2005974.7148927.526
S&P/TSX 60926.6491907.604

STRIKE DATE 13/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.25% semi-annual (6.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808473
NEXT POTENTIAL MATURITY DATE 15/03/2021

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall March 2018 GBP
ISIN: XS1670808390
STRIKE DATE: 13/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001592.0522654.776
OMX Stockholm 301578.1483031.392
S&P/ASX 2005974.7148927.526
S&P/TSX 60926.6491907.604

STRIKE DATE 13/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2.75% semi-annual (5.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808390
NEXT POTENTIAL MATURITY DATE 15/03/2021

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Feb 2018 GBP (XS1736814614)
ISIN: XS1736814614
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,547.27302654.776
FTSE 1007,443.430010171.76
DAX12,785.160024309.46
HSI32,601.780027968.09

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5.5% Memory annual coupon if above 70%, 100% Autocall trigger from year 1, 60% Final Level Barrier (European)
P.A. RETURN 4.1416% p.a.
ISIN XS1736814614
NEXT POTENTIAL MATURITY DATE 02/02/2024

EXPAND CLOSE
Commerzbank Diversified Markets Memory Income Autocall Feb 2018 GBP (XS1670807079)
ISIN: XS1670807079
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,220.690013147.93
OMX Stockholm 301,584.79003031.392
S&P/ASX 2006,121.38908927.526
S&P/TSX 60924.84201907.604

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5% p.a. memory coupon if above 70%, 100% Trigger Autocall from 24 months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1670807079
NEXT POTENTIAL MATURITY DATE 03/02/2020

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall USD
ISIN: XS1763173538
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007146.7510171.76
OMX Stockholm 301559.9413031.392
HSI30510.7327968.09
S&P/ASX 2005962.4378927.526

STRIKE DATE 06/03/2018
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: 1.9% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.253% p.a.
ISIN XS1763173538
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1763173611
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007146.7510171.76
OMX Stockholm 301559.9413031.392
HSI30510.7327968.09
S&P/ASX 2005962.4378927.526

STRIKE DATE 06/03/2018
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 -4.186% p.a.
ISIN XS1763173611
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE