INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI8,713.680014424.24
Eurostoxx 503,092.60006412.68
iShares MSCI Japan52.960093.14
S&P/ASX 2005,601.97608844.412

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 1007179.1710679.03

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 1007179.1710679.03

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 1006584.6810679.03

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 1007133.1410679.03

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 1007190.8410679.03

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 22522,351.060069744.07
OMX Stockholm 301,514.63403247.031
HSI26,506.750023350.03
S&P/TSX 60913.29002068.89

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 22522,351.060069744.07
OMX Stockholm 301,514.63403247.031
HSI26,506.750023350.03
S&P/TSX 60913.29002068.89

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 1006,980.240010679.03
S&P 5002,760.17007483.24
Eurostoxx 503,173.13006412.68
S&P/ASX 2005,667.15708844.412

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 1006,980.240010679.03
S&P 5002,760.17007483.24
Eurostoxx 503,173.13006412.68
S&P/ASX 2005,667.15708844.412

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 1006,842.8810679.03
S&P 5002,638.707483.24
Eurostoxx 503,112.136412.68

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.com1,581.3300242.67
Netflix261.430077.65
Nvidia Corporation153.0500194.83
Salesforce126.41166.11

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
Barclays164.5400522.3
Vodafone155.120098.7
Lloyds57.2000115.05
BAT2,731.50004621
BT Group256.2500188.45

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 22521,920.460069744.07
MSCI Singapore342.6400489.28
HSCEI10,138.63007699.76

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 503112.86412.68
Russell 20001457.4542996.11
Taiwan TAIEX9894.6646780.62
S&P/ASX 2005858.7888844.412

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 503112.86412.68
Russell 20001457.4542996.11
Taiwan TAIEX9894.6646780.62
S&P/ASX 2005858.7888844.412

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
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Jan 2019 GBP
ISIN: XS1715818347
STRIKE DATE: 16/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503077.226412.68
S&P/TSX 60903.9122068.89
OMX Stockholm 301468.8523247.031
S&P/ASX 2005835.1598844.412

STRIKE DATE 16/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 2.5% each semester Memory Income Rate: GBP = 2.75% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1715818347
NEXT POTENTIAL MATURITY DATE 18/01/2021

EXPAND CLOSE
Commerzbank Quarterly Memory Income Autocall Jan 2019 EUR
ISIN: XS1728652675
STRIKE DATE: 15/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 358,850.100019852.4
S&P/TSX 60900.20802068.89
OMX Stockholm 301,455.47603247.031
S&P/ASX 2005,814.56508844.412

STRIKE DATE 15/01/2019
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: EUR = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Underlying Basket Bloomberg Code: Spain: IBEX 35 IBEX Index, Canada: TSX 60 SPTSX60 Index, Sweden: OMX 30 OMX Index, Australia: ASX 200 AS51 Index
P.A. RETURN
ISIN XS1728652675
NEXT POTENTIAL MATURITY DATE 15/01/2020

EXPAND CLOSE
Goldman Sachs 95% Capital Protected Fixed Income Issuer Callable Nov USD 2018
ISIN: XS1866740902
STRIKE DATE: 16/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,663.190010679.03
S&P 5002,599.46007483.24
Eurostoxx 503,021.70006412.68

STRIKE DATE 16/11/2018
RETURN & BARRIERS
Investment Structure: Fixed IncomeIssuer Callable Growth Participation Note Callable Observations: Annually (First observation at 12 months) Fixed Coupon Rate: USD = 4% p.a. Capital Risk: 95% capital protected 100% returned if all above strike at maturity
P.A. RETURN
ISIN XS1866740902
NEXT POTENTIAL MATURITY DATE 18/11/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Dec 2018 USD
ISIN: XS1902105458
STRIKE DATE: 19/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006765.9410679.03

STRIKE DATE 19/12/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 600% 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 12% p.a.
ISIN XS1902105458
NEXT POTENTIAL MATURITY DATE 19/11/2024

EXPAND CLOSE