INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 301612.3993281.461
Nasdaq 1007667.73830084.5
HSCEI10764.78426.49

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 359,046.800020168.6
FTSE 1007,163.680010772.67
KOSPI 200268.72001071.24

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
HSCEI10897.138426.49
Nasdaq 1007657.04830084.5
OMX Stockholm 301616.9363281.461
S&P/ASX 2006666.3139188.494

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
HSCEI10897.138426.49
Nasdaq 1007657.04830084.5
OMX Stockholm 301616.9363281.461
S&P/ASX 2006666.3139188.494

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 22521,923.720068308.59
Eurostoxx 503,401.16006545.47
FTSE 1007,260.470010772.67
S&P 5002,884.05007798.99

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 22521,923.720068308.59
Eurostoxx 503,401.16006545.47
FTSE 1007,260.470010772.67
S&P 5002,884.05007798.99

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.com1,962.4600265.13
Nvidia Corporation183.0100225.3
Tesla Motors255.0300
Netflix385.030078.24

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 301,672.33003281.461
S&P/ASX 2006,335.80009188.494
S&P/TSX 60991.58102168.34
HSI30,081.550025396.51

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 301,672.33003281.461
S&P/ASX 2006,335.80009188.494
S&P/TSX 60991.58102168.34
HSI30,081.550025396.51

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 1006,999.240010772.67

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 1007367.6210772.67

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
SMI9,769.740014475.13
OMX Stockholm 301,676.14203281.461
S&P/TSX 60994.52602168.34
S&P/ASX 2006,325.46609188.494

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 1007,428.190010772.67
S&P 5002,939.88007798.99
Eurostoxx 503,500.41006545.47
Nikkei 22522,258.730068308.59

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.com1,864.8200265.13
Alphabet-C1,236.3400343.94
Tesla Motors271.2300
Netflix354.740078.24

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 503,425.64006545.47

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 503,425.64006545.47

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
BBVA Quarterly Memory Income Autocall May 2019 USD
ISIN: XS1982200435
STRIKE DATE: 14/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10764.028426.49
Nasdaq 1007401.88430084.5
OMX Stockholm 301590.8223281.461
S&P/ASX 2006239.9139188.494

STRIKE DATE 14/05/2019
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 XS1982200435
NEXT POTENTIAL MATURITY DATE 12/02/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall May 2019 GBP
ISIN: XS1982200278
STRIKE DATE: 14/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10764.028426.49
Nasdaq 1007401.88430084.5
OMX Stockholm 301590.8223281.461
S&P/ASX 2006239.9139188.494

STRIKE DATE 14/05/2019
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 XS1982200278
NEXT POTENTIAL MATURITY DATE 15/02/2021

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall March 2019 USD
ISIN: XS1960259361
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI29,051.360025396.51
S&P/TSX 60959.50202168.34
OMX Stockholm 301,553.41903281.461
S&P/ASX 2006,180.73109188.494

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.25% Semi Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS1960259361
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE