INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Indices Memory Income Autocall May 2019 USD
ISIN: XS1993975165
STRIKE DATE: 31/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,510.46203278.19
S&P/ASX 2006,396.85309020.093
Nasdaq 1007,127.956029482.32
HSI26,901.090025213.31

STRIKE DATE 31/05/2019
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
ISIN XS1993975165
NEXT POTENTIAL MATURITY DATE 28/05/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall May 2019 GBP
ISIN: XS1993979159
STRIKE DATE: 31/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,161.710010831.52
S&P 5002,752.06007747.71
Eurostoxx 503,280.43006382.59
Nikkei 22520,601.190064214.48

STRIKE DATE 31/05/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5.2% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1993979159
NEXT POTENTIAL MATURITY DATE 31/05/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall May 2019 USD
ISIN: XS1993979316
STRIKE DATE: 31/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,161.710010831.52
S&P 5002,752.06007747.71
Eurostoxx 503,280.43006382.59
Nikkei 22520,601.190064214.48

STRIKE DATE 31/05/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annualy (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50 % Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1993979316
NEXT POTENTIAL MATURITY DATE 31/05/2022

EXPAND CLOSE
CS 7 Year 100% Protected FTSE Callable Growth Note May 2019 GBP
ISIN: XS1970636533
STRIKE DATE: 24/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,277.730010831.52

STRIKE DATE 24/05/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.25% Quarterly (5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 5% p.a.
ISIN XS1970636533
NEXT POTENTIAL MATURITY DATE 24/02/2026

EXPAND CLOSE
BBVA US 50-50 Memory Income reducing Autocall May 2019 USD
ISIN: XS2000507207
STRIKE DATE: 23/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,815.4800258.9
Nvidia Corporation147.3200228.45
Tesla Motors195.4900
Netflix352.210082.67

STRIKE DATE 23/05/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.8% Per Quarter (15.2% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2000507207
NEXT POTENTIAL MATURITY DATE 22/05/2020

EXPAND CLOSE
Goldman Sachs S&P 500 Fixed Income May 2019 USD
ISIN: XS1969532727
STRIKE DATE: 22/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002856.277747.71

STRIKE DATE 22/05/2019
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Income Rate: 3.2% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 3.20% p.a.
ISIN XS1969532727
NEXT POTENTIAL MATURITY DATE 22/05/2025

EXPAND CLOSE
BBVA Safe Haven Classic Autocall June 2019 USD
ISIN: XS2003426744
STRIKE DATE: 19/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9961.6514394.77
OMX Stockholm 301612.3993278.19
S&P/ASX 2006648.1299020.093
S&P/TSX 60988.7882154.046

STRIKE DATE 19/06/2019
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 = 7.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2003426744
NEXT POTENTIAL MATURITY DATE 18/12/2020

EXPAND CLOSE
BBVA Safe Haven Classic Autocall June 2019 GBP
ISIN: XS2003430183
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
SMI9961.6514394.77
OMX Stockholm 301612.3993278.19
S&P/ASX 2006648.1299020.093
S&P/TSX 60988.7882154.046

STRIKE DATE 19/06/2019
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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2003430183
NEXT POTENTIAL MATURITY DATE 18/12/2020

EXPAND CLOSE
Goldman Sachs ASX 200 Issuer Callable Growth Participation Note June 2019 GBP
ISIN: XS1987493977
STRIKE DATE: 20/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006687.4139020.093

STRIKE DATE 20/06/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 400% 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 8.875% p.a.
ISIN XS1987493977
NEXT POTENTIAL MATURITY DATE 20/05/2025

EXPAND CLOSE
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 1007,259.850010831.52
S&P 5002,843.49007747.71
Eurostoxx 503,338.41006382.59

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 1007,367.620010831.52
OMX Stockholm 301593.5993278.19
S&P/ASX 2006543.7429020.093
S&P/TSX 60972.9042154.046

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 1007367.6210831.52
OMX Stockholm 301593.5993278.19
S&P/ASX 2006543.7429020.093
S&P/TSX 60972.9042154.046

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 301612.3993278.19
Nasdaq 1007667.73829482.32
HSCEI10764.78385.24

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 359,046.800020000.2
FTSE 1007,163.680010831.52
KOSPI 200268.72001032.82

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
HSCEI10897.138385.24
Nasdaq 1007657.04829482.32
OMX Stockholm 301616.9363278.19
S&P/ASX 2006666.3139020.093

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
HSCEI10897.138385.24
Nasdaq 1007657.04829482.32
OMX Stockholm 301616.9363278.19
S&P/ASX 2006666.3139020.093

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 22521,923.720064214.48
Eurostoxx 503,401.16006382.59
FTSE 1007,260.470010831.52
S&P 5002,884.05007747.71

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 22521,923.720064214.48
Eurostoxx 503,401.16006382.59
FTSE 1007,260.470010831.52
S&P 5002,884.05007747.71

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.com1,962.4600258.9
Nvidia Corporation183.0100228.45
Tesla Motors255.0300
Netflix385.030082.67

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 301,672.33003278.19
S&P/ASX 2006,335.80009020.093
S&P/TSX 60991.58102154.046
HSI30,081.550025213.31

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