INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897622830
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010471.72
S&P 5002,740.69007431.46
Eurostoxx 503,140.94006187.63

STRIKE DATE 23/10/2018
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 = 4.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897622830
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2018 USD
ISIN: XS1897623481
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010471.72
S&P 5002,740.69007431.46
Eurostoxx 503,140.94006187.63

STRIKE DATE 23/10/2018
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 = 5.95% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623481
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897624455
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010471.72
Eurostoxx 503,140.94006187.63
OMX Stockholm 301,508.87503113.57
S&P/ASX 2005,843.08608804.037

STRIKE DATE 23/10/2018
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 = 4.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624455
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 USD
ISIN: XS1897624885
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010471.72
Eurostoxx 503,140.94006187.63
OMX Stockholm 301,508.87503113.57
S&P/ASX 2005,843.08608804.037

STRIKE DATE 23/10/2018
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 = 7.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624885
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall October 2018 EUR
ISIN: XS1897623994
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010471.72
Eurostoxx 503,140.94006187.63
OMX Stockholm 301,508.87503113.57
S&P/ASX 2005,843.08608804.037

STRIKE DATE 23/10/2018
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: EUR = 5.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623994
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Quarterly Autocall October 2018 GBP
ISIN: XS1897327919
STRIKE DATE: 17/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,054.600010471.72
Eurostoxx 503,243.08006187.63
IBEX 358,997.200018764.4

STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1897327919
NEXT POTENTIAL MATURITY DATE 15/04/2019

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1896619597
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,026.990010471.72
IBEX 358,889.600018764.4
Nasdaq 1007,116.088029635.95
HSI25,454.550024718.1

STRIKE DATE 18/10/2018
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1896619597
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1849207862
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9,953.730044169.04
SMI8,779.180013708.02
OMX Stockholm 301,543.86903113.57
S&P/ASX 2005,942.41408804.037

STRIKE DATE 18/10/2018
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 51% Final level (European style)
P.A. RETURN
ISIN XS1849207862
NEXT POTENTIAL MATURITY DATE 19/10/2020

EXPAND CLOSE
GS US Equities Reducing Autocall Oct 2018 USD
ISIN: XS1860689477
STRIKE DATE: 15/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,760.9500238.55
Nvidia Corporation235.3800205.19
XPO Logistics100.7200228.33

STRIKE DATE 15/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Reucing Autocall Autocall Opportunities: Semi-Annual (First observation at 6 months) Autocall Trigger: 100% of initial level, then reduce by 2% each observation Coupon Rate: USD = 9.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1860689477
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 USD
ISIN: XS1860742896
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210471.72

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 700% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=1.31% Per Month (15.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.72% p.a
ISIN XS1860742896
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 GBP
ISIN: XS1860742623
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210471.72

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 360% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP=1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS1860742623
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Nov 2018 USD
ISIN: XS1728626323
STRIKE DATE: 21/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.916187.63
S&P/TSX 60905.8112050.451
OMX Stockholm 301478.4423113.57
S&P/ASX 2005642.7728804.037

STRIKE DATE 21/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 2.5% each semester Memory Income Rate: USD = 3.70% Semi-Annual (7.40% 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 XS1728626323
NEXT POTENTIAL MATURITY DATE 23/11/2020

EXPAND CLOSE
Commerzbank 80-60 Catch-Up Income & Reducing Autocall Nov 2018 GBP
ISIN: XS1728626240
STRIKE DATE: 21/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.916187.63
S&P/TSX 60905.8112050.451
OMX Stockholm 301478.4423113.57
S&P/ASX 2005642.7728804.037

STRIKE DATE 21/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 2.5% each semester Memory Income Rate: GBP = 2.78% Semi-Annual (5.56% 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 XS1728626240
NEXT POTENTIAL MATURITY DATE 23/11/2020

EXPAND CLOSE
Commerzbank Developed Markets Autocall Nov 2018 USD
ISIN: XS1715878085
STRIKE DATE: 07/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007117.2810471.72
S&P 5002813.897431.46
Eurostoxx 503246.166187.63

STRIKE DATE 07/11/2018
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 = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715878085
NEXT POTENTIAL MATURITY DATE 07/11/2019

EXPAND CLOSE
Commerzbank Developed Markets Autocall Nov 2018 GBP
ISIN: XS1715877947
STRIKE DATE: 07/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007117.2810471.72
S&P 5002813.897431.46
Eurostoxx 503246.166187.63

STRIKE DATE 07/11/2018
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 = 4.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1715877947
NEXT POTENTIAL MATURITY DATE 07/11/2019

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Oct 2018 GBP
ISIN: XS1715853682
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002923.437431.46
S&P/ASX 2006126.2148804.037
S&P/TSX 60950.0372050.451
Nikkei 22524270.6266020.04

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 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 XS1715853682
NEXT POTENTIAL MATURITY DATE 04/10/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1715853765
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002923.437431.46
S&P/ASX 2006126.2148804.037
S&P/TSX 60950.0372050.451
Nikkei 22524270.6266020.04

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.40% 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 XS1715853765
NEXT POTENTIAL MATURITY DATE 04/10/2021

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Oct 2018 GBP
ISIN: XS1876521110
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007474.5510471.72
OMX Stockholm 301656.9023113.57
HSI27126.3824718.1
Eurostoxx 503388.996187.63

STRIKE DATE 02/10/2018
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: 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 5% p.a.
ISIN XS1876521110
NEXT POTENTIAL MATURITY DATE 02/10/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Oct 2018 USD
ISIN: XS1876505857
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007474.5510471.72
OMX Stockholm 301656.9023113.57
HSI27126.3824718.1
Eurostoxx 503388.996187.63

STRIKE DATE 02/10/2018
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 = 1.6% per Quarter - 6.40% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS1876505857
NEXT POTENTIAL MATURITY DATE 02/10/2024

EXPAND CLOSE
BBVA Global Markets Low Hurdle Autocall USD October 2018
ISIN: XS1889085863
STRIKE DATE: 02/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1446.750
Eurostoxx 503388.996187.63
HSCEI10754.568374.43

STRIKE DATE 02/10/2018
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 12.80% p.a. Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 12.80%
ISIN XS1889085863
NEXT POTENTIAL MATURITY DATE 05/10/2023

EXPAND CLOSE