INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Credit Suisse FTSE 100 Issuer Callable Growth Participation Dec 2018 GBP
ISIN: XS1902107587
STRIKE DATE: 19/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
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: GBP = 350% 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% p.a.
ISIN XS1902107587
NEXT POTENTIAL MATURITY DATE 19/11/2024

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Dec 2018 USD
ISIN: XS1866701839
STRIKE DATE: 06/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006704.0510679.03

STRIKE DATE 06/12/2018
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 8.886% pa.
ISIN XS1866701839
NEXT POTENTIAL MATURITY DATE 06/09/2024

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Dec 2018 GBP
ISIN: XS1902375754
STRIKE DATE: 12/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006880.1910679.03

STRIKE DATE 12/12/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected *Non-standard commission applies to this product*
P.A. RETURN 6.069% p.a.
ISIN XS1902375754
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Dec 2018 USD
ISIN: XS1728645380
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005601.9768844.412
Russell 20001410.8132996.11
Nikkei 22521374.8369744.07
Eurostoxx 503092.66412.68

STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645380
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Dec 2018 GBP
ISIN: XS1728645208
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,601.97608844.412
Russell 20001,410.81302996.11
Nikkei 22521,374.830069744.07
Eurostoxx 503,092.60006412.68

STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728645208
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Dec 2018 USD
ISIN: XS1910825246
STRIKE DATE: 13/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006877.510679.03
S&P 5002650.547483.24
Eurostoxx 503112.176412.68

STRIKE DATE 13/12/2018
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 = 1.75% Quarterly (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825246
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Dec 2018 GBP
ISIN: XS1910825329
STRIKE DATE: 13/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006877.510679.03
S&P 5002650.547483.24
Eurostoxx 503112.176412.68

STRIKE DATE 13/12/2018
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: GBP = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1910825329
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Commerzbank Developed Markets Autocall December 2018 USD
ISIN: XS1728638922
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110679.03
S&P 5002633.087483.24
Eurostoxx 503058.536412.68

STRIKE DATE 07/12/2018
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 = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638922
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
Commerzbank Developed Markets Autocall December 2018 GBP
ISIN: XS1728638849
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110679.03
S&P 5002633.087483.24
Eurostoxx 503058.536412.68

STRIKE DATE 07/12/2018
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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638849
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 GBP
ISIN: XS1888918619
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010679.03
OMX Stockholm 301,551.39503247.031
HSI26,486.350023350.03
Eurostoxx 503,214.41006412.68

STRIKE DATE 02/11/2018
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 XS1888918619
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 USD
ISIN: XS1888917728
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010679.03
OMX Stockholm 301,551.39503247.031
HSI26,486.350023350.03
Eurostoxx 503,214.41006412.68

STRIKE DATE 02/11/2018
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 = 1.60% per quarter - 6.4% 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 XS1888917728
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Nov 2018 USD
ISIN: XS1715866072
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,723.06007483.24
S&P/ASX 2005,849.20708844.412
S&P/TSX 60900.69802068.89
Nikkei 22522,243.660069744.07

STRIKE DATE 02/11/2018
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 = 6.4% 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 XS1715866072
NEXT POTENTIAL MATURITY DATE 02/11/2020

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Nov 2018 GBP
ISIN: XS1715865934
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,723.06007483.24
S&P/ASX 2005,849.20708844.412
S&P/TSX 60900.69802068.89
Nikkei 22522,243.660069744.07

STRIKE DATE 02/11/2018
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 XS1715865934
NEXT POTENTIAL MATURITY DATE 02/11/2020

EXPAND CLOSE
Commerzbank Triple Index Memory Income Autocall Nov 2018 EUR
ISIN: XS1728638765
STRIKE DATE: 29/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005667.1578844.412
OMX Stockholm 301515.3843247.031
HSCEI10584.937699.76

STRIKE DATE 29/11/2018
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 Income Rate: EUR = 2.60% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1728638765
NEXT POTENTIAL MATURITY DATE 31/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Nov 2018 USD
ISIN: XS1728631083
STRIKE DATE: 27/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,331.960023350.03
FTSE MIB19,150.380052818.85
OMX Stockholm 301,496.41403247.031
IBEX 359,085.600019852.4

STRIKE DATE 27/11/2018
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 = 1.70% Quarterly (6.80% 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 XS1728631083
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Nov 2018 GBP
ISIN: XS1728630945
STRIKE DATE: 27/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,331.960023350.03
FTSE MIB19,150.380052818.85
OMX Stockholm 301,496.41403247.031
IBEX 359,085.600019852.4

STRIKE DATE 27/11/2018
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 = 1.30% Quarterly (5.20% 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 XS1728630945
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
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 1006,955.210010679.03
S&P 5002,740.69007483.24
Eurostoxx 503,140.94006412.68

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 1006,955.210010679.03
S&P 5002,740.69007483.24
Eurostoxx 503,140.94006412.68

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 1006,955.210010679.03
Eurostoxx 503,140.94006412.68
OMX Stockholm 301,508.87503247.031
S&P/ASX 2005,843.08608844.412

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 1006,955.210010679.03
Eurostoxx 503,140.94006412.68
OMX Stockholm 301,508.87503247.031
S&P/ASX 2005,843.08608844.412

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