INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 301,672.33003278.19
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: 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 1006,999.240010831.52

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 1007367.6210831.52

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
SMI9,769.740014394.77
OMX Stockholm 301,676.14203278.19
S&P/TSX 60994.52602154.046
S&P/ASX 2006,325.46609020.093

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 1007,428.190010831.52
S&P 5002,939.88007747.71
Eurostoxx 503,500.41006382.59
Nikkei 22522,258.730064214.48

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.com1,864.8200258.9
Alphabet-C1,236.3400339.08
Tesla Motors271.2300
Netflix354.740082.67

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 503,425.64006382.59

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 503,425.64006382.59

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
HSCEI10764.028385.24
Nasdaq 1007401.88429482.32
OMX Stockholm 301590.8223278.19
S&P/ASX 2006239.9139020.093

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
HSCEI10764.028385.24
Nasdaq 1007401.88429482.32
OMX Stockholm 301590.8223278.19
S&P/ASX 2006239.9139020.093

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
HSI29,051.360025213.31
S&P/TSX 60959.50202154.046
OMX Stockholm 301,553.41903278.19
S&P/ASX 2006,180.73109020.093

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
CS Developed Indices Memory Income Autocall GBP March 2019
ISIN: XS1955972275
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010831.52
S&P 5002,834.40007747.71
Eurostoxx 503,351.71006382.59
Nikkei 22521,205.810064214.48

STRIKE DATE 29/03/2019
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% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1955972275
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
CS Developed Indices Memory Income Autocall USD March 2019
ISIN: XS1955971541
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010831.52
S&P 5002,834.40007747.71
Eurostoxx 503,351.71006382.59
Nikkei 22521,205.810064214.48

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.75% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1955971541
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall GBP March 2019
ISIN: XS1962578966
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003278.19
S&P/ASX 2006,180.73009020.093
S&P/TSX 60959.50002154.046
HSI29,051.360025213.31

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 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 XS1962578966
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall USD March 2019
ISIN: XS1962579188
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003278.19
S&P/ASX 2006,180.73009020.093
S&P/TSX 60959.50002154.046
HSI29,051.360025213.31

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% per quarter (6.5% 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 XS1962579188
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
Credit Suisse 100% Protected FTSE Issuer Callable Growth Note April 2019 USD
ISIN: XS1955970576
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.220010831.52

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 315% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 2% Quarterly (8% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 8.00% p.a.
ISIN XS1955970576
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note April 2019 GBP
ISIN: XS1955973166
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,047.310010831.52

STRIKE DATE 30/04/2019
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 XS1955973166
NEXT POTENTIAL MATURITY DATE 30/04/2026

EXPAND CLOSE
Commerz UK Titans 50-50 Memory Income Autocall GBP March 2019
ISIN: XS1715823180
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays155.4400493.4
Lloyds62.3100112.45
BT Group225.7000203.3
Centrica119.3000148.3
Aviva404.9812724.6

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 3% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00%
ISIN XS1715823180
NEXT POTENTIAL MATURITY DATE 24/03/2025

EXPAND CLOSE
Morgan Stanley BHP & Rio Autocall 6 Year Note GBP March 2019
ISIN: XS1962469919
STRIKE DATE: 15/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,151.00007611
BHP Group PLC1,718.60003361

STRIKE DATE 15/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 4.85% Quarterly Snowballing Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1962469919
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE