INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Indices Memory Income Autocall May 2018 GBP
ISIN: XS1797231070
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71302512.368
FTSE 1007,700.970010364.79
SMI8,984.100012991.25
HSI30,809.220025294.03

STRIKE DATE 10/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 5.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN 2.75% p.a.
ISIN XS1797231070
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 USD
ISIN: XS1797230775
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71302512.368
FTSE 1007,700.970010364.79
SMI8,984.100012991.25
HSI30,809.220025294.03

STRIKE DATE 10/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 7.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.75% p.a.
ISIN XS1797230775
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 USD
ISIN: XS1741751108
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1933174.82
OMX Stockholm 301564.8743006.37
HSI29468.1525294.03
S&P/ASX 2006102.1248671.785

STRIKE DATE 19/06/2018
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: 2.20% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.13% p.a.
ISIN XS1741751108
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 GBP
ISIN: XS1741751017
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1933174.82
OMX Stockholm 301564.8743006.37
HSI29468.1525294.03
S&P/ASX 2006102.1248671.785

STRIKE DATE 19/06/2018
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: 1.55% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.616% p.a.
ISIN XS1741751017
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
BBVA Capital Protected Income May 2018 USD
ISIN: XS1813863633
STRIKE DATE: 04/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,550.59005732.71
FTSE 1007,567.140010364.79
S&P/ASX 2006,062.89308671.785
HSCEI11,890.62008504.81

STRIKE DATE 04/05/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Income Capital Protection: 100% of initial investment Income: 5.5% annual if all above 90%, 100% Capital Protected at Maturity
P.A. RETURN 0.916% P.A.
ISIN XS1813863633
NEXT POTENTIAL MATURITY DATE 06/05/2024

EXPAND CLOSE
Commerz Major Markets Memory Income Autocall April 2018 GBP
ISIN: XS1714822910
STRIKE DATE: 27/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,502.210010364.79
S&P 5002,669.91006575.32
Eurostoxx 503,518.78005732.71

STRIKE DATE 27/04/2018
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 Coupon Rate: 2.65% semi-annual (5.3% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822910
NEXT POTENTIAL MATURITY DATE 27/04/2023

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 USD
ISIN: XS1797473169
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89502512.368
OMX Stockholm 301,573.75803006.37
HSI30,007.680025294.03
S&P/ASX 2005,910.77208671.785

STRIKE DATE 26/04/2018
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: 2.1% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -0.21% p.a.
ISIN XS1797473169
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 GBP
ISIN: XS1797473326
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89502512.368
OMX Stockholm 301,573.75803006.37
HSI30,007.680025294.03
S&P/ASX 2005,910.77208671.785

STRIKE DATE 26/04/2018
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: 1.5% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.11% p.a.
ISIN XS1797473326
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 USD
ISIN: XS1815425944
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.775732.71
Russell 20001667.7752512.368
S&P/ASX 2006057.2928671.785
HSCEI12407.88504.81

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.80% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425944
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 GBP
ISIN: XS1815425605
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.775732.71
Russell 20001667.7752512.368
S&P/ASX 2006057.2928671.785
HSCEI12407.88504.81

STRIKE DATE 07/06/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Low Hurdle Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.30% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425605
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall April 2018 USD
ISIN: XS1799141400
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007368.1710364.79
HSCEI12054.238504.81
S&P/ASX 2005868.7768671.785

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Quarterly (15.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799141400
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall Apr 2018 GBP
ISIN: XS1799146466
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,368.170010364.79
S&P/ASX 2005,868.77608671.785
HSCEI12,054.23008504.81

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.5% Quarterly (10.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799146466
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Commerz Semi-Annual Safe Haven Classic Autocall April 2018 GBP
ISIN: XS1714822597
STRIKE DATE: 18/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,831.880012991.25
OMX Stockholm 301,552.48503006.37
S&P/ASX 2005,861.42108671.785
S&P/TSX 60914.67001913.651

STRIKE DATE 18/04/2018
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: 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822597
NEXT POTENTIAL MATURITY DATE 18/04/2019

EXPAND CLOSE
Commerzbank IDAD Quarterly Memory Income Autocall USD
ISIN: XS1715032055
STRIKE DATE: 23/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007788.4410364.79
OMX Stockholm 301602.0983006.37
HSCEI12090.798504.81
S&P/ASX 2006032.5068671.785

STRIKE DATE 23/05/2018
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: 2.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.2283% p.a.
ISIN XS1715032055
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
BBVA 80-60 Catch-Up Income Autocall April 2018 GBP
ISIN: XS1799974958
STRIKE DATE: 16/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,726.540012991.25
OMX Stockholm 301,526.27203006.37
S&P/ASX 2005,841.33908671.785
S&P/TSX 60901.87201913.651

STRIKE DATE 16/04/2018
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 Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1799974958
NEXT POTENTIAL MATURITY DATE 12/04/2019

EXPAND CLOSE
Commerzbank IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1715031917
STRIKE DATE: 23/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007788.4410364.79
OMX Stockholm 301602.0983006.37
HSCEI12090.798504.81
S&P/ASX 2006032.5068671.785

STRIKE DATE 23/05/2018
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: 1.60% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -4.2283% p.a.
ISIN XS1715031917
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
Natixis FTSE 100 Issuer Callable Growth Participation USD
ISIN: XS1741742297
STRIKE DATE: 22/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007877.4510364.79

STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: 1.00% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.1283% p.a.
ISIN XS1741742297
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Natixis FTSE 100 Issuer Callable Growth Participation GBP
ISIN: XS1741742024
STRIKE DATE: 22/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007877.4510364.79

STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 200% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: 0.70% Per Month (8.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.085% p.a.
ISIN XS1741742024
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 GBP
ISIN: XS1714820203
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510364.79
Russell 20001543.4332512.368
Eurostoxx 503438.785732.71

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.37% Quarterly (5.48% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820203
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 USD
ISIN: XS1714820385
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510364.79
Russell 20001543.4332512.368
Eurostoxx 503438.785732.71

STRIKE DATE 10/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 105% of initial level Memory Coupon Rate: 1.81% Quarterly (7.24% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820385
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE