INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Triple Index 80-70 Memory Income Autocall GBP
ISIN: XS1817585893
STRIKE DATE: 26/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007537.9210476.46
Russell 20001668.5272785.377
S&P/ASX 2006197.6128843.557

STRIKE DATE 26/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 105% of initial level Memory Income Rate: 1.21% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.84% p.a.
ISIN XS1817585893
NEXT POTENTIAL MATURITY DATE 26/03/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 USD
ISIN: XS1810774338
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010476.46

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 500% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: USD = 1.2% Per Month (14.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.548% p.a.
ISIN XS1810774338
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation June 2018 GBP
ISIN: XS1810774411
STRIKE DATE: 15/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,633.910010476.46

STRIKE DATE 15/06/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 280% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: GBP = 1.0% Per Month (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.107% p.a.
ISIN XS1810774411
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 USD
ISIN: XS1791593178
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92526937.28
FTSE 1007701.7710476.46
HSCEI12020.098801.78
S&P/ASX 2005990.3898843.557

STRIKE DATE 01/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: 2.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.79% p.a.
ISIN XS1791593178
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Jun 2018 GBP
ISIN: XS1791593095
STRIKE DATE: 01/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007083.92526937.28
FTSE 1007701.7710476.46
HSCEI12020.098801.78
S&P/ASX 2005990.3898843.557

STRIKE DATE 01/06/2018
RETURN & BARRIERS
nvestment Structure: Quarterly Income Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level 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 -3.79% p.a.
ISIN XS1791593095
NEXT POTENTIAL MATURITY DATE 13/05/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall USD
ISIN: XS1812873732
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410476.46
S&P/ASX 2006057.2928843.557
HSCEI12407.88801.78

STRIKE DATE 06/06/2018
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 Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873732
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall GBP
ISIN: XS1812873658
STRIKE DATE: 06/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007704.410476.46
S&P/ASX 2006057.2928843.557
HSCEI12407.88801.78

STRIKE DATE 06/06/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.50% Quarterly Low Hurdle Trigger: 90% 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 -7.773% p.a.
ISIN XS1812873658
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Goldman Sachs Eurostoxx 50 Memory Income Autocall EUR
ISIN: XS1817588566
STRIKE DATE: 12/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,445.49005906.22

STRIKE DATE 12/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.19% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1817588566
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
BBVA Global Memory Income Autocall USD
ISIN: XS1808877689
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12,047.75008801.78
FTSE 1007,730.280010476.46
S&P/ASX 2006,032.82408843.557
Russell 20001,626.92802785.377

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Maximum Term: 3.5 years Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.90% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808877689
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE
BBVA Global Memory Income Autocall GBP
ISIN: XS1808875980
STRIKE DATE: 25/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12,047.75008801.78
FTSE 1007,730.280010476.46
S&P/ASX 2006,032.82408843.557
Russell 20001,626.92802785.377

STRIKE DATE 25/05/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Maximum Term: 3.5 years Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.40% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1808875980
NEXT POTENTIAL MATURITY DATE 25/11/2021

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 USD
ISIN: XS1817629188
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910476.46
S&P 5002713.227137.9
OMX Stockholm 301538.3953128.387
S&P/ASX 2006210.2068843.557

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.40% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a
ISIN XS1817629188
NEXT POTENTIAL MATURITY DATE 03/01/2024

EXPAND CLOSE
Goldman Sachs 80-60 Catch-Up Income Autocall July 2018 GBP
ISIN: XS1817629006
STRIKE DATE: 03/07/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007593.2910476.46
S&P 5002713.227137.9
OMX Stockholm 301538.3953128.387
S&P/ASX 2006210.2068843.557

STRIKE DATE 03/07/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS1817629006
NEXT POTENTIAL MATURITY DATE 04/01/2024

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 EUR
ISIN: XS1818674266
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.460013067.63
OMX Stockholm 301,621.61403128.387
S&P/ASX 2006,087.35808843.557
S&P/TSX 60957.85401976.729

STRIKE DATE 18/05/2018
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: 5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674266
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
BBVA Safe Haven Classic Autocall May 2018 USD
ISIN: XS1818674340
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.46013067.63
OMX Stockholm 301,621.61403128.387
S&P/ASX 2006,087.35808843.557
S&P/TSX 60957.85401976.729

STRIKE DATE 18/05/2018
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: 9.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
Investec FTSE 100 Classic Autocall May 2018 GBP
ISIN: XS1820753884
STRIKE DATE: 15/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,722.980010476.46

STRIKE DATE 15/05/2018
RETURN & BARRIERS
Investment Structure: Annual Classic Autocall Autocall opportunities: Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 7.05% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS1820753884
NEXT POTENTIAL MATURITY DATE 15/05/2023

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 GBP
ISIN: XS1714821516
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52005906.22
OMX Stockholm 301,603.25203128.387
S&P/ASX 2006,116.18708843.557
S&P/TSX 60947.69401976.729

STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 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
ISIN XS1714821516
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1714822324
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52005906.22
OMX Stockholm 301,603.25203128.387
S&P/ASX 2006,116.18708843.557
S&P/TSX 60947.69401976.729

STRIKE DATE 11/05/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 6.8% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822324
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
BBVA IDAD Classic Autocall May 2018 USD
ISIN: XS1820077060
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,993.5113067.63
OMX Stockholm 301,603.2523128.387
S&P/ASX 2006,116.1878843.557
S&P/TSX 60947.6941976.729

STRIKE DATE 11/05/2018
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: 8% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1820077060
NEXT POTENTIAL MATURITY DATE 12/11/2019

EXPAND CLOSE
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 20001,603.71302785.377
FTSE 1007,700.970010476.46
SMI8,984.100013067.63
HSI30,809.220026163.24

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 20001,603.71302785.377
FTSE 1007,700.970010476.46
SMI8,984.100013067.63
HSI30,809.220026163.24

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