INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA IDAD Quarterly Memory Income Autocall Apr 2018 USD
ISIN: XS1791587287
STRIKE DATE: 12/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007258.3410364.79
OMX Stockholm 301518.8843006.37
HSI30831.2825294.03
S&P/ASX 2005815.5328671.785

STRIKE DATE 12/04/2018
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: 2.0% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.96% p.a.
ISIN XS1791587287
NEXT POTENTIAL MATURITY DATE 12/04/2024

EXPAND CLOSE
BBVA Tri-Index Classic Autocall Mar 2018 USD
ISIN: XS1785475937
STRIKE DATE: 08/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,896.420012991.25
OMX Stockholm 301,585.53403006.37
S&P/ASX 2005,942.86708671.785

STRIKE DATE 08/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 36 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 9.25% semi-annual (18.5% annual) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1785475937
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall March 2018 GBP
ISIN: XS1670808556
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010364.79
Russell 20001,562.2042512.368
Eurostoxx 503,357.86005732.71

STRIKE DATE 06/03/2018
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: 1.25% Quarterly (5% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808556
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall March 2018 USD
ISIN: XS1670808713
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010364.79
Russell 20001,562.20402512.368
Eurostoxx 503,357.86005732.71

STRIKE DATE 06/03/2018
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: 1.65% Quarterly (6.6% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808713
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall March 2018 GBP
ISIN: XS1670808804
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010364.79
Russell 20001,562.20402512.368
Eurostoxx 503,357.86005732.71

STRIKE DATE 06/03/2018
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: 1.425% Quarterly (5.7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808804
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall March 2018 USD
ISIN: XS1670808630
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010364.79
Russell 20001,562.20402512.368
Eurostoxx 503,357.86005732.71

STRIKE DATE 06/03/2018
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: 1.85% Quarterly (7.4% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808630
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Natixis Global Titans Classic Autocall Mar 2018 USD
ISIN: XS1700055202
STRIKE DATE: 01/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,493.4500210.57
Glaxo1,304.40002107
BAE579.60002295

STRIKE DATE 01/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 36 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 14% semi-annual (28% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1700055202
NEXT POTENTIAL MATURITY DATE 01/03/2022

    EXPAND CLOSE
    Commerz Developed Markets Income Autocall Feb 2018 GBP
    ISIN: XS1670807749
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010364.79
    Eurostoxx 503,438.96005732.71
    Nikkei 22522,068.240053739.68

    STRIKE DATE 28/02/2018
    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: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 63% Final level (European style)
    P.A. RETURN
    ISIN XS1670807749
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 60-60 Low Hurdle Autocall February Feb 2018 USD
    ISIN: XS1772363658
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,906.380012991.25
    OMX Stockholm 301,583.39403006.37
    S&P/ASX 2006,015.95908671.785
    S&P/TSX 60913.89801913.651

    STRIKE DATE 28/02/2018
    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: 4.1% semi-annual (8.2% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1772363658
    NEXT POTENTIAL MATURITY DATE 28/02/2020

    EXPAND CLOSE
    BBVA 60-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363906
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010364.79
    Eurostoxx 503,438.96005732.71
    HSCEI12,382.08008504.81
    OMX Stockholm 301,583.39403006.37

    STRIKE DATE 28/02/2018
    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: 3.45% Semi-Annual (6.9% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN -4.41% p.a.
    ISIN XS1772363906
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE
    BBVA 70-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363815
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010364.79
    Russell 20001,512.44602512.368
    S&P/ASX 2006,015.95908671.785
    HSI30,844.720025294.03

    STRIKE DATE 28/02/2018
    RETURN & BARRIERS
    Investment Structure: Sami-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.85% Semi-annual (7.7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN -2.5983% p.a.
    ISIN XS1772363815
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE
    BBVA Global 70-60 Income Autocall Feb 2018 USD
    ISIN: XS1772364110
    STRIKE DATE: 23/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,244.410010364.79
    OMX Stockholm 301,577.11003006.37
    SMI8,948.190012991.25
    HSI31,267.170025294.03

    STRIKE DATE 23/02/2018
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.95% Quarterly (7.8% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN -2.5516% p.a.
    ISIN XS1772364110
    NEXT POTENTIAL MATURITY DATE 23/02/2024

    EXPAND CLOSE
    BBVA 65-65 Global Diversified Income Autocall Feb 2018 EUR
    ISIN: XS1763302285
    STRIKE DATE: 22/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,252.390010364.79
    HSCEI12,528.64008504.81
    FTSE MIB22,463.510045714.95
    S&P/ASX 2005,950.88108671.785

    STRIKE DATE 22/02/2018
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.51% Quarterly (6.04% annual) Coupon Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN -3.63% p.a.
    ISIN XS1763302285
    NEXT POTENTIAL MATURITY DATE 22/02/2024

    EXPAND CLOSE
    Commerzbank 80-60 Memory Income Autocall Feb 2018 USD
    ISIN: XS1714814149
    STRIKE DATE: 21/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,988.990012991.25
    OMX Stockholm 301,575.12203006.37
    S&P/ASX 2005943.7248671.785
    S&P/TSX 60918.5881913.651

    STRIKE DATE 21/02/2018
    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: 3.6% semi-annual (7.20% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1714814149
    NEXT POTENTIAL MATURITY DATE 21/02/2020

    EXPAND CLOSE
    BBVA Tri-Index Classic Autocall Feb 2018 GBP
    ISIN: XS1767075424
    STRIKE DATE: 02/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007443.4310364.79
    OMX Stockholm 301584.793006.37
    HSI32601.7825294.03

    STRIKE DATE 02/02/2018
    RETURN & BARRIERS
    7% Semi-Annual Snowballing Coupon if Autocall, 100% Autocall Trigger from 36 Months, 70% Final Level Barrier (European)
    P.A. RETURN 8.725%
    ISIN XS1767075424
    NEXT POTENTIAL MATURITY DATE 02/02/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Feb 2018 USD
    ISIN: XS1773654915
    STRIKE DATE: 15/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,234.810010364.79
    S&P 5002,731.20006575.32
    Eurostoxx 503,389.63005732.71

    STRIKE DATE 15/02/2018
    RETURN & BARRIERS
    6.25% Semi-Annual if Autocalled, 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1773654915
    NEXT POTENTIAL MATURITY DATE 14/02/2020

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Feb 2018 EUR
    ISIN: XS1773655136
    STRIKE DATE: 15/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,234.810010364.79
    S&P 5002,731.20006575.32
    Eurostoxx 503,389.63005732.71

    STRIKE DATE 15/02/2018
    RETURN & BARRIERS
    4.6% Semi-Annual if Autocalled 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1773655136
    NEXT POTENTIAL MATURITY DATE 17/02/2020

    EXPAND CLOSE
    Commerzbank Quarterly Quad Index Classic Autocall Feb 2018 USD
    ISIN: XS1714814818
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100012991.25
    OMX Stockholm 301,532.15003006.37
    S&P/TSX 60905.13001913.651
    FTSE 1007,213.970010364.79

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    3.05% Quarterly Snowballing Coupon if Autocalled 100% Autocall Trigger from 6 Months 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1714814818
    NEXT POTENTIAL MATURITY DATE 14/08/2018

    EXPAND CLOSE
    BBVA Developed Markets Low Hurdle Autocall Feb 2018 USD
    ISIN: XS1749417777
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100012991.25
    OMX Stockholm 301,532.15403006.37
    FTSE 1007,213.970010364.79
    HSI30,515.600025294.03

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    8% semi annual if autocalled from 12 months 85% low hurlde at maturity for half coupons, 60% Final Level Barrier (European)
    P.A. RETURN -7.993% p.a.
    ISIN XS1749417777
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Developed Markets Low Hurdle Autocall Feb 2018 GBP
    ISIN: XS1749417264
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100012991.25
    OMX Stockholm 301,532.15403006.37
    FTSE 1007,213.970010364.79
    HSI30,515.600025294.03

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    6% Semi-Annual if Autocalled 100% Autocall from 12 Months 85% Low Hurdle at Maturity for Half Coupons, 60% Final Level Barrier (European)
    P.A. RETURN -7.993% p.a.
    ISIN XS1749417264
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE