INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Indices Memory Income Autocall March 2018 USD
ISIN: XS1767049932
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,586.04802863.086
FTSE 1007,164.140010372.93
SMI8,882.530013212.96
HSI31,501.970026389.04

STRIKE DATE 16/03/2018
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 -4.061% p.a.
ISIN XS1767049932
NEXT POTENTIAL MATURITY DATE 18/03/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall March 2018 GBP
ISIN: XS1670808044
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40005934.96
OMX Stockholm 301,573.4833048.114
S&P/ASX 2005,949.42308640.714
S&P/TSX 60931.38001986.704

STRIKE DATE 16/03/2018
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 XS1670808044
NEXT POTENTIAL MATURITY DATE 16/03/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall March 2018 USD
ISIN: XS1670807822
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40005934.96
OMX Stockholm 301573.4833048.114
S&P/ASX 2005949.4238640.714
S&P/TSX 60931.381986.704

STRIKE DATE 16/03/2018
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 XS1670807822
NEXT POTENTIAL MATURITY DATE 16/03/2021

EXPAND CLOSE
Eurostoxx 50 Memory Income Autocall April 2018 EUR
ISIN: XS1793348522
STRIKE DATE: 17/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503477.915934.96

STRIKE DATE 17/04/2018
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: 2.00% 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 XS1793348522
NEXT POTENTIAL MATURITY DATE 19/04/2021

EXPAND CLOSE
Eurostoxx 50 Memory Income Autocall April 2018 GBP
ISIN: XS1793349090
STRIKE DATE: 17/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503477.915934.96

STRIKE DATE 17/04/2018
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: 2.35% 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 XS1793349090
NEXT POTENTIAL MATURITY DATE 19/04/2021

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall Apr 2018 GBP
ISIN: XS1791587360
STRIKE DATE: 12/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007258.3410372.93
OMX Stockholm 301518.8843048.114
HSI30831.2826389.04
S&P/ASX 2005815.5328640.714

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: 1.5% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.126% p.a.
ISIN XS1791587360
NEXT POTENTIAL MATURITY DATE 12/04/2024

EXPAND CLOSE
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 1007258.3410372.93
OMX Stockholm 301518.8843048.114
HSI30831.2826389.04
S&P/ASX 2005815.5328640.714

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
SMI8,896.420013212.96
OMX Stockholm 301,585.53403048.114
S&P/ASX 2005,942.86708640.714

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 1007,146.750010372.93
Russell 20001,562.2042863.086
Eurostoxx 503,357.86005934.96

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 1007,146.750010372.93
Russell 20001,562.20402863.086
Eurostoxx 503,357.86005934.96

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 1007,146.750010372.93
Russell 20001,562.20402863.086
Eurostoxx 503,357.86005934.96

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 1007,146.750010372.93
Russell 20001,562.20402863.086
Eurostoxx 503,357.86005934.96

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.com1,493.4500267.22
Glaxo1,304.40001872.5
BAE579.60001923

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 1007,231.910010372.93
    Eurostoxx 503,438.96005934.96
    Nikkei 22522,068.240062654.05

    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
    SMI8,906.380013212.96
    OMX Stockholm 301,583.39403048.114
    S&P/ASX 2006,015.95908640.714
    S&P/TSX 60913.89801986.704

    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 1007,231.910010372.93
    Eurostoxx 503,438.96005934.96
    HSCEI12,382.08008858.63
    OMX Stockholm 301,583.39403048.114

    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 1007,231.910010372.93
    Russell 20001,512.44602863.086
    S&P/ASX 2006,015.95908640.714
    HSI30,844.720026389.04

    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 1007,244.410010372.93
    OMX Stockholm 301,577.11003048.114
    SMI8,948.190013212.96
    HSI31,267.170026389.04

    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 1007,252.390010372.93
    HSCEI12,528.64008858.63
    FTSE MIB22,463.510050050.27
    S&P/ASX 2005,950.88108640.714

    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
    SMI8,988.990013212.96
    OMX Stockholm 301,575.12203048.114
    S&P/ASX 2005943.7248640.714
    S&P/TSX 60918.5881986.704

    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