INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Memory Income Autocall Jan 2019 USD
ISIN: XS1919311149
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,968.330010840.35
S&P 5002,670.71007744.06
Eurostoxx 503,134.92006168.26
S&P/ASX 2005,879.59408719.719

STRIKE DATE 18/01/2019
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: USD = 6.85% 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 XS1919311149
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 USD
ISIN: XS1728656668
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070064425.95
OMX Stockholm 301,499.78603256.08
HSI27,090.810024062.72
S&P/TSX 60917.92902138.906

STRIKE DATE 18/01/2019
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 = 1.70% per quarter - 6.80% 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 XS1728656668
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 GBP
ISIN: XS1728656742
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070064425.95
OMX Stockholm 301,499.78603256.08
HSI27,090.810024062.72
S&P/TSX 60917.92902138.906

STRIKE DATE 18/01/2019
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 = 1.25% 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 XS1728656742
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 USD
ISIN: XS1919505427
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210840.35
S&P 5002793.97744.06
Eurostoxx 503289.326168.26

STRIKE DATE 26/02/2019
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: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919505427
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 GBP
ISIN: XS1919505690
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210840.35
S&P 5002793.97744.06
Eurostoxx 503289.326168.26

STRIKE DATE 26/02/2019
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: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1919505690
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
CS 100% Protected Issuer Callable Growth + Fixed Inc USD Jan 2019
ISIN: XS1925440841
STRIKE DATE: 23/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,112.136168.26

STRIKE DATE 23/01/2019
RETURN & BARRIERS
Fixed coupon rate of 0.133% monthly, Callable coupon rate is 0.292% monthly (3.50% p.a.) starting at 12 months, 100% Participation at maturity 100% Capital Protected
P.A. RETURN
ISIN XS1925440841
NEXT POTENTIAL MATURITY DATE 24/02/2020

EXPAND CLOSE
BBVA FTSE 100 Memory Income Autocall February 2019 GBP
ISIN: XS1940960203
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010840.35

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: GBP = 1.35% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940960203
NEXT POTENTIAL MATURITY DATE 28/02/2023

EXPAND CLOSE
BBVA Eurostoxx 50 Memory Income Autocall February 2019 EUR
ISIN: XS1940984724
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,298.26006168.26

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: EUR = 1.00% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940984724
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Feb 2019 USD
ISIN: XS1728687622
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.326168.26
OMX Stockholm 301583.9553256.08
S&P/ASX 2006150.278719.719
S&P/TSX 60957.4432138.906

STRIKE DATE 26/02/2019
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: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728687622
NEXT POTENTIAL MATURITY DATE 27/02/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Semi-Annual Classic Autocall Jan 2019 GBP
ISIN: XS1925453075
STRIKE DATE: 14/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,855.020010840.35

STRIKE DATE 14/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1925453075
NEXT POTENTIAL MATURITY DATE 15/07/2019

EXPAND CLOSE
Credit Suisse S&P 500 Semi-Annual Classic Autocall Jan 2019 USD
ISIN: XS1925458116
STRIKE DATE: 14/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,582.61007744.06

STRIKE DATE 14/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1925458116
NEXT POTENTIAL MATURITY DATE 15/07/2019

EXPAND CLOSE
Commerzbank Safe Haven Autocall January 2019 USD
ISIN: XS1728665065
STRIKE DATE: 03/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,466.010014349.51
OMX Stockholm 301,393.51903256.08
S&P/ASX 2005,633.40508719.719
S&P/TSX 60851.45102138.906

STRIKE DATE 03/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728665065
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
BBVA Triple Index Classic Autocall January 2019 USD
ISIN: XS1927810272
STRIKE DATE: 03/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,633.40508719.719
S&P 5002,447.89007744.06
Eurostoxx 502,954.66006168.26

STRIKE DATE 03/01/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1927810272
NEXT POTENTIAL MATURITY DATE 02/07/2019

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall Feb 2019 USD
ISIN: XS1937693577
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210840.35
Eurostoxx 503289.326168.26
OMX Stockholm 301583.9553256.08
S&P/ASX 2006150.278719.719

STRIKE DATE 26/02/2019
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 = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1937693577
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall Feb 2019 GBP
ISIN: XS1937692173
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.1210840.35
Eurostoxx 503289.326168.26
OMX Stockholm 301583.9553256.08
S&P/ASX 2006150.278719.719

STRIKE DATE 26/02/2019
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 = 1.60% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1937692173
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Feb 2019 USD
ISIN: XS1728656403
STRIKE DATE: 08/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,946.320024062.72
FTSE MIB19,351.900049397.55
OMX Stockholm 301,527.16703256.08
IBEX 358,856.800019177.7

STRIKE DATE 08/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.70% Quarterly (6.80% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656403
NEXT POTENTIAL MATURITY DATE 10/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Feb 2019 GBP
ISIN: XS1728656585
STRIKE DATE: 08/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,946.320024062.72
FTSE MIB19,351.900049397.55
OMX Stockholm 301,527.16703256.08
IBEX 358,856.800019177.7

STRIKE DATE 08/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.30% Quarterly (5.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656585
NEXT POTENTIAL MATURITY DATE 10/05/2021

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall December 2018 USD
ISIN: XS1922010555
STRIKE DATE: 14/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,713.680014349.51
Eurostoxx 503,092.60006168.26
iShares MSCI Japan52.960095.43
S&P/ASX 2005,601.97608719.719

STRIKE DATE 14/12/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2% per quarter - 8% p.a. Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1922010555
NEXT POTENTIAL MATURITY DATE 14/12/2020

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Feb 2019 USD
ISIN: XS1902029849
STRIKE DATE: 19/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007179.1710840.35

STRIKE DATE 19/02/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 850% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD = 1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.00% p,a,
ISIN XS1902029849
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Feb 2019 GBP
ISIN: XS1902033361
STRIKE DATE: 19/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007179.1710840.35

STRIKE DATE 19/02/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 650% 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: 50% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS1902033361
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE