INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI8,899.100013067.63
OMX Stockholm 301,532.15403128.387
FTSE 1007,213.970010476.46
HSI30,515.600026163.24

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
BBVA Enhanced Income Autocall Feb 2018 GBP
ISIN: XS1749431927
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
Nasdaq 1006,675.032026937.28
FTSE 1007,213.970010476.46
HSCEI12,260.99008801.78
S&P/ASX 2005,841.23608843.557

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2% Quarterly Coupon if above 80% 100% autocall trigger from 24 months 60% Final Level barrier (European)
P.A. RETURN -5.345
ISIN XS1749431927
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Enhanced Income Autocall Feb 2018 USD
ISIN: XS1749432578
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
Nasdaq 1006,675.032026937.28
FTSE 1007,213.970010476.46
HSCEI12,260.99008801.78
S&P/ASX 2005,841.23608843.557

STRIKE DATE 14/02/2018
RETURN & BARRIERS
2.5% Quarterly Coupon if above 80% 100% Autocall Trigger from 24 months 60% Final Level Barrier (European)
P.A. RETURN -3.9283% p.a.
ISIN XS1749432578
NEXT POTENTIAL MATURITY DATE 14/02/2024

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Feb 2018 USD
ISIN: XS1736814291
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,443.430010476.46
Russell 20001,547.27302785.377
S&P/ASX 2006,121.38908843.557
HSI32,601.780026163.24

STRIKE DATE 02/02/2018
RETURN & BARRIERS
7.1% Memory annual coupon if above 65% 100 Autocall trigger from year 1 60% Final Level Barrier (E)
P.A. RETURN -2.808% p.a.
ISIN XS1736814291
NEXT POTENTIAL MATURITY DATE 02/02/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall March 2018 USD
ISIN: XS1772752801
STRIKE DATE: 20/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007061.2710476.46
Russell 20001570.4052785.377
S&P/ASX 2005936.3838843.557
HSCEI12597.428801.78

STRIKE DATE 20/03/2018
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: 5.00% semi-annual (10.00% 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 -8.9883% p.a.
ISIN XS1772752801
NEXT POTENTIAL MATURITY DATE 20/03/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall March 2018 GBP
ISIN: XS1772752983
STRIKE DATE: 20/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007061.2710476.46
Russell 20001570.4052785.377
S&P/ASX 2005936.3838843.557
HSCEI12597.428801.78

STRIKE DATE 20/03/2018
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: 3.60% semi-annual (7.20% 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 -8.9883% p.a.
ISIN XS1772752983
NEXT POTENTIAL MATURITY DATE 20/03/2024

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall March 2018 USD
ISIN: XS1670808473
STRIKE DATE: 13/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001592.0522785.377
OMX Stockholm 301578.1483128.387
S&P/ASX 2005974.7148843.557
S&P/TSX 60926.6491976.729

STRIKE DATE 13/03/2018
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 Coupon Rate: 3.25% semi-annual (6.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808473
NEXT POTENTIAL MATURITY DATE 15/03/2021

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall March 2018 GBP
ISIN: XS1670808390
STRIKE DATE: 13/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001592.0522785.377
OMX Stockholm 301578.1483128.387
S&P/ASX 2005974.7148843.557
S&P/TSX 60926.6491976.729

STRIKE DATE 13/03/2018
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 Coupon Rate: 2.75% semi-annual (5.50% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1670808390
NEXT POTENTIAL MATURITY DATE 15/03/2021

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Feb 2018 GBP (XS1736814614)
ISIN: XS1736814614
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
Russell 20001,547.27302785.377
FTSE 1007,443.430010476.46
DAX12,785.160024194.9
HSI32,601.780026163.24

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5.5% Memory annual coupon if above 70%, 100% Autocall trigger from year 1, 60% Final Level Barrier (European)
P.A. RETURN 4.1416% p.a.
ISIN XS1736814614
NEXT POTENTIAL MATURITY DATE 02/02/2024

EXPAND CLOSE
Commerzbank Diversified Markets Memory Income Autocall Feb 2018 GBP (XS1670807079)
ISIN: XS1670807079
STRIKE DATE: 02/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,220.690013067.63
OMX Stockholm 301,584.79003128.387
S&P/ASX 2006,121.38908843.557
S&P/TSX 60924.84201976.729

STRIKE DATE 02/02/2018
RETURN & BARRIERS
5% p.a. memory coupon if above 70%, 100% Trigger Autocall from 24 months, 60% Final Level Barrier (European)
P.A. RETURN
ISIN XS1670807079
NEXT POTENTIAL MATURITY DATE 03/02/2020

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall USD
ISIN: XS1763173538
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007146.7510476.46
OMX Stockholm 301559.9413128.387
HSI30510.7326163.24
S&P/ASX 2005962.4378843.557

STRIKE DATE 06/03/2018
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: 1.9% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.253% p.a.
ISIN XS1763173538
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1763173611
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007146.7510476.46
OMX Stockholm 301559.9413128.387
HSI30510.7326163.24
S&P/ASX 2005962.4378843.557

STRIKE DATE 06/03/2018
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 -4.186% p.a.
ISIN XS1763173611
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
Natixis Semi-Annual Memory Income Autocall January 2018 GBP
ISIN: XS1673945660
STRIKE DATE: 24/01/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,643.430010476.46
Russell 20001,599.61102785.377
HSI32,958.690026163.24
S&P/ASX 2006,054.65808843.557

STRIKE DATE 24/01/2018
RETURN & BARRIERS
2.6% Semi-Annual if above 80% 100% Autocall Semi-annual from 12 months 60% Final Level Barrier (European)
P.A. RETURN -6.026% p.a.
ISIN XS1673945660
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
BBVA Dual Index Quarterly Income Autocall Jan 2018 EUR
ISIN: XS1743636257
STRIKE DATE: 09/01/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,731.020010476.46
Eurostoxx 503,622.87005906.22

STRIKE DATE 09/01/2018
RETURN & BARRIERS
1.05% quarterly if all above 80% 100% Autocall Trigger from 18 Months 80% Final Level Barrier (European)
P.A. RETURN
ISIN XS1743636257
NEXT POTENTIAL MATURITY DATE 09/01/2020

EXPAND CLOSE
Investec FTSE 100 Step Down Autocall Feb 2018 EUR
ISIN: XS1755398754
STRIKE DATE: 16/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,294.700010476.46

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398754
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
Investec FTSE 100 Step Down Autocall GBP
ISIN: XS1755398671
STRIKE DATE: 16/02/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,294.700010476.46

STRIKE DATE 16/02/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Step Down Autocall Autocall opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 110% of initial level and then reduced by 2.5% every 6 months Snowballing Coupon: 2.75% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1755398671
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
Investec FTSE – Eurostoxx Classic Autocall Dec 2017 GBP
ISIN: XS1739356415
STRIKE DATE: 20/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,525.220010476.46
Eurostoxx 503,552.65005906.22

STRIKE DATE 20/12/2017
RETURN & BARRIERS
9.5% p.a. if autocalled from 12 months 60% European Barrier Not Capital Protected
P.A. RETURN
ISIN XS1739356415
NEXT POTENTIAL MATURITY DATE 20/12/2019

EXPAND CLOSE
BBVA Triple Index 70-70 Memory Income Autocall GBP
ISIN: XS1738783544
STRIKE DATE: 20/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,525.220010476.46
Eurostoxx 503,552.65005906.22
Russell 20001,540.07602785.377

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.25% Quarterly memory if above 70 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738783544
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
BBVA Triple Index 80-70 Memory Income Autocall Dec USD
ISIN: XS1738785838
STRIKE DATE: 20/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,525.220010476.46
Eurostoxx 503,552.65005906.22
Russell 20001,540.07602785.377

STRIKE DATE 20/12/2017
RETURN & BARRIERS
1.8% Quarterly memory coupon if above 80 100% Autocall trigger from 24 months 70% Final Level Barrier (European) Not Capital Protected
P.A. RETURN
ISIN XS1738785838
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall Dec 2017 GBP
ISIN: XS1636939685
STRIKE DATE: 14/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays202.7000434.25
BT Group273.8500216.4
Centrica138.1000209.9

STRIKE DATE 14/12/2017
RETURN & BARRIERS
2.48% quarterly memory if all above 50%, 100% autocall from 12 months, 50% Final Level Barrier (E)
P.A. RETURN -0.1683%
ISIN XS1636939685
NEXT POTENTIAL MATURITY DATE 14/12/2023

EXPAND CLOSE