INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz Triple Index 70-70 Memory Income Autocall Nov 2017 GBP
ISIN: XS1703852415
STRIKE DATE: 10/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,432.990010372.93
Russell 20001,475.27502863.086
Eurostoxx 503,593.76005934.96

STRIKE DATE 10/11/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 105% autocall from 36 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1703852415
NEXT POTENTIAL MATURITY DATE 10/02/2023

EXPAND CLOSE
Natixis Multi-Asset Memory Income Step-Down Autocall November 2017
ISIN: XS1631524441
STRIKE DATE: 09/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C1,031.2600397.17
Netflix193.900086.94
Tesla Motors302.9900
Apple Inc175.8800298.21

STRIKE DATE 09/11/2017
RETURN & BARRIERS
5.27% Semi-annual coupon if above 60% 100% Autocall trigger semi-annual after 12 months Autocall Step-down 2.5% Semi-annual Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1631524441
NEXT POTENTIAL MATURITY DATE 09/11/2018

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall EUR
ISIN: XS1716972473
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.4110372.93

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 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) Maximum Term: 7 years
P.A. RETURN 4.0% p.a.
ISIN XS1716972473
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall USD
ISIN: XS1716973521
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.4110372.93

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.80% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.6% p.a.
ISIN XS1716973521
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Investec FTSE 100 Memory Income Autocall GBP
ISIN: XS1716972390
STRIKE DATE: 12/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007500.4110372.93

STRIKE DATE 12/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annual (First observation at 36 months) Autocall Trigger: 110% of initial level Memory Income Rate: 2.50% Semi-Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Maximum Term: 7 years
P.A. RETURN 5.0%
ISIN XS1716972390
NEXT POTENTIAL MATURITY DATE 12/12/2024

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall USD Nov 2017
ISIN: XS1694627479
STRIKE DATE: 03/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9322.0513212.96
OMX Stockholm 301677.6543048.114
S&P/ASX 2005959.8768640.714
S&P/TSX 60946.811986.704

STRIKE DATE 03/11/2017
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: 6% semi-annual (12% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694627479
NEXT POTENTIAL MATURITY DATE 04/11/2019

EXPAND CLOSE
Commerzbank Developed Markets Low Hurdle Autocall GBP Nov 2017
ISIN: XS1694625937
STRIKE DATE: 03/11/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9322.0513212.96
OMX Stockholm 301677.6543048.114
S&P/ASX 2005959.8768640.714
S&P/TSX 60946.811986.704

STRIKE DATE 03/11/2017
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% semi-annual (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1694625937
NEXT POTENTIAL MATURITY DATE 04/11/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall USD
ISIN: XS1711687597
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5513212.96
OMX Stockholm 301592.1993048.114
S&P/ASX 2005989.7568640.714
S&P/TSX 60951.7571986.704

STRIKE DATE 01/12/2017
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 XS1711687597
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Catch-Up Income Autocall GBP
ISIN: XS1711703543
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5513212.96
OMX Stockholm 301592.1993048.114
S&P/ASX 2005989.7568640.714
S&P/TSX 60951.7571986.704

STRIKE DATE 01/12/2017
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 XS1711703543
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall USD
ISIN: XS1708314890
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5513212.96
OMX Stockholm 301592.1993048.114
S&P/ASX 2005989.7568640.714
S&P/TSX 60951.7571986.704

STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 6.75% semi-annual (13.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708314890
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
Commerzbank IDAD Classic Autocall GBP
ISIN: XS1708318537
STRIKE DATE: 01/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9274.5513212.96
OMX Stockholm 301592.1993048.114
S&P/ASX 2005989.7568640.714
S&P/TSX 60951.7571986.704

STRIKE DATE 01/12/2017
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 5.25% semi-annual (10.50% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1708318537
NEXT POTENTIAL MATURITY DATE 02/12/2019

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall USD
ISIN: XS1707686397
STRIKE DATE: 05/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007327.510372.93
Russell 20001516.7612863.086
S&P/ASX 2005971.828640.714
HSI28842.826389.04

STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.90% quarterly (7.60% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -1.665% p.a.
ISIN XS1707686397
NEXT POTENTIAL MATURITY DATE 05/12/2023

EXPAND CLOSE
BBVA IDAD Quarterly Memory Income Autocall GBP
ISIN: XS1707686470
STRIKE DATE: 05/12/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007327.510372.93
Russell 20001516.7612863.086
S&P/ASX 2005971.828640.714
HSI28842.826389.04

STRIKE DATE 05/12/2017
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.50% quarterly (6.00% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.23% p.a.
ISIN XS1707686470
NEXT POTENTIAL MATURITY DATE 05/12/2023

EXPAND CLOSE
Investec Multi Index Income Autocall October 2017 GBP
ISIN: XS1673595234
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,252.120013212.96
FTSE 1007,522.870010372.93
S&P 5002,549.33007501.24
Eurostoxx 503,603.32005934.96

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5% per annum if all above 60% 100% Autocall from 24 months 60% Final Level Barrier (European Style)
P.A. RETURN 5.00% p.a.
ISIN XS1673595234
NEXT POTENTIAL MATURITY DATE 06/10/2023

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall October 2017 USD
ISIN: XS1672347041
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,510.21702863.086
FTSE 1007,522.870010372.93
S&P/ASX 2005,710.67508640.714
HSI28,458.040026389.04

STRIKE DATE 06/10/2017
RETURN & BARRIERS
7% per annum if all above 70% 100% Autocall 60% Final Level Barrier (European Style)
P.A. RETURN 7.00% p.a.
ISIN XS1672347041
NEXT POTENTIAL MATURITY DATE 06/10/2023

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall October 2017 GBP
ISIN: XS1672110894
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,510.21702863.086
OMX Stockholm 301,646.27803048.114
S&P/ASX 2005,710.67508640.714
S&P/TSX 60926.97001986.704

STRIKE DATE 06/10/2017
RETURN & BARRIERS
5.2% p.a. if all above 70% 100% Annual Autocall 60% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1672110894
NEXT POTENTIAL MATURITY DATE 06/10/2020

EXPAND CLOSE
Commerzbank Triple Index 80-70 Memory Income Autocall October 2017 USD
ISIN: XS1680860670
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.870010372.93
Russell 20001,510.21702863.086
Eurostoxx 503,603.32005934.96

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.6% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680860670
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 80-70 Memory Income Autocall October 2017 GBP
ISIN: XS1680856132
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.870010372.93
Russell 20001,510.21702863.086
Eurostoxx 503,603.32005934.96

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.3% Quarterly memory coupon if all above 80% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856132
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 70-70 Memory Income Autocall October 2017 USD
ISIN: XS1680856561
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.870010372.93
Russell 20001,510.21702863.086
Eurostoxx 503,603.32005934.96

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.45% Quarterly memory coupon if all above 70% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680856561
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE
Commerzbank Triple Index 70-70 Memory Income Autocall October 2017 GBP
ISIN: XS1680861132
STRIKE DATE: 06/10/2017
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,522.870010372.93
Russell 20001,510.21702863.086
Eurostoxx 503,603.32005934.96

STRIKE DATE 06/10/2017
RETURN & BARRIERS
1.15% Quarterly coupons memory if all above 70% 100% autocall from 24 months 70% Final Level Barrier (European Style)
P.A. RETURN
ISIN XS1680861132
NEXT POTENTIAL MATURITY DATE 06/01/2020

EXPAND CLOSE