INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Safe Haven Classic Autocall May 2018 USD
ISIN: XS1818674340
STRIKE DATE: 18/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,940.46014475.13
OMX Stockholm 301,621.61403281.461
S&P/ASX 2006,087.35809188.494
S&P/TSX 60957.85402168.34

STRIKE DATE 18/05/2018
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: 9.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1818674340
NEXT POTENTIAL MATURITY DATE 18/11/2019

EXPAND CLOSE
Investec FTSE 100 Classic Autocall May 2018 GBP
ISIN: XS1820753884
STRIKE DATE: 15/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,722.980010772.67

STRIKE DATE 15/05/2018
RETURN & BARRIERS
Investment Structure: Annual Classic Autocall Autocall opportunities: Annual (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 7.05% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS1820753884
NEXT POTENTIAL MATURITY DATE 15/05/2023

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 GBP
ISIN: XS1714821516
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52006545.47
OMX Stockholm 301,603.25203281.461
S&P/ASX 2006,116.18709188.494
S&P/TSX 60947.69402168.34

STRIKE DATE 11/05/2018
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 XS1714821516
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall May 2018 USD
ISIN: XS1714822324
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,565.52006545.47
OMX Stockholm 301,603.25203281.461
S&P/ASX 2006,116.18709188.494
S&P/TSX 60947.69402168.34

STRIKE DATE 11/05/2018
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 XS1714822324
NEXT POTENTIAL MATURITY DATE 11/05/2021

EXPAND CLOSE
BBVA IDAD Classic Autocall May 2018 USD
ISIN: XS1820077060
STRIKE DATE: 11/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,993.5114475.13
OMX Stockholm 301,603.2523281.461
S&P/ASX 2006,116.1879188.494
S&P/TSX 60947.6942168.34

STRIKE DATE 11/05/2018
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: 8% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1820077060
NEXT POTENTIAL MATURITY DATE 12/11/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 GBP
ISIN: XS1797231070
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71303052.847
FTSE 1007,700.970010772.67
SMI8,984.100014475.13
HSI30,809.220025396.51

STRIKE DATE 10/05/2018
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: 5.5% Annual Coupon Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN 2.75% p.a.
ISIN XS1797231070
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall May 2018 USD
ISIN: XS1797230775
STRIKE DATE: 10/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,603.71303052.847
FTSE 1007,700.970010772.67
SMI8,984.100014475.13
HSI30,809.220025396.51

STRIKE DATE 10/05/2018
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 3.75% p.a.
ISIN XS1797230775
NEXT POTENTIAL MATURITY DATE 10/05/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 USD
ISIN: XS1741751108
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1946021.48
OMX Stockholm 301564.8743281.461
HSI29468.1525396.51
S&P/ASX 2006102.1249188.494

STRIKE DATE 19/06/2018
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: 2.20% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.13% p.a.
ISIN XS1741751108
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
Natixis Quad Index 75-60 Memory Income Autocall June 2018 GBP
ISIN: XS1741751017
STRIKE DATE: 19/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX10904.1946021.48
OMX Stockholm 301564.8743281.461
HSI29468.1525396.51
S&P/ASX 2006102.1249188.494

STRIKE DATE 19/06/2018
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: 1.55% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.616% p.a.
ISIN XS1741751017
NEXT POTENTIAL MATURITY DATE 19/06/2024

EXPAND CLOSE
BBVA Capital Protected Income May 2018 USD
ISIN: XS1813863633
STRIKE DATE: 04/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,550.59006545.47
FTSE 1007,567.140010772.67
S&P/ASX 2006,062.89309188.494
HSCEI11,890.62008426.49

STRIKE DATE 04/05/2018
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Income Capital Protection: 100% of initial investment Income: 5.5% annual if all above 90%, 100% Capital Protected at Maturity
P.A. RETURN 0.916% P.A.
ISIN XS1813863633
NEXT POTENTIAL MATURITY DATE 06/05/2024

EXPAND CLOSE
Commerz Major Markets Memory Income Autocall April 2018 GBP
ISIN: XS1714822910
STRIKE DATE: 27/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,502.210010772.67
S&P 5002,669.91007798.99
Eurostoxx 503,518.78006545.47

STRIKE DATE 27/04/2018
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: 2.65% semi-annual (5.3% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822910
NEXT POTENTIAL MATURITY DATE 27/04/2023

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 USD
ISIN: XS1797473169
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89503052.847
OMX Stockholm 301,573.75803281.461
HSI30,007.680025396.51
S&P/ASX 2005,910.77209188.494

STRIKE DATE 26/04/2018
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: 2.1% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -0.21% p.a.
ISIN XS1797473169
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
BBVA Quad Index 75-60 Memory Income Autocall April 2018 GBP
ISIN: XS1797473326
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,557.89503052.847
OMX Stockholm 301,573.75803281.461
HSI30,007.680025396.51
S&P/ASX 2005,910.77209188.494

STRIKE DATE 26/04/2018
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -2.11% p.a.
ISIN XS1797473326
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 USD
ISIN: XS1815425944
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.776545.47
Russell 20001667.7753052.847
S&P/ASX 2006057.2929188.494
HSCEI12407.88426.49

STRIKE DATE 07/06/2018
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: 4.80% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425944
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall June 2018 GBP
ISIN: XS1815425605
STRIKE DATE: 07/06/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503459.776545.47
Russell 20001667.7753052.847
S&P/ASX 2006057.2929188.494
HSCEI12407.88426.49

STRIKE DATE 07/06/2018
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: 3.30% Semi-Annual Low Hurdle Trigger: 60% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.92% p.a.
ISIN XS1815425605
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall April 2018 USD
ISIN: XS1799141400
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007368.1710772.67
HSCEI12054.238426.49
S&P/ASX 2005868.7769188.494

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Quarterly (15.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799141400
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall Apr 2018 GBP
ISIN: XS1799146466
STRIKE DATE: 20/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,368.170010772.67
S&P/ASX 2005,868.77609188.494
HSCEI12,054.23008426.49

STRIKE DATE 20/04/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.5% Quarterly (10.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -8.6033% p.a.
ISIN XS1799146466
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Commerz Semi-Annual Safe Haven Classic Autocall April 2018 GBP
ISIN: XS1714822597
STRIKE DATE: 18/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,831.880014475.13
OMX Stockholm 301,552.48503281.461
S&P/ASX 2005,861.42109188.494
S&P/TSX 60914.67002168.34

STRIKE DATE 18/04/2018
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: 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822597
NEXT POTENTIAL MATURITY DATE 18/04/2019

EXPAND CLOSE
Commerzbank IDAD Quarterly Memory Income Autocall USD
ISIN: XS1715032055
STRIKE DATE: 23/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007788.4410772.67
OMX Stockholm 301602.0983281.461
HSCEI12090.798426.49
S&P/ASX 2006032.5069188.494

STRIKE DATE 23/05/2018
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: 2.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -3.2283% p.a.
ISIN XS1715032055
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
BBVA 80-60 Catch-Up Income Autocall April 2018 GBP
ISIN: XS1799974958
STRIKE DATE: 16/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8,726.540014475.13
OMX Stockholm 301,526.27203281.461
S&P/ASX 2005,841.33909188.494
S&P/TSX 60901.87202168.34

STRIKE DATE 16/04/2018
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% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1799974958
NEXT POTENTIAL MATURITY DATE 12/04/2019

EXPAND CLOSE