INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Low Hurdle Autocall March 2018 USD
ISIN: XS1775417295
STRIKE DATE: 21/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI31,414.520024062.72
S&P/ASX 2005950.278719.719
Eurostoxx 503401.046168.26

STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.5% Quarterly (14.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775417295
NEXT POTENTIAL MATURITY DATE 21/03/2024

EXPAND CLOSE
BBVA Triple Index Low Hurlde Autocall March 2018 GBP
ISIN: XS1775415836
STRIKE DATE: 21/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503401.046168.26
S&P/ASX 2005950.278719.719
HSI31414.5224062.72

STRIKE DATE 21/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: 2.25% Quarterly (9.00% p.a.) Low Hurdle Trigger: 90% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -7.72% p.a.
ISIN XS1775415836
NEXT POTENTIAL MATURITY DATE 21/03/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall April 2018 USD
ISIN: XS1799059578
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310840.35
Russell 20001557.8952767.269
S&P/ASX 2005910.7728719.719
HSCEI11949.388103.27

STRIKE DATE 26/04/2018
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: 4.85% 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 XS1799059578
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Investec IDAD 60-60 Low Hurdle Autocall April 2018 GBP
ISIN: XS1799059222
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310840.35
Russell 20001557.8952767.269
S&P/ASX 2005910.7728719.719
HSCEI11949.388103.27

STRIKE DATE 26/04/2018
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: 3.50% 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 XS1799059222
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall April 2018 USD
ISIN: XS1714822837
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310840.35
OMX Stockholm 301573.7583256.08
S&P/ASX 2005910.7728719.719
S&P/TSX 60923.4822138.906

STRIKE DATE 26/04/2018
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: 6.85% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822837
NEXT POTENTIAL MATURITY DATE 26/04/2019

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall April 2018 GBP
ISIN: XS1714822753
STRIKE DATE: 26/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007421.4310840.35
OMX Stockholm 301573.7583256.08
S&P/ASX 2005910.7728719.719
S&P/TSX 60923.4822138.906

STRIKE DATE 26/04/2018
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: 5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1714822753
NEXT POTENTIAL MATURITY DATE 26/04/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall March 2018 GBP
ISIN: XS1767049775
STRIKE DATE: 16/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,586.04802767.269
FTSE 1007,164.140010840.35
SMI8,882.530014349.51
HSI31,501.970024062.72

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: 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 -5.061% p.a.
ISIN XS1767049775
NEXT POTENTIAL MATURITY DATE 18/03/2024

EXPAND CLOSE
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 20001,586.04802767.269
FTSE 1007,164.140010840.35
SMI8,882.530014349.51
HSI31,501.970024062.72

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 503,437.40006168.26
OMX Stockholm 301,573.4833256.08
S&P/ASX 2005,949.42308719.719
S&P/TSX 60931.38002138.906

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 503,437.40006168.26
OMX Stockholm 301573.4833256.08
S&P/ASX 2005949.4238719.719
S&P/TSX 60931.382138.906

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 503477.916168.26

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 503477.916168.26

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 1007258.3410840.35
OMX Stockholm 301518.8843256.08
HSI30831.2824062.72
S&P/ASX 2005815.5328719.719

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 1007258.3410840.35
OMX Stockholm 301518.8843256.08
HSI30831.2824062.72
S&P/ASX 2005815.5328719.719

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
SMI8,896.420014349.51
OMX Stockholm 301,585.53403256.08
S&P/ASX 2005,942.86708719.719

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 1007,146.750010840.35
Russell 20001,562.2042767.269
Eurostoxx 503,357.86006168.26

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 1007,146.750010840.35
Russell 20001,562.20402767.269
Eurostoxx 503,357.86006168.26

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 1007,146.750010840.35
Russell 20001,562.20402767.269
Eurostoxx 503,357.86006168.26

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 1007,146.750010840.35
Russell 20001,562.20402767.269
Eurostoxx 503,357.86006168.26

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.com1,493.4500254.76
Glaxo1,304.40001868.5
BAE579.60001933.5

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