INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis FTSE 100 Issuer Callable Growth Participation GBP
ISIN: XS1741742024
STRIKE DATE: 22/05/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007877.4510782.66

STRIKE DATE 22/05/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 200% Callable Observations: Monthly (First observation at 12 months) Coupon Rate: 0.70% Per Month (8.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.085% p.a.
ISIN XS1741742024
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 GBP
ISIN: XS1714820203
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510782.66
Russell 20001543.4332729.887
Eurostoxx 503438.786231.54

STRIKE DATE 10/04/2018
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: 1.37% Quarterly (5.48% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820203
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall April 2018 USD
ISIN: XS1714820385
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510782.66
Russell 20001543.4332729.887
Eurostoxx 503438.786231.54

STRIKE DATE 10/04/2018
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: 1.81% Quarterly (7.24% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820385
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall April 2018 GBP
ISIN: XS1714820468
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510782.66
Russell 20001543.4332729.887
Eurostoxx 503438.786231.54

STRIKE DATE 10/04/2018
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: 1.21% Quarterly (4.84% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820468
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz Triple Index 70-70 Memory Income Autocall April 2018 USD
ISIN: XS1714820112
STRIKE DATE: 10/04/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007266.7510782.66
Russell 20001543.4332729.887
Eurostoxx 503438.786231.54

STRIKE DATE 10/04/2018
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: 1.58% Quarterly (6.32% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1714820112
NEXT POTENTIAL MATURITY DATE 10/01/2023

EXPAND CLOSE
Commerz 6yr Geared Memory Income Autocall Mar 2018 USD
ISIN: XS1714821433
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814967.73
OMX Stockholm 301513.1833301.091
S&P/ASX 2005820.7279065.067
S&P/TSX 60897.3542118.223

STRIKE DATE 23/03/2018
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall With Double Downside Autocall opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.1% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Double Downside
P.A. RETURN -7.936% p.a.
ISIN XS1714821433
NEXT POTENTIAL MATURITY DATE 25/03/2024

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall March 2018 USD
ISIN: XS1791430389
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006921.9410782.66
S&P 5002588.267353.73
Eurostoxx 503298.076231.54

STRIKE DATE 23/03/2018
RETURN & BARRIERS
nvestment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 6% Annual Coupon Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1791430389
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
BBVA Safe Haven Memory Income Autocall March 2018 USD
ISIN: XS1791424143
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814967.73
OMX Stockholm 301513.1833301.091
S&P/ASX 2005820.7279065.067
S&P/TSX 60897.3542118.223

STRIKE DATE 23/03/2018
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
ISIN XS1791424143
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
Commerz Safe Haven Memory Income Autocall March 2018 USD
ISIN: XS1714819700
STRIKE DATE: 23/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8569.0814967.73
OMX Stockholm 301513.1833301.091
S&P/ASX 2005820.7279065.067
S&P/TSX 60897.3542118.223

STRIKE DATE 23/03/2018
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% 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 XS1714819700
NEXT POTENTIAL MATURITY DATE 25/03/2019

EXPAND CLOSE
BBVA Triple Index Low Hurdle Autocall March 2018 EUR
ISIN: XS1775616144
STRIKE DATE: 21/03/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,437.40006231.54
S&P/ASX 2005950.279065.067
HSI31414.5224796.98

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: 1.85% Quarterly (7.40% 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 XS1775616144
NEXT POTENTIAL MATURITY DATE 21/03/2024

EXPAND CLOSE
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
HSI31,414.520024796.98
S&P/ASX 2005950.279065.067
Eurostoxx 503401.046231.54

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 503401.046231.54
S&P/ASX 2005950.279065.067
HSI31414.5224796.98

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 1007421.4310782.66
Russell 20001557.8952729.887
S&P/ASX 2005910.7729065.067
HSCEI11949.388369.08

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 1007421.4310782.66
Russell 20001557.8952729.887
S&P/ASX 2005910.7729065.067
HSCEI11949.388369.08

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 1007421.4310782.66
OMX Stockholm 301573.7583301.091
S&P/ASX 2005910.7729065.067
S&P/TSX 60923.4822118.223

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 1007421.4310782.66
OMX Stockholm 301573.7583301.091
S&P/ASX 2005910.7729065.067
S&P/TSX 60923.4822118.223

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 20001,586.04802729.887
FTSE 1007,164.140010782.66
SMI8,882.530014967.73
HSI31,501.970024796.98

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 20001,586.04802729.887
FTSE 1007,164.140010782.66
SMI8,882.530014967.73
HSI31,501.970024796.98

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 503,437.40006231.54
OMX Stockholm 301,573.4833301.091
S&P/ASX 2005,949.42309065.067
S&P/TSX 60931.38002118.223

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 503,437.40006231.54
OMX Stockholm 301573.4833301.091
S&P/ASX 2005949.4239065.067
S&P/TSX 60931.382118.223

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