INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Credit Suisse FTSE 100 Issuer Callable Growth Participation Mar 2019 USD
ISIN: XS1925368554
STRIKE DATE: 26/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007196.299911.42

STRIKE DATE 26/03/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 750% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12% p.a.
ISIN XS1925368554
NEXT POTENTIAL MATURITY DATE 26/02/2025

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Participation Mar 2019 GBP
ISIN: XS1925368398
STRIKE DATE: 26/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007196.299911.42

STRIKE DATE 26/03/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 650% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP = 0.75% Per Month (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS1925368398
NEXT POTENTIAL MATURITY DATE 26/02/2025

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note March 2019 GBP
ISIN: XS1925372234
STRIKE DATE: 28/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,880.85009911.42

STRIKE DATE 28/03/2019
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 190% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.625% Quarterly (6.5% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN 6.98% p.a.
ISIN XS1925372234
NEXT POTENTIAL MATURITY DATE 28/03/2025

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note March 2019 USD
ISIN: XS1954504806
STRIKE DATE: 28/03/2019
INDICATIVE PRICE: 149.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 149.57% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007234.339911.42

STRIKE DATE 28/03/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 220% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 2% Quarterly (8% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS1954504806
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
Credit Suisse FTSE 100 Issuer Callable Growth Note Feb 2019 USD
ISIN: XS1925415496
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,228.62009911.42

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 600% Callable Observations: Monthly (First Observation at 36 months) Coupon Rate: USD = 1.40% Per Month (16.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 19.84% p.a.
ISIN XS1925415496
NEXT POTENTIAL MATURITY DATE 20/02/2025

EXPAND CLOSE
BBVA High Yield Equity Autocall USD February 2019
ISIN: XS1952571757
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Adidas AG202.1000164.8
Nike Inc84.840064.2
Under Armour Inc21.28004.81

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -11.0583%
ISIN XS1952571757
NEXT POTENTIAL MATURITY DATE 20/02/2025

EXPAND CLOSE
BBVA Developed Markets Classic Autocall USD February 2019
ISIN: XS1952572219
STRIKE DATE: 20/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,228.62009911.42
S&P 5002,784.70006850.92
Eurostoxx 503,259.49005787.31

STRIKE DATE 20/02/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1952572219
NEXT POTENTIAL MATURITY DATE 18/02/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 EUR
ISIN: XS1952064811
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.599911.42
S&P 5002800.716850.92
OMX Stockholm 301576.872806.047
S&P/ASX 2006195.2328799.531

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.05% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952064811
NEXT POTENTIAL MATURITY DATE 22/12/2021

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 USD
ISIN: XS1952070891
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.599911.42
S&P 5002800.716850.92
OMX Stockholm 301576.872806.047
S&P/ASX 2006195.2328799.531

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.90% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952070891
NEXT POTENTIAL MATURITY DATE 22/03/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2019 GBP
ISIN: XS1952074968
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.599911.42
S&P 5002800.716850.92
OMX Stockholm 301576.872806.047
S&P/ASX 2006195.2328799.531

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1952074968
NEXT POTENTIAL MATURITY DATE 22/03/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Jan 2019 GBP
ISIN: XS1919311578
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,968.33009911.42
S&P 5002,670.71006850.92
Eurostoxx 503,134.92005787.31
S&P/ASX 2005,879.59408799.531

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919311578
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Jan 2019 USD
ISIN: XS1919311149
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,968.33009911.42
S&P 5002,670.71006850.92
Eurostoxx 503,134.92005787.31
S&P/ASX 2005,879.59408799.531

STRIKE DATE 18/01/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.85% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919311149
NEXT POTENTIAL MATURITY DATE 21/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 USD
ISIN: XS1728656668
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070051063.31
OMX Stockholm 301,499.78602806.047
HSI27,090.810026922.73
S&P/TSX 60917.92901815.21

STRIKE DATE 18/01/2019
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: USD = 1.70% per quarter - 6.80% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656668
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Commerz World Indices Memory Income Autocall Jan 2019 GBP
ISIN: XS1728656742
STRIKE DATE: 18/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,666.070051063.31
OMX Stockholm 301,499.78602806.047
HSI27,090.810026922.73
S&P/TSX 60917.92901815.21

STRIKE DATE 18/01/2019
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: GBP = 1.25% per quarter - 5% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728656742
NEXT POTENTIAL MATURITY DATE 20/01/2020

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 USD
ISIN: XS1919505427
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.129911.42
S&P 5002793.96850.92
Eurostoxx 503289.325787.31

STRIKE DATE 26/02/2019
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: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1919505427
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Feb 2019 GBP
ISIN: XS1919505690
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007151.129911.42
S&P 5002793.96850.92
Eurostoxx 503289.325787.31

STRIKE DATE 26/02/2019
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: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1919505690
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
CS 100% Protected Issuer Callable Growth + Fixed Inc USD Jan 2019
ISIN: XS1925440841
STRIKE DATE: 23/01/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,112.135787.31

STRIKE DATE 23/01/2019
RETURN & BARRIERS
Fixed coupon rate of 0.133% monthly, Callable coupon rate is 0.292% monthly (3.50% p.a.) starting at 12 months, 100% Participation at maturity 100% Capital Protected
P.A. RETURN
ISIN XS1925440841
NEXT POTENTIAL MATURITY DATE 24/02/2020

EXPAND CLOSE
BBVA FTSE 100 Memory Income Autocall February 2019 GBP
ISIN: XS1940960203
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.73009911.42

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: GBP = 1.35% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940960203
NEXT POTENTIAL MATURITY DATE 28/02/2023

EXPAND CLOSE
BBVA Eurostoxx 50 Memory Income Autocall February 2019 EUR
ISIN: XS1940984724
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,298.26005787.31

STRIKE DATE 28/02/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 110% of initial level Memory Income Rate: EUR = 1.00% per quarter Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1940984724
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
Commerzbank IDAD Semi-Annual Classic Autocall Feb 2019 USD
ISIN: XS1728687622
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.325787.31
OMX Stockholm 301583.9552806.047
S&P/ASX 2006150.278799.531
S&P/TSX 60957.4431815.21

STRIKE DATE 26/02/2019
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: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728687622
NEXT POTENTIAL MATURITY DATE 27/02/2020

EXPAND CLOSE