INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Eurostoxx 50 Issuer Callable Growth Participation Note May 2019 GBP
ISIN: XS1966227990
STRIKE DATE: 17/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,425.64005891.95

STRIKE DATE 17/05/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 420% 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 7.17% p.a.
ISIN XS1966227990
NEXT POTENTIAL MATURITY DATE 17/06/2024

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BBVA Quarterly Memory Income Autocall May 2019 USD
ISIN: XS1982200435
STRIKE DATE: 14/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10764.029552.58
Nasdaq 1007401.88425884.29
OMX Stockholm 301590.8223031.392
S&P/ASX 2006239.9138927.526

STRIKE DATE 14/05/2019
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 = 2.025% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1982200435
NEXT POTENTIAL MATURITY DATE 12/02/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall May 2019 GBP
ISIN: XS1982200278
STRIKE DATE: 14/05/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10764.029552.58
Nasdaq 1007401.88425884.29
OMX Stockholm 301590.8223031.392
S&P/ASX 2006239.9138927.526

STRIKE DATE 14/05/2019
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 = 1.525% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1982200278
NEXT POTENTIAL MATURITY DATE 15/02/2021

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall March 2019 USD
ISIN: XS1960259361
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI29,051.360027968.09
S&P/TSX 60959.50201907.604
OMX Stockholm 301,553.41903031.392
S&P/ASX 2006,180.73108927.526

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.25% Semi Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS1960259361
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE
CS Developed Indices Memory Income Autocall GBP March 2019
ISIN: XS1955972275
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010171.76
S&P 5002,834.40006969.01
Eurostoxx 503,351.71005891.95
Nikkei 22521,205.810053375.6

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1955972275
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
CS Developed Indices Memory Income Autocall USD March 2019
ISIN: XS1955971541
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,279.190010171.76
S&P 5002,834.40006969.01
Eurostoxx 503,351.71005891.95
Nikkei 22521,205.810053375.6

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.75% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1955971541
NEXT POTENTIAL MATURITY DATE 29/03/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall GBP March 2019
ISIN: XS1962578966
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003031.392
S&P/ASX 2006,180.73008927.526
S&P/TSX 60959.50001907.604
HSI29,051.360027968.09

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 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 XS1962578966
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall USD March 2019
ISIN: XS1962579188
STRIKE DATE: 29/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,553.42003031.392
S&P/ASX 2006,180.73008927.526
S&P/TSX 60959.50001907.604
HSI29,051.360027968.09

STRIKE DATE 29/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% per quarter (6.5% 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 XS1962579188
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
Credit Suisse 100% Protected FTSE Issuer Callable Growth Note April 2019 USD
ISIN: XS1955970576
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: 151.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 151.57% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.220010171.76

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 315% 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 XS1955970576
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Credit Suisse 95% Protected FTSE Issuer Callable Growth Note April 2019 GBP
ISIN: XS1955973166
STRIKE DATE: 30/04/2019
INDICATIVE PRICE: 138.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 138.48% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,047.310010171.76

STRIKE DATE 30/04/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 200% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.70% Quarterly (6.80% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS1955973166
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Commerz UK Titans 50-50 Memory Income Autocall GBP March 2019
ISIN: XS1715823180
STRIKE DATE: 22/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays155.4400479.6
Lloyds62.3100105.45
BT Group225.7000189.65
Centrica119.3000189.5
Aviva404.9812635

STRIKE DATE 22/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 3% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00%
ISIN XS1715823180
NEXT POTENTIAL MATURITY DATE 24/03/2025

EXPAND CLOSE
Morgan Stanley BHP & Rio Autocall 6 Year Note GBP March 2019
ISIN: XS1962469919
STRIKE DATE: 15/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,151.00006849
BHP Group PLC1,718.60002598

STRIKE DATE 15/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 4.85% Quarterly Snowballing Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1962469919
NEXT POTENTIAL MATURITY DATE 16/12/2019

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Feb 2019 USD
ISIN: XS1924328633
STRIKE DATE: 14/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,197.010010171.76
S&P 5002,745.73006969.01
Eurostoxx 503,182.66005891.95

STRIKE DATE 14/02/2019
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 = 1.82% Quarterly (7.28% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1924328633
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
Investec Triple Index Memory Income Autocall Feb 2019 GBP
ISIN: XS1924328716
STRIKE DATE: 14/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,197.010010171.76
S&P 5002,745.73006969.01
Eurostoxx 503,182.66005891.95

STRIKE DATE 14/02/2019
RETURN & BARRIERS
nvestment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 24 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.42% per quarter (5.68% p.a) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS1924328716
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
Commerz IDAD Semi-Annual Classic Autocall Feb 2019 GBP
ISIN: XS1728687549
STRIKE DATE: 26/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,289.32005891.95
OMX Stockholm 301,583.95503031.392
S&P/ASX 2006,150.27008927.526
S&P/TSX 60957.44301907.604

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 = 6.45% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1728687549
NEXT POTENTIAL MATURITY DATE 27/02/2020

EXPAND CLOSE
Credit Suisse Developed Indices Memory Income Autocall Feb 2019 USD
ISIN: XS1925447341
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010171.76
S&P 5002,784.49006969.01
Eurostoxx 503,298.26005891.95
Nikkei 22521,385.160053375.6

STRIKE DATE 28/02/2019
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 = 7.25% 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 XS1925447341
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Credit Suisse Developed Indices Memory Income Autocall Feb 2019 GBP
ISIN: XS1925444595
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,074.730010171.76
S&P 5002,784.49006969.01
Eurostoxx 503,298.26005891.95
Nikkei 22521,385.160053375.6

STRIKE DATE 28/02/2019
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 = 5.4% 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 XS1925444595
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Feb 2019 USD
ISIN: XS1939355910
STRIKE DATE: 28/02/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301572.68403031.392
S&P/ASX 2006192.73308927.526
S&P/TSX 60953.91301907.604
HSI28633.180027968.09

STRIKE DATE 28/02/2019
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 = 1.75% Quarterly Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939355910
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Feb 2019 GBP
ISIN: XS1939355837
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
OMX Stockholm 301,572.68403031.392
S&P/ASX 2006,192.73308927.526
S&P/TSX 60953.91301907.604
HSI28,633.180027968.09

STRIKE DATE 28/02/2019
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939355837
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA 70-70 Memory Income Autocall March 2019 USD
ISIN: XS1953280721
STRIKE DATE: 01/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007106.7310171.76
S&P 5002803.696969.01
Eurostoxx 503312.105891.95

STRIKE DATE 01/03/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (From 36 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% per quarter Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1953280721
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE