INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz 70-70 Memory Income Autocall March 2019
ISIN: XS1728705978
STRIKE DATE: 05/03/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,961.600027968.09
OMX Stockholm 301,587.97103031.392
Eurostoxx 503,327.19005891.95
S&P/ASX 2006,199.29208927.526

STRIKE DATE 05/03/2019
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 = 1.93% 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 XS1728705978
NEXT POTENTIAL MATURITY DATE 05/03/2021

EXPAND CLOSE
BBVA FTSE 100 Memory Income Autocall April 2019 GBP
ISIN: XS1959495737
STRIKE DATE: 09/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007425.5710171.76

STRIKE DATE 09/04/2019
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 5.40% p.a.
ISIN XS1959495737
NEXT POTENTIAL MATURITY DATE 09/10/2024

EXPAND CLOSE
BBVA Eurostoxx 50 Memory Income Autocall April 2019 EUR
ISIN: XS1959497196
STRIKE DATE: 09/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503417.225891.95

STRIKE DATE 09/04/2019
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 XS1959497196
NEXT POTENTIAL MATURITY DATE 09/01/2020

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall April 2019 USD
ISIN: XS1960071212
STRIKE DATE: 02/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,391.120010171.76
Eurostoxx 503,395.70005891.95
OMX Stockholm 301,593.95303031.392
S&P/ASX 2006,242.36008927.526

STRIKE DATE 02/04/2019
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 = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1960071212
NEXT POTENTIAL MATURITY DATE 31/12/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall April 2019 GBP
ISIN: XS1960070164
STRIKE DATE: 02/04/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,391.120010171.76
Eurostoxx 503,395.70005891.95
OMX Stockholm 301,593.95303031.392
S&P/ASX 2006,242.36008927.526

STRIKE DATE 02/04/2019
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 = 1.45% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1960070164
NEXT POTENTIAL MATURITY DATE 31/12/2021

EXPAND CLOSE
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 1007196.2910171.76

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 1007196.2910171.76

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 1006,880.850010171.76

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: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007234.3310171.76

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 30/03/2026

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 1007,228.620010171.76

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 AG202.1000143.5
Nike Inc84.840062.6
Under Armour Inc21.28006.05

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 1007,228.620010171.76
S&P 5002,784.70006969.01
Eurostoxx 503,259.49005891.95

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 1007207.5910171.76
S&P 5002800.716969.01
OMX Stockholm 301576.873031.392
S&P/ASX 2006195.2328927.526

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 1007207.5910171.76
S&P 5002800.716969.01
OMX Stockholm 301576.873031.392
S&P/ASX 2006195.2328927.526

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 1007207.5910171.76
S&P 5002800.716969.01
OMX Stockholm 301576.873031.392
S&P/ASX 2006195.2328927.526

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 1006,968.330010171.76
S&P 5002,670.71006969.01
Eurostoxx 503,134.92005891.95
S&P/ASX 2005,879.59408927.526

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 1006,968.330010171.76
S&P 5002,670.71006969.01
Eurostoxx 503,134.92005891.95
S&P/ASX 2005,879.59408927.526

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 22520,666.070053375.6
OMX Stockholm 301,499.78603031.392
HSI27,090.810027968.09
S&P/TSX 60917.92901907.604

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 22520,666.070053375.6
OMX Stockholm 301,499.78603031.392
HSI27,090.810027968.09
S&P/TSX 60917.92901907.604

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 1007151.1210171.76
S&P 5002793.96969.01
Eurostoxx 503289.325891.95

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