INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank Developed Markets Autocall December 2018 USD
ISIN: XS1728638922
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110171.76
S&P 5002633.086969.01
Eurostoxx 503058.535891.95

STRIKE DATE 07/12/2018
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: USD = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638922
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
Commerzbank Developed Markets Autocall December 2018 GBP
ISIN: XS1728638849
STRIKE DATE: 07/12/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006778.1110171.76
S&P 5002633.086969.01
Eurostoxx 503058.535891.95

STRIKE DATE 07/12/2018
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: GBP = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1728638849
NEXT POTENTIAL MATURITY DATE 09/12/2019

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 GBP
ISIN: XS1888918619
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010171.76
OMX Stockholm 301,551.39503031.392
HSI26,486.350027968.09
Eurostoxx 503,214.41005891.95

STRIKE DATE 02/11/2018
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 = 1.25% 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 5% p.a.
ISIN XS1888918619
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE
BBVA World Indices Memory Income Autocall Nov 2018 USD
ISIN: XS1888917728
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,094.120010171.76
OMX Stockholm 301,551.39503031.392
HSI26,486.350027968.09
Eurostoxx 503,214.41005891.95

STRIKE DATE 02/11/2018
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 = 1.60% per quarter - 6.4% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS1888917728
NEXT POTENTIAL MATURITY DATE 04/11/2024

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Nov 2018 USD
ISIN: XS1715866072
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,723.06006969.01
S&P/ASX 2005,849.20708927.526
S&P/TSX 60900.69801907.604
Nikkei 22522,243.660053375.6

STRIKE DATE 02/11/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.4% 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 XS1715866072
NEXT POTENTIAL MATURITY DATE 02/11/2020

EXPAND CLOSE
Commerz Diversified Markets Memory Income Autocall Nov 2018 GBP
ISIN: XS1715865934
STRIKE DATE: 02/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002,723.06006969.01
S&P/ASX 2005,849.20708927.526
S&P/TSX 60900.69801907.604
Nikkei 22522,243.660053375.6

STRIKE DATE 02/11/2018
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 24 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 XS1715865934
NEXT POTENTIAL MATURITY DATE 02/11/2020

EXPAND CLOSE
Commerzbank Triple Index Memory Income Autocall Nov 2018 EUR
ISIN: XS1728638765
STRIKE DATE: 29/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005667.1578927.526
OMX Stockholm 301515.3843031.392
HSCEI10584.939552.58

STRIKE DATE 29/11/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 2.60% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product*
P.A. RETURN
ISIN XS1728638765
NEXT POTENTIAL MATURITY DATE 31/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Nov 2018 USD
ISIN: XS1728631083
STRIKE DATE: 27/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,331.960027968.09
FTSE MIB19,150.380045075.6
OMX Stockholm 301,496.41403031.392
IBEX 359,085.600017589.7

STRIKE DATE 27/11/2018
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 = 1.70% Quarterly (6.80% 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 XS1728631083
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
Commerzbank Global Markets 60-60 Memory Income Autocall Nov 2018 GBP
ISIN: XS1728630945
STRIKE DATE: 27/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,331.960027968.09
FTSE MIB19,150.380045075.6
OMX Stockholm 301,496.41403031.392
IBEX 359,085.600017589.7

STRIKE DATE 27/11/2018
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 = 1.30% Quarterly (5.20% 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 XS1728630945
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897622830
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010171.76
S&P 5002,740.69006969.01
Eurostoxx 503,140.94005891.95

STRIKE DATE 23/10/2018
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: GBP = 4.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897622830
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2018 USD
ISIN: XS1897623481
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010171.76
S&P 5002,740.69006969.01
Eurostoxx 503,140.94005891.95

STRIKE DATE 23/10/2018
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: USD = 5.95% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623481
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 GBP
ISIN: XS1897624455
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010171.76
Eurostoxx 503,140.94005891.95
OMX Stockholm 301,508.87503031.392
S&P/ASX 2005,843.08608927.526

STRIKE DATE 23/10/2018
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: GBP = 4.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624455
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2018 USD
ISIN: XS1897624885
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010171.76
Eurostoxx 503,140.94005891.95
OMX Stockholm 301,508.87503031.392
S&P/ASX 2005,843.08608927.526

STRIKE DATE 23/10/2018
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: USD = 7.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1897624885
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Global Markets Classic Autocall October 2018 EUR
ISIN: XS1897623994
STRIKE DATE: 23/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,955.210010171.76
Eurostoxx 503,140.94005891.95
OMX Stockholm 301,508.87503031.392
S&P/ASX 2005,843.08608927.526

STRIKE DATE 23/10/2018
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: EUR = 5.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1897623994
NEXT POTENTIAL MATURITY DATE 23/10/2019

EXPAND CLOSE
BBVA Quarterly Autocall October 2018 GBP
ISIN: XS1897327919
STRIKE DATE: 17/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,054.600010171.76
Eurostoxx 503,243.08005891.95
IBEX 358,997.200017589.7

STRIKE DATE 17/10/2018
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS1897327919
NEXT POTENTIAL MATURITY DATE 15/04/2019

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1896619597
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,026.990010171.76
IBEX 358,889.600017589.7
Nasdaq 1007,116.088025884.29
HSI25,454.550027968.09

STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS1896619597
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2018 USD
ISIN: XS1849207862
STRIKE DATE: 18/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9,953.730032536.27
SMI8,779.180013147.93
OMX Stockholm 301,543.86903031.392
S&P/ASX 2005,942.41408927.526

STRIKE DATE 18/10/2018
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 = 2% per Quarter - 8% p.a. Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 51% Final level (European style)
P.A. RETURN
ISIN XS1849207862
NEXT POTENTIAL MATURITY DATE 19/10/2020

EXPAND CLOSE
GS US Equities Reducing Autocall Oct 2018 USD
ISIN: XS1860689477
STRIKE DATE: 15/10/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,760.9500241.73
Nvidia Corporation235.3800192.51
XPO Logistics100.7200150.91

STRIKE DATE 15/10/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Reucing Autocall Autocall Opportunities: Semi-Annual (First observation at 6 months) Autocall Trigger: 100% of initial level, then reduce by 2% each observation Coupon Rate: USD = 9.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS1860689477
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 USD
ISIN: XS1860742896
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210171.76

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 700% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD=1.31% Per Month (15.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.72% p.a
ISIN XS1860742896
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE
Goldman Sachs FTSE 100 Issuer Callable Growth Participation November 2018 GBP
ISIN: XS1860742623
STRIKE DATE: 20/11/2018
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006947.9210171.76

STRIKE DATE 20/11/2018
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 360% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: GBP=1.00% Per Month (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS1860742623
NEXT POTENTIAL MATURITY DATE 21/10/2024

EXPAND CLOSE