INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz Triple Index 80-70 Memory Income Autocall March 2018 GBP
ISIN: XS1670808804
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010254.81
Russell 20001,562.20402835.462
Eurostoxx 503,357.86006009.95

STRIKE DATE 06/03/2018
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: 1.425% Quarterly (5.7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808804
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Commerz Triple Index 80-70 Memory Income Autocall March 2018 USD
ISIN: XS1670808630
STRIKE DATE: 06/03/2018
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,146.750010254.81
Russell 20001,562.20402835.462
Eurostoxx 503,357.86006009.95

STRIKE DATE 06/03/2018
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: 1.85% Quarterly (7.4% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1670808630
NEXT POTENTIAL MATURITY DATE 06/06/2022

EXPAND CLOSE
Natixis Global Titans Classic Autocall Mar 2018 USD
ISIN: XS1700055202
STRIKE DATE: 01/03/2018
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com1,493.4500238
Glaxo1,304.40001921.5
BAE579.60001940

STRIKE DATE 01/03/2018
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall opportunities: Semi-annual (first observation at 36 months) Autocall Trigger: 100% of initial level Snowballing Coupon: 14% semi-annual (28% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1700055202
NEXT POTENTIAL MATURITY DATE 01/03/2022

    EXPAND CLOSE
    Commerz Developed Markets Income Autocall Feb 2018 GBP
    ISIN: XS1670807749
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010254.81
    Eurostoxx 503,438.96006009.95
    Nikkei 22522,068.240064179.27

    STRIKE DATE 28/02/2018
    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 Coupon Rate: 3.5% semi-annual (7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 63% Final level (European style)
    P.A. RETURN
    ISIN XS1670807749
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 60-60 Low Hurdle Autocall February Feb 2018 USD
    ISIN: XS1772363658
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,906.380013463.33
    OMX Stockholm 301,583.39403054.043
    S&P/ASX 2006,015.9590
    S&P/TSX 60913.8980

    STRIKE DATE 28/02/2018
    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: 4.1% semi-annual (8.2% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1772363658
    NEXT POTENTIAL MATURITY DATE 28/02/2020

    EXPAND CLOSE
    BBVA 60-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363906
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010254.81
    Eurostoxx 503,438.96006009.95
    HSCEI12,382.08008318.73
    OMX Stockholm 301,583.39403054.043

    STRIKE DATE 28/02/2018
    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 Coupon Rate: 3.45% Semi-Annual (6.9% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN '-4.41% p.a.
    ISIN XS1772363906
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE
    BBVA 70-60 Memory Income Autocall February 2018 USD
    ISIN: XS1772363815
    STRIKE DATE: 28/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,231.910010254.81
    Russell 20001,512.44602835.462
    S&P/ASX 2006,015.9590
    HSI30,844.720024407.96

    STRIKE DATE 28/02/2018
    RETURN & BARRIERS
    Investment Structure: Sami-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.85% Semi-annual (7.7% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN '-2.5983% p.a.
    ISIN XS1772363815
    NEXT POTENTIAL MATURITY DATE 28/02/2024

    EXPAND CLOSE
    BBVA Global 70-60 Income Autocall Feb 2018 USD
    ISIN: XS1772364110
    STRIKE DATE: 23/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,244.410010254.81
    OMX Stockholm 301,577.11003054.043
    SMI8,948.190013463.33
    HSI31,267.170024407.96

    STRIKE DATE 23/02/2018
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.95% Quarterly (7.8% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN '-2.5516% p.a.
    ISIN XS1772364110
    NEXT POTENTIAL MATURITY DATE 23/02/2024

    EXPAND CLOSE
    BBVA 65-65 Global Diversified Income Autocall Feb 2018 EUR
    ISIN: XS1763302285
    STRIKE DATE: 22/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,252.390010254.81
    HSCEI12,528.64008318.73
    FTSE MIB22,463.510050029.17
    S&P/ASX 2005,950.8810

    STRIKE DATE 22/02/2018
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 36 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.51% Quarterly (6.04% annual) Coupon Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN '-3.63% p.a.
    ISIN XS1763302285
    NEXT POTENTIAL MATURITY DATE 22/02/2024

    EXPAND CLOSE
    Commerzbank 80-60 Memory Income Autocall Feb 2018 USD
    ISIN: XS1714814149
    STRIKE DATE: 21/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,988.990013463.33
    OMX Stockholm 301,575.12203054.043
    S&P/ASX 2005943.724
    S&P/TSX 60918.588

    STRIKE DATE 21/02/2018
    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 Coupon Rate: 3.6% semi-annual (7.20% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1714814149
    NEXT POTENTIAL MATURITY DATE 21/02/2020

    EXPAND CLOSE
    BBVA Tri-Index Classic Autocall Feb 2018 GBP
    ISIN: XS1767075424
    STRIKE DATE: 02/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007443.4310254.81
    OMX Stockholm 301584.793054.043
    HSI32601.7824407.96

    STRIKE DATE 02/02/2018
    RETURN & BARRIERS
    7% Semi-Annual Snowballing Coupon if Autocall, 100% Autocall Trigger from 36 Months, 70% Final Level Barrier (European)
    P.A. RETURN 8.725%
    ISIN XS1767075424
    NEXT POTENTIAL MATURITY DATE 02/02/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Feb 2018 USD
    ISIN: XS1773654915
    STRIKE DATE: 15/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,234.810010254.81
    S&P 5002,731.20007266.99
    Eurostoxx 503,389.63006009.95

    STRIKE DATE 15/02/2018
    RETURN & BARRIERS
    6.25% Semi-Annual if Autocalled, 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1773654915
    NEXT POTENTIAL MATURITY DATE 14/02/2020

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Feb 2018 EUR
    ISIN: XS1773655136
    STRIKE DATE: 15/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,234.810010254.81
    S&P 5002,731.20007266.99
    Eurostoxx 503,389.63006009.95

    STRIKE DATE 15/02/2018
    RETURN & BARRIERS
    4.6% Semi-Annual if Autocalled 100% Autocall Trigger From 12 Months, 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1773655136
    NEXT POTENTIAL MATURITY DATE 17/02/2020

    EXPAND CLOSE
    Commerzbank Quarterly Quad Index Classic Autocall Feb 2018 USD
    ISIN: XS1714814818
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100013463.33
    OMX Stockholm 301,532.15003054.043
    S&P/TSX 60905.1300
    FTSE 1007,213.970010254.81

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    3.05% Quarterly Snowballing Coupon if Autocalled 100% Autocall Trigger from 6 Months 60% Final Level Barrier (European)
    P.A. RETURN
    ISIN XS1714814818
    NEXT POTENTIAL MATURITY DATE 14/08/2018

    EXPAND CLOSE
    BBVA Developed Markets Low Hurdle Autocall Feb 2018 USD
    ISIN: XS1749417777
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100013463.33
    OMX Stockholm 301,532.15403054.043
    FTSE 1007,213.970010254.81
    HSI30,515.600024407.96

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    8% semi annual if autocalled from 12 months 85% low hurlde at maturity for half coupons, 60% Final Level Barrier (European)
    P.A. RETURN '-7.993% p.a.
    ISIN XS1749417777
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Developed Markets Low Hurdle Autocall Feb 2018 GBP
    ISIN: XS1749417264
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,899.100013463.33
    OMX Stockholm 301,532.15403054.043
    FTSE 1007,213.970010254.81
    HSI30,515.600024407.96

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    6% Semi-Annual if Autocalled 100% Autocall from 12 Months 85% Low Hurdle at Maturity for Half Coupons, 60% Final Level Barrier (European)
    P.A. RETURN '-7.993% p.a.
    ISIN XS1749417264
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Enhanced Income Autocall Feb 2018 GBP
    ISIN: XS1749431927
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 1006,675.032028508.03
    FTSE 1007,213.970010254.81
    HSCEI12,260.99008318.73
    S&P/ASX 2005,841.2360

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    2% Quarterly Coupon if above 80% 100% autocall trigger from 24 months 60% Final Level barrier (European)
    P.A. RETURN -5.345
    ISIN XS1749431927
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Enhanced Income Autocall Feb 2018 USD
    ISIN: XS1749432578
    STRIKE DATE: 14/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 1006,675.032028508.03
    FTSE 1007,213.970010254.81
    HSCEI12,260.99008318.73
    S&P/ASX 2005,841.2360

    STRIKE DATE 14/02/2018
    RETURN & BARRIERS
    2.5% Quarterly Coupon if above 80% 100% Autocall Trigger from 24 months 60% Final Level Barrier (European)
    P.A. RETURN '-3.9283% p.a.
    ISIN XS1749432578
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Global Markets Memory Income Autocall Feb 2018 USD
    ISIN: XS1736814291
    STRIKE DATE: 02/02/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,443.430010254.81
    Russell 20001,547.27302835.462
    S&P/ASX 2006,121.3890
    HSI32,601.780024407.96

    STRIKE DATE 02/02/2018
    RETURN & BARRIERS
    7.1% Memory annual coupon if above 65% 100 Autocall trigger from year 1 60% Final Level Barrier (E)
    P.A. RETURN '-2.808% p.a.
    ISIN XS1736814291
    NEXT POTENTIAL MATURITY DATE 02/02/2024

    EXPAND CLOSE
    Investec IDAD 60-60 Low Hurdle Autocall March 2018 USD
    ISIN: XS1772752801
    STRIKE DATE: 20/03/2018
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007061.2710254.81
    Russell 20001570.4052835.462
    S&P/ASX 2005936.383
    HSCEI12597.428318.73

    STRIKE DATE 20/03/2018
    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: 5.00% semi-annual (10.00% p.a.) Low Hurdle Trigger: 60% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN '-8.9883% p.a.
    ISIN XS1772752801
    NEXT POTENTIAL MATURITY DATE 20/03/2024

    EXPAND CLOSE