INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note July 2019 GBP
ISIN: XS1998948548
STRIKE DATE: 18/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007118.4410471.72

STRIKE DATE 18/07/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS1998948548
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall June 2019 GBP
ISIN: XS1881351024
STRIKE DATE: 06/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays151.2400472.85
Lloyds57.2300102.35
BT Group201.2000209.5
Centrica95.1600185.8
Aviva408.6378627.8

STRIKE DATE 06/06/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annualy (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.025% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.10% p.a.
ISIN XS1881351024
NEXT POTENTIAL MATURITY DATE 06/06/2025

    EXPAND CLOSE
    BBVA Developed Indices Memory Income Autocall May 2019 GBP
    ISIN: XS1993974788
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,510.46203113.57
    S&P/ASX 2006,396.85308804.037
    Nasdaq 1007,127.956029635.95
    HSI26,901.090024718.1

    STRIKE DATE 31/05/2019
    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: GBP = 2.5% Semi Annual (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 XS1993974788
    NEXT POTENTIAL MATURITY DATE 28/05/2021

    EXPAND CLOSE
    BBVA Developed Indices Memory Income Autocall May 2019 USD
    ISIN: XS1993975165
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,510.46203113.57
    S&P/ASX 2006,396.85308804.037
    Nasdaq 1007,127.956029635.95
    HSI26,901.090024718.1

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.3% Semi Annual (6.6% 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 XS1993975165
    NEXT POTENTIAL MATURITY DATE 28/05/2021

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall May 2019 GBP
    ISIN: XS1993979159
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,161.710010471.72
    S&P 5002,752.06007431.46
    Eurostoxx 503,280.43006187.63
    Nikkei 22520,601.190066020.04

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5.2% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1993979159
    NEXT POTENTIAL MATURITY DATE 31/05/2022

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall May 2019 USD
    ISIN: XS1993979316
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,161.710010471.72
    S&P 5002,752.06007431.46
    Eurostoxx 503,280.43006187.63
    Nikkei 22520,601.190066020.04

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annualy (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50 % Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1993979316
    NEXT POTENTIAL MATURITY DATE 31/05/2022

    EXPAND CLOSE
    CS 7 Year 100% Protected FTSE Callable Growth Note May 2019 GBP
    ISIN: XS1970636533
    STRIKE DATE: 24/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,277.730010471.72

    STRIKE DATE 24/05/2019
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.25% Quarterly (5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
    P.A. RETURN 5% p.a.
    ISIN XS1970636533
    NEXT POTENTIAL MATURITY DATE 24/02/2026

    EXPAND CLOSE
    BBVA US 50-50 Memory Income reducing Autocall May 2019 USD
    ISIN: XS2000507207
    STRIKE DATE: 23/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com1,815.4800238.55
    Nvidia Corporation147.3200205.19
    Tesla Motors195.4900
    Netflix352.210080.34

    STRIKE DATE 23/05/2019
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.8% Per Quarter (15.2% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2000507207
    NEXT POTENTIAL MATURITY DATE 22/05/2020

    EXPAND CLOSE
    Goldman Sachs S&P 500 Fixed Income May 2019 USD
    ISIN: XS1969532727
    STRIKE DATE: 22/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5002856.277431.46

    STRIKE DATE 22/05/2019
    RETURN & BARRIERS
    Investment Structure: Classic Fixed Income Income Rate: 3.2% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 3.20% p.a.
    ISIN XS1969532727
    NEXT POTENTIAL MATURITY DATE 22/05/2025

    EXPAND CLOSE
    BBVA Safe Haven Classic Autocall June 2019 USD
    ISIN: XS2003426744
    STRIKE DATE: 19/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9961.6513708.02
    OMX Stockholm 301612.3993113.57
    S&P/ASX 2006648.1298804.037
    S&P/TSX 60988.7882050.451

    STRIKE DATE 19/06/2019
    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 = 7.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2003426744
    NEXT POTENTIAL MATURITY DATE 18/12/2020

    EXPAND CLOSE
    BBVA Safe Haven Classic Autocall June 2019 GBP
    ISIN: XS2003430183
    STRIKE DATE: 19/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9961.6513708.02
    OMX Stockholm 301612.3993113.57
    S&P/ASX 2006648.1298804.037
    S&P/TSX 60988.7882050.451

    STRIKE DATE 19/06/2019
    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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2003430183
    NEXT POTENTIAL MATURITY DATE 18/12/2020

    EXPAND CLOSE
    Goldman Sachs ASX 200 Issuer Callable Growth Participation Note June 2019 GBP
    ISIN: XS1987493977
    STRIKE DATE: 20/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006687.4138804.037

    STRIKE DATE 20/06/2019
    RETURN & BARRIERS
    Investment Structure: Issuer Callable Growth Participation Note Participation Rate: GBP = 400% 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 8.875% p.a.
    ISIN XS1987493977
    NEXT POTENTIAL MATURITY DATE 20/05/2025

    EXPAND CLOSE
    Goldman Sachs Triple Index Memory Income Autocall June 2019 GBP
    ISIN: XS1969761169
    STRIKE DATE: 06/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,259.850010471.72
    S&P 5002,843.49007431.46
    Eurostoxx 503,338.41006187.63

    STRIKE DATE 06/06/2019
    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 = 1.30% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS1969761169
    NEXT POTENTIAL MATURITY DATE 06/06/2022

    EXPAND CLOSE
    BBVA IDAD Semi-Annual Classic Autocall Jun 2019 USD
    ISIN: XS2001259915
    STRIKE DATE: 12/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,367.620010471.72
    OMX Stockholm 301593.5993113.57
    S&P/ASX 2006543.7428804.037
    S&P/TSX 60972.9042050.451

    STRIKE DATE 12/06/2019
    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 = 7.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2001259915
    NEXT POTENTIAL MATURITY DATE 12/12/2022

    EXPAND CLOSE
    BBVA IDAD Semi-Annual Classic Autocall Jun 2019 GBP
    ISIN: XS2001256655
    STRIKE DATE: 12/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007367.6210471.72
    OMX Stockholm 301593.5993113.57
    S&P/ASX 2006543.7428804.037
    S&P/TSX 60972.9042050.451

    STRIKE DATE 12/06/2019
    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 = 5.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2001256655
    NEXT POTENTIAL MATURITY DATE 12/12/2022

    EXPAND CLOSE
    BBVA Hybrid Memory Income Autocall June 2019 GBP
    ISIN: XS1999830919
    STRIKE DATE: 19/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301612.3993113.57
    Nasdaq 1007667.73829635.95
    HSCEI10764.78374.43

    STRIKE DATE 19/06/2019
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Bonus Coupon: 1.00% Semi-annual Snowballing Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 2.00% p.a.
    ISIN XS1999830919
    NEXT POTENTIAL MATURITY DATE 19/06/2025

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall GBP May 2019
    ISIN: XS1998932039
    STRIKE DATE: 13/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    IBEX 359,046.800018764.4
    FTSE 1007,163.680010471.72
    KOSPI 200268.72001291.32

    STRIKE DATE 13/05/2019
    RETURN & BARRIERS
    Investment Structure: Quarterly Classic Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.05% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1998932039
    NEXT POTENTIAL MATURITY DATE 13/11/2019

    EXPAND CLOSE
    BBVA Quarterly Memory Income Autocall June 2019 GBP
    ISIN: XS1998022831
    STRIKE DATE: 27/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10897.138374.43
    Nasdaq 1007657.04829635.95
    OMX Stockholm 301616.9363113.57
    S&P/ASX 2006666.3138804.037

    STRIKE DATE 27/06/2019
    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 XS1998022831
    NEXT POTENTIAL MATURITY DATE 26/03/2021

    EXPAND CLOSE
    BBVA Quarterly Memory Income Autocall June 2019 USD
    ISIN: XS1998111774
    STRIKE DATE: 27/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10897.138374.43
    Nasdaq 1007657.04829635.95
    OMX Stockholm 301616.9363113.57
    S&P/ASX 2006666.3138804.037

    STRIKE DATE 27/06/2019
    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 XS1998111774
    NEXT POTENTIAL MATURITY DATE 26/03/2021

    EXPAND CLOSE
    Investec Developed Indices Memory Income Autocall May 2019 USD
    ISIN: XS1974814045
    STRIKE DATE: 07/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22521,923.720066020.04
    Eurostoxx 503,401.16006187.63
    FTSE 1007,260.470010471.72
    S&P 5002,884.05007431.46

    STRIKE DATE 07/05/2019
    RETURN & BARRIERS
    Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.50% p.a
    ISIN XS1974814045
    NEXT POTENTIAL MATURITY DATE 08/05/2023

    EXPAND CLOSE