INTERNATIONAL PRODUCTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 112.34% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| iSTOXX Global ESG Trend Select 30 | 153.8100 | 162.36 |
STRIKE DATE 11/12/2019
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: 100% Capital Protected Issuer Callable Growth
Participation Rate: USD = 250%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: USD = 1.85% Quarterly (7.40% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061714213
NEXT POTENTIAL MATURITY DATE 11/103/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.09% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| iSTOXX Global ESG Trend Select 30 | 153.8100 | 162.36 |
STRIKE DATE 11/12/2019
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: 95% Capital Protected Issuer Callable Growth
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 = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061716267
NEXT POTENTIAL MATURITY DATE 11/09/2026
COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,346.5300 | 10772.67 |
| S&P 500 | 3,140.9800 | 7798.99 |
| Eurostoxx 50 | 3,703.5800 | 6545.47 |
| Nikkei 225 | 23,293.9100 | 68308.59 |
STRIKE DATE 29/11/2019
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 = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2078426132
NEXT POTENTIAL MATURITY DATE 28/02/2022
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,346.5300 | 10772.67 |
| S&P 500 | 3,140.9800 | 7798.99 |
| Eurostoxx 50 | 3,703.5800 | 6545.47 |
| Nikkei 225 | 23,293.9100 | 68308.59 |
STRIKE DATE 29/11/2019
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 = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2078445355
NEXT POTENTIAL MATURITY DATE 28/02/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 9,328.0000 | 20168.6 |
| Nasdaq 100 | 8,161.1670 | 30084.5 |
| OMX Stockholm 30 | 1,737.5130 | 3281.461 |
| S&P/ASX 200 | 6,669.0950 | 9188.494 |
STRIKE DATE 01/11/2019
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 = 1.455% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5.0925% p.a.
ISIN XS2075810460
NEXT POTENTIAL MATURITY DATE 01/08/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 10,219.8200 | 14475.13 |
| OMX Stockholm 30 | 1,733.6810 | 3281.461 |
| S&P/ASX 200 | 6,663.3740 | 9188.494 |
| S&P/TSX 60 | 986.3300 | 2168.34 |
STRIKE DATE 31/10/2019
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 = 5.20% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2070303339
NEXT POTENTIAL MATURITY DATE 29/04/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,733.6810 | 3281.461 |
| S&P/ASX 200 | 6,663.3740 | 9188.494 |
| Nasdaq 100 | 8,083.8330 | 30084.5 |
| HSI | 26,906.7200 | 25396.51 |
STRIKE DATE 31/10/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 7.30% Annually
Coupon Trigger: 75% of Strike Level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a,
ISIN XS2063297696
NEXT POTENTIAL MATURITY DATE 31/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,733.6810 | 3281.461 |
| S&P/ASX 200 | 6,663.3740 | 9188.494 |
| Nasdaq 100 | 8,083.8330 | 30084.5 |
| HSI | 26,906.7200 | 25396.51 |
STRIKE DATE 31/10/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5.5% Annually
Coupon Trigger: 75% of Strike Level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.50% p.a.
ISIN XS2063289164
NEXT POTENTIAL MATURITY DATE 31/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,746.8100 | 3281.461 |
| S&P/ASX 200 | 6,689.4820 | 9188.494 |
| Nasdaq 100 | 8,083.1130 | 30084.5 |
| HSI | 26,667.7100 | 25396.51 |
STRIKE DATE 30/10/2019
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 = 8.9% Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.90%
ISIN XS2062944421
NEXT POTENTIAL MATURITY DATE 30/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10,617.3700 | 8426.49 |
| Nasdaq 100 | 8,385.7450 | 30084.5 |
| OMX Stockholm 30 | 1,740.9910 | 3281.461 |
| S&P/ASX 200 | 6,787.5300 | 9188.494 |
STRIKE DATE 26/11/2019
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 = 1.95% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2071958123
NEXT POTENTIAL MATURITY DATE 25/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 10,617.3700 | 8426.49 |
| Nasdaq 100 | 8,385.7450 | 30084.5 |
| OMX Stockholm 30 | 1,740.9910 | 3281.461 |
| S&P/ASX 200 | 6,787.5300 | 9188.494 |
STRIKE DATE 26/11/2019
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 = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2071846161
NEXT POTENTIAL MATURITY DATE 25/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 10,529.2600 | 14475.13 |
| OMX Stockholm 30 | 1,737.8040 | 3281.461 |
| S&P/ASX 200 | 6,850.6010 | 9188.494 |
| S&P/TSX 60 | 1,022.9520 | 2168.34 |
STRIKE DATE 27/11/2019
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 = 7.25% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071622489
NEXT POTENTIAL MATURITY DATE 27/05/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 10,529.2600 | 14475.13 |
| OMX Stockholm 30 | 1,737.8040 | 3281.461 |
| S&P/ASX 200 | 6,850.6010 | 9188.494 |
| S&P/TSX 60 | 1,022.9520 | 2168.34 |
STRIKE DATE 27/11/2019
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 = 5.20% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071592120
NEXT POTENTIAL MATURITY DATE 27/05/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,576.9810 | 3281.461 |
| S&P/ASX 200 | 6,604.2150 | 9188.494 |
| Nasdaq 100 | 7,690.9980 | 30084.5 |
| HSI | 25,724.7300 | 25396.51 |
STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 6.80% Annually
Coupon Trigger: 75% of Strike Level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2038037029
NEXT POTENTIAL MATURITY DATE 01/09/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,576.9810 | 3281.461 |
| S&P/ASX 200 | 6,604.2150 | 9188.494 |
| Nasdaq 100 | 7,690.9980 | 30084.5 |
| HSI | 25,724.7300 | 25396.51 |
STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5% Annually
Coupon Trigger: 75% of Strike Level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a
ISIN XS2038037615
NEXT POTENTIAL MATURITY DATE 01/09/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Sextant Grand Large - A | 439.2800 | 502.12 |
STRIKE DATE 07/08/2019
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: 140% Capital Protected Issuer Callable Growth Note
Participation Rate: ZAR = 500%
Strike Level: 140% of the closing level on the Strike Date
Capital Risk: Max 0% capital at risk
Capital Protection: 140% Capital Protected
P.A. RETURN 8% p.a.
ISIN XS2011079543
NEXT POTENTIAL MATURITY DATE 06/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 135.42% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,957.6100 | 10772.67 |
STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: 95% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 150%
Strike Level: 95% of the closing level on the Strike Date
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: GBP = 1.375% Quarterly (5.50% p.a.)
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061863648
NEXT POTENTIAL MATURITY DATE 19/02/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 138.79% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,323.8000 | 10772.67 |
STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: USD = 175%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061866401
NEXT POTENTIAL MATURITY DATE 19/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,774.7180 | 3281.461 |
| Nasdaq 100 | 8,263.7890 | 30084.5 |
| HSCEI | 10,691.0900 | 8426.49 |
STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 3.50% Semi-Annual
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 1.00% Semi-Annual (2.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style) *Non standard commission applies to this product.
P.A. RETURN
ISIN XS2064530368
NEXT POTENTIAL MATURITY DATE 12/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,774.7180 | 3281.461 |
| Nasdaq 100 | 8,263.7890 | 30084.5 |
| HSCEI | 10,691.0900 | 8426.49 |
STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP = 2.75% Semi-Annual
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 1.00% Semi-Annual (2.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style) *Non standard commission applies to this product.
P.A. RETURN 5.5% p.a.
ISIN XS2064529519
NEXT POTENTIAL MATURITY DATE 12/11/2025