INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Apr 2020 USD
ISIN: XS2114072395
STRIKE DATE: 07/04/2020
INDICATIVE PRICE: 136.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 136.96% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,704.450010679.99

STRIKE DATE 07/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth 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 XS2114072395
NEXT POTENTIAL MATURITY DATE 07/10/2026

EXPAND CLOSE
BBVA Annual Memory Income Autocall Feb 2020 USD
ISIN: XS2113775691
STRIKE DATE: 19/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,900.28203271.255
S&P/ASX 2007,144.55908702.022
Russell 20001,692.57302835.574
Eurostoxx 503,865.18006272.5

STRIKE DATE 19/02/2020
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 = 6.50% p.a. Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2113775691
NEXT POTENTIAL MATURITY DATE 19/02/2022

EXPAND CLOSE
BBVA US 50-50 Memory Income Autocall February 2020 USD
ISIN: XS2110333809
STRIKE DATE: 14/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices55.3100629.26
Nvidia Corporation289.7900224.58
Apple Inc81.2375335.92
Twitter Inc36.910053.7

STRIKE DATE 14/02/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Reduced by 1% each quarter Memory Income Rate: USD = 3.3% Quarter Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2110333809
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 USD
ISIN: XS2118193593
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93008266.01
Nasdaq 1008,530.337030478.86
FTSE 1006,462.550010679.99
S&P/ASX 2006,216.21108702.022

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 4.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118193593
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 GBP
ISIN: XS2118195531
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93008266.01
Nasdaq 1008,530.337030478.86
FTSE 1006,462.550010679.99
S&P/ASX 2006,216.21108702.022

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 3.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118195531
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
BBVA 80-70 Income Autocall Feb 2020 GBP
ISIN: XS2113961218
STRIKE DATE: 06/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,445.916030478.86
FTSE 1007,504.790010679.99
Nikkei 22523,873.590065513.99
S&P/ASX 2007,049.19908702.022

STRIKE DATE 06/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113961218
NEXT POTENTIAL MATURITY DATE 07/02/2022

EXPAND CLOSE
BBVA 60-60 Low Hurdle Autocall February 2020 GBP
ISIN: XS2112246736
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,493.85008266.01
Nasdaq 1009,367.481030478.86
FTSE 1007,482.480010679.99
S&P/ASX 2006,976.05308702.022

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2112246736
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall February 2020 USD
ISIN: XS2113917665
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.480010679.99
Eurostoxx 503,777.84006272.5
HSCEI10,493.85008266.01

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 2.8% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2113917665
NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA Triple Index Memory Income Autocall February 2020 USD
    ISIN: XS2113915537
    STRIKE DATE: 05/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,482.480010679.99
    Eurostoxx 503,777.84006272.5
    HSCEI10,493.85008266.01

    STRIKE DATE 05/02/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 1.325% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.30% p.a.
    ISIN XS2113915537
    NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA 85-65 Memory Income Reducing Autocall March 2020 USD
    ISIN: XS2115089570
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005,960.230010679.99
    Nasdaq 1008,372.266030478.86
    S&P/ASX 2005,939.60008702.022
    HSCEI10,153.37008266.01

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2115089570
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 USD
    ISIN: XS2113023217
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010679.99
    Eurostoxx 503,371.97006272.5
    HSCEI10,485.16008266.01
    Nikkei 22521,082.730065513.99

    STRIKE DATE 03/03/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: USD = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023217
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 GBP
    ISIN: XS2113023563
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010679.99
    Eurostoxx 503,371.97006272.5
    HSCEI10,485.16008266.01
    Nikkei 22521,082.730065513.99

    STRIKE DATE 03/03/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023563
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    BBVA Quarterly Autocall February 2020 GBP
    ISIN: XS2114518744
    STRIKE DATE: 03/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,326.310010679.99
    IBEX 359,404.700019573.4
    HSI26,356.980024761.13

    STRIKE DATE 03/02/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.35% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114518744
    NEXT POTENTIAL MATURITY DATE 03/02/2026

    EXPAND CLOSE
    BBVA Semi-annual Classic Autocall Jan 2020 GBP
    ISIN: XS2108463105
    STRIKE DATE: 31/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,286.010010679.99
    OMX Stockholm 301,783.26303271.255
    S&P/ASX 2007,017.20008702.022
    S&P/TSX 601,032.96902096.898

    STRIKE DATE 31/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 5% Semi Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2108463105
    NEXT POTENTIAL MATURITY DATE 31/01/2023

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 USD
    ISIN: XS2114425221
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120065513.99
    S&P 5002,882.23007704.13
    FTSE 1005,960.230010679.99
    Eurostoxx 502,910.02006272.5

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: USD = 6.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114425221
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 GBP
    ISIN: XS2114425148
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120065513.99
    S&P 5002,882.23007704.13
    FTSE 1005,960.230010679.99
    Eurostoxx 502,910.02006272.5

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114425148
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    BBVA Step-Down Quarterly Autocall January 2020 USD
    ISIN: XS2103132812
    STRIKE DATE: 30/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,381.960010679.99
    Nikkei 22522,977.750065513.99
    HSCEI10,325.09008266.01
    S&P/ASX 2007,008.42908702.022

    STRIKE DATE 30/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80% Autocall Coupon: USD = 2.025% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.10% p.a.
    ISIN XS2103132812
    NEXT POTENTIAL MATURITY DATE 30/07/2025

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 USD
    ISIN: XS2113618917
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,580.610010679.99
    S&P 5002,954.22007704.13
    Eurostoxx 503,329.49006272.5
    Nikkei 22521,142.960065513.99

    STRIKE DATE 28/02/2020
    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 = 1.425% Quarterly 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 XS2113618917
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 GBP
    ISIN: XS2113619303
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,580.610010679.99
    S&P 5002,954.22007704.13
    Eurostoxx 503,329.49006272.5
    Nikkei 22521,142.960065513.99

    STRIKE DATE 28/02/2020
    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) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113619303
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall March 2020 USD
    ISIN: XS2111981689
    STRIKE DATE: 02/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,654.890010679.99
    OMX Stockholm 301,679.13403271.255
    S&P/ASX 2006,391.51808702.022
    HSI26,291.680024761.13

    STRIKE DATE 02/03/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 3.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00%
    ISIN XS2111981689
    NEXT POTENTIAL MATURITY DATE 02/03/2026

    EXPAND CLOSE