INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall October 2019 GBP
ISIN: XS2053423971
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86008385.24
Nasdaq 1007,874.616029482.32
OMX Stockholm 301,728.21603278.19
S&P/ASX 2006,672.18209020.093

STRIKE DATE 22/10/2019
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 XS2053423971
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note October 2019 USD
ISIN: XS2025966065
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007247.0810831.52

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 110% 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 XS2025966065
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note October 2019 GBP
ISIN: XS2025966149
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006884.72610831.52

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 110% 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 XS2025966149
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 USD
ISIN: XS2051207699
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0214394.77
OMX Stockholm 301630.0333278.19
S&P/ASX 2006547.0769020.093
S&P/TSX 60982.4932154.046

STRIKE DATE 10/10/2019
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: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207699
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 GBP
ISIN: XS2051207939
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0214394.77
OMX Stockholm 301630.0333278.19
S&P/ASX 2006547.0769020.093
S&P/TSX 60982.4932154.046

STRIKE DATE 10/10/2019
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 = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207939
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 USD
ISIN: XS2050783047
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010831.52
S&P 5002,976.74007747.71
Eurostoxx 503,569.45006382.59
Nikkei 22521,755.840064214.48

STRIKE DATE 30/09/2019
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 XS2050783047
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 GBP
ISIN: XS2050783120
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010831.52
S&P 5002,976.74007747.71
Eurostoxx 503,569.45006382.59
Nikkei 22521,755.840064214.48

STRIKE DATE 30/09/2019
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 XS2050783120
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
BBVA Netflix-Tesla Low Hurdle Autocall June 2019 USD
ISIN: XS2019208680
STRIKE DATE: 26/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Netflix362.200082.67
Tesla Motors14.62

STRIKE DATE 26/06/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (From 36 Months) Autocall Trigger: 100% of initial level (60% Low hurdle at maturity) Coupon Rate: USD = 12.2% Semi Annual (24.4% p.a) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 24.40% p.a.
ISIN XS2019208680
NEXT POTENTIAL MATURITY DATE 26/06/2023

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall September 2019 USD
ISIN: XS2040068491
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01008385.24
Nasdaq 1007,887.581029482.32
OMX Stockholm 301,637.61703278.19
S&P/ASX 2006,638.04109020.093

STRIKE DATE 11/09/2019
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: 65% Final level (European style)
P.A. RETURN
ISIN XS2040068491
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall September 2019 GBP
ISIN: XS2040067337
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01008385.24
Nasdaq 1007,887.581029482.32
OMX Stockholm 301,637.61703278.19
S&P/ASX 2006,638.04109020.093

STRIKE DATE 11/09/2019
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: 65% Final level (European style)
P.A. RETURN
ISIN XS2040067337
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 USD
ISIN: XS2008302700
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903278.19
S&P/ASX 2006,793.38909020.093
Nasdaq 1008,016.953029482.32
HSI28,397.740025213.31

STRIKE DATE 26/07/2019
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: 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 XS2008302700
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 GBP
ISIN: XS2008300670
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903278.19
S&P/ASX 2006,793.38909020.093
Nasdaq 1008,016.953029482.32
HSI28,397.740025213.31

STRIKE DATE 26/07/2019
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 XS2008300670
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall July 2019 GBP
ISIN: XS1989546590
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010831.52
S&P 5003,025.86007747.71
Eurostoxx 503,524.47006382.59
Nikkei 22521,658.150064214.48

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1989546590
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jul 2019 USD
ISIN: XS1989546673
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010831.52
S&P 5003,025.86007747.71
Eurostoxx 503,524.47006382.59
Nikkei 22521,658.150064214.48

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 6.25% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS1989546673
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 USD
ISIN: XS2038040080
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810831.52
S&P 5002926.467747.71
Eurostoxx 503426.766382.59
Nikkei 22520704.3764214.48

STRIKE DATE 30/08/2019
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 XS2038040080
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 GBP
ISIN: XS2038377557
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810831.52
S&P 5002926.467747.71
Eurostoxx 503426.766382.59
Nikkei 22520704.3764214.48

STRIKE DATE 30/08/2019
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 XS2038377557
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note September 2019 USD
ISIN: XS2011056764
STRIKE DATE: 05/09/2019
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,271.170010831.52

STRIKE DATE 05/09/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.625% Quarterly (6.5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2011056764
NEXT POTENTIAL MATURITY DATE 07/09/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note September 2019 GBP
ISIN: XS2011056848
STRIKE DATE: 05/09/2019
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,907.611510831.52

STRIKE DATE 05/09/2019
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 = 1.25% Quarterly (5.00% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2011056848
NEXT POTENTIAL MATURITY DATE 07/09/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall August 2019 USD
ISIN: XS2035410740
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002926.467747.71
OMX Stockholm 301576.9813278.19
S&P/ASX 2006604.2159020.093
Nikkei 22520704.3764214.48

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035410740
NEXT POTENTIAL MATURITY DATE 02/03/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall August 2019 GBP
ISIN: XS2035415970
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002926.467747.71
OMX Stockholm 301576.9813278.19
S&P/ASX 2006604.2159020.093
Nikkei 22520704.3764214.48

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035415970
NEXT POTENTIAL MATURITY DATE 02/03/2021

EXPAND CLOSE