INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-70 Memory Income Autocall November 2019 USD
ISIN: XS2076111074
STRIKE DATE: 15/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,302.940010840.35
Nasdaq 1008,315.523029935.59
OMX Stockholm 301,756.86503256.08
S&P/ASX 2006,793.72108719.719

STRIKE DATE 15/11/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.75% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2076111074
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
UBS Major Indices Memory Income Autocall December 2019 USD
ISIN: XS2082334835
STRIKE DATE: 10/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,213.760010840.35
S&P 5003,132.52007744.06
Eurostoxx 503,671.78006168.26
Nikkei 22523,410.190064425.95

STRIKE DATE 10/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2082334835
NEXT POTENTIAL MATURITY DATE 10/12/2021

EXPAND CLOSE
UBS Major Indices Memory Income Autocall December 2019 GBP
ISIN: XS2082334918
STRIKE DATE: 10/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,213.760010840.35
S&P 5003,132.52007744.06
Eurostoxx 503,671.78006168.26
Nikkei 22523,410.190064425.95

STRIKE DATE 10/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.80% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2082334918
NEXT POTENTIAL MATURITY DATE 10/12/2021

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall Dec 2019 USD
ISIN: XS2081552023
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810064425.95
S&P 5003,168.57007744.06
FTSE 1007,273.470010840.35
Eurostoxx 503,706.35006168.26

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081552023
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall Dec 2019 EUR
ISIN: XS2081570199
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810064425.95
S&P 5003,168.57007744.06
FTSE 1007,273.470010840.35
Eurostoxx 503,706.35006168.26

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081570199
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall December 2019 GBP
ISIN: XS2081569936
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810064425.95
S&P 5003,168.57007744.06
FTSE 1007,273.470010840.35
Eurostoxx 503,706.35006168.26

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years 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 XS2081569936
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS Semi-Annual Memory Income Autocall EUR December 2019
ISIN: XS2081570272
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810064425.95
S&P/ASX 2006,708.83208719.719
FTSE 1007,273.470010840.35
Eurostoxx 503,706.35006168.26

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 2.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081570272
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
BBVA Safe Haven Memory Income Autocall November 2019
ISIN: XS2073837085
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,314.160014349.51
OMX Stockholm 301,774.71803256.08
S&P/ASX 2006,752.97108719.719
S&P/TSX 601,012.96902138.906

STRIKE DATE 12/11/2019
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 = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073837085
NEXT POTENTIAL MATURITY DATE 12/05/2021

EXPAND CLOSE
Goldman Sachs ESG 100% Protected Issuer Callable Growth Dec 2019 USD
ISIN: XS2061714213
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: 107.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.23% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100158.38

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

EXPAND CLOSE
Goldman Sachs ESG 95% Protected Issuer Callable Growth Dec 2019 GBP
ISIN: XS2061716267
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: 109.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.55% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100158.38

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 11/12/2026

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Nov 2019 USD
ISIN: XS2078426132
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,346.530010840.35
S&P 5003,140.98007744.06
Eurostoxx 503,703.58006168.26
Nikkei 22523,293.910064425.95

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

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Nov 2019 GBP
ISIN: XS2078445355
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,346.530010840.35
S&P 5003,140.98007744.06
Eurostoxx 503,703.58006168.26
Nikkei 22523,293.910064425.95

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

EXPAND CLOSE
BBVA Low Barrier Income Autocall November 2019 USD
ISIN: XS2075810460
STRIKE DATE: 01/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 359,328.000019177.7
Nasdaq 1008,161.167029935.59
OMX Stockholm 301,737.51303256.08
S&P/ASX 2006,669.09508719.719

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

EXPAND CLOSE
BBVA Bespoke Safe Haven Classic Autocall October 2019 GBP
ISIN: XS2070303339
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,219.820014349.51
OMX Stockholm 301,733.68103256.08
S&P/ASX 2006,663.37408719.719
S&P/TSX 60986.33002138.906

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

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall October 2019 USD
ISIN: XS2063297696
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,733.68103256.08
S&P/ASX 2006,663.37408719.719
Nasdaq 1008,083.833029935.59
HSI26,906.720024062.72

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

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall October 2019 GBP
ISIN: XS2063289164
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,733.68103256.08
S&P/ASX 2006,663.37408719.719
Nasdaq 1008,083.833029935.59
HSI26,906.720024062.72

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

EXPAND CLOSE
BBVA Annual Memory Income Autocall October USD
ISIN: XS2062944421
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,746.81003256.08
S&P/ASX 2006,689.48208719.719
Nasdaq 1008,083.113029935.59
HSI26,667.710024062.72

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

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall November 2019 USD
ISIN: XS2071958123
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37008103.27
Nasdaq 1008,385.745029935.59
OMX Stockholm 301,740.99103256.08
S&P/ASX 2006,787.53008719.719

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

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall November 2019 GBP
ISIN: XS2071846161
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37008103.27
Nasdaq 1008,385.745029935.59
OMX Stockholm 301,740.99103256.08
S&P/ASX 2006,787.53008719.719

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

EXPAND CLOSE
BBVA Safe Haven Classic Autocall November 2019 USD
ISIN: XS2071622489
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,529.260014349.51
OMX Stockholm 301,737.80403256.08
S&P/ASX 2006,850.60108719.719
S&P/TSX 601,022.95202138.906

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

EXPAND CLOSE