INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Safe Haven Classic Autocall November 2019 GBP
ISIN: XS2071592120
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
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: 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

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 USD
ISIN: XS2038037029
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
OMX Stockholm 301,576.98103256.08
S&P/ASX 2006,604.21508719.719
Nasdaq 1007,690.998029935.59
HSI25,724.730024062.72

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

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 GBP
ISIN: XS2038037615
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
OMX Stockholm 301,576.98103256.08
S&P/ASX 2006,604.21508719.719
Nasdaq 1007,690.998029935.59
HSI25,724.730024062.72

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

EXPAND CLOSE
GS 140% Capital Protected Fund Linked Growth Note Aug 2019 ZAR
ISIN: XS2011079543
STRIKE DATE: 07/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sextant Grand Large - A439.2800490.95

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

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note November 2019 GBP
ISIN: XS2061863648
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,957.610010840.35

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

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note November 2019 USD
ISIN: XS2061866401
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,323.800010840.35

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 6.00% p.a.
ISIN XS2061866401
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 USD
ISIN: XS2064530368
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
OMX Stockholm 301,774.71803256.08
Nasdaq 1008,263.789029935.59
HSCEI10,691.09008103.27

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

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 GBP
ISIN: XS2064529519
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803256.08
Nasdaq 1008,263.789029935.59
HSCEI10,691.09008103.27

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

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2019 USD
ISIN: XS2063288430
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007248.3810840.35
S&P 5003037.567744.06
Eurostoxx 503604.416168.26
Nikkei 22522927.0464425.95

STRIKE DATE 31/10/2019
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 = 1.55% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2063288430
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2018 GBP
ISIN: XS2063288356
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,248.380010840.35
S&P 5003,037.56007744.06
Eurostoxx 503,604.41006168.26
Nikkei 22522,927.040064425.95

STRIKE DATE 31/10/2019
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 XS2063288356
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2042764717
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,667.710024062.72
Nasdaq 1008,083.113029935.59
Nikkei 22522,843.120064425.95
Eurostoxx 503,620.29006168.26

STRIKE DATE 30/10/2019
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: USD = 1.5% Quarterly (6% p.a) Income Trigger: 75% 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 XS2042764717
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 USD
ISIN: XS2050781777
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103256.08
S&P/ASX 2006,688.34808719.719
Nasdaq 1007,749.449029935.59
HSI26,092.270024062.72

STRIKE DATE 30/09/2019
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: GBP = 6.80% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2050781777
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 GBP
ISIN: XS2050781421
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103256.08
S&P/ASX 2006,688.34808719.719
Nasdaq 1007,749.449029935.59
HSI26,092.270024062.72

STRIKE DATE 30/09/2019
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: GBP = 5% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2050781421
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 EUR
ISIN: XS2057277878
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,479.09008103.27
Nasdaq 1008,083.113029935.59
OMX Stockholm 301,746.81003256.08
S&P/ASX 2006,689.48208719.719

STRIKE DATE 30/10/2019
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: EUR = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2057277878
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall October 2019 GBP
ISIN: XS2056718039
STRIKE DATE: 23/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,566.730024062.72
Nasdaq 1007,889.473029935.59
OMX Stockholm 301,725.87403256.08

STRIKE DATE 23/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Auto call Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2056718039
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2053425919
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86008103.27
Nasdaq 1007,874.616029935.59
OMX Stockholm 301,728.21603256.08
S&P/ASX 2006,672.18208719.719

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: USD = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053425919
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
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
HSCEI10,526.86008103.27
Nasdaq 1007,874.616029935.59
OMX Stockholm 301,728.21603256.08
S&P/ASX 2006,672.18208719.719

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 1007247.0810840.35

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 1006884.72610840.35

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
SMI9903.0214349.51
OMX Stockholm 301630.0333256.08
S&P/ASX 2006547.0768719.719
S&P/TSX 60982.4932138.906

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