INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1007,346.530010782.66
S&P 5003,140.98007353.73
Eurostoxx 503,703.58006231.54
Nikkei 22523,293.910061077.9

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 1007,346.530010782.66
S&P 5003,140.98007353.73
Eurostoxx 503,703.58006231.54
Nikkei 22523,293.910061077.9

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 359,328.000019486
Nasdaq 1008,161.167026629.81
OMX Stockholm 301,737.51303301.091
S&P/ASX 2006,669.09509065.067

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
SMI10,219.820014967.73
OMX Stockholm 301,733.68103301.091
S&P/ASX 2006,663.37409065.067
S&P/TSX 60986.33002118.223

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 301,733.68103301.091
S&P/ASX 2006,663.37409065.067
Nasdaq 1008,083.833026629.81
HSI26,906.720024796.98

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 301,733.68103301.091
S&P/ASX 2006,663.37409065.067
Nasdaq 1008,083.833026629.81
HSI26,906.720024796.98

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 301,746.81003301.091
S&P/ASX 2006,689.48209065.067
Nasdaq 1008,083.113026629.81
HSI26,667.710024796.98

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
HSCEI10,617.37008369.08
Nasdaq 1008,385.745026629.81
OMX Stockholm 301,740.99103301.091
S&P/ASX 2006,787.53009065.067

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
HSCEI10,617.37008369.08
Nasdaq 1008,385.745026629.81
OMX Stockholm 301,740.99103301.091
S&P/ASX 2006,787.53009065.067

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
SMI10,529.260014967.73
OMX Stockholm 301,737.80403301.091
S&P/ASX 2006,850.60109065.067
S&P/TSX 601,022.95202118.223

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
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
SMI10,529.260014967.73
OMX Stockholm 301,737.80403301.091
S&P/ASX 2006,850.60109065.067
S&P/TSX 601,022.95202118.223

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 301,576.98103301.091
S&P/ASX 2006,604.21509065.067
Nasdaq 1007,690.998026629.81
HSI25,724.730024796.98

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 301,576.98103301.091
S&P/ASX 2006,604.21509065.067
Nasdaq 1007,690.998026629.81
HSI25,724.730024796.98

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 - A439.2800499.12

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

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 1006,957.610010782.66

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 1007,323.800010782.66

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 301,774.71803301.091
Nasdaq 1008,263.789026629.81
HSCEI10,691.09008369.08

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 301,774.71803301.091
Nasdaq 1008,263.789026629.81
HSCEI10,691.09008369.08

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 1007248.3810782.66
S&P 5003037.567353.73
Eurostoxx 503604.416231.54
Nikkei 22522927.0461077.9

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 1007,248.380010782.66
S&P 5003,037.56007353.73
Eurostoxx 503,604.41006231.54
Nikkei 22522,927.040061077.9

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