INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI9903.0214349.51
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: 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 1007,408.210010840.35
S&P 5002,976.74007744.06
Eurostoxx 503,569.45006168.26
Nikkei 22521,755.840064425.95

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 1007,408.210010840.35
S&P 5002,976.74007744.06
Eurostoxx 503,569.45006168.26
Nikkei 22521,755.840064425.95

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
Netflix362.200072.61
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
HSCEI10,565.01008103.27
Nasdaq 1007,887.581029935.59
OMX Stockholm 301,637.61703256.08
S&P/ASX 2006,638.04108719.719

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
HSCEI10,565.01008103.27
Nasdaq 1007,887.581029935.59
OMX Stockholm 301,637.61703256.08
S&P/ASX 2006,638.04108719.719

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 301,610.63903256.08
S&P/ASX 2006,793.38908719.719
Nasdaq 1008,016.953029935.59
HSI28,397.740024062.72

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 301,610.63903256.08
S&P/ASX 2006,793.38908719.719
Nasdaq 1008,016.953029935.59
HSI28,397.740024062.72

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 1007,549.060010840.35
S&P 5003,025.86007744.06
Eurostoxx 503,524.47006168.26
Nikkei 22521,658.150064425.95

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 1007,549.060010840.35
S&P 5003,025.86007744.06
Eurostoxx 503,524.47006168.26
Nikkei 22521,658.150064425.95

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 1007207.1810840.35
S&P 5002926.467744.06
Eurostoxx 503426.766168.26
Nikkei 22520704.3764425.95

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 1007207.1810840.35
S&P 5002926.467744.06
Eurostoxx 503426.766168.26
Nikkei 22520704.3764425.95

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: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,271.170010840.35

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 05/06/2026

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: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,907.611510840.35

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 05/06/2026

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 5002926.467744.06
OMX Stockholm 301576.9813256.08
S&P/ASX 2006604.2158719.719
Nikkei 22520704.3764425.95

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 5002926.467744.06
OMX Stockholm 301576.9813256.08
S&P/ASX 2006604.2158719.719
Nikkei 22520704.3764425.95

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
BBVA Safe Haven Classic Autocall August 2019 USD
ISIN: XS2035404008
STRIKE DATE: 23/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,744.980014349.51
OMX Stockholm 301,522.84903256.08
S&P/ASX 2006,523.13108719.719
S&P/TSX 60956.67902138.906

STRIKE DATE 23/08/2019
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 = 7.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035404008
NEXT POTENTIAL MATURITY DATE 22/02/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall August 2019 GBP
ISIN: XS2035251334
STRIKE DATE: 23/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,744.980014349.51
OMX Stockholm 301,522.84903256.08
S&P/ASX 2006,523.13108719.719
S&P/TSX 60956.67902138.906

STRIKE DATE 23/08/2019
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035251334
NEXT POTENTIAL MATURITY DATE 23/02/2021

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall July 2019 GBP
ISIN: XS2030516624
STRIKE DATE: 24/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,613.05903256.08
FTSE 1007,501.460010840.35
Nasdaq 1008,010.605029935.59
IBEX 359,329.700019177.7

STRIKE DATE 24/07/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: GBP = 3.1% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.425% P.A.
ISIN XS2030516624
NEXT POTENTIAL MATURITY DATE 24/07/2023

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall August 2019 EUR
ISIN: XS2033394292
STRIKE DATE: 16/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,964.30008103.27
Nasdaq 1007,604.109029935.59
OMX Stockholm 301,519.41303256.08
S&P/ASX 2006,405.52808719.719

STRIKE DATE 16/08/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Memory Income Rate: EUR = 2.5% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2033394292
NEXT POTENTIAL MATURITY DATE 16/02/2021

EXPAND CLOSE