INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CIBC Developed Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2296212033
STRIKE DATE: 26/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,811.15006969.01
Russell 20002,201.05102654.776
Nasdaq 10012,909.440025884.29
S&P/TSX 601,073.41901907.604

STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Semi annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jul 2021 GBP
ISIN: XS2335585084
STRIKE DATE: 16/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,348.12308927.526
IBEX 358,506.200017589.7
Nasdaq 10014,681.380025884.29
MSCI Taiwan698.02001427.82

STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: GBP = 3.05% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall July 2021 USD
ISIN: XS2335584947
STRIKE DATE: 16/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,348.12308927.526
IBEX 358,506.200017589.7
Nasdaq 10014,681.380025884.29
MSCI Taiwan698.02001427.82

STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: USD = 4.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2277232976
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.157034.6
Barclays172.9400479.6
Wells Fargo & Co43.280090.64

STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly (7.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA UK Blue Chip Memory Income Autocall June 2021 USD
ISIN: XS2277236027
STRIKE DATE: 18/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Dutch Shell (GBp)1,418.20002797.5
Unilever4,307.00004867.5
BP315.4000462.65
Glencore297.5500507.9

STRIKE DATE 18/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.04% Quarterly Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024

EXPAND CLOSE
BBVA Global Miners Defensive Autocall July 2021 USD
ISIN: XS2277246257
STRIKE DATE: 20/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,836.00006849
Barrick Gold Corp20.7200
BHP Group PLC2,188.00002598
Glencore302.1500507.9

STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022

EXPAND CLOSE
UniCredit AG Developed Markets Memory Income Autocall July 2021 EUR
ISIN: DE000HV8BP16
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410027968.09
CAC 406,558.47008071.36
FTSE 1007,124.720010171.76
FTSE MIB25,156.650045075.6

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.20% Quarterly (4.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BP16
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 GBP
ISIN: DE000HV8BM76
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 95.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.90% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410027968.09
CAC 406,558.47008071.36
Nasdaq 10014,874.540025884.29
FTSE MIB25,156.650045075.6

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.48% Quarterly (5.92% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM76
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 USD
ISIN: DE000HV8BM68
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 95.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 95.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410027968.09
CAC 406,558.47008071.36
Nasdaq 10014,874.540025884.29
FTSE MIB25,156.650045075.6

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.63% Quarterly (6.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM68
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 EUR
ISIN: XS2277236969
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 116.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 116.70% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,151.020010171.76
CAC 406,527.72008071.36
S&P 5004,358.13006969.01
HSI27,960.620027968.09

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 1.75% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277236969
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA Car Manufacturers 55-55 Memory Income Autocall July 2021 GBP
ISIN: XS2277234675
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG174.6627103.55
General Motor Co57.460086.26
Tesla Motors219.86
Mercedes-Benz Group AG60.732772357.3

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234675
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
BBVA Car Manufacturers 55-55 Memory Income Autocall July 2021 USD
ISIN: XS2277234592
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG174.6627103.55
General Motor Co57.460086.26
Tesla Motors219.86
Mercedes-Benz Group AG60.732772357.3

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234592
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall June 2021 GBP
ISIN: DE000HV4MBU8
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 97.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.21% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100027968.09
Nasdaq 10013,770.770025884.29
S&P 5004,982.89666969.01
CAC 406,515.66008071.36

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (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 DE000HV4MBU8
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall June 2021 USD
ISIN: DE000HV4MBT0
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100027968.09
Nasdaq 10013,770.770025884.29
S&P 5004,229.89006969.01
CAC 406,515.66008071.36

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (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 DE000HV4MBT0
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
BBVA Car Manufacturers Memory Income Autocall June 2021 USD
ISIN: XS2272094298
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.4977103.55
General Motor Co63.370086.26
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479357.3

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272094298
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 GBP
ISIN: XS2277231069
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 112.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 112.61% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010171.76
CAC 406,507.48008071.36
S&P 5004,343.54006969.01
HSI28,072.860027968.09

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231069
NEXT POTENTIAL MATURITY DATE 06/07/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 USD
ISIN: XS2277231143
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 117.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 117.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010171.76
CAC 406,507.48008071.36
S&P 5004,343.54006969.01
HSI28,072.860027968.09

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231143
NEXT POTENTIAL MATURITY DATE 06/07/2026

EXPAND CLOSE
Goldman Sachs World Markets Memory Income Autocall May 2021 USD
ISIN: XS2335638974
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,179.50808927.526
FTSE 1007,022.610010171.76
Nasdaq 10013,686.510025884.29
MSCI Taiwan675.03001427.82

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.775% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.55% p.a.
ISIN XS2335638974
NEXT POTENTIAL MATURITY DATE 30/05/2024

EXPAND CLOSE
BNP Car Manufacturers 95% Defensive Autocall May 2021 USD
ISIN: XS2275923469
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: 77.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 77.77% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co59.310086.26
Hyundai Motor Co232,000.0000528000
Nissan Motor Co553.3000365.6
Volkswagen AG194.5811103.55

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Snowballing Coupon: USD = 7.50% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2275923469
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2272087912
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG194.5811103.55
General Motor Co59.310086.26
Tesla Motors208.41

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0.5275% p.a.
ISIN XS2272087912
NEXT POTENTIAL MATURITY DATE 28/05/2025

EXPAND CLOSE