INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Classic Autocall April 2021 USD
ISIN: XS2246890805
STRIKE DATE: 07/04/2021
INDICATIVE PRICE: 120.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 120.71% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,674.800027968.09
FTSE 1006,885.320010171.76
KOSPI 200426.7000765.59
S&P/TSX 601,141.50101907.604

STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246890805
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall Mar 2021
ISIN: XS2246890987
STRIKE DATE: 25/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel62.020048.66
Advanced Micro Devices76.2200252.18
Apple Inc120.5900258.28
Tesla Motors213.46

STRIKE DATE 25/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -2.495% p.a.
ISIN XS2246890987
NEXT POTENTIAL MATURITY DATE 25/03/2025

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD Mar 2021
ISIN: XS2246890714
STRIKE DATE: 25/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel62.020048.66
Advanced Micro Devices76.2200252.18
Apple Inc120.5900258.28
Tesla Motors213.46

STRIKE DATE 25/03/2021
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 = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -1.745% p.a.
ISIN XS2246890714
NEXT POTENTIAL MATURITY DATE 25/03/2025

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall March 2021 USD
ISIN: XS2274394324
STRIKE DATE: 30/03/2021
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 2006,738.44708927.526
IBEX 358,595.200017589.7
Nasdaq 10012,896.530025884.29
MSCI Taiwan672.91001427.82

STRIKE DATE 30/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2274394324
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
CIBC Developed Markets Memory Income Autocall
ISIN: XS2296212389
STRIKE DATE: 26/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
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-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.05% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.10%
ISIN XS2296212389
NEXT POTENTIAL MATURITY DATE 26/08/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall March 2021 USD
ISIN: XS2246868975
STRIKE DATE: 11/03/2021
INDICATIVE PRICE: 91.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.67% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006736.9610171.76
Eurostoxx 503845.645891.95
HSCEI11340.49552.58
KOSPI 200411.02765.59

STRIKE DATE 11/03/2021
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246868975
NEXT POTENTIAL MATURITY DATE 11/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2021 GBP
ISIN: XS2224081567
STRIKE DATE: 10/02/2021
INDICATIVE PRICE: 91.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.92% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,648.37005891.95
FTSE 1006,524.360010171.76
HSCEI11,810.25009552.58
S&P/TSX 601,092.52901907.604

STRIKE DATE 10/02/2021
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 = 3.88% Semi Annual (7.76% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224081567
NEXT POTENTIAL MATURITY DATE 10/02/2026

EXPAND CLOSE
Goldmans Global Markets Classic Autocall Dec 2020 EUR
ISIN: XS1998998725
STRIKE DATE: 14/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,660.24908927.526
Nasdaq 10012,462.210025884.29
IBEX 358,140.800017589.7
MSCI Taiwan569.69001427.82

STRIKE DATE 14/12/2020
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: EUR = 4.5% Semi Annual (9% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998998725
NEXT POTENTIAL MATURITY DATE 14/12/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall February 2021 USD
ISIN: XS2274350623
STRIKE DATE: 05/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,489.330010171.76
S&P/ASX 2006,840.53108927.526
FTSE MIB23,083.420045075.6
Russian Depository Index1,632.34000

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Reducing Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months Memory Income Rate: 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2274350623
NEXT POTENTIAL MATURITY DATE 27/04/2022

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 USD
ISIN: XS2273841820
STRIKE DATE: 05/02/2021
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 2006,840.53108927.526
FTSE 1006,489.330010171.76
Russell 20002,233.32702654.776
MSCI Taiwan660.90001427.82

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2273841820
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2273845060
STRIKE DATE: 05/02/2021
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 2006,840.53108927.526
FTSE 1006,489.330010171.76
Russell 20002,233.32702654.776
MSCI Taiwan660.90001427.82

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2273845060
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Reducing Autocall Feb 2021 GBP
ISIN: XS2294478073
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,651.960010171.76
S&P/ASX 2006,834.03108927.526
MSCI Taiwan679.33001427.82
Russell 20002,200.17202654.776

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4.65%
ISIN XS2294478073
NEXT POTENTIAL MATURITY DATE 26/02/2024

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall March 2021 USD
ISIN: XS2225108567
STRIKE DATE: 05/03/2021
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 2006,710.84608927.526
FTSE 1006,630.520010171.76
IBEX 358,286.800017589.7
MSCI Taiwan648.87001427.82

STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.04% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.08% p.a.
ISIN XS2225108567
NEXT POTENTIAL MATURITY DATE 05/03/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 GBP
ISIN: XS2284565947
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010171.76
Eurostoxx 503,704.85005891.95
S&P 5003,768.47006969.01

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284565947
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 USD
ISIN: XS2284566242
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010171.76
Eurostoxx 503,704.85005891.95
S&P 5003,768.47006969.01

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.15% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284566242
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall
ISIN: XS2274390504
STRIKE DATE: 19/02/2021
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 2006,793.7938927.526
IBEX 358,151.617589.7
Nasdaq 10013,580.7825884.29
MSCI Taiwan680.551427.82

STRIKE DATE 19/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% Memory Income Rate: USD = 4.40% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2274390504
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 GBP
ISIN: XS2073913878
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944510.626
HSBC432.90001270
Lloyds40.4150105.45
Societe Generale21.480071.8

STRIKE DATE 03/03/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2073913878
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 USD
ISIN: XS2224087507
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944510.626
HSBC432.90001270
Lloyds40.4150105.45
Societe Generale21.480071.8

STRIKE DATE 03/03/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224087507
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 GBP
ISIN: XS2274294532
STRIKE DATE: 09/03/2021
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 2006,771.16108927.526
FTSE 1006,730.340010171.76
Nasdaq 10012,794.490025884.29
MSCI Taiwan646.85001427.82

STRIKE DATE 09/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2274294532
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 USD
ISIN: XS2274294458
STRIKE DATE: 09/03/2021
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 2006,771.16108927.526
FTSE 1006,730.340010171.76
Nasdaq 10012,794.490025884.29
MSCI Taiwan646.85001427.82

STRIKE DATE 09/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2274294458
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE