INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA IDAD 75-60 Memory Income Autocall July 2020 USD
ISIN: XS2142197602
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,057.940027073.03
FTSE MIB20,598.780044755.36
Dow Jones Industrial Average27,005.840047457.22
S&P/TSX 60970.92401784.204

STRIKE DATE 22/07/2020
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 = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142197602
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
CIBC 70-60 Low Hurdle Autocall July 2020 GBP
ISIN: XS2192432784
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60970.92401784.204
S&P/ASX 2006,075.06408753.352
FTSE 1006,207.10009807.68
S&P 5003,276.02006737.49

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.35% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2192432784
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall July 2020 GBP
ISIN: XS2142200240
STRIKE DATE: 21/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,444.050012740.91
FTSE 1006,269.73009807.68
S&P/TSX 60971.49501784.204
OMX Stockholm 301,775.38702780.581

STRIKE DATE 21/07/2020
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: GBP = 4.65% Semi Annual (9.3% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142200240
NEXT POTENTIAL MATURITY DATE 21/07/2021

EXPAND CLOSE
BBVA Developed Indices Classic Autocall July 2020 USD
ISIN: XS2149960655
STRIKE DATE: 27/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,584.770047457.22
HSI24,603.260027073.03
FTSE MIB20,019.960044755.36
S&P/TSX 60969.03901784.204

STRIKE DATE 27/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149960655
NEXT POTENTIAL MATURITY DATE 27/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 EUR
ISIN: XS2142200596
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84502780.581
Eurostoxx 503,370.76005742.79
S&P/TSX 60970.92401784.204
SMI10,439.040012740.91

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.55% Quarterly (10.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200596
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 USD
ISIN: XS2142200679
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84502780.581
Eurostoxx 503,370.76005742.79
S&P/TSX 60970.92401784.204
SMI10,439.040012740.91

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.85% Quarterly (11.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200679
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA World Markets Memory Income Autocall July 2020 GBP
ISIN: XS2142200836
STRIKE DATE: 09/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60935.68401784.204
FTSE MIB19,505.950044755.36
HSCEI10,781.89009599.06
FTSE 1006,049.62009807.68

STRIKE DATE 09/07/2020
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 = 1.75% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142200836
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
BBVA Developed Indices Classic Autocall July 2020 GBP
ISIN: XS2149960572
STRIKE DATE: 27/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,584.770047457.22
HSI24,603.260027073.03
FTSE MIB24,603.260044755.36
S&P/TSX 60969.03901784.204

STRIKE DATE 27/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149960572
NEXT POTENTIAL MATURITY DATE 27/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 GBP
ISIN: XS2142200323
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84502780.581
Eurostoxx 503,370.76005742.79
S&P/TSX 60970.92401784.204
SMI10,439.040012740.91

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.55% Quarterly (10.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200323
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 USD
ISIN: XS2024038163
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82001204.55
FTSE 1006,129.26009807.68
Eurostoxx 503,303.56005742.79
S&P/ASX 2006,020.55008753.352

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038163
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 GBP
ISIN: XS2024038080
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82001204.55
FTSE 1006,129.26009807.68
Eurostoxx 503,303.56005742.79
S&P/ASX 2006,020.55008753.352

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038080
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
UniCredit 5 Year fixed, 5 Year Conditional Income EUR
ISIN: DE000HV4FD85
STRIKE DATE: 06/07/2020
INDICATIVE PRICE: 90.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.66% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,350.03005742.79

STRIKE DATE 06/07/2020
RETURN & BARRIERS
Investment Structure: 5 Year Fixed, 5 Year Conditional Income (10 Year Total) Fixed Annual coupon of 0.80% for the first 5 Years. Annual coupon of 0.80% if the Underlying is above its strike level on each observation. From year 6-10. 100% Capital Protected
P.A. RETURN
ISIN DE000HV4FD85
NEXT POTENTIAL MATURITY DATE 08/07/2030

EXPAND CLOSE
UniCredit 1 Year CLN July 2020 July EUR
ISIN: DE000HV4FDQ6
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.25% 100% Capitla Protected
P.A. RETURN
ISIN DE000HV4FDQ6
NEXT POTENTIAL MATURITY DATE 29/06/2021

EXPAND CLOSE
Natwest 1 year Fixed income CLN July 2020 EUR
ISIN: XS2198987039
STRIKE DATE: 26/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natwest
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 26/06/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.20% 100% Capitla Protected
P.A. RETURN
ISIN XS2198987039
NEXT POTENTIAL MATURITY DATE 21/06/2021

EXPAND CLOSE
CIBC Annual Memory Income Autocall USD July 2020
ISIN: XS2198142916
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,157.30009807.68
S&P/TSX 60939.34701784.204
S&P 5003,130.01006737.49
S&P/ASX 2006,057.87708753.352

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.50% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2198142916
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall July 2020 USD
ISIN: XS2142199483
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,695.25602780.581
Eurostoxx 503,294.38005742.79
Dow Jones Industrial Average25,827.360047457.22
HSI25,373.120027073.03

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 9.00% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142199483
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Memory Income Autocall July 2020 USD
ISIN: XS2142193874
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,320.09005742.79
S&P 5003,130.01006737.49
S&P/TSX 60940.86101784.204
IBEX 357,498.600016577.4

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142193874
NEXT POTENTIAL MATURITY DATE 04/01/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 USD
ISIN: XS2200240591
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28102780.581
S&P/ASX 2006,051.08108753.352
S&P/TSX 60978.30901784.204
HSI24,710.590027073.03

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.40% Quarterly 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 XS2200240591
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 GBP
ISIN: XS2200192412
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28102780.581
S&P/ASX 2006,051.08108753.352
S&P/TSX 60978.30901784.204
HSI24,710.590027073.03

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly 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 XS2200192412
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
Barclays Single Index Memory Income Autocall June 2020 GBP
ISIN: XS2142532089
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,169.74009807.68

STRIKE DATE 30/06/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2142532089
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE