INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs US Tech Memory Income Autocall October 2020 USD
ISIN: XS2105977198
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000241.73
Netflix488.280083.16
Apple Inc115.0400258.28
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.55% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105977198
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA 4 Year Fixed Income June 2020 USD
ISIN: XS2142192801
STRIKE DATE: 19/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,292.610171.76
S&P 5003,097.746969.01
Eurostoxx 503,269.15891.95
S&P/TSX 60933.3811907.604

STRIKE DATE 19/06/2020
RETURN & BARRIERS
2.15% Semi-Annual Fixed Income 60% Final Barrier
P.A. RETURN 4.30% p.a.
ISIN XS2142192801
NEXT POTENTIAL MATURITY DATE 26/06/2024

EXPAND CLOSE
BBVA Quarterly Classic Autocall September 2020 USD
ISIN: XS2161301978
STRIKE DATE: 28/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,927.930010171.76
Nasdaq 10011,364.450025884.29
SMI10,308.670013147.93
S&P/TSX 60976.60001907.604

STRIKE DATE 28/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.09% Quarterly (12.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161301978
NEXT POTENTIAL MATURITY DATE 29/03/2021

EXPAND CLOSE
CIBC 70-60 Memory Income Autocall October 2020 USD
ISIN: XS2240607692
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190049071.56
Nasdaq 10011,598.950025884.29
S&P 5003,390.68006969.01
S&P/TSX 60954.80901907.604

STRIKE DATE 27/10/2020
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: USD = 3.15% Semi-Annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2240607692
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
CIBC 70-60 Memory Income Autocall October 2020 GBP
ISIN: XS2243343113
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190049071.56
Nasdaq 10011,598.950025884.29
S&P 5003,390.68006969.01
S&P/TSX 60954.80901907.604

STRIKE DATE 27/10/2020
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-Annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2243343113
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 GBP
ISIN: XS2161303917
STRIKE DATE: 28/10/2020
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 Average26,519.950049071.56
Nasdaq 10011,142.760025884.29
FTSE 1005,582.800010171.76
S&P/TSX 60930.90201907.604

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161303917
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 USD
ISIN: XS2161304055
STRIKE DATE: 28/10/2020
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 Average26,519.950049071.56
Nasdaq 10011,142.760025884.29
FTSE 1005,582.800010171.76
S&P/TSX 60930.90201907.604

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161304055
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall September 2020 GBP
ISIN: XS2174050505
STRIKE DATE: 18/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,283.69005891.95
OMX Stockholm 301,835.36303031.392
SMI10,539.170013147.93
S&P/TSX 60968.21001907.604

STRIKE DATE 18/09/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 3.90% Semi Annual (7.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2174050505
NEXT POTENTIAL MATURITY DATE 20/09/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Oct 2020 GBP
ISIN: DE000HV4G832
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,949.940010171.76
S&P 5003,360.95006969.01
Eurostoxx 503,233.30005891.95
Nikkei 22523,433.730053375.6

STRIKE DATE 06/10/2020
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4G832
NEXT POTENTIAL MATURITY DATE 06/10/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Oct 2020 USD
ISIN: DE000HV4G824
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,949.940010171.76
S&P 5003,360.95006969.01
Eurostoxx 503,233.30005891.95
Nikkei 22523,433.730053375.6

STRIKE DATE 06/10/2020
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 = 1.35% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4G824
NEXT POTENTIAL MATURITY DATE 06/10/2021

EXPAND CLOSE
Natixis Major Markets Classic Autocall October 2020 EUR
ISIN: XS2024045705
STRIKE DATE: 07/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,233.43005891.95
S&P 5003,419.45006969.01
Nikkei 22523,422.820053375.6
S&P/ASX 2006,036.38208927.526

STRIKE DATE 07/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.70% Quarterly (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2024045705
NEXT POTENTIAL MATURITY DATE 07/10/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2020 GBP
ISIN: XS2024045531
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,980.650027968.09
OMX Stockholm 301,839.14803031.392
S&P/TSX 60973.01401907.604
S&P/ASX 2005,962.07108927.526

STRIKE DATE 06/10/2020
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-annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2024045531
NEXT POTENTIAL MATURITY DATE 08/10/2025

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2020 USD
ISIN: XS2024045457
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,980.650027968.09
OMX Stockholm 301,839.14803031.392
S&P/TSX 60973.01401907.604
S&P/ASX 2005,962.07108927.526

STRIKE DATE 06/10/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.80% Semi-annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2024045457
NEXT POTENTIAL MATURITY DATE 08/10/2025

EXPAND CLOSE
Barclays High Income Phased Investment
ISIN: XS2173760336
STRIKE DATE: 30/09/2020
INDICATIVE PRICE: 99.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.87% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,866.100010171.76

STRIKE DATE 30/09/2020
RETURN & BARRIERS
Investment Structure: Phased Investment Interest Rate: GBP = 4.35% p.a. (accrued daily and paid annually on amounts not allocated to Index) Allocation Levels: 95%, 90%, 85%, 80% Capital Risk: Not capital protected
P.A. RETURN
ISIN XS2173760336
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall October 2020 GBP
ISIN: XS2024045028
STRIKE DATE: 14/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan514.30001427.82
FTSE MIB19,607.730045075.6
Nasdaq 10011,985.360025884.29
S&P/ASX 2006,179.16708927.526

STRIKE DATE 14/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024045028
NEXT POTENTIAL MATURITY DATE 14/04/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall October 2020 USD
ISIN: XS2024045291
STRIKE DATE: 14/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan514.30001427.82
FTSE MIB19,607.730045075.6
Nasdaq 10011,985.360025884.29
S&P/ASX 2006,179.16708927.526

STRIKE DATE 14/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024045291
NEXT POTENTIAL MATURITY DATE 14/04/2021

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall October 2020 GBP
ISIN: XS2174047899
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85009552.58
IBEX 356,950.900017589.7
Dow Jones Industrial Average28,586.900049071.56
S&P/TSX 60990.94901907.604

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1.5% every 6 months Memory Income Rate: GBP = 3.25% semi-annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2174047899
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall October 2020 USD
ISIN: XS2174047972
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85009552.58
IBEX 356,950.900017589.7
Dow Jones Industrial Average28,586.900049071.56
S&P/TSX 60990.94901907.604

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1.5% every 6 months 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 XS2174047972
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 GBP
ISIN: XS2160374216
STRIKE DATE: 01/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF40.67138.97

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 0.7375% monthly (8.85% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374216
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 USD
ISIN: XS2160374307
STRIKE DATE: 01/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF40.67138.97

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 0.8600% monthly (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374307
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE