INTERNATIONAL PRODUCTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 483.51 | 1427.82 |
| S&P/TSX 60 | 966.178 | 1907.604 |
| S&P/ASX 200 | 5,964.922 | 8927.526 |
STRIKE DATE 25/09/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 95% 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 XS2024044567
NEXT POTENTIAL MATURITY DATE 27/09/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Roche Holding | 314.2000 | 347 |
| Coca-cola | 47.8000 | 73.43 |
| Honeywell International | 155.1100 | 227.35 |
| Comcast Corp | 42.8100 | 29.24 |
STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.675% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149978863
NEXT POTENTIAL MATURITY DATE 09/08/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AbbVie | 92.9200 | 220.43 |
| AT&T | 30.0200 | 25.13 |
| Albemarle Corp | 84.4400 | 180.7 |
| 3M | 158.3300 | 156.38 |
STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.25% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980844
NEXT POTENTIAL MATURITY DATE 07/05/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.74% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 27,931.0200 | 49071.56 |
| Eurostoxx 50 | 3,305.0500 | 5891.95 |
| HSCEI | 10,266.4600 | 9552.58 |
| S&P/TSX 60 | 990.3360 | 1907.604 |
STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 9% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161288001
NEXT POTENTIAL MATURITY DATE 14/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 27,931.0200 | 49071.56 |
| Eurostoxx 50 | 3,305.0500 | 5891.95 |
| HSCEI | 10,266.4600 | 9552.58 |
| OMX Stockholm 30 | 1,754.2030 | 3031.392 |
STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 8.50% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161288183
NEXT POTENTIAL MATURITY DATE 14/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 8,380.0000 | 13460 |
| Lloyds | 28.4150 | 105.45 |
| Barclays | 106.6400 | 479.6 |
| BAT | 2,543.5000 | 4327 |
STRIKE DATE 10/08/2020
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 = 2.625% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969524
NEXT POTENTIAL MATURITY DATE 03/05/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 8,380.0000 | 13460 |
| Lloyds | 28.4150 | 105.45 |
| Barclays | 106.6400 | 479.6 |
| BAT | 2,543.5000 | 4327 |
STRIKE DATE 10/08/2020
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 = 2.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969797
NEXT POTENTIAL MATURITY DATE 03/05/2022
COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE 118.81% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5963.57 | 10171.76 |
| FTSE 100 | 5,665.3915 | 10171.76 |
STRIKE DATE 28/08/2020
RETURN & BARRIERS
Investment Structure: Phased Investment
Interest Rate: GBP = 4.75% 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 XS2149690765
NEXT POTENTIAL MATURITY DATE 28/08/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 495.9700 | 1427.82 |
| FTSE MIB | 19,391.2500 | 45075.6 |
| S&P/TSX 60 | 972.5010 | 1907.604 |
| S&P/ASX 200 | 5,925.5090 | 8927.526 |
STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.10% Quarterly
Income Trigger: 85% of initial level Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041977
NEXT POTENTIAL MATURITY DATE 21/03/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 495.9700 | 1427.82 |
| FTSE MIB | 19,391.2500 | 45075.6 |
| S&P/TSX 60 | 972.5010 | 1907.604 |
| S&P/ASX 200 | 5,925.5090 | 8927.526 |
STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.45% Quarterly
Income Trigger: 85% of initial level Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024042199
NEXT POTENTIAL MATURITY DATE 21/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 26,828.4700 | 49071.56 |
| FTSE MIB | 19,613.9500 | 45075.6 |
| MSCI Taiwan | 504.9200 | 1427.82 |
| S&P/TSX 60 | 980.8820 | 1907.604 |
STRIKE DATE 04/08/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.30% Quarterly (17.2% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149971421
NEXT POTENTIAL MATURITY DATE 04/02/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,184.8500 | 27968.09 |
| OMX Stockholm 30 | 1,769.4440 | 3031.392 |
| S&P/TSX 60 | 998.2890 | 1907.604 |
| S&P/ASX 200 | 5,953.4050 | 8927.526 |
STRIKE DATE 01/09/2020
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 = 1.25% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041621
NEXT POTENTIAL MATURITY DATE 01/09/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,184.8500 | 27968.09 |
| OMX Stockholm 30 | 1,769.4440 | 3031.392 |
| S&P/TSX 60 | 998.2890 | 1907.604 |
| S&P/ASX 200 | 5,953.4050 | 8927.526 |
STRIKE DATE 01/09/2020
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: USD = 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 XS2024041548
NEXT POTENTIAL MATURITY DATE 01/09/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,862.0500 | 10171.76 |
| S&P 500 | 3,526.6500 | 6969.01 |
| Eurostoxx 50 | 3,277.5800 | 5891.95 |
| Nikkei 225 | 23,138.0700 | 53375.6 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 18 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 XS2149980760
NEXT POTENTIAL MATURITY DATE 01/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,862.0500 | 10171.76 |
| S&P 500 | 3,526.6500 | 6969.01 |
| Eurostoxx 50 | 3,277.5800 | 5891.95 |
| Nikkei 225 | 23,138.0700 | 53375.6 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 18 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 XS2149980687
NEXT POTENTIAL MATURITY DATE 01/03/2022
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 505.82 | 1427.82 |
| FTSE MIB | 19,847.38 | 45075.6 |
| S&P/TSX 60 | 1,005.78 | 1907.604 |
| S&P/ASX 200 | 6,126.231 | 8927.526 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.20% Quarterly (16.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041381
NEXT POTENTIAL MATURITY DATE 27/11/2020
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 505.82 | 1427.82 |
| FTSE MIB | 19,847.38 | 45075.6 |
| S&P/TSX 60 | 1,005.78 | 1907.604 |
| S&P/ASX 200 | 6,126.231 | 8927.526 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.00% Quarterly (20.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041209
NEXT POTENTIAL MATURITY DATE 27/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,999.99 | 10171.76 |
| Dow Jones Industrial Average | 28,492.27 | 49071.56 |
| S&P/TSX 60 | 1,005.78 | 1907.604 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149971934
NEXT POTENTIAL MATURITY DATE 25/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,999.99 | 10171.76 |
| Dow Jones Industrial Average | 28,492.27 | 49071.56 |
| S&P/TSX 60 | 1,005.78 | 1907.604 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.10% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149972239
NEXT POTENTIAL MATURITY DATE 01/03/2021
COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 507.2400 | 1427.82 |
| FTSE MIB | 19,845.6100 | 45075.6 |
| Dow Jones Industrial Average | 27,778.0700 | 49071.56 |
| S&P/TSX 60 | 996.5010 | 1907.604 |
STRIKE DATE 18/08/2020
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
Memory Income Rate: USD = 2.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970373
NEXT POTENTIAL MATURITY DATE 18/08/2021
