INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Annual Memory Income Autocall Feb 2020 USD
ISIN: XS2113775691
STRIKE DATE: 19/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,900.28202780.581
S&P/ASX 2007,144.55908753.352
Russell 20001,692.57302382.984
Eurostoxx 503,865.18005742.79

STRIKE DATE 19/02/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% p.a. Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2113775691
NEXT POTENTIAL MATURITY DATE 19/02/2022

EXPAND CLOSE
BBVA US 50-50 Memory Income Autocall February 2020 USD
ISIN: XS2110333809
STRIKE DATE: 14/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices55.3100247.96
Nvidia Corporation289.7900186.86
Apple Inc81.2375272.95
Twitter Inc36.910053.7

STRIKE DATE 14/02/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Reduced by 1% each quarter Memory Income Rate: USD = 3.3% Quarter Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2110333809
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 USD
ISIN: XS2118193593
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93009599.06
Nasdaq 1008,530.337024993.46
FTSE 1006,462.55009807.68
S&P/ASX 2006,216.21108753.352

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 4.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118193593
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 GBP
ISIN: XS2118195531
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93009599.06
Nasdaq 1008,530.337024993.46
FTSE 1006,462.55009807.68
S&P/ASX 2006,216.21108753.352

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 3.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118195531
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
BBVA 80-70 Income Autocall Feb 2020 GBP
ISIN: XS2113961218
STRIKE DATE: 06/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,445.916024993.46
FTSE 1007,504.79009807.68
Nikkei 22523,873.590051281.83
S&P/ASX 2007,049.19908753.352

STRIKE DATE 06/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113961218
NEXT POTENTIAL MATURITY DATE 07/02/2022

EXPAND CLOSE
BBVA 60-60 Low Hurdle Autocall February 2020 GBP
ISIN: XS2112246736
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: 131.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 131.75% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,493.85009599.06
Nasdaq 1009,367.481024993.46
FTSE 1007,482.48009807.68
S&P/ASX 2006,976.05308753.352

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2112246736
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall February 2020 USD
ISIN: XS2113917665
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: 104.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.60% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.48009807.68
Eurostoxx 503,777.84005742.79
HSCEI10,493.85009599.06

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 2.8% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2113917665
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall February 2020 USD
ISIN: XS2113915537
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: 97.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.47% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.48009807.68
Eurostoxx 503,777.84005742.79
HSCEI10,493.85009599.06

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 1.325% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2113915537
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall March 2020 USD
ISIN: XS2115089570
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,960.23009807.68
Nasdaq 1008,372.266024993.46
S&P/ASX 2005,939.60008753.352
HSCEI10,153.37009599.06

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2115089570
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
Investec 75-65 Memory Income Autocall March 2020 USD
ISIN: XS2113023217
STRIKE DATE: 03/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,718.20009807.68
Eurostoxx 503,371.97005742.79
HSCEI10,485.16009599.06
Nikkei 22521,082.730051281.83

STRIKE DATE 03/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: USD = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN
ISIN XS2113023217
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
Investec 75-65 Memory Income Autocall March 2020 GBP
ISIN: XS2113023563
STRIKE DATE: 03/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,718.20009807.68
Eurostoxx 503,371.97005742.79
HSCEI10,485.16009599.06
Nikkei 22521,082.730051281.83

STRIKE DATE 03/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN
ISIN XS2113023563
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
BBVA Quarterly Autocall February 2020 GBP
ISIN: XS2114518744
STRIKE DATE: 03/02/2020
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,326.31009807.68
IBEX 359,404.700016577.4
HSI26,356.980027073.03

STRIKE DATE 03/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.35% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114518744
NEXT POTENTIAL MATURITY DATE 03/02/2026

EXPAND CLOSE
BBVA Semi-annual Classic Autocall Jan 2020 GBP
ISIN: XS2108463105
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,286.01009807.68
OMX Stockholm 301,783.26302780.581
S&P/ASX 2007,017.20008753.352
S&P/TSX 601,032.96901784.204

STRIKE DATE 31/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 5% Semi Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2108463105
NEXT POTENTIAL MATURITY DATE 31/01/2023

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall March 2020 USD
ISIN: XS2114425221
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,867.120051281.83
S&P 5002,882.23006737.49
FTSE 1005,960.23009807.68
Eurostoxx 502,910.02005742.79

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: USD = 6.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114425221
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall March 2020 GBP
ISIN: XS2114425148
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,867.120051281.83
S&P 5002,882.23006737.49
FTSE 1005,960.23009807.68
Eurostoxx 502,910.02005742.79

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114425148
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
BBVA Step-Down Quarterly Autocall January 2020 USD
ISIN: XS2103132812
STRIKE DATE: 30/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,381.96009807.68
Nikkei 22522,977.750051281.83
HSCEI10,325.09009599.06
S&P/ASX 2007,008.42908753.352

STRIKE DATE 30/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80% Autocall Coupon: USD = 2.025% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2103132812
NEXT POTENTIAL MATURITY DATE 30/07/2025

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Feb 2020 USD
ISIN: XS2113618917
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,580.61009807.68
S&P 5002,954.22006737.49
Eurostoxx 503,329.49005742.79
Nikkei 22521,142.960051281.83

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Quarterly Income Trigger: 80% 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 XS2113618917
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Feb 2020 GBP
ISIN: XS2113619303
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,580.61009807.68
S&P 5002,954.22006737.49
Eurostoxx 503,329.49005742.79
Nikkei 22521,142.960051281.83

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (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) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN
ISIN XS2113619303
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2111981689
STRIKE DATE: 02/03/2020
INDICATIVE PRICE: 99.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.52% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,654.89009807.68
OMX Stockholm 301,679.13402780.581
S&P/ASX 2006,391.51808753.352
HSI26,291.680027073.03

STRIKE DATE 02/03/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 3.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2111981689
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall March 2020 GBP
ISIN: XS2111959321
STRIKE DATE: 02/03/2020
INDICATIVE PRICE: 98.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.86% (as at 14/11/2025 10:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,654.89009807.68
OMX Stockholm 301,679.13402780.581
S&P/ASX 2006,391.51808753.352
HSI26,291.680027073.03

STRIKE DATE 02/03/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 2.85% Semi-Annual Income Trigger: 80% 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 XS2111959321
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE