INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
GS 100% Protected FTSE Issuer Callable Growth Note July 2019 GBP
ISIN: XS1999001370
STRIKE DATE: 31/07/2019
INDICATIVE PRICE: 129.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 129.35% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,586.780010171.76

STRIKE DATE 31/07/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First observation at 12 months) Coupon Rate: USD = 1.25% Quarterly (5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS1999001370
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 GBP
ISIN: XS2112674960
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308927.526
MSCI Taiwan411.85001427.82
IBEX 356,730.900017589.7

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.96% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112674960
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 USD
ISIN: XS2112685651
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308927.526
MSCI Taiwan411.85001427.82
IBEX 356,730.900017589.7

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 10.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112685651
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
GS 80-70 Quarterly Memory Income Autocall April 2020 USD
ISIN: XS2125736129
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010171.76
S&P/ASX 2005,206.94208927.526
Nasdaq 1008,229.542025884.29
IBEX 356,951.800017589.7

STRIKE DATE 08/04/2020
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 = 3.4% Quarter Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2125736129
NEXT POTENTIAL MATURITY DATE 08/04/2021

EXPAND CLOSE
GS Quad Index Quarterly Memory Income Autocall April 2020 GBP
ISIN: XS1987705669
STRIKE DATE: 01/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,454.570010171.76
Eurostoxx 502,680.30005891.95
S&P 5002,470.50006969.01
IBEX 356,579.400017589.7

STRIKE DATE 01/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 2.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1987705669
NEXT POTENTIAL MATURITY DATE 01/07/2020

EXPAND CLOSE
BBVA Triple Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073903648
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010171.76
HSI23,603.480027968.09
Nasdaq 1007,813.499025884.29

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Triple Index Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.3% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073903648
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall March 2020 USD
ISIN: XS2073904968
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90005891.95
FTSE 1005,671.960010171.76
HSI23,603.480027968.09
S&P 5002,584.59006969.01

STRIKE DATE 31/03/2020
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= 8.43% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073904968
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Triple Index Reducing Autocall March 2020 USD
ISIN: XS2073905007
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010171.76
HSI23,603.480027968.09
Nasdaq 1007,813.499025884.29

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% per Semester Autocall Rate: USD = 5.35% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905007
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Quad Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073905858
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90005891.95
FTSE 1005,671.960010171.76
OMX Stockholm 301,482.43003031.392
S&P/ASX 2005,076.82708927.526

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8% Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905858
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 USD
ISIN: XS2073900388
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003031.392
S&P/ASX 2005,076.82708927.526
Nasdaq 1007,813.499025884.29
HSI23,603.480027968.09

STRIKE DATE 31/03/2020
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 = 6.05% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900388
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 GBP
ISIN: XS2073900206
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003031.392
S&P/ASX 2005,076.82708927.526
Nasdaq 1007,813.499025884.29
HSI23,603.480027968.09

STRIKE DATE 31/03/2020
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: GBP= 5% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900206
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 EUR
ISIN: XS2147387240
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830053375.6
S&P 5002,304.92006969.01
FTSE 1005,190.780010171.76
Eurostoxx 502,548.50005891.95

STRIKE DATE 20/03/2020
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 Income Rate: EUR = 5.20% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387240
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 USD
ISIN: XS2147387083
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830053375.6
S&P 5002,304.92006969.01
FTSE 1005,190.780010171.76
Eurostoxx 502,548.50005891.95

STRIKE DATE 20/03/2020
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 Income Rate: USD = 5.75% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387083
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 GBP
ISIN: XS2147387323
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830053375.6
S&P 5002,304.92006969.01
FTSE 1005,190.780010171.76
Eurostoxx 502,548.50005891.95

STRIKE DATE 20/03/2020
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 Income Rate: GBP = 5.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387323
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 60-60 Semi-Annual Memory Income Autocall March 2020
ISIN: XS2147387166
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,190.780010171.76
S&P 5002,304.92006969.01
Eurostoxx 502,548.50005891.95
Nikkei 22516,552.830053375.6

STRIKE DATE 20/03/2020
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 Income Rate: GBP = 4% Semi-Annually Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387166
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 GBP
ISIN: XS2129754789
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800017589.7
Nasdaq 1007,288.523025884.29
FTSE 1005,151.610010171.76
S&P/ASX 2004,782.94108927.526

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129754789
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 USD
ISIN: XS2129418328
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800017589.7
Nasdaq 1007,288.523025884.29
FTSE 1005,151.610010171.76
S&P/ASX 2004,782.94108927.526

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: USD = 4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129418328
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 USD
ISIN: XS2073907391
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010171.76
S&P/ASX 2005,206.94208927.526
IBEX 356,951.800017589.7
HSI23,970.370027968.09

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.50% Quarterly (38% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907391
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 GBP
ISIN: XS2073907128
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010171.76
IBEX 356,951.800017589.7
S&P/ASX 2005,206.94208927.526
HSI23,970.370027968.09

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 9.00% Quarterly (36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907128
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Annual Classic Autocall March 2020 USD
ISIN: XS2073903218
STRIKE DATE: 13/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,366.110010171.76
Nasdaq 1007,995.263025884.29
S&P/ASX 2005,539.29508927.526
HSCEI9,650.15009552.58

STRIKE DATE 13/03/2020
RETURN & BARRIERS
Investment Structure: Annual Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 22% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073903218
NEXT POTENTIAL MATURITY DATE 18/03/2021

EXPAND CLOSE