INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS FTSE/Eurostoxx Low Hurdle Autocall Feb 2021 GBP
ISIN: XS2284722043
STRIKE DATE: 22/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,612.240010471.72
Eurostoxx 503,699.85006187.63

STRIKE DATE 22/02/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Low Hurdle at maturity Coupon Rate: GBP = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284722043
NEXT POTENTIAL MATURITY DATE 22/02/2022

    EXPAND CLOSE
    Citi FTSE NKY Classic Autocall Feb 2021 GBP
    ISIN: XS2304977965
    STRIKE DATE: 22/02/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,612.240010471.72
    Nikkei 22530,156.030066020.04

    STRIKE DATE 22/02/2021
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.3635% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 10.727% p.a.
    ISIN XS2304977965
    NEXT POTENTIAL MATURITY DATE 21/08/2023

    EXPAND CLOSE
    BBVA Quarterly Classic Autocall March 2021 GBP
    ISIN: XS2246894625
    STRIKE DATE: 16/03/2021
    INDICATIVE PRICE: 104.78%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 104.78% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,803.610010471.72
    HSI29,027.690024718.1
    S&P/TSX 601,123.74202050.451
    iShares MSCI Brazil (EWZ)32.900035.1

    STRIKE DATE 16/03/2021
    RETURN & BARRIERS
    Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.20% Semi Annual (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2246894625
    NEXT POTENTIAL MATURITY DATE 16/06/2026

    EXPAND CLOSE
    Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 GBP
    ISIN: XS2310181586
    STRIKE DATE: 15/04/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,058.62308804.037
    FTSE 1006,983.500010471.72
    Nasdaq 10014,026.190029635.95
    MSCI Taiwan691.24001983.51

    STRIKE DATE 15/04/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 5.00% p.a.
    ISIN XS2310181586
    NEXT POTENTIAL MATURITY DATE 15/04/2024

    EXPAND CLOSE
    Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 USD
    ISIN: XS2310181404
    STRIKE DATE: 15/04/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,058.62308804.037
    FTSE 1006,983.500010471.72
    Nasdaq 10014,026.190029635.95
    MSCI Taiwan691.24001983.51

    STRIKE DATE 15/04/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.00% p.a.
    ISIN XS2310181404
    NEXT POTENTIAL MATURITY DATE 15/04/2024

    EXPAND CLOSE
    Goldman Sachs High Yield Classic Autocall April 2021 USD
    ISIN: XS2295609999
    STRIKE DATE: 07/04/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,928.01908804.037
    FTSE 1006,885.320010471.72
    IBEX 358,597.400018764.4
    MSCI Taiwan681.44001983.51

    STRIKE DATE 07/04/2021
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.10% p.a.
    ISIN XS2295609999
    NEXT POTENTIAL MATURITY DATE 08/04/2024

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall EUR March 2021
    ISIN: XS2246895606
    STRIKE DATE: 05/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3,000.4600238.55
    Advanced Micro Devices78.5200511.57
    Apple Inc121.4200291.13
    Tesla Motors597.9500

    STRIKE DATE 05/03/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: EUR = 4.05% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2246895606
    NEXT POTENTIAL MATURITY DATE 07/09/2021

      EXPAND CLOSE
      Goldman Sachs 85-65 Memory Income Reducing Autocall April 2021 GBP
      ISIN: XS2295493162
      STRIKE DATE: 08/04/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2006,998.77008804.037
      IBEX 358,637.800018764.4
      Nasdaq 10013,758.500029635.95
      MSCI Taiwan685.35001983.51

      STRIKE DATE 08/04/2021
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% 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 XS2295493162
      NEXT POTENTIAL MATURITY DATE 08/04/2024

      EXPAND CLOSE
      BBVA European Banks Defensive Autocall March 2021 GBP
      ISIN: XS2246892769
      STRIKE DATE: 29/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Banco Santander2.864011.026
      HSBC418.10001372.8
      Lloyds42.0600102.35
      Societe Generale21.705073.4

      STRIKE DATE 29/03/2021
      RETURN & BARRIERS
      Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2246892769
      NEXT POTENTIAL MATURITY DATE 30/12/2021

      EXPAND CLOSE
      BBVA European Banks Defensive Autocall March 2021 USD
      ISIN: XS2246892843
      STRIKE DATE: 29/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Banco Santander2.864011.026
      HSBC418.10001372.8
      Lloyds42.0600102.35
      Societe Generale21.705073.4

      STRIKE DATE 29/03/2021
      RETURN & BARRIERS
      Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2246892843
      NEXT POTENTIAL MATURITY DATE 30/12/2021

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall April 2021 GBP
      ISIN: XS2246890631
      STRIKE DATE: 07/04/2021
      INDICATIVE PRICE: 100.03%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 100.03% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSI28,674.800024718.1
      FTSE 1006,885.320010471.72
      KOSPI 200426.70001291.32
      S&P/TSX 601,141.50102050.451

      STRIKE DATE 07/04/2021
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2246890631
      NEXT POTENTIAL MATURITY DATE 07/10/2026

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall April 2021 USD
      ISIN: XS2246890805
      STRIKE DATE: 07/04/2021
      INDICATIVE PRICE: 102.28%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.28% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSI28,674.800024718.1
      FTSE 1006,885.320010471.72
      KOSPI 200426.70001291.32
      S&P/TSX 601,141.50102050.451

      STRIKE DATE 07/04/2021
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2246890805
      NEXT POTENTIAL MATURITY DATE 07/10/2026

      EXPAND CLOSE
      BBVA US Tech 50-50 Memory Income Autocall Mar 2021
      ISIN: XS2246890987
      STRIKE DATE: 25/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Intel62.0200124.57
      Advanced Micro Devices76.2200511.57
      Apple Inc120.5900291.13
      Tesla Motors213.46

      STRIKE DATE 25/03/2021
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN -2.495% p.a.
      ISIN XS2246890987
      NEXT POTENTIAL MATURITY DATE 25/03/2025

      EXPAND CLOSE
      BBVA US Tech 50-50 Memory Income Autocall USD Mar 2021
      ISIN: XS2246890714
      STRIKE DATE: 25/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Intel62.0200124.57
      Advanced Micro Devices76.2200511.57
      Apple Inc120.5900291.13
      Tesla Motors213.46

      STRIKE DATE 25/03/2021
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN -1.745% p.a.
      ISIN XS2246890714
      NEXT POTENTIAL MATURITY DATE 25/03/2025

      EXPAND CLOSE
      Goldman Sachs 85-65 Memory Income Reducing Autocall March 2021 USD
      ISIN: XS2274394324
      STRIKE DATE: 30/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2006,738.44708804.037
      IBEX 358,595.200018764.4
      Nasdaq 10012,896.530029635.95
      MSCI Taiwan672.91001983.51

      STRIKE DATE 30/03/2021
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 9.00% p.a.
      ISIN XS2274394324
      NEXT POTENTIAL MATURITY DATE 02/04/2024

      EXPAND CLOSE
      CIBC Developed Markets Memory Income Autocall
      ISIN: XS2296212389
      STRIKE DATE: 26/02/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5003,811.15007431.46
      Russell 20002,201.05102943.992
      Nasdaq 10012,909.440029635.95
      S&P/TSX 601,073.41902050.451

      STRIKE DATE 26/02/2021
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.05% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.10%
      ISIN XS2296212389
      NEXT POTENTIAL MATURITY DATE 26/08/2024

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall March 2021 USD
      ISIN: XS2246868975
      STRIKE DATE: 11/03/2021
      INDICATIVE PRICE: 87.31%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 87.31% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1006736.9610471.72
      Eurostoxx 503845.646187.63
      HSCEI11340.48374.43
      KOSPI 200411.021291.32

      STRIKE DATE 11/03/2021
      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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2246868975
      NEXT POTENTIAL MATURITY DATE 11/09/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Feb 2021 GBP
      ISIN: XS2224081567
      STRIKE DATE: 10/02/2021
      INDICATIVE PRICE: 83.87%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 83.87% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,648.37006187.63
      FTSE 1006,524.360010471.72
      HSCEI11,810.25008374.43
      S&P/TSX 601,092.52902050.451

      STRIKE DATE 10/02/2021
      RETURN & BARRIERS
      Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.88% Semi Annual (7.76% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2224081567
      NEXT POTENTIAL MATURITY DATE 10/08/2026

      EXPAND CLOSE
      Goldmans Global Markets Classic Autocall Dec 2020 EUR
      ISIN: XS1998998725
      STRIKE DATE: 14/12/2020
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2006,660.24908804.037
      Nasdaq 10012,462.210029635.95
      IBEX 358,140.800018764.4
      MSCI Taiwan569.69001983.51

      STRIKE DATE 14/12/2020
      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: EUR = 4.5% Semi Annual (9% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS1998998725
      NEXT POTENTIAL MATURITY DATE 14/12/2021

      EXPAND CLOSE
      Goldmans 75-60 Memory Income Reducing Autocall February 2021 USD
      ISIN: XS2274350623
      STRIKE DATE: 05/02/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1006,489.330010471.72
      S&P/ASX 2006,840.53108804.037
      FTSE MIB23,083.420051497.21
      Russian Depository Index1,632.34000

      STRIKE DATE 05/02/2021
      RETURN & BARRIERS
      Investment Structure: Semi Annual Memory Income Reducing Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months Memory Income Rate: 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 XS2274350623
      NEXT POTENTIAL MATURITY DATE 27/04/2022

      EXPAND CLOSE