INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Diversified Markets Memory Income Autocall March 2020 USD
ISIN: XS2129748468
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010171.76
S&P 5002,584.59006969.01
Eurostoxx 502,786.90005891.95
Nikkei 22518,917.010053375.6

STRIKE DATE 31/03/2020
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 = 1.47% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129748468
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall March 2020 GBP
ISIN: XS2129748542
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010171.76
S&P 5002,584.59006969.01
Eurostoxx 502,786.90005891.95
Nikkei 22518,917.010053375.6

STRIKE DATE 31/03/2020
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 = 1.30% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129748542
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Apr 2020 USD
ISIN: XS2114072395
STRIKE DATE: 07/04/2020
INDICATIVE PRICE: 132.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 132.51% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,704.450010171.76

STRIKE DATE 07/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2114072395
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
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 301,900.28203031.392
S&P/ASX 2007,144.55908927.526
Russell 20001,692.57302654.776
Eurostoxx 503,865.18005891.95

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 Devices55.3100252.18
Nvidia Corporation289.7900192.51
Apple Inc81.2375258.28
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
HSCEI10,456.93009552.58
Nasdaq 1008,530.337025884.29
FTSE 1006,462.550010171.76
S&P/ASX 2006,216.21108927.526

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
HSCEI10,456.93009552.58
Nasdaq 1008,530.337025884.29
FTSE 1006,462.550010171.76
S&P/ASX 2006,216.21108927.526

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 1009,445.916025884.29
FTSE 1007,504.790010171.76
Nikkei 22523,873.590053375.6
S&P/ASX 2007,049.19908927.526

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: 133.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 133.38% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,493.85009552.58
Nasdaq 1009,367.481025884.29
FTSE 1007,482.480010171.76
S&P/ASX 2006,976.05308927.526

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: 99.04%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.04% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.480010171.76
Eurostoxx 503,777.84005891.95
HSCEI10,493.85009552.58

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: 98.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.82% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.480010171.76
Eurostoxx 503,777.84005891.95
HSCEI10,493.85009552.58

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 1005,960.230010171.76
Nasdaq 1008,372.266025884.29
S&P/ASX 2005,939.60008927.526
HSCEI10,153.37009552.58

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 1006,718.200010171.76
Eurostoxx 503,371.97005891.95
HSCEI10,485.16009552.58
Nikkei 22521,082.730053375.6

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 1006,718.200010171.76
Eurostoxx 503,371.97005891.95
HSCEI10,485.16009552.58
Nikkei 22521,082.730053375.6

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 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,326.310010171.76
IBEX 359,404.700017589.7
HSI26,356.980027968.09

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 1007,286.010010171.76
OMX Stockholm 301,783.26303031.392
S&P/ASX 2007,017.20008927.526
S&P/TSX 601,032.96901907.604

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 22519,867.120053375.6
S&P 5002,882.23006969.01
FTSE 1005,960.230010171.76
Eurostoxx 502,910.02005891.95

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 22519,867.120053375.6
S&P 5002,882.23006969.01
FTSE 1005,960.230010171.76
Eurostoxx 502,910.02005891.95

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 1007,381.960010171.76
Nikkei 22522,977.750053375.6
HSCEI10,325.09009552.58
S&P/ASX 2007,008.42908927.526

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 1006,580.610010171.76
S&P 5002,954.22006969.01
Eurostoxx 503,329.49005891.95
Nikkei 22521,142.960053375.6

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