INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Triple Index Classic Autocall Mar 2021 GBP
ISIN: XS2284565947
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010679.03
Eurostoxx 503,704.85006412.68
S&P 5003,768.47007483.24

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284565947
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 USD
ISIN: XS2284566242
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010679.03
Eurostoxx 503,704.85006412.68
S&P 5003,768.47007483.24

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.15% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284566242
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall
ISIN: XS2274390504
STRIKE DATE: 19/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,793.7938844.412
IBEX 358,151.619852.4
Nasdaq 10013,580.7829329.21
MSCI Taiwan680.552100.27

STRIKE DATE 19/02/2021
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: USD = 4.40% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2274390504
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 GBP
ISIN: XS2073913878
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944512.418
HSBC432.90001451
Lloyds40.4150115.05
Societe Generale21.480077.34

STRIKE DATE 03/03/2021
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 XS2073913878
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 USD
ISIN: XS2224087507
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944512.418
HSBC432.90001451
Lloyds40.4150115.05
Societe Generale21.480077.34

STRIKE DATE 03/03/2021
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 XS2224087507
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 GBP
ISIN: XS2274294532
STRIKE DATE: 09/03/2021
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 2006,771.16108844.412
FTSE 1006,730.340010679.03
Nasdaq 10012,794.490029329.21
MSCI Taiwan646.85002100.27

STRIKE DATE 09/03/2021
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: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2274294532
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 USD
ISIN: XS2274294458
STRIKE DATE: 09/03/2021
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 2006,771.16108844.412
FTSE 1006,730.340010679.03
Nasdaq 10012,794.490029329.21
MSCI Taiwan646.85002100.27

STRIKE DATE 09/03/2021
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: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2274294458
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 GBP
ISIN: XS2224086442
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 77.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 77.09% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006412.68
FTSE 1006,651.960010679.03
HSCEI11,717.41007699.76
S&P/TSX 601,084.26902068.89

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086442
NEXT POTENTIAL MATURITY DATE 25/08/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 USD
ISIN: XS2224086798
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 77.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 77.19% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006412.68
FTSE 1006,651.960010679.03
HSCEI11,717.41007699.76
S&P/TSX 601,084.26902068.89

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086798
NEXT POTENTIAL MATURITY DATE 25/08/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 EUR
ISIN: XS2224086525
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 77.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 77.81% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006412.68
FTSE 1006,651.960010679.03
HSCEI11,717.41007699.76
S&P/TSX 601,084.26902068.89

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086525
NEXT POTENTIAL MATURITY DATE 25/08/2026

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall EUR February 2021
ISIN: XS2224083423
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300242.67
Advanced Micro Devices86.9400517.82
Apple Inc125.3500308.63
Tesla Motors742.0200

STRIKE DATE 24/02/2021
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 XS2224083423
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP February 2021
ISIN: XS2224080080
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300242.67
Advanced Micro Devices86.9400517.82
Apple Inc125.3500308.63
Tesla Motors742.0200

STRIKE DATE 24/02/2021
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
ISIN XS2224080080
NEXT POTENTIAL MATURITY DATE 29/11/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD February 2021
ISIN: XS2224080163
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300242.67
Advanced Micro Devices86.9400517.82
Apple Inc125.3500308.63
Tesla Motors742.0200

STRIKE DATE 24/02/2021
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
ISIN XS2224080163
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall January 2021 USD
ISIN: XS2273885447
STRIKE DATE: 19/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.950010679.03
Russell 20002,151.13702996.11
Nikkei 22528,633.460069744.07
Russian Depository Index1,692.70000

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.45% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2273885447
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldmans Quarterly Classic Autocall January 2021 USD
ISIN: XS2019655351
STRIKE DATE: 12/01/2021
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 2006,679.08308844.412
Nasdaq 10012,892.090029329.21
FTSE 1006,754.110010679.03
MSCI Taiwan636.27002100.27

STRIKE DATE 12/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.90% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019655351
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 GBP
ISIN: XS2219795080
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100154.64

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795080
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 USD
ISIN: XS2219795163
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100154.64

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.26% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795163
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
BBVA Aviation Reducing Autocall December 2020 USD
ISIN: XS2204030766
STRIKE DATE: 17/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co221.2400226.49
American Airlines Group16.800017.92
Airbus90.3800206.15

STRIKE DATE 17/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level reducing 1.83% per Quarter Coupon Rate: USD= 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2204030766
NEXT POTENTIAL MATURITY DATE 17/06/2021

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 GBP
ISIN: XS2114074847
STRIKE DATE: 27/01/2021
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 2006,780.56508844.412
Nikkei 22528,635.210069744.07
IBEX 357,852.700019852.4
MSCI Taiwan653.09002100.27

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 USD
ISIN: XS2114075224
STRIKE DATE: 27/01/2021
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 2006,780.56508844.412
Nikkei 22528,635.210069744.07
IBEX 357,852.700019852.4
MSCI Taiwan653.09002100.27

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE