INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-70 Memory Income Autocall Oct 2020 GBP
ISIN: XS2161307587
STRIKE DATE: 22/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,785.650010471.72
Nasdaq 10011,662.910029635.95
FTSE MIB19,076.950051497.21
S&P/TSX 60970.52202050.451

STRIKE DATE 22/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.75% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2161307587
NEXT POTENTIAL MATURITY DATE 22/10/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Nov 2020 GBP
ISIN: DE000HV4GWT8
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005910.0210471.72
S&P/ASX 2006190.1798804.037
SMI10322.5713708.02
Nikkei 22524325.2366020.04

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to factsheet Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWT8
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Nov 2020 USD
ISIN: DE000HV4GWU6
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005910.0210471.72
S&P/ASX 2006190.1798804.037
SMI10322.5713708.02
Nikkei 22524325.2366020.04

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to factsheet Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWU6
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
BNP Paribas Defensive Autocall Oct 2020 USD
ISIN: XS2186717307
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613411.026
HSBC305.20001372.8
Lloyds26.8700102.35
Societe Generale12.210073.4

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717307
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
BNP Paribas Defensive Autocall Oct 2020 GBP
ISIN: XS2186717216
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613411.026
HSBC305.20001372.8
Lloyds26.8700102.35
Societe Generale12.210073.4

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717216
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall November 2020 GBP
ISIN: DE000HV4GWT8
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,910.020010471.72
S&P/ASX 2006,190.17908804.037
SMI10,322.570013708.02
Nikkei 22524,325.230066020.04

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to Factsheet Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly USD = 1.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWT8
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
BBVA Quarterly Classic Autocall October 2020 GBP
ISIN: XS2161303834
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60990.94902050.451
OMX Stockholm 301,840.06803113.57
SMI10,320.030013708.02
Eurostoxx 503,273.12006187.63

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161303834
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
Investec Capital Protected Euro 70 Growth Note Nov 2020 USD
ISIN: XS2243728099
STRIKE DATE: 12/11/2020
INDICATIVE PRICE: 109.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE 109.44% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro 702160.372692

STRIKE DATE 12/11/2020
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 60% Performance Cap: USD = 24% Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2243728099
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 GBP
ISIN: XS2185589509
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591411.026
HSBC324.00001372.8
Lloyds28.2800102.35
Societe Generale11.350073.4

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589509
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 USD
ISIN: XS2185589418
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591411.026
HSBC324.00001372.8
Lloyds28.2800102.35
Societe Generale11.350073.4

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589418
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 GBP
ISIN: XS2105976620
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000238.55
Netflix488.280080.34
Apple Inc115.0400291.13
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105976620
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 USD
ISIN: XS2105977198
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000238.55
Netflix488.280080.34
Apple Inc115.0400291.13
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.55% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105977198
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA 4 Year Fixed Income June 2020 USD
ISIN: XS2142192801
STRIKE DATE: 19/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,292.610471.72
S&P 5003,097.747431.46
Eurostoxx 503,269.16187.63
S&P/TSX 60933.3812050.451

STRIKE DATE 19/06/2020
RETURN & BARRIERS
2.15% Semi-Annual Fixed Income 60% Final Barrier
P.A. RETURN 4.30% p.a.
ISIN XS2142192801
NEXT POTENTIAL MATURITY DATE 26/06/2024

EXPAND CLOSE
BBVA Quarterly Classic Autocall September 2020 USD
ISIN: XS2161301978
STRIKE DATE: 28/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,927.930010471.72
Nasdaq 10011,364.450029635.95
SMI10,308.670013708.02
S&P/TSX 60976.60002050.451

STRIKE DATE 28/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.09% Quarterly (12.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161301978
NEXT POTENTIAL MATURITY DATE 29/03/2021

EXPAND CLOSE
CIBC 70-60 Memory Income Autocall October 2020 USD
ISIN: XS2240607692
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190051202.26
Nasdaq 10011,598.950029635.95
S&P 5003,390.68007431.46
S&P/TSX 60954.80902050.451

STRIKE DATE 27/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.15% Semi-Annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2240607692
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
CIBC 70-60 Memory Income Autocall October 2020 GBP
ISIN: XS2243343113
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190051202.26
Nasdaq 10011,598.950029635.95
S&P 5003,390.68007431.46
S&P/TSX 60954.80902050.451

STRIKE DATE 27/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-Annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2243343113
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 GBP
ISIN: XS2161303917
STRIKE DATE: 28/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,519.950051202.26
Nasdaq 10011,142.760029635.95
FTSE 1005,582.800010471.72
S&P/TSX 60930.90202050.451

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161303917
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 USD
ISIN: XS2161304055
STRIKE DATE: 28/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,519.950051202.26
Nasdaq 10011,142.760029635.95
FTSE 1005,582.800010471.72
S&P/TSX 60930.90202050.451

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161304055
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall September 2020 GBP
ISIN: XS2174050505
STRIKE DATE: 18/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,283.69006187.63
OMX Stockholm 301,835.36303113.57
SMI10,539.170013708.02
S&P/TSX 60968.21002050.451

STRIKE DATE 18/09/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 3.90% Semi Annual (7.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2174050505
NEXT POTENTIAL MATURITY DATE 20/09/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Oct 2020 GBP
ISIN: DE000HV4G832
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,949.940010471.72
S&P 5003,360.95007431.46
Eurostoxx 503,233.30006187.63
Nikkei 22523,433.730066020.04

STRIKE DATE 06/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4G832
NEXT POTENTIAL MATURITY DATE 06/10/2021

EXPAND CLOSE