INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas European Banks Defensive Autocall December 2020 USD
ISIN: XS2201064891
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.862012.418
HSBC422.65001451
Lloyds39.0250115.05
Societe Generale18.294077.34

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2201064891
NEXT POTENTIAL MATURITY DATE 04/06/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall December 2020 GBP
ISIN: XS2190714852
STRIKE DATE: 03/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503517.16412.68
OMX Stockholm 301912.1753247.031
SMI10342.6314424.24
S&P/TSX 601035.482068.89

STRIKE DATE 03/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190714852
NEXT POTENTIAL MATURITY DATE 03/12/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall December 2020 USD
ISIN: XS2190714779
STRIKE DATE: 03/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503517.16412.68
OMX Stockholm 301912.1753247.031
SMI10342.6314424.24
S&P/TSX 601035.482068.89

STRIKE DATE 03/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190714779
NEXT POTENTIAL MATURITY DATE 03/12/2021

EXPAND CLOSE
BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 GBP
ISIN: XS2190715156
STRIKE DATE: 09/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF60.3000154.64

STRIKE DATE 09/12/2020
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 (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190715156
NEXT POTENTIAL MATURITY DATE 09/12/2021

EXPAND CLOSE
BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 USD
ISIN: XS2190715230
STRIKE DATE: 09/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF60.3000154.64

STRIKE DATE 09/12/2020
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 = 2.00% Quarterly (8.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190715230
NEXT POTENTIAL MATURITY DATE 09/12/2021

EXPAND CLOSE
Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 GBP
ISIN: XS2114064962
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 93.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.63% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,634.08208844.412
HSCEI10,624.65007699.76
Nasdaq 10012,528.480029329.21
MSCI Taiwan565.45002100.27

STRIKE DATE 04/12/2020
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: GBP = 1.250% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114064962
NEXT POTENTIAL MATURITY DATE 04/09/2026

EXPAND CLOSE
Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 USD
ISIN: XS2114054062
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 93.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 93.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,634.08208844.412
HSCEI10,624.65007699.76
Nasdaq 10012,528.480029329.21
MSCI Taiwan565.45002100.27

STRIKE DATE 04/12/2020
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 = 1.625% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114054062
NEXT POTENTIAL MATURITY DATE 04/09/2026

EXPAND CLOSE
BBVA US Tech Memory Income Autocall Nov 2020 USD
ISIN: XS2190701107
STRIKE DATE: 10/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,035.0200242.67
Apple Inc115.9700308.63
Tesla Motors410.3600

STRIKE DATE 10/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD= 3.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190701107
NEXT POTENTIAL MATURITY DATE 10/05/2021

EXPAND CLOSE
Goldman Sachs Pacific Markets Classic Autocall Dec 2020 GBP
ISIN: XS2114063725
STRIKE DATE: 02/12/2020
INDICATIVE PRICE: 94.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.05% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,590.20408844.412
HSCEI10,573.79007699.76
Nasdaq 10012,456.410029329.21
MSCI Taiwan558.79002100.27

STRIKE DATE 02/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.275% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114063725
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Goldman Sachs Pacific Markets Classic Autocall Dec 2020 USD
ISIN: XS2114064459
STRIKE DATE: 02/12/2020
INDICATIVE PRICE: 94.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 94.26% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,590.20408844.412
HSCEI10,573.79007699.76
Nasdaq 10012,456.410029329.21
MSCI Taiwan558.79002100.27

STRIKE DATE 02/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.325% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114064459
NEXT POTENTIAL MATURITY DATE 02/12/2026

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall December 2020 GBP
ISIN: XS2190712138
STRIKE DATE: 03/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3186.73242.67
Netflix497.5277.65
Apple Inc122.94308.63
Tesla Motors593.38

STRIKE DATE 03/12/2020
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 = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190712138
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall December 2020 USD
ISIN: XS2190712211
STRIKE DATE: 03/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3186.73242.67
Netflix497.5277.65
Apple Inc122.94308.63
Tesla Motors593.38

STRIKE DATE 03/12/2020
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 = 4.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190712211
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
Barclays European Bank Memory Income Autocall Oct 2020 GBP
ISIN: XS2186933698
STRIKE DATE: 30/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale11.640077.34
Lloyds28.0250115.05
Banco Santander1.710812.418
HSBC324.55001451

STRIKE DATE 30/10/2020
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= 3.30% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186933698
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
BBVA Semi Annual Classic Autocall March 2020 GBP
ISIN: XS2073895281
STRIKE DATE: 17/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,294.900010679.03
OMX Stockholm 301,372.78803247.031
S&P/ASX 2005,293.41008844.412
S&P/TSX 60767.51902068.89

STRIKE DATE 17/03/2020
RETURN & BARRIERS
Investment Structure: Semi-annual Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.3% Semi-annual (10.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073895281
NEXT POTENTIAL MATURITY DATE 17/03/2021

EXPAND CLOSE
Natixis IDAD Semi-Annual Classic Autocall
ISIN: XS2024049285
STRIKE DATE: 27/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,527.79006412.68
Nasdaq 10012,258.210029329.21
HSCEI10,790.30007699.76
S&P/ASX 2006,601.05208844.412

STRIKE DATE 27/11/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2024049285
NEXT POTENTIAL MATURITY DATE 28/11/2025

EXPAND CLOSE
BBVA 80-70 Memory Income Autocall Oct 2020 USD
ISIN: XS2161307405
STRIKE DATE: 22/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,785.650010679.03
Nasdaq 10011,662.910029329.21
FTSE MIB19,076.950052818.85
S&P/TSX 60970.52202068.89

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: USD= 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2161307405
NEXT POTENTIAL MATURITY DATE 22/10/2021

EXPAND CLOSE
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 1005,785.650010679.03
Nasdaq 10011,662.910029329.21
FTSE MIB19,076.950052818.85
S&P/TSX 60970.52202068.89

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 1005910.0210679.03
S&P/ASX 2006190.1798844.412
SMI10322.5714424.24
Nikkei 22524325.2369744.07

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 1005910.0210679.03
S&P/ASX 2006190.1798844.412
SMI10322.5714424.24
Nikkei 22524325.2369744.07

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 Santander1.613412.418
HSBC305.20001451
Lloyds26.8700115.05
Societe Generale12.210077.34

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