INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Markets Annual Memory Income Autocall Aug 2020 USD (2)
ISIN: XS2161288001
STRIKE DATE: 14/08/2020
INDICATIVE PRICE: 101.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.55% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,931.020050063.46
Eurostoxx 503,305.05005934.96
HSCEI10,266.46008858.63
S&P/TSX 60990.33601986.704

STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 9% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161288001
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
BBVA World Markets Annual Memory Income Autocall August 2020 USD
ISIN: XS2161288183
STRIKE DATE: 14/08/2020
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,931.020050063.46
Eurostoxx 503,305.05005934.96
HSCEI10,266.46008858.63
OMX Stockholm 301,754.20303048.114

STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8.50% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161288183
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
BBVA UK Titans 50-50 Memory Income Autocall August 2020 GBP
ISIN: XS2149969524
STRIKE DATE: 10/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AstraZeneca8,380.000013740
Lloyds28.415096.6
Barclays106.6400434.7
BAT2,543.50004962

STRIKE DATE 10/08/2020
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 = 2.625% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969524
NEXT POTENTIAL MATURITY DATE 03/05/2022

EXPAND CLOSE
BBVA UK Titans 50-50 Memory Income Autocall August 2020 USD
ISIN: XS2149969797
STRIKE DATE: 10/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AstraZeneca8,380.000013740
Lloyds28.415096.6
Barclays106.6400434.7
BAT2,543.50004962

STRIKE DATE 10/08/2020
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 = 2.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969797
NEXT POTENTIAL MATURITY DATE 03/05/2022

EXPAND CLOSE
Barclays High Income Phased Investment
ISIN: XS2149690765
STRIKE DATE: 28/08/2020
INDICATIVE PRICE: 119.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE 119.44% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005963.5710372.93
FTSE 1005,665.391510372.93

STRIKE DATE 28/08/2020
RETURN & BARRIERS
Investment Structure: Phased Investment Interest Rate: GBP = 4.75% p.a. (accrued daily and paid annually on amounts not allocated to Index) Allocation Levels: 95%, 90%, 85%, 80% Capital Risk: Not capital protected
P.A. RETURN
ISIN XS2149690765
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Natixis IDAD High Yield Memory Income Autocall September 2020 GBP
ISIN: XS2024041977
STRIKE DATE: 04/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan495.97001881.54
FTSE MIB19,391.250050050.27
S&P/TSX 60972.50101986.704
S&P/ASX 2005,925.50908640.714

STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.10% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041977
NEXT POTENTIAL MATURITY DATE 21/03/2021

EXPAND CLOSE
Natixis IDAD High Yield Memory Income Autocall September 2020 USD
ISIN: XS2024042199
STRIKE DATE: 04/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan495.97001881.54
FTSE MIB19,391.250050050.27
S&P/TSX 60972.50101986.704
S&P/ASX 2005,925.50908640.714

STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024042199
NEXT POTENTIAL MATURITY DATE 21/03/2021

EXPAND CLOSE
BBVA High Yield Autocall August 2020 USD
ISIN: XS2149971421
STRIKE DATE: 04/08/2020
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 Average26,828.470050063.46
FTSE MIB19,613.950050050.27
MSCI Taiwan504.92001881.54
S&P/TSX 60980.88201986.704

STRIKE DATE 04/08/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.30% Quarterly (17.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149971421
NEXT POTENTIAL MATURITY DATE 04/02/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Sept 2020 USD
ISIN: XS2024041621
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,184.850026389.04
OMX Stockholm 301,769.44403048.114
S&P/TSX 60998.28901986.704
S&P/ASX 2005,953.40508640.714

STRIKE DATE 01/09/2020
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 = 1.25% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041621
NEXT POTENTIAL MATURITY DATE 01/09/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Sept 2020 USD
ISIN: XS2024041548
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,184.850026389.04
OMX Stockholm 301,769.44403048.114
S&P/TSX 60998.28901986.704
S&P/ASX 2005,953.40508640.714

STRIKE DATE 01/09/2020
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 = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041548
NEXT POTENTIAL MATURITY DATE 01/09/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Sept 2020 GBP
ISIN: XS2149980760
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,862.050010372.93
S&P 5003,526.65007501.24
Eurostoxx 503,277.58005934.96
Nikkei 22523,138.070062654.05

STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 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 XS2149980760
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Sept 2020 USD
ISIN: XS2149980687
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,862.050010372.93
S&P 5003,526.65007501.24
Eurostoxx 503,277.58005934.96
Nikkei 22523,138.070062654.05

STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.35% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980687
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall August 2020 GBP
ISIN: XS2024041381
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan505.821881.54
FTSE MIB19,847.3850050.27
S&P/TSX 601,005.781986.704
S&P/ASX 2006,126.2318640.714

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.20% Quarterly (16.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041381
NEXT POTENTIAL MATURITY DATE 27/11/2020

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall August 2020 USD
ISIN: XS2024041209
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan505.821881.54
FTSE MIB19,847.3850050.27
S&P/TSX 601,005.781986.704
S&P/ASX 2006,126.2318640.714

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041209
NEXT POTENTIAL MATURITY DATE 27/11/2020

EXPAND CLOSE
BBVA IDAD Triple Index Classic Autocall August 2020 USD
ISIN: XS2149971934
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,999.9910372.93
Dow Jones Industrial Average28,492.2750063.46
S&P/TSX 601,005.781986.704

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149971934
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA IDAD Triple Index Classic Autocall August 2020 GBP
ISIN: XS2149972239
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,999.9910372.93
Dow Jones Industrial Average28,492.2750063.46
S&P/TSX 601,005.781986.704

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 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 XS2149972239
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA 80-65 Memory Income Reducing Autocall August 2020 USD
ISIN: XS2149970373
STRIKE DATE: 18/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan507.24001881.54
FTSE MIB19,845.610050050.27
Dow Jones Industrial Average27,778.070050063.46
S&P/TSX 60996.50101986.704

STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months Memory Income Rate: USD = 2.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970373
NEXT POTENTIAL MATURITY DATE 18/08/2021

EXPAND CLOSE
BBVA 80-65 Memory Income Reducing Autocall August 2020 GBP
ISIN: XS2149970530
STRIKE DATE: 18/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan507.24001881.54
FTSE MIB19,845.610050050.27
Dow Jones Industrial Average27,778.070050063.46
S&P/TSX 60996.50101986.704

STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months Memory Income Rate: GBP = 2.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970530
NEXT POTENTIAL MATURITY DATE 18/08/2021

EXPAND CLOSE
GS 80-70 Quarterly Memory Income Autocall July 2020 GBP
ISIN: XS2094019911
STRIKE DATE: 24/07/2020
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/TSX 60960.06201986.704
S&P/ASX 2006,023.99808640.714
Nasdaq 10010,483.130029580.3
IBEX 357,294.700017809.2

STRIKE DATE 24/07/2020
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.825% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2094019911
NEXT POTENTIAL MATURITY DATE 25/01/2021

EXPAND CLOSE
BBVA 70-60 Low Hurdle Autocall July 2020 USD
ISIN: XS2142194682
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB20,598.780050050.27
Dow Jones Industrial Average27,005.840050063.46
S&P/TSX 60970.92401986.704
OMX Stockholm 301,779.84503048.114

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.85% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142194682
NEXT POTENTIAL MATURITY DATE 22/07/2021

EXPAND CLOSE