INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Classic Autocall July 2020 USD
ISIN: XS2142200679
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
OMX Stockholm 301,779.84503128.387
Eurostoxx 503,370.76005906.22
S&P/TSX 60970.92401976.729
SMI10,439.040013067.63

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.85% Quarterly (11.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200679
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA World Markets Memory Income Autocall July 2020 GBP
ISIN: XS2142200836
STRIKE DATE: 09/07/2020
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 60935.68401976.729
FTSE MIB19,505.950047785.46
HSCEI10,781.89008801.78
FTSE 1006,049.620010476.46

STRIKE DATE 09/07/2020
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 = 1.75% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142200836
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
BBVA Developed Indices Classic Autocall July 2020 GBP
ISIN: XS2149960572
STRIKE DATE: 27/07/2020
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 Average26,584.770049490.03
HSI24,603.260026163.24
FTSE MIB24,603.260047785.46
S&P/TSX 60969.03901976.729

STRIKE DATE 27/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149960572
NEXT POTENTIAL MATURITY DATE 27/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 GBP
ISIN: XS2142200323
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84503128.387
Eurostoxx 503,370.76005906.22
S&P/TSX 60970.92401976.729
SMI10,439.040013067.63

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.55% Quarterly (10.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200323
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 USD
ISIN: XS2024038163
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82001685.33
FTSE 1006,129.260010476.46
Eurostoxx 503,303.56005906.22
S&P/ASX 2006,020.55008843.557

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038163
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 GBP
ISIN: XS2024038080
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82001685.33
FTSE 1006,129.260010476.46
Eurostoxx 503,303.56005906.22
S&P/ASX 2006,020.55008843.557

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038080
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
UniCredit 5 Year fixed, 5 Year Conditional Income EUR
ISIN: DE000HV4FD85
STRIKE DATE: 06/07/2020
INDICATIVE PRICE: 90.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.39% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,350.03005906.22

STRIKE DATE 06/07/2020
RETURN & BARRIERS
Investment Structure: 5 Year Fixed, 5 Year Conditional Income (10 Year Total) Fixed Annual coupon of 0.80% for the first 5 Years. Annual coupon of 0.80% if the Underlying is above its strike level on each observation. From year 6-10. 100% Capital Protected
P.A. RETURN
ISIN DE000HV4FD85
NEXT POTENTIAL MATURITY DATE 08/07/2030

EXPAND CLOSE
UniCredit 1 Year CLN July 2020 July EUR
ISIN: DE000HV4FDQ6
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.25% 100% Capitla Protected
P.A. RETURN
ISIN DE000HV4FDQ6
NEXT POTENTIAL MATURITY DATE 29/06/2021

EXPAND CLOSE
Natwest 1 year Fixed income CLN July 2020 EUR
ISIN: XS2198987039
STRIKE DATE: 26/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natwest
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 26/06/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.20% 100% Capitla Protected
P.A. RETURN
ISIN XS2198987039
NEXT POTENTIAL MATURITY DATE 21/06/2021

EXPAND CLOSE
CIBC Annual Memory Income Autocall USD July 2020
ISIN: XS2198142916
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,157.300010476.46
S&P/TSX 60939.34701976.729
S&P 5003,130.01007137.9
S&P/ASX 2006,057.87708843.557

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.50% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2198142916
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall July 2020 USD
ISIN: XS2142199483
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,695.25603128.387
Eurostoxx 503,294.38005906.22
Dow Jones Industrial Average25,827.360049490.03
HSI25,373.120026163.24

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 9.00% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142199483
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Memory Income Autocall July 2020 USD
ISIN: XS2142193874
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,320.09005906.22
S&P 5003,130.01007137.9
S&P/TSX 60940.86101976.729
IBEX 357,498.600018006.4

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142193874
NEXT POTENTIAL MATURITY DATE 04/01/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 USD
ISIN: XS2200240591
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28103128.387
S&P/ASX 2006,051.08108843.557
S&P/TSX 60978.30901976.729
HSI24,710.590026163.24

STRIKE DATE 30/07/2020
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: USD = 1.40% Quarterly Income Trigger: 75% 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 XS2200240591
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 GBP
ISIN: XS2200192412
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28103128.387
S&P/ASX 2006,051.08108843.557
S&P/TSX 60978.30901976.729
HSI24,710.590026163.24

STRIKE DATE 30/07/2020
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: 75% 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 XS2200192412
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
Barclays Single Index Memory Income Autocall June 2020 GBP
ISIN: XS2142532089
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,169.740010476.46

STRIKE DATE 30/06/2020
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-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2142532089
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BBVA IDAD 80-65 Memory Income Reducing Autocall July 2020 USD
ISIN: XS2142196547
STRIKE DATE: 17/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,089.170026163.24
Eurostoxx 503,365.60005906.22
Dow Jones Industrial Average26,671.950049490.03
S&P/TSX 60970.06901976.729

STRIKE DATE 17/07/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.00% 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 XS2142196547
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
BBVA IDAD 80-65 Memory Income Reducing Autocall July 2020 GBP
ISIN: XS2142196380
STRIKE DATE: 17/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,089.170026163.24
Eurostoxx 503,365.60005906.22
Dow Jones Industrial Average26,671.950049490.03
S&P/TSX 60970.06901976.729

STRIKE DATE 17/07/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: GBP = 3.10% 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 XS2142196380
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall July 2020 USD
ISIN: XS2144372013
STRIKE DATE: 16/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.7600168.26

STRIKE DATE 16/07/2020
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.30% monthly (15.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2144372013
NEXT POTENTIAL MATURITY DATE 16/12/2020

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall July 2020 GBP
ISIN: XS2144372286
STRIKE DATE: 16/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.7600168.26

STRIKE DATE 16/07/2020
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.10% monthly (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2144372286
NEXT POTENTIAL MATURITY DATE 16/12/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall July 2020 USD
ISIN: XS2109668975
STRIKE DATE: 13/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,772.120026163.24
IBEX 357,426.900018006.4
Nasdaq 10010,602.210026937.28
S&P/TSX 60941.72301976.729

STRIKE DATE 13/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109668975
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE