INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Miners Defensive Autocall June 2021 GBP
ISIN: XS2277221698
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,792.00007070
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003190
Glencore301.2500549

STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Maximum Term: 6 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: 4.60% Quarterly (18.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221698
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall June 2021 USD
ISIN: XS2277221771
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,792.00007070
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003190
Glencore301.2500549

STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Maximum Term: 6 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: 4.80% Quarterly (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221771
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 GBP
ISIN: XS2335675315
STRIKE DATE: 17/06/2021
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 2007,359.0368702.022
IBEX 359,195.919573.4
Nasdaq 10014,163.8130478.86
MSCI Taiwan691.312164.7

STRIKE DATE 17/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.05% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335675315
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 USD
ISIN: XS2335675232
STRIKE DATE: 17/06/2021
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 2007,359.0368702.022
IBEX 359,195.919573.4
Nasdaq 10014,163.8130478.86
MSCI Taiwan691.312164.7

STRIKE DATE 17/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335675232
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall May 2021 USD
ISIN: XS2319872748
STRIKE DATE: 19/05/2021
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 2006,931.66208702.022
FTSE 1006,950.200010679.99
SMI11,045.200013905.82
Nasdaq 10013,237.910030478.86

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.3125% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.25
ISIN XS2319872748
NEXT POTENTIAL MATURITY DATE 19/05/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 GBP
ISIN: XS2275903941
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.4980.57
Hyundai Motor Co238,500353500
Toyota Motor Corp1,972.20002969
Volkswagen AG200.733070.82

STRIKE DATE 11/06/2021
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 -11.19%
ISIN XS2275903941
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 USD
ISIN: XS2275904089
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.490080.57
Hyundai Motor Co238,500353500
Toyota Motor Corp1,972.20002969
Volkswagen AG200.733070.82

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.00% Quarterly (24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275904089
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
UniCredit Triple Index Memory Income Autocall May 2021 USD
ISIN: DE000HV4MBN3
STRIKE DATE: 07/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10013,719.6330478.86
HSCEI10,699.008266.01
FTSE MIB24,612.0451543.45

STRIKE DATE 07/05/2021
RETURN & BARRIERS
1.625% Memory Quarterly Coupon if above 80%, 95% Autocall Trigger from 12 Months, 60% European Barrier.
P.A. RETURN 6.50%
ISIN DE000HV4MBN3
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 GBP
ISIN: XS2331024070
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 33.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 33.08% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390029.93

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2331024070
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 USD
ISIN: XS2331037643
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 34.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 34.43% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390029.93

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.75% Quarterly (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2331037643
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall Jun 2021 GBP
ISIN: XS2272079224
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497770.82
General Motor Co63.370080.57
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479341.245

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 3.50% Quarterly (14% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079224
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2272079497
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497770.82
General Motor Co63.370080.57
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479341.245

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly (14% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079497
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 GBP
ISIN: XS2272075073
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 96.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.94% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010679.99
CAC 406,507.92008081.43
Dow Jones Industrial Average34,577.040051349.98
HSI28,966.030024761.13

STRIKE DATE 03/06/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075073
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 USD
ISIN: XS2272075156
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 97.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.78% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010679.99
CAC 406,507.92008081.43
Dow Jones Industrial Average34,577.040051349.98
HSI28,966.030024761.13

STRIKE DATE 03/06/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075156
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April 2021 USD
ISIN: XS2319843301
STRIKE DATE: 29/04/2021
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 2007,082.28008702.022
CAC 406,302.57008081.43
MSCI Taiwan701.03002164.7

STRIKE DATE 29/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2319843301
NEXT POTENTIAL MATURITY DATE 29/04/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April 2021 GBP
ISIN: XS2319843210
STRIKE DATE: 29/04/2021
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 2007,082.28008702.022
CAC 406,302.57008081.43
MSCI Taiwan701.03002164.7

STRIKE DATE 29/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2319843210
NEXT POTENTIAL MATURITY DATE 29/04/2024

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall April 2021 GBP
ISIN: XS2319629643
STRIKE DATE: 28/04/2021
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 2007,064.66708702.022
FTSE 1006,963.670010679.99
SMI11,103.460013905.82
Eurostoxx 504,015.03006272.5

STRIKE DATE 28/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 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 7.00% p.a.
ISIN XS2319629643
NEXT POTENTIAL MATURITY DATE 28/04/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall – USD Issue 2
ISIN: XS2252323931
STRIKE DATE: 18/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.890080.57
Hyundai Motor Co231,000.0000353500
Toyota Motor Corp1,763.80002969
Volkswagen AG184.729470.82

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.514% p.a.
ISIN XS2252323931
NEXT POTENTIAL MATURITY DATE 19/05/2026

EXPAND CLOSE
Société Générale 95% Capital Protected Growth Note May 2021 USD
ISIN: XS2278271221
STRIKE DATE: 21/05/2021
INDICATIVE PRICE: 104.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 104.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Solactive New World Trend Index AR 5%177.1300220.32

STRIKE DATE 21/05/2021
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 215% Strike Level: 95% of the closing level on the Strike Date Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2278271221
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 GBP
ISIN: XS2318495483
STRIKE DATE: 20/05/2021
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 2007,019.56308702.022
Nikkei 22528,098.250065513.99
S&P 5004,159.12007704.13
Eurostoxx 503,999.91006272.5

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318495483
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE