INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note November 2019 GBP
ISIN: XS2061863648
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 130.73%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 130.73% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,957.610010171.76

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.375% Quarterly (5.50% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061863648
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note November 2019 USD
ISIN: XS2061866401
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 133.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 133.95% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,323.800010171.76

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061866401
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 USD
ISIN: XS2064530368
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803031.392
Nasdaq 1008,263.789025884.29
HSCEI10,691.09009552.58

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 3.50% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 1.00% Semi-Annual (2.00% 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 XS2064530368
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 GBP
ISIN: XS2064529519
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803031.392
Nasdaq 1008,263.789025884.29
HSCEI10,691.09009552.58

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: GBP = 2.75% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 1.00% Semi-Annual (2.00% 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 5.5% p.a.
ISIN XS2064529519
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2019 USD
ISIN: XS2063288430
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007248.3810171.76
S&P 5003037.566969.01
Eurostoxx 503604.415891.95
Nikkei 22522927.0453375.6

STRIKE DATE 31/10/2019
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 = 1.55% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2063288430
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2018 GBP
ISIN: XS2063288356
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,248.380010171.76
S&P 5003,037.56006969.01
Eurostoxx 503,604.41005891.95
Nikkei 22522,927.040053375.6

STRIKE DATE 31/10/2019
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 = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2063288356
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2042764717
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,667.710027968.09
Nasdaq 1008,083.113025884.29
Nikkei 22522,843.120053375.6
Eurostoxx 503,620.29005891.95

STRIKE DATE 30/10/2019
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 = 1.5% Quarterly (6% p.a) 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 XS2042764717
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 USD
ISIN: XS2050781777
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103031.392
S&P/ASX 2006,688.34808927.526
Nasdaq 1007,749.449025884.29
HSI26,092.270027968.09

STRIKE DATE 30/09/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 6.80% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2050781777
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 GBP
ISIN: XS2050781421
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103031.392
S&P/ASX 2006,688.34808927.526
Nasdaq 1007,749.449025884.29
HSI26,092.270027968.09

STRIKE DATE 30/09/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2050781421
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 EUR
ISIN: XS2057277878
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,479.09009552.58
Nasdaq 1008,083.113025884.29
OMX Stockholm 301,746.81003031.392
S&P/ASX 2006,689.48208927.526

STRIKE DATE 30/10/2019
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: EUR = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2057277878
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall October 2019 GBP
ISIN: XS2056718039
STRIKE DATE: 23/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,566.730027968.09
Nasdaq 1007,889.473025884.29
OMX Stockholm 301,725.87403031.392

STRIKE DATE 23/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Auto call Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2056718039
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2053425919
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86009552.58
Nasdaq 1007,874.616025884.29
OMX Stockholm 301,728.21603031.392
S&P/ASX 2006,672.18208927.526

STRIKE DATE 22/10/2019
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 = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053425919
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 GBP
ISIN: XS2053423971
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86009552.58
Nasdaq 1007,874.616025884.29
OMX Stockholm 301,728.21603031.392
S&P/ASX 2006,672.18208927.526

STRIKE DATE 22/10/2019
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053423971
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note October 2019 USD
ISIN: XS2025966065
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: 130.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 130.05% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007247.0810171.76

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 110% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2025966065
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note October 2019 GBP
ISIN: XS2025966149
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: 127.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 127.75% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006884.72610171.76

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 110% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.375% Quarterly (5.50% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2025966149
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 USD
ISIN: XS2051207699
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0213147.93
OMX Stockholm 301630.0333031.392
S&P/ASX 2006547.0768927.526
S&P/TSX 60982.4931907.604

STRIKE DATE 10/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207699
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 GBP
ISIN: XS2051207939
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0213147.93
OMX Stockholm 301630.0333031.392
S&P/ASX 2006547.0768927.526
S&P/TSX 60982.4931907.604

STRIKE DATE 10/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207939
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 USD
ISIN: XS2050783047
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010171.76
S&P 5002,976.74006969.01
Eurostoxx 503,569.45005891.95
Nikkei 22521,755.840053375.6

STRIKE DATE 30/09/2019
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2050783047
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 GBP
ISIN: XS2050783120
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010171.76
S&P 5002,976.74006969.01
Eurostoxx 503,569.45005891.95
Nikkei 22521,755.840053375.6

STRIKE DATE 30/09/2019
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 = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2050783120
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
BBVA Netflix-Tesla Low Hurdle Autocall June 2019 USD
ISIN: XS2019208680
STRIKE DATE: 26/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Netflix362.200083.16
Tesla Motors14.62

STRIKE DATE 26/06/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (From 36 Months) Autocall Trigger: 100% of initial level (60% Low hurdle at maturity) Coupon Rate: USD = 12.2% Semi Annual (24.4% p.a) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 24.40% p.a.
ISIN XS2019208680
NEXT POTENTIAL MATURITY DATE 26/06/2023

EXPAND CLOSE