INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
HSI25,089.170026389.04
Eurostoxx 503,365.60005934.96
Dow Jones Industrial Average26,671.950050063.46
S&P/TSX 60970.06901986.704

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
HSI25,089.170026389.04
Eurostoxx 503,365.60005934.96
Dow Jones Industrial Average26,671.950050063.46
S&P/TSX 60970.06901986.704

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 ETF51.7600169.22

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 ETF51.7600169.22

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
HSI25,772.120026389.04
IBEX 357,426.900017809.2
Nasdaq 10010,602.210029580.3
S&P/TSX 60941.72301986.704

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
BBVA IDAD Semi-Annual Classic Autocall July 2020 GBP
ISIN: XS2109668546
STRIKE DATE: 13/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,772.120026389.04
IBEX 357,426.900017809.2
Nasdaq 10010,602.210029580.3
S&P/TSX 60941.72301986.704

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: GBP = 5.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109668546
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall July 2020 USD
ISIN: XS2109677455
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,339.230062654.05
Dow Jones Industrial Average26,313.650050063.46
FTSE 1005,989.990010372.93
Eurostoxx 503,208.20005934.96

STRIKE DATE 30/07/2020
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 = 5.70% p.a. Income Trigger: 80% 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 XS2109677455
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall July 2020 GBP
ISIN: XS2109677372
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,339.230062654.05
Dow Jones Industrial Average26,313.650050063.46
FTSE 1005,989.990010372.93
Eurostoxx 503,208.20005934.96

STRIKE DATE 30/07/2020
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: GBP = 5.10% p.a. Income Trigger: 80% 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 XS2109677372
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BNP Paribas FTSE 100 Issuer Callable Enhanced Participation July 2020 USD
ISIN: XS2127627334
STRIKE DATE: 07/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,189.900010372.93

STRIKE DATE 07/07/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First Observation at 3 months) Coupon Rate: 0.85% Per Month (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN 10.20% p.a.
ISIN XS2127627334
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
BNP Paribas FTSE 100 Issuer Callable Enhanced Participation July 2020 GBP
ISIN: XS2127627417
STRIKE DATE: 07/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,189.900010372.93

STRIKE DATE 07/07/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First Observation at 3 months) Coupon Rate: 0.85% Per Month (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN 10.20% p.a.
ISIN XS2127627417
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall June 2020 USD
ISIN: XS2184896137
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,664.38003048.114
S&P/ASX 2005,897.88208640.714
S&P/TSX 60934.21101986.704
HSI24,427.190026389.04

STRIKE DATE 30/06/2020
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 = 1.50% 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 XS2184896137
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall June 2020 GBP
ISIN: XS2184883820
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,664.38003048.114
S&P/ASX 2005,897.88208640.714
S&P/TSX 60934.21101986.704
HSI24,427.190026389.04

STRIKE DATE 30/06/2020
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 = 1.30% 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 XS2184883820
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall May 2020 GBP
ISIN: XS2168556715
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,657.58203048.114
S&P/ASX 2005,851.10408640.714
S&P/TSX 60923.16001986.704
HSI23,132.760026389.04

STRIKE DATE 28/05/2020
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 = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2168556715
NEXT POTENTIAL MATURITY DATE 28/05/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall May 2020 USD
ISIN: XS2168554694
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,657.58203048.114
S&P/ASX 2005,851.10408640.714
S&P/TSX 60923.16001986.704
HSI23,132.760026389.04

STRIKE DATE 28/05/2020
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 = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2168554694
NEXT POTENTIAL MATURITY DATE 28/05/2021

EXPAND CLOSE
BBVA Major Markets Classic Autocall May 2020 GBP
ISIN: XS2109658315
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,916.310062654.05
S&P 5003,029.73007501.24
FTSE 1006,218.790010372.93
Eurostoxx 503,094.47005934.96

STRIKE DATE 28/05/2020
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 = 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109658315
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Major Markets Classic Autocall May 2020 USD
ISIN: XS2109658406
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,916.310062654.05
S&P 5003,029.73007501.24
FTSE 1006,218.790010372.93
Eurostoxx 503,094.47005934.96

STRIKE DATE 28/05/2020
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 = 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109658406
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
CIBC Single Index Memory Income Autocall June 2020 GBP
ISIN: XS2178687427
STRIKE DATE: 12/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60920.06001986.704

STRIKE DATE 12/06/2020
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) *Non-standard commission applies to this product
P.A. RETURN
ISIN XS2178687427
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall June 2020 EUR
ISIN: XS2011014680
STRIKE DATE: 10/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,124.950062654.05
S&P 5003,190.14007501.24
FTSE 1006,329.130010372.93
Eurostoxx 503,293.71005934.96

STRIKE DATE 10/06/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2011014680
NEXT POTENTIAL MATURITY DATE 10/06/2021

EXPAND CLOSE
BBVA US Equities 50-50 Memory Income Autocall May 2020 USD
ISIN: XS2073914090
STRIKE DATE: 11/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com2,409.0000267.22
Alphabet-C1,403.2600397.17
Tesla Motors162.258
Netflix440.520086.94

STRIKE DATE 11/05/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 1% per quarter Coupon Rate: USD = 3.25% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2073914090
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
GS 80-60 Low Hurdle Autocall May 2020 USD
ISIN: XS2125604640
STRIKE DATE: 12/05/2020
INDICATIVE PRICE: 166.91%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 166.91% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,762.700017809.2
Nasdaq 1009,112.447029580.3
HSCEI9,832.10008858.63
S&P/ASX 2005,403.04908640.714

STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 60 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.775% Semi Annual (15.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.55% p.a.
ISIN XS2125604640
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE