INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs High Yield Classic Autocall August 2021 USD
ISIN: XS2318400954
STRIKE DATE: 17/08/2021
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 2007,511.03009065.067
FTSE MIB26,224.790050505.87
IBEX 358,865.700019486
MSCI Taiwan662.08001864.45

STRIKE DATE 17/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.00% Semi-Annually (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2318400954
NEXT POTENTIAL MATURITY DATE 19/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 USD
ISIN: XS2318378333
STRIKE DATE: 12/08/2021
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 2007,588.18609065.067
IBEX 358,979.400019486
Nasdaq 10015,088.980026629.81
MSCI Taiwan678.66001864.45

STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: USD = 3.75% Semi-Annually (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2318378333
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 GBP
ISIN: XS2318513210
STRIKE DATE: 12/08/2021
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 2007,588.18609065.067
IBEX 358,979.400019486
Nasdaq 10015,088.980026629.81
MSCI Taiwan678.66001864.45

STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: GBP = 3.00% Semi-Annually (6.00% p.a.) 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 XS2318513210
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
BBVA Car Manufacturers 60-50 Memory Income Autocall Aug 2021 USD
ISIN: XS2288692101
STRIKE DATE: 12/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG179.480971.92
General Motor Co54.620089.33
Tesla Motors240.75
Mercedes-Benz Group AG62.9818257342.91

STRIKE DATE 12/08/2021
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 (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2288692101
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
UniCredit AG 70-60 Low Hurdle Autocall July 2021 USD
ISIN: DE000HV8CCA0
STRIKE DATE: 09/07/2021
INDICATIVE PRICE: 134.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 134.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,344.540024796.98
CAC 406,529.42008205.37
S&P 5004,369.55007353.73
FTSE MIB25,051.820050505.87

STRIKE DATE 09/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Maximum Term: 6 years Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then 70% at final observation Coupon Rate: 3.92% Semi Annually (7.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CCA0
NEXT POTENTIAL MATURITY DATE 11/01/2027

EXPAND CLOSE
BBVA Major Markets Hybrid Memory Income Autocall July 2021 USD
ISIN: XS2277243072
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 95.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.30% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,078.53006231.54
FTSE 1007,151.020010782.66
HSI27,960.620024796.98
S&P 5004,358.13007353.73

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.) Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277243072
NEXT POTENTIAL MATURITY DATE 07/01/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall Aug 2021 GBP
ISIN: XS2288685311
STRIKE DATE: 05/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,120.430010782.66
CAC 406,781.19008205.37
Dow Jones Industrial Average35,064.250051523.06
HSI26,204.690024796.98

STRIKE DATE 05/08/2021
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 (7.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2288685311
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Aug 2021 USD
ISIN: XS2288685402
STRIKE DATE: 05/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,120.430010782.66
CAC 406,781.19008205.37
Dow Jones Industrial Average35,064.250051523.06
HSI26,204.690024796.98

STRIKE DATE 05/08/2021
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 (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2288685402
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
UniCredit AG 80-60 Memory Income Autocall July 2021 USD
ISIN: DE000HV8BTL3
STRIKE DATE: 02/07/2021
INDICATIVE PRICE: 98.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.52% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,310.420024796.98
CAC 406,552.86008205.37
S&P 5004,352.34007353.73
FTSE MIB25,282.410050505.87

STRIKE DATE 02/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.20% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BTL3
NEXT POTENTIAL MATURITY DATE 04/01/2027

EXPAND CLOSE
BBVA Miners 5 Year Defensive Autocall USD June 2021
ISIN: XS2190707641
STRIKE DATE: 25/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto6,062.00006270
BHP Group PLC2,160.00002965
Barrick Gold Corp20.8900
Glencore315.2000496.9

STRIKE DATE 25/06/2021
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: 8.25% Quarterly (33.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190707641
NEXT POTENTIAL MATURITY DATE 25/03/2022

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jun 2021 USD
ISIN: DE000HV8BNS1
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: 97.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.12% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950024796.98
CAC 406,507.83008205.37
Nasdaq 10014,554.800026629.81
FTSE MIB25,102.040050505.87

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 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 DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/12/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jun 2021 GBP
ISIN: DE000HV8BNT9
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.66% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950024796.98
CAC 406,507.83008205.37
Nasdaq 10014,554.800026629.81
FTSE MIB25,102.040050505.87

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: 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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/12/2026

EXPAND CLOSE
BBVA Travel Industry Reducing Autocall June 2021 USD
ISIN: XS2246885631
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hilton Worldwide Holdings Inc120.6200369.55
Airbnb Inc153.1400170.13
Expedia163.7100272.48
Norwegian Cruise Line Holdings Ltd29.410017.76

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall Maximum Term: 4 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter Coupon Rate: 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Jul 2021 USD
ISIN: XS2269101585
STRIKE DATE: 27/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel53.180052.25
Advanced Micro Devices91.0300404.4
Facebook367.8100605.08
Tesla Motors214.93

STRIKE DATE 27/07/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: USD = 2.50% Quarterly (10% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025

EXPAND CLOSE
CIBC Developed Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2296212033
STRIKE DATE: 26/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,811.15007353.73
Russell 20002,201.05102729.887
Nasdaq 10012,909.440026629.81
S&P/TSX 601,073.41902118.223

STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Semi annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jul 2021 GBP
ISIN: XS2335585084
STRIKE DATE: 16/07/2021
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 2007,348.12309065.067
IBEX 358,506.200019486
Nasdaq 10014,681.380026629.81
MSCI Taiwan698.02001864.45

STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% 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 XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall July 2021 USD
ISIN: XS2335584947
STRIKE DATE: 16/07/2021
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 2007,348.12309065.067
IBEX 358,506.200019486
Nasdaq 10014,681.380026629.81
MSCI Taiwan698.02001864.45

STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% 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 XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2277232976
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
Commerzbank AG6.157038.73
Barclays172.9400424
Wells Fargo & Co43.280084.8

STRIKE DATE 21/06/2021
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 = 1.875% Quarterly (7.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA UK Blue Chip Memory Income Autocall June 2021 USD
ISIN: XS2277236027
STRIKE DATE: 18/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Dutch Shell (GBp)1,418.20003784
Unilever4,307.00005032
BP315.4000567.4
Glencore297.5500496.9

STRIKE DATE 18/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.04% Quarterly Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024

EXPAND CLOSE
BBVA Global Miners Defensive Autocall July 2021 USD
ISIN: XS2277246257
STRIKE DATE: 20/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,836.00006270
Barrick Gold Corp20.7200
BHP Group PLC2,188.00002965
Glencore302.1500496.9

STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022

EXPAND CLOSE