INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 GBP
ISIN: XS2310181586
STRIKE DATE: 15/04/2021
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 2007,058.62309020.093
FTSE 1006,983.500010831.52
Nasdaq 10014,026.190029482.32
MSCI Taiwan691.24002058.76

STRIKE DATE 15/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2310181586
NEXT POTENTIAL MATURITY DATE 15/04/2024

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 USD
ISIN: XS2310181404
STRIKE DATE: 15/04/2021
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 2007,058.62309020.093
FTSE 1006,983.500010831.52
Nasdaq 10014,026.190029482.32
MSCI Taiwan691.24002058.76

STRIKE DATE 15/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310181404
NEXT POTENTIAL MATURITY DATE 15/04/2024

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall April 2021 USD
ISIN: XS2295609999
STRIKE DATE: 07/04/2021
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 2006,928.01909020.093
FTSE 1006,885.320010831.52
IBEX 358,597.400020000.2
MSCI Taiwan681.44002058.76

STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.10% p.a.
ISIN XS2295609999
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall EUR March 2021
ISIN: XS2246895606
STRIKE DATE: 05/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,000.4600258.9
Advanced Micro Devices78.5200456.16
Apple Inc121.4200328.21
Tesla Motors597.9500

STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: EUR = 4.05% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2246895606
NEXT POTENTIAL MATURITY DATE 07/09/2021

    EXPAND CLOSE
    Goldman Sachs 85-65 Memory Income Reducing Autocall April 2021 GBP
    ISIN: XS2295493162
    STRIKE DATE: 08/04/2021
    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 2006,998.77009020.093
    IBEX 358,637.800020000.2
    Nasdaq 10013,758.500029482.32
    MSCI Taiwan685.35002058.76

    STRIKE DATE 08/04/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% Memory Income Rate: GBP = 3.25% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.50% p.a.
    ISIN XS2295493162
    NEXT POTENTIAL MATURITY DATE 08/04/2024

    EXPAND CLOSE
    BBVA European Banks Defensive Autocall March 2021 GBP
    ISIN: XS2246892769
    STRIKE DATE: 29/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.864012.902
    HSBC418.10001563.6
    Lloyds42.0600112.45
    Societe Generale21.705074.38

    STRIKE DATE 29/03/2021
    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
    ISIN XS2246892769
    NEXT POTENTIAL MATURITY DATE 30/12/2021

    EXPAND CLOSE
    BBVA European Banks Defensive Autocall March 2021 USD
    ISIN: XS2246892843
    STRIKE DATE: 29/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.864012.902
    HSBC418.10001563.6
    Lloyds42.0600112.45
    Societe Generale21.705074.38

    STRIKE DATE 29/03/2021
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2246892843
    NEXT POTENTIAL MATURITY DATE 30/12/2021

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall April 2021 GBP
    ISIN: XS2246890631
    STRIKE DATE: 07/04/2021
    INDICATIVE PRICE: 103.70%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 103.70% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI28,674.800025213.31
    FTSE 1006,885.320010831.52
    KOSPI 200426.70001032.82
    S&P/TSX 601,141.50102154.046

    STRIKE DATE 07/04/2021
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2246890631
    NEXT POTENTIAL MATURITY DATE 07/10/2026

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall April 2021 USD
    ISIN: XS2246890805
    STRIKE DATE: 07/04/2021
    INDICATIVE PRICE: 105.52%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.52% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI28,674.800025213.31
    FTSE 1006,885.320010831.52
    KOSPI 200426.70001032.82
    S&P/TSX 601,141.50102154.046

    STRIKE DATE 07/04/2021
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2246890805
    NEXT POTENTIAL MATURITY DATE 07/10/2026

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall Mar 2021
    ISIN: XS2246890987
    STRIKE DATE: 25/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Intel62.020091.67
    Advanced Micro Devices76.2200456.16
    Apple Inc120.5900328.21
    Tesla Motors213.46

    STRIKE DATE 25/03/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN -2.495% p.a.
    ISIN XS2246890987
    NEXT POTENTIAL MATURITY DATE 25/03/2025

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall USD Mar 2021
    ISIN: XS2246890714
    STRIKE DATE: 25/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Intel62.020091.67
    Advanced Micro Devices76.2200456.16
    Apple Inc120.5900328.21
    Tesla Motors213.46

    STRIKE DATE 25/03/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN -1.745% p.a.
    ISIN XS2246890714
    NEXT POTENTIAL MATURITY DATE 25/03/2025

    EXPAND CLOSE
    Goldman Sachs 85-65 Memory Income Reducing Autocall March 2021 USD
    ISIN: XS2274394324
    STRIKE DATE: 30/03/2021
    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 2006,738.44709020.093
    IBEX 358,595.200020000.2
    Nasdaq 10012,896.530029482.32
    MSCI Taiwan672.91002058.76

    STRIKE DATE 30/03/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income 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 = 4.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2274394324
    NEXT POTENTIAL MATURITY DATE 02/04/2024

    EXPAND CLOSE
    CIBC Developed Markets Memory Income Autocall
    ISIN: XS2296212389
    STRIKE DATE: 26/02/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,811.15007747.71
    Russell 20002,201.05102968.271
    Nasdaq 10012,909.440029482.32
    S&P/TSX 601,073.41902154.046

    STRIKE DATE 26/02/2021
    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 = 3.05% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.10%
    ISIN XS2296212389
    NEXT POTENTIAL MATURITY DATE 26/08/2024

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall March 2021 USD
    ISIN: XS2246868975
    STRIKE DATE: 11/03/2021
    INDICATIVE PRICE: 92.81%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 92.81% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006736.9610831.52
    Eurostoxx 503845.646382.59
    HSCEI11340.48385.24
    KOSPI 200411.021032.82

    STRIKE DATE 11/03/2021
    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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2246868975
    NEXT POTENTIAL MATURITY DATE 11/09/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2021 GBP
    ISIN: XS2224081567
    STRIKE DATE: 10/02/2021
    INDICATIVE PRICE: 89.01%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 89.01% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,648.37006382.59
    FTSE 1006,524.360010831.52
    HSCEI11,810.25008385.24
    S&P/TSX 601,092.52902154.046

    STRIKE DATE 10/02/2021
    RETURN & BARRIERS
    Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.88% Semi Annual (7.76% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2224081567
    NEXT POTENTIAL MATURITY DATE 10/02/2027

    EXPAND CLOSE
    Goldmans Global Markets Classic Autocall Dec 2020 EUR
    ISIN: XS1998998725
    STRIKE DATE: 14/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,660.24909020.093
    Nasdaq 10012,462.210029482.32
    IBEX 358,140.800020000.2
    MSCI Taiwan569.69002058.76

    STRIKE DATE 14/12/2020
    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: EUR = 4.5% Semi Annual (9% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1998998725
    NEXT POTENTIAL MATURITY DATE 14/12/2021

    EXPAND CLOSE
    Goldmans 75-60 Memory Income Reducing Autocall February 2021 USD
    ISIN: XS2274350623
    STRIKE DATE: 05/02/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,489.330010831.52
    S&P/ASX 2006,840.53109020.093
    FTSE MIB23,083.420052245.47
    Russian Depository Index1,632.34000

    STRIKE DATE 05/02/2021
    RETURN & BARRIERS
    Investment Structure: Semi Annual Memory Income Reducing Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months Memory Income Rate: 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2274350623
    NEXT POTENTIAL MATURITY DATE 27/04/2022

    EXPAND CLOSE
    GS Diversified Markets Memory Income Autocall Feb 2021 USD
    ISIN: XS2273841820
    STRIKE DATE: 05/02/2021
    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 2006,840.53109020.093
    FTSE 1006,489.330010831.52
    Russell 20002,233.32702968.271
    MSCI Taiwan660.90002058.76

    STRIKE DATE 05/02/2021
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 6% p.a.
    ISIN XS2273841820
    NEXT POTENTIAL MATURITY DATE 07/05/2024

    EXPAND CLOSE
    GS Diversified Markets Memory Income Autocall Feb 2021 GBP
    ISIN: XS2273845060
    STRIKE DATE: 05/02/2021
    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 2006,840.53109020.093
    FTSE 1006,489.330010831.52
    Russell 20002,233.32702968.271
    MSCI Taiwan660.90002058.76

    STRIKE DATE 05/02/2021
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 5% p.a.
    ISIN XS2273845060
    NEXT POTENTIAL MATURITY DATE 07/05/2024

    EXPAND CLOSE
    Goldman Sachs Quarterly Memory Income Reducing Autocall Feb 2021 GBP
    ISIN: XS2294478073
    STRIKE DATE: 25/02/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,651.960010831.52
    S&P/ASX 2006,834.03109020.093
    MSCI Taiwan679.33002058.76
    Russell 20002,200.17202968.271

    STRIKE DATE 25/02/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 4.65%
    ISIN XS2294478073
    NEXT POTENTIAL MATURITY DATE 26/02/2024

    EXPAND CLOSE