INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall September 2019 USD
ISIN: XS2040068491
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01009552.58
Nasdaq 1007,887.581025884.29
OMX Stockholm 301,637.61703031.392
S&P/ASX 2006,638.04108927.526

STRIKE DATE 11/09/2019
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 = 2.025% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2040068491
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall September 2019 GBP
ISIN: XS2040067337
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01009552.58
Nasdaq 1007,887.581025884.29
OMX Stockholm 301,637.61703031.392
S&P/ASX 2006,638.04108927.526

STRIKE DATE 11/09/2019
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 = 1.525% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2040067337
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 USD
ISIN: XS2008302700
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903031.392
S&P/ASX 2006,793.38908927.526
Nasdaq 1008,016.953025884.29
HSI28,397.740027968.09

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.3% Semi Annual (6.6% p.a) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2008302700
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 GBP
ISIN: XS2008300670
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903031.392
S&P/ASX 2006,793.38908927.526
Nasdaq 1008,016.953025884.29
HSI28,397.740027968.09

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.5% Semi Annual (5% p.a) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2008300670
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall July 2019 GBP
ISIN: XS1989546590
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010171.76
S&P 5003,025.86006969.01
Eurostoxx 503,524.47005891.95
Nikkei 22521,658.150053375.6

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1989546590
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jul 2019 USD
ISIN: XS1989546673
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010171.76
S&P 5003,025.86006969.01
Eurostoxx 503,524.47005891.95
Nikkei 22521,658.150053375.6

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 6.25% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS1989546673
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 USD
ISIN: XS2038040080
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810171.76
S&P 5002926.466969.01
Eurostoxx 503426.765891.95
Nikkei 22520704.3753375.6

STRIKE DATE 30/08/2019
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 XS2038040080
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 GBP
ISIN: XS2038377557
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810171.76
S&P 5002926.466969.01
Eurostoxx 503426.765891.95
Nikkei 22520704.3753375.6

STRIKE DATE 30/08/2019
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 XS2038377557
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note September 2019 USD
ISIN: XS2011056764
STRIKE DATE: 05/09/2019
INDICATIVE PRICE: 139.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 139.55% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,271.170010171.76

STRIKE DATE 05/09/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.625% Quarterly (6.5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2011056764
NEXT POTENTIAL MATURITY DATE 05/03/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note September 2019 GBP
ISIN: XS2011056848
STRIKE DATE: 05/09/2019
INDICATIVE PRICE: 129.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 129.95% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,907.611510171.76

STRIKE DATE 05/09/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.25% Quarterly (5.00% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2011056848
NEXT POTENTIAL MATURITY DATE 05/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall August 2019 USD
ISIN: XS2035410740
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002926.466969.01
OMX Stockholm 301576.9813031.392
S&P/ASX 2006604.2158927.526
Nikkei 22520704.3753375.6

STRIKE DATE 30/08/2019
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 = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035410740
NEXT POTENTIAL MATURITY DATE 02/03/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall August 2019 GBP
ISIN: XS2035415970
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002926.466969.01
OMX Stockholm 301576.9813031.392
S&P/ASX 2006604.2158927.526
Nikkei 22520704.3753375.6

STRIKE DATE 30/08/2019
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: GBP = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035415970
NEXT POTENTIAL MATURITY DATE 02/03/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall August 2019 USD
ISIN: XS2035404008
STRIKE DATE: 23/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,744.980013147.93
OMX Stockholm 301,522.84903031.392
S&P/ASX 2006,523.13108927.526
S&P/TSX 60956.67901907.604

STRIKE DATE 23/08/2019
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 = 7.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035404008
NEXT POTENTIAL MATURITY DATE 22/02/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall August 2019 GBP
ISIN: XS2035251334
STRIKE DATE: 23/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9,744.980013147.93
OMX Stockholm 301,522.84903031.392
S&P/ASX 2006,523.13108927.526
S&P/TSX 60956.67901907.604

STRIKE DATE 23/08/2019
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2035251334
NEXT POTENTIAL MATURITY DATE 23/02/2021

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall July 2019 GBP
ISIN: XS2030516624
STRIKE DATE: 24/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,613.05903031.392
FTSE 1007,501.460010171.76
Nasdaq 1008,010.605025884.29
IBEX 359,329.700017589.7

STRIKE DATE 24/07/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: GBP = 3.1% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.425% P.A.
ISIN XS2030516624
NEXT POTENTIAL MATURITY DATE 24/07/2023

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall August 2019 EUR
ISIN: XS2033394292
STRIKE DATE: 16/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,964.30009552.58
Nasdaq 1007,604.109025884.29
OMX Stockholm 301,519.41303031.392
S&P/ASX 2006,405.52808927.526

STRIKE DATE 16/08/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Memory Income Rate: EUR = 2.5% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2033394292
NEXT POTENTIAL MATURITY DATE 16/02/2021

EXPAND CLOSE
BBVA Semi-Annual Memory Income Autocall Aug 2019 USD
ISIN: XS2026170691
STRIKE DATE: 01/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,621.57009552.58
Nasdaq 1007,801.146025884.29
OMX Stockholm 301,612.90703031.392
FTSE 1007,584.870010171.76

STRIKE DATE 01/08/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Memory Income Rate: USD = 4.15% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS2026170691
NEXT POTENTIAL MATURITY DATE 01/08/2025

EXPAND CLOSE
CS 100% Protected FTSE Issuer Callable Growth Note June 2019 GBP
ISIN: XS1989576159
STRIKE DATE: 28/06/2019
INDICATIVE PRICE: 130.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 130.07% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,425.630010171.76

STRIKE DATE 28/06/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 150% Callable Observations: Quartely (First Observation at 12 months) Coupon Rate: GBP = 1.25% Per Quarter (5% p.a.) Capital Risk: Capital protected Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS1989576159
NEXT POTENTIAL MATURITY DATE 28/03/2026

EXPAND CLOSE
GS S&P 500 Issuer Callable Growth Participation Jun 2019 USD
ISIN: XS1987509137
STRIKE DATE: 28/06/2019
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 5002,941.76006969.01

STRIKE DATE 28/06/2019
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note Participation Rate: USD = 150% Callable Observations: Monthly (First Observation at 12 months) Coupon Rate: USD = 0.75% Per Month (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 27.731613% p.a.
ISIN XS1987509137
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BBVA Global Markets Annual Memory Income Autocall June 2019 USD
ISIN: XS2010684368
STRIKE DATE: 28/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,622.43003031.392
FTSE 1007,425.630010171.76
Nasdaq 1007,671.075025884.29
HSCEI10,881.85009552.58

STRIKE DATE 28/06/2019
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: USD = 8.2% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2010684368
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE