INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 EUR
ISIN: XS2147387240
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830059349.17
S&P 5002,304.92007064.01
FTSE 1005,190.780010498.09
Eurostoxx 502,548.50005930.25

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: EUR = 5.20% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387240
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 USD
ISIN: XS2147387083
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830059349.17
S&P 5002,304.92007064.01
FTSE 1005,190.780010498.09
Eurostoxx 502,548.50005930.25

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 5.75% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387083
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 GBP
ISIN: XS2147387323
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830059349.17
S&P 5002,304.92007064.01
FTSE 1005,190.780010498.09
Eurostoxx 502,548.50005930.25

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 5.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387323
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 60-60 Semi-Annual Memory Income Autocall March 2020
ISIN: XS2147387166
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,190.780010498.09
S&P 5002,304.92007064.01
Eurostoxx 502,548.50005930.25
Nikkei 22516,552.830059349.17

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 4% Semi-Annually Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387166
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 GBP
ISIN: XS2129754789
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800018142.6
Nasdaq 1007,288.523026479.47
FTSE 1005,151.610010498.09
S&P/ASX 2004,782.94108949.393

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129754789
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 USD
ISIN: XS2129418328
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800018142.6
Nasdaq 1007,288.523026479.47
FTSE 1005,151.610010498.09
S&P/ASX 2004,782.94108949.393

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: USD = 4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129418328
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 USD
ISIN: XS2073907391
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010498.09
S&P/ASX 2005,206.94208949.393
IBEX 356,951.800018142.6
HSI23,970.370026487.48

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.50% Quarterly (38% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907391
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 GBP
ISIN: XS2073907128
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010498.09
IBEX 356,951.800018142.6
S&P/ASX 2005,206.94208949.393
HSI23,970.370026487.48

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 9.00% Quarterly (36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907128
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Annual Classic Autocall March 2020 USD
ISIN: XS2073903218
STRIKE DATE: 13/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,366.110010498.09
Nasdaq 1007,995.263026479.47
S&P/ASX 2005,539.29508949.393
HSCEI9,650.15008943.54

STRIKE DATE 13/03/2020
RETURN & BARRIERS
Investment Structure: Annual Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 22% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073903218
NEXT POTENTIAL MATURITY DATE 18/03/2021

EXPAND CLOSE
BBVA Global Markets Income Autocall Mar 2020 GBP
ISIN: XS2113986470
STRIKE DATE: 12/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007,263.653026479.47
FTSE 1005,237.480010498.09
Nikkei 22518,559.630059349.17
S&P/ASX 2005,304.62808949.393

STRIKE DATE 12/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113986470
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Quad Index 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2073905429
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,960.230010498.09
Eurostoxx 502,910.02005930.25
S&P 5002,882.23007064.01
IBEX 357,461.500018142.6

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073905429
NEXT POTENTIAL MATURITY DATE 10/06/2020

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall April 2020 USD
ISIN: XS2073902087
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,597.650010498.09
Nasdaq 1008,591.958026479.47
S&P/ASX 2005,466.66808949.393
HSCEI9,724.70008943.54

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: USD = 2.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073902087
NEXT POTENTIAL MATURITY DATE 15/04/2021

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall April 2020 GBP
ISIN: XS2073902160
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,597.650010498.09
Nasdaq 1008,591.958026479.47
S&P/ASX 2005,466.66808949.393
HSCEI9,724.70008943.54

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073902160
NEXT POTENTIAL MATURITY DATE 15/04/2021

EXPAND CLOSE
BBVA 65-65 Memory Income Autocall April 2020 GBP
ISIN: XS2073906583
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010498.09
Nasdaq 1008,229.542026479.47
S&P/ASX 2005,206.94208949.393
HSCEI9,681.95008943.54

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.45% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073906583
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 USD
ISIN: XS2125766035
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090059349.17
S&P 5002,783.36007064.01
FTSE 1005,597.650010498.09
Eurostoxx 502,808.20005930.25

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125766035
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 EUR
ISIN: XS2125768163
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090059349.17
S&P 5002,783.36007064.01
FTSE 1005,597.650010498.09
Eurostoxx 502,808.20005930.25

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.90% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125768163
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 GBP
ISIN: XS2125769302
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090059349.17
S&P 5002,783.36007064.01
FTSE 1005,597.650010498.09
Eurostoxx 502,808.20005930.25

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125769302
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
GSI Major Markets Classic Autocall February 2020 USD
ISIN: XS2116149514
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs International
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,142.960059349.17
S&P 5002,954.22007064.01
FTSE 1006,580.610010498.09
Eurostoxx 503,329.49005930.25

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Snowballing Coupon if Autocalled Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 7.145% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2116149514
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
CIBC 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2132904959
STRIKE DATE: 30/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,659.900018142.6
Nasdaq 1007,889.006026479.47
FTSE 1005,563.740010498.09
S&P/ASX 2005,181.38008949.393

STRIKE DATE 30/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 3.70% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2132904959
NEXT POTENTIAL MATURITY DATE 30/03/2021

EXPAND CLOSE
CIBC 80-60 Memory Income Autocall March 2020 GBP
ISIN: XS2132905170
STRIKE DATE: 30/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,659.900018142.6
Nasdaq 1007,889.006026479.47
FTSE 1005,563.740010498.09
S&P/ASX 2005,181.38008949.393

STRIKE DATE 30/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 3.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2132905170
NEXT POTENTIAL MATURITY DATE 30/03/2021

EXPAND CLOSE