INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CIBC Developed Indices Memory Income Autocall May 2020 USD
ISIN: XS2170120666
STRIKE DATE: 04/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,505.21103048.114
S&P/ASX 2005,319.84608640.714
S&P/TSX 60893.10001986.704
HSI23,613.800026389.04

STRIKE DATE 04/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 8% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2170120666
NEXT POTENTIAL MATURITY DATE 04/05/2021

EXPAND CLOSE
BBVA IDAD 80-60 Memory Income Autocall June 2020 USD
ISIN: XS2109661962
STRIKE DATE: 17/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,677.53303048.114
S&P 5003,113.49007501.24
S&P/TSX 60930.86501986.704
HSI24,481.410026389.04

STRIKE DATE 17/06/2020
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 = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109661962
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
BBVA IDAD 80-60 Memory Income Autocall June 2020 GBP
ISIN: XS2109661889
STRIKE DATE: 17/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,677.53303048.114
S&P 5003,113.49007501.24
S&P/TSX 60930.86501986.704
HSI24,481.410026389.04

STRIKE DATE 17/06/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.60% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109661889
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2020 GBP
ISIN: XS2019743991
STRIKE DATE: 30/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,193.690062654.05
S&P 5002,912.43007501.24
FTSE 1005,901.210010372.93
Eurostoxx 502,927.93005934.96

STRIKE DATE 30/04/2020
RETURN & BARRIERS
Maximum Term: 6 years 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 Annual (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019743991
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2020 USD
ISIN: XS2019743728
STRIKE DATE: 30/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22520,193.690062654.05
S&P 5002,912.43007501.24
FTSE 1005,901.210010372.93
Eurostoxx 502,927.93005934.96

STRIKE DATE 30/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.50% Semi Annual (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019743728
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
UBS Developed Indices Memory Income Autocall April 2020 GBP
ISIN: XS2149207198
STRIKE DATE: 30/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,577.91703048.114
S&P/ASX 2005,522.35308640.714
S&P/TSX 60891.62601986.704
HSI24,643.590026389.04

STRIKE DATE 30/04/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 8.10% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149207198
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
UBS Developed Indices Memory Income Autocall April 2020 USD
ISIN: XS2149206976
STRIKE DATE: 30/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,577.91703048.114
S&P/ASX 2005,522.35308640.714
S&P/TSX 60891.62601986.704
HSI24,643.590026389.04

STRIKE DATE 30/04/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 9.15% per Annum Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149206976
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
Goldman Sachs 2 Year Oil & Gas Sector Monthly Autocall May 2020 USD
ISIN: XS2061749193
STRIKE DATE: 12/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.3900169.22

STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 1 month) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.9167% monthly (23% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) *Non Standard Commission applies to this product
P.A. RETURN
ISIN XS2061749193
NEXT POTENTIAL MATURITY DATE 12/06/2020

EXPAND CLOSE
Goldman Sachs 2 Year Oil & Gas Sector Monthly Autocall May 2020 GBP
ISIN: XS2061749359
STRIKE DATE: 12/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.3900169.22

STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 1 month) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.0833% monthly (25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) *Non Standard Commission applies to this product
P.A. RETURN
ISIN XS2061749359
NEXT POTENTIAL MATURITY DATE 12/06/2020

EXPAND CLOSE
Goldman Sachs 85-65 Quarterly Memory Income Autocall May 2020 USD
ISIN: XS2061746090
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140026389.04
S&P/ASX 2005,497.02708640.714
Dow Jones Industrial Average24,465.160050063.46
MSCI Taiwan408.72001881.54

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.50% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2061746090
NEXT POTENTIAL MATURITY DATE 24/05/2021

EXPAND CLOSE
Goldman Sachs 85-65 Quarterly Memory Income Autocall May 2020 GBP
ISIN: XS2061738667
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140026389.04
S&P/ASX 2005,497.02708640.714
Dow Jones Industrial Average24,465.160050063.46
MSCI Taiwan408.72001881.54

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.225% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2061738667
NEXT POTENTIAL MATURITY DATE 24/05/2021

EXPAND CLOSE
Goldman Sachs Capital Protected Pacific Recovery Investment May 2020 USD
ISIN: XS2061761214
STRIKE DATE: 20/05/2020
INDICATIVE PRICE: 98.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.34% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,485.020029580.3
HSCEI9,898.00008858.63
Nikkei 22520,595.150062654.05
S&P/ASX 2005,573.04608640.714

STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: 100% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Monthly (First Observation at 1 month) Coupon Rate: USD = 5.00% p.a. Cap Amount: USD = 30% Growth Coupon Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061761214
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Pacific Recovery Investment May 2020 GBP
ISIN: XS2061768144
STRIKE DATE: 20/05/2020
INDICATIVE PRICE: 98.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.33% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,485.020029580.3
HSCEI9,898.00008858.63
Nikkei 22520,595.150062654.05
S&P/ASX 2005,573.04608640.714

STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: 100% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Monthly (First Observation at 1 month) Coupon Rate: GBP = 4.00% p.a. Cap Amount: GBP = 24% Growth Coupon Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061768144
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Natixis Quarterly High Yield Autocall May 2020 USD
ISIN: XS1939105729
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,094.47005934.96
IBEX 357,224.100017809.2
S&P/ASX 2005,851.10408640.714
MSCI Taiwan413.60001881.54

STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Quarterly (18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105729
NEXT POTENTIAL MATURITY DATE 30/11/2020

EXPAND CLOSE
Natixis Quarterly High Yield Autocall May 2020 GBP
ISIN: XS1939105992
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,094.47005934.96
IBEX 357,224.100017809.2
S&P/ASX 2005,851.10408640.714
MSCI Taiwan413.60001881.54

STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.50% Quarterly (14% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105992
NEXT POTENTIAL MATURITY DATE 30/11/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall May 2020 USD
ISIN: XS2109656616
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140026389.04
Eurostoxx 502,905.47005934.96
OMX Stockholm 301,555.49303048.114
S&P/TSX 60900.53101986.704

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656616
NEXT POTENTIAL MATURITY DATE 24/11/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall May 2020 GBP
ISIN: XS2109656533
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140026389.04
Eurostoxx 502,905.47005934.96
OMX Stockholm 301,555.49303048.114
S&P/TSX 60900.53101986.704

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.50% Semi-Annually (13% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656533
NEXT POTENTIAL MATURITY DATE 24/11/2020

EXPAND CLOSE
GS 100% Protected FTSE Issuer Callable Growth Note July 2019 GBP
ISIN: XS1999001370
STRIKE DATE: 31/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,586.780010372.93

STRIKE DATE 31/07/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First observation at 12 months) Coupon Rate: USD = 1.25% Quarterly (5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 5%
ISIN XS1999001370
NEXT POTENTIAL MATURITY DATE 30/04/2026

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 GBP
ISIN: XS2112674960
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308640.714
MSCI Taiwan411.85001881.54
IBEX 356,730.900017809.2

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.96% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112674960
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 USD
ISIN: XS2112685651
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308640.714
MSCI Taiwan411.85001881.54
IBEX 356,730.900017809.2

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 10.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112685651
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE