INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Classic Autocall February 2020 USD
ISIN: XS2113917665
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.480010364.79
Eurostoxx 503,777.84005732.71
HSCEI10,493.85008504.81

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 2.8% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2113917665
NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA Triple Index Memory Income Autocall February 2020 USD
    ISIN: XS2113915537
    STRIKE DATE: 05/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,482.480010364.79
    Eurostoxx 503,777.84005732.71
    HSCEI10,493.85008504.81

    STRIKE DATE 05/02/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 1.325% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.30% p.a.
    ISIN XS2113915537
    NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA 85-65 Memory Income Reducing Autocall March 2020 USD
    ISIN: XS2115089570
    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 1005,960.230010364.79
    Nasdaq 1008,372.266024019.99
    S&P/ASX 2005,939.60008671.785
    HSCEI10,153.37008504.81

    STRIKE DATE 10/03/2020
    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 = 2.00% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2115089570
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 USD
    ISIN: XS2113023217
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010364.79
    Eurostoxx 503,371.97005732.71
    HSCEI10,485.16008504.81
    Nikkei 22521,082.730053739.68

    STRIKE DATE 03/03/2020
    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 then reduced by 1% every quarter Memory Income Rate: USD = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023217
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 GBP
    ISIN: XS2113023563
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010364.79
    Eurostoxx 503,371.97005732.71
    HSCEI10,485.16008504.81
    Nikkei 22521,082.730053739.68

    STRIKE DATE 03/03/2020
    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 then reduced by 1% every quarter Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023563
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    BBVA Quarterly Autocall February 2020 GBP
    ISIN: XS2114518744
    STRIKE DATE: 03/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,326.310010364.79
    IBEX 359,404.700017580.4
    HSI26,356.980025294.03

    STRIKE DATE 03/02/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.35% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114518744
    NEXT POTENTIAL MATURITY DATE 03/02/2026

    EXPAND CLOSE
    BBVA Semi-annual Classic Autocall Jan 2020 GBP
    ISIN: XS2108463105
    STRIKE DATE: 31/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,286.010010364.79
    OMX Stockholm 301,783.26303006.37
    S&P/ASX 2007,017.20008671.785
    S&P/TSX 601,032.96901913.651

    STRIKE DATE 31/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 5% Semi Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2108463105
    NEXT POTENTIAL MATURITY DATE 31/01/2023

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 USD
    ISIN: XS2114425221
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120053739.68
    S&P 5002,882.23006575.32
    FTSE 1005,960.230010364.79
    Eurostoxx 502,910.02005732.71

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: USD = 6.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114425221
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 GBP
    ISIN: XS2114425148
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120053739.68
    S&P 5002,882.23006575.32
    FTSE 1005,960.230010364.79
    Eurostoxx 502,910.02005732.71

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114425148
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    BBVA Step-Down Quarterly Autocall January 2020 USD
    ISIN: XS2103132812
    STRIKE DATE: 30/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,381.960010364.79
    Nikkei 22522,977.750053739.68
    HSCEI10,325.09008504.81
    S&P/ASX 2007,008.42908671.785

    STRIKE DATE 30/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80% Autocall Coupon: USD = 2.025% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.10% p.a.
    ISIN XS2103132812
    NEXT POTENTIAL MATURITY DATE 30/07/2025

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 USD
    ISIN: XS2113618917
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,580.610010364.79
    S&P 5002,954.22006575.32
    Eurostoxx 503,329.49005732.71
    Nikkei 22521,142.960053739.68

    STRIKE DATE 28/02/2020
    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 = 1.425% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113618917
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 GBP
    ISIN: XS2113619303
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,580.610010364.79
    S&P 5002,954.22006575.32
    Eurostoxx 503,329.49005732.71
    Nikkei 22521,142.960053739.68

    STRIKE DATE 28/02/2020
    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) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113619303
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall March 2020 USD
    ISIN: XS2111981689
    STRIKE DATE: 02/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,654.890010364.79
    OMX Stockholm 301,679.13403006.37
    S&P/ASX 2006,391.51808671.785
    HSI26,291.680025294.03

    STRIKE DATE 02/03/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 3.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00%
    ISIN XS2111981689
    NEXT POTENTIAL MATURITY DATE 02/03/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall March 2020 GBP
    ISIN: XS2111959321
    STRIKE DATE: 02/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,654.890010364.79
    OMX Stockholm 301,679.13403006.37
    S&P/ASX 2006,391.51808671.785
    HSI26,291.680025294.03

    STRIKE DATE 02/03/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 2.85% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN 5.70%
    ISIN XS2111959321
    NEXT POTENTIAL MATURITY DATE 02/03/2026

    EXPAND CLOSE
    Goldman Sachs 100% Protected FTSE Issuer Callable Growth
    ISIN: XS2093996101
    STRIKE DATE: 27/02/2020
    INDICATIVE PRICE: 133.39%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 133.39% (as at 02/04/2026 09:47 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,796.400010364.79

    STRIKE DATE 27/02/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
    P.A. RETURN
    ISIN XS2093996101
    NEXT POTENTIAL MATURITY DATE 27/05/2026

    EXPAND CLOSE
    BBVA Low Barrier Memory Income Autocall
    ISIN: XS2107563533
    STRIKE DATE: 18/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10,805.15008504.81
    Nasdaq 1009,629.803024019.99
    OMX Stockholm 301,878.79303006.37
    S&P/ASX 2007,113.70108671.785

    STRIKE DATE 18/02/2020
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.00% Semi Annual Income Trigger: 74% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2107563533
    NEXT POTENTIAL MATURITY DATE 18/02/2026

    EXPAND CLOSE
    BBVA Memory Income Bonus Autocall February 2020 USD
    ISIN: XS2106858801
    STRIKE DATE: 20/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,436.640010364.79
    OMX Stockholm 301,898.92503006.37
    S&P/ASX 2007,162.49408671.785
    HSI27,609.160025294.03

    STRIKE DATE 20/02/2020
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Bonus Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.65% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Autocall Bonus: 6.00% (one off payment) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN 5.30% p.a.
    ISIN XS2106858801
    NEXT POTENTIAL MATURITY DATE 20/02/2026

    EXPAND CLOSE
    BBVA Memory Income Bonus Autocall February 2020 GBP
    ISIN: XS2106858637
    STRIKE DATE: 20/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,436.640010364.79
    OMX Stockholm 301,898.92503006.37
    S&P/ASX 2007,162.49408671.785
    HSI27,609.160025294.03

    STRIKE DATE 20/02/2020
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Bonus Autocall Income Trigger: 80% of initial level Income Rate: GBP = 2.00% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Autocall Bonus: 6.00% (one off payment) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN 4.00% p.a.
    ISIN XS2106858637
    NEXT POTENTIAL MATURITY DATE 20/02/2026

    EXPAND CLOSE
    BBVA Major Markets Memory Income Autocall January 2020 USD
    ISIN: XS2097821206
    STRIKE DATE: 15/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,642.800010364.79
    S&P 5003,289.29006575.32
    Eurostoxx 503,768.96005732.71

    STRIKE DATE 15/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.7% Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2097821206
    NEXT POTENTIAL MATURITY DATE 13/01/2023

    EXPAND CLOSE
    BBVA Semi-Annual Memory Income Autocall February 2020 EUR
    ISIN: XS2104041715
    STRIKE DATE: 14/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI27,815.600025294.03
    Eurostoxx 503,840.97005732.71
    OMX Stockholm 301,885.62303006.37
    S&P/ASX 2007,130.20508671.785

    STRIKE DATE 14/02/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 2.50% Semi Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2104041715
    NEXT POTENTIAL MATURITY DATE 16/02/2026

    EXPAND CLOSE