INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Annual Memory Income Autocall June 2019 USD
ISIN: XS2010807381
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
S&P/ASX 2006,618.77208927.526
Nasdaq 1007,671.075025884.29
HSI28,542.620027968.09

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 = 7.9% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2010807381
NEXT POTENTIAL MATURITY DATE 29/06/2021

EXPAND CLOSE
Morgan Stanley Triple Index Memory Income Autocall June 2019 USD
ISIN: XS1996306442
STRIKE DATE: 28/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,425.630010171.76
S&P/ASX 2006,618.77208927.526
Eurostoxx 503,473.69005891.95

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 = 6.2% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS1996306442
NEXT POTENTIAL MATURITY DATE 28/06/2023

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall August 2019 USD
ISIN: XS2022306109
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
S&P/ASX 2006,788.92608927.526

STRIKE DATE 01/08/2019
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 = 1.90% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2022306109
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall August 2019 GBP
ISIN: XS2022304823
STRIKE DATE: 01/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10621.579552.58
Nasdaq 1007801.14625884.29
OMX Stockholm 301612.9073031.392
S&P/ASX 2006788.9268927.526

STRIKE DATE 01/08/2019
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 = 1.45% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2022304823
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
BBVA Semi-Annual Memory Income Autocall June 2019 USD
ISIN: XS2002520984
STRIKE DATE: 20/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,424.440010171.76
S&P/ASX 2006,687.41308927.526
Nasdaq 1007,738.055025884.29
OMX Stockholm 301,628.29303031.392

STRIKE DATE 20/06/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: USD = 4.3% 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: 70% Final level (European style)
P.A. RETURN 8.60% p.a.
ISIN XS2002520984
NEXT POTENTIAL MATURITY DATE 19/06/2023

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall July 2019 USD
ISIN: XS2019398440
STRIKE DATE: 24/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,613.05903031.392
Nasdaq 1008,010.605025884.29
HSCEI10,858.88009552.58

STRIKE DATE 24/07/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: USD = 3.5% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Bonus Coupon: 1.00% Semi-annual Snowballing Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019398440
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall July 2019 GBP
ISIN: XS2019398796
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
Nasdaq 1008,010.605025884.29
HSCEI10,858.88009552.58

STRIKE DATE 24/07/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Memory Income Rate: GBP = 2.75% Semi-annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Bonus Coupon: 1.00% Semi-annual Snowballing Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019398796
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall June 2019 EUR
ISIN: XS1993974275
STRIKE DATE: 04/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,537.30703031.392
S&P/ASX 2006,332.36308927.526
Nasdaq 1007,166.748025884.29
HSCEI10,341.12009552.58

STRIKE DATE 04/06/2019
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 = 2.7% Semi Annual (5.4% p.a) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1993974275
NEXT POTENTIAL MATURITY DATE 04/12/2020

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note July 2019 USD
ISIN: XS1998946765
STRIKE DATE: 18/07/2019
INDICATIVE PRICE: 143.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 143.95% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,493.090010171.76

STRIKE DATE 18/07/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 210% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.8% Quarterly (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS1998946765
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note July 2019 GBP
ISIN: XS1998948548
STRIKE DATE: 18/07/2019
INDICATIVE PRICE: 136.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 136.21% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007118.4410171.76

STRIKE DATE 18/07/2019
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 = 1.50% Quarterly (6.00% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS1998948548
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
Natixis UK Titans 50-50 Memory Income Autocall June 2019 GBP
ISIN: XS1881351024
STRIKE DATE: 06/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays151.2400479.6
Lloyds57.2300105.45
BT Group201.2000189.65
Centrica95.1600189.5
Aviva408.6378635

STRIKE DATE 06/06/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annualy (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.025% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.10% p.a.
ISIN XS1881351024
NEXT POTENTIAL MATURITY DATE 06/06/2025

    EXPAND CLOSE
    BBVA Developed Indices Memory Income Autocall May 2019 GBP
    ISIN: XS1993974788
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,510.46203031.392
    S&P/ASX 2006,396.85308927.526
    Nasdaq 1007,127.956025884.29
    HSI26,901.090027968.09

    STRIKE DATE 31/05/2019
    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 XS1993974788
    NEXT POTENTIAL MATURITY DATE 28/05/2021

    EXPAND CLOSE
    BBVA Developed Indices Memory Income Autocall May 2019 USD
    ISIN: XS1993975165
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,510.46203031.392
    S&P/ASX 2006,396.85308927.526
    Nasdaq 1007,127.956025884.29
    HSI26,901.090027968.09

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Quarterly (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 XS1993975165
    NEXT POTENTIAL MATURITY DATE 28/05/2021

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall May 2019 GBP
    ISIN: XS1993979159
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,161.710010171.76
    S&P 5002,752.06006969.01
    Eurostoxx 503,280.43005891.95
    Nikkei 22520,601.190053375.6

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5.2% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1993979159
    NEXT POTENTIAL MATURITY DATE 31/05/2022

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall May 2019 USD
    ISIN: XS1993979316
    STRIKE DATE: 31/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,161.710010171.76
    S&P 5002,752.06006969.01
    Eurostoxx 503,280.43005891.95
    Nikkei 22520,601.190053375.6

    STRIKE DATE 31/05/2019
    RETURN & BARRIERS
    Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annualy (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50 % Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1993979316
    NEXT POTENTIAL MATURITY DATE 31/05/2022

    EXPAND CLOSE
    CS 7 Year 100% Protected FTSE Callable Growth Note May 2019 GBP
    ISIN: XS1970636533
    STRIKE DATE: 24/05/2019
    INDICATIVE PRICE: 130.90%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 130.90% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,277.730010171.76

    STRIKE DATE 24/05/2019
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% 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
    ISIN XS1970636533
    NEXT POTENTIAL MATURITY DATE 24/02/2026

    EXPAND CLOSE
    BBVA US 50-50 Memory Income reducing Autocall May 2019 USD
    ISIN: XS2000507207
    STRIKE DATE: 23/05/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com1,815.4800241.73
    Nvidia Corporation147.3200192.51
    Tesla Motors195.4900
    Netflix352.210083.16

    STRIKE DATE 23/05/2019
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.8% Per Quarter (15.2% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2000507207
    NEXT POTENTIAL MATURITY DATE 22/05/2020

    EXPAND CLOSE
    Goldman Sachs S&P 500 Fixed Income May 2019 USD
    ISIN: XS1969532727
    STRIKE DATE: 22/05/2019
    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 5002856.276969.01

    STRIKE DATE 22/05/2019
    RETURN & BARRIERS
    Investment Structure: Classic Fixed Income Income Rate: 3.2% p.a paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 3.20% p.a.
    ISIN XS1969532727
    NEXT POTENTIAL MATURITY DATE 22/05/2025

    EXPAND CLOSE
    BBVA Safe Haven Classic Autocall June 2019 USD
    ISIN: XS2003426744
    STRIKE DATE: 19/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9961.6513147.93
    OMX Stockholm 301612.3993031.392
    S&P/ASX 2006648.1298927.526
    S&P/TSX 60988.7881907.604

    STRIKE DATE 19/06/2019
    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 XS2003426744
    NEXT POTENTIAL MATURITY DATE 18/12/2020

    EXPAND CLOSE
    BBVA Safe Haven Classic Autocall June 2019 GBP
    ISIN: XS2003430183
    STRIKE DATE: 19/06/2019
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9961.6513147.93
    OMX Stockholm 301612.3993031.392
    S&P/ASX 2006648.1298927.526
    S&P/TSX 60988.7881907.604

    STRIKE DATE 19/06/2019
    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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2003430183
    NEXT POTENTIAL MATURITY DATE 18/12/2020

    EXPAND CLOSE