INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
GS Diversified Markets Memory Income Autocall April USD
ISIN: XS2310194217
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35002094.999
FTSE 1006,942.220010840.35
Nasdaq 10013,758.500029935.59
S&P/ASX 2006,998.77008719.719

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: 3.00% Semi Annual Income Trigger: 78.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310194217
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 GBP
ISIN: XS2269086927
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.750566.82
General Motor Co58.7283.66
Tesla Motors221.18

STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269086927
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2269087065
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.750566.82
General Motor Co58.7283.66
Tesla Motors221.18

STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269087065
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall April 2021 USD
ISIN: XS2318533671
STRIKE DATE: 23/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006938.5610840.35
Russell 20002271.8562767.269
MSCI Taiwan693.122094.999

STRIKE DATE 23/04/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2318533671
NEXT POTENTIAL MATURITY DATE 23/04/2024

EXPAND CLOSE
Société Générale 5 Year FTSE 100 Autocall Apr 2021 GBP
ISIN: XS2278426957
STRIKE DATE: 23/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006938.5610840.35

STRIKE DATE 23/04/2021
RETURN & BARRIERS
Investment Structure: Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Conditional Return: GBP = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Daily Loss Barrier: 70% of initial level if final barrier is breached Daily Loss Amount: 0.15% per business day the index is below the Daily Loss Barrier
P.A. RETURN
ISIN XS2278426957
NEXT POTENTIAL MATURITY DATE 25/04/2022

EXPAND CLOSE
BBVA Global Markets Conditional Income Note March 2021 USD
ISIN: XS2254501963
STRIKE DATE: 24/03/2021
INDICATIVE PRICE: 98.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.65% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.890010840.35
Russell 20002,134.26602767.269
FTSE MIB24,208.660049397.55
KOSPI 200407.1000860.7

STRIKE DATE 24/03/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Conditional Income Autocall opportunities: N/A Autocall Trigger: N/A Memory Income Rate: 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2254501963
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 GBP
ISIN: XS2318411050
STRIKE DATE: 21/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,997.48208719.719
Nikkei 22528,508.550064425.95
S&P 5004,173.42007744.06
Eurostoxx 503,976.41006168.26

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318411050
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 EUR
ISIN: XS2318412454
STRIKE DATE: 21/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,997.48208719.719
Nikkei 22528,508.550064425.95
S&P 5004,173.42007744.06
Eurostoxx 503,976.41006168.26

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.50% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2318412454
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 USD
ISIN: XS2318412538
STRIKE DATE: 21/04/2021
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/ASX 2006,997.48208719.719
Nikkei 22528,508.550064425.95
S&P 5004,173.42007744.06
Eurostoxx 503,976.41006168.26

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2318412538
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall April 2021 USD
ISIN: XS2254529113
STRIKE DATE: 09/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.903011.998
HSBC437.40001421.2
Lloyds43.2550105.85
ING Groep NV10.446029.62

STRIKE DATE 09/04/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2254529113
NEXT POTENTIAL MATURITY DATE 11/10/2021

EXPAND CLOSE
BNP Paribas S&P 500 Classic Autocall March 2021 USD
ISIN: XS2259888464
STRIKE DATE: 18/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,915.46007744.06

STRIKE DATE 18/03/2021
RETURN & BARRIERS
nvestment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2259888464
NEXT POTENTIAL MATURITY DATE 20/09/2021

    EXPAND CLOSE
    BNP Paribas FTSE 100 Classic Autocall March 2021 GBP
    ISIN: XS2259887904
    STRIKE DATE: 18/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,779.680010840.35

    STRIKE DATE 18/03/2021
    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 = 3.0% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2259887904
    NEXT POTENTIAL MATURITY DATE 20/09/2021

      EXPAND CLOSE
      Goldman Sachs Tech Classic Autocall March 2021 GBP
      ISIN: XS2294767343
      STRIKE DATE: 04/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle65.6100134.47
      Microsoft226.7300539.44
      Nvidia Corporation123.7025217.23
      Amazon.com2,977.5700254.76

      STRIKE DATE 04/03/2021
      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 = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2294767343
      NEXT POTENTIAL MATURITY DATE 07/09/2021

        EXPAND CLOSE
        MS FTSE/Eurostoxx Low Hurdle Autocall Feb 2021 GBP
        ISIN: XS2284722043
        STRIKE DATE: 22/02/2021
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1006,612.240010840.35
        Eurostoxx 503,699.85006168.26

        STRIKE DATE 22/02/2021
        RETURN & BARRIERS
        Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Low Hurdle at maturity Coupon Rate: GBP = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
        P.A. RETURN
        ISIN XS2284722043
        NEXT POTENTIAL MATURITY DATE 22/02/2022

          EXPAND CLOSE
          Citi FTSE NKY Classic Autocall Feb 2021 GBP
          ISIN: XS2304977965
          STRIKE DATE: 22/02/2021
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Citi
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1006,612.240010840.35
          Nikkei 22530,156.030064425.95

          STRIKE DATE 22/02/2021
          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 = 5.3635% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
          P.A. RETURN 10.727% p.a.
          ISIN XS2304977965
          NEXT POTENTIAL MATURITY DATE 21/08/2023

          EXPAND CLOSE
          BBVA Quarterly Classic Autocall March 2021 GBP
          ISIN: XS2246894625
          STRIKE DATE: 16/03/2021
          INDICATIVE PRICE: 97.66%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 97.66% (as at 16/10/2026 10:16 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1006,803.610010840.35
          HSI29,027.690024062.72
          S&P/TSX 601,123.74202138.906
          iShares MSCI Brazil (EWZ)32.900041.58

          STRIKE DATE 16/03/2021
          RETURN & BARRIERS
          Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.20% Semi Annual (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2246894625
          NEXT POTENTIAL MATURITY DATE 16/12/2026

          EXPAND CLOSE
          Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 GBP
          ISIN: XS2310181586
          STRIKE DATE: 15/04/2021
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2007,058.62308719.719
          FTSE 1006,983.500010840.35
          Nasdaq 10014,026.190029935.59
          MSCI Taiwan691.24002094.999

          STRIKE DATE 15/04/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 5.00% p.a.
          ISIN XS2310181586
          NEXT POTENTIAL MATURITY DATE 15/04/2024

          EXPAND CLOSE
          Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 USD
          ISIN: XS2310181404
          STRIKE DATE: 15/04/2021
          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/ASX 2007,058.62308719.719
          FTSE 1006,983.500010840.35
          Nasdaq 10014,026.190029935.59
          MSCI Taiwan691.24002094.999

          STRIKE DATE 15/04/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 6.00% p.a.
          ISIN XS2310181404
          NEXT POTENTIAL MATURITY DATE 15/04/2024

          EXPAND CLOSE
          Goldman Sachs High Yield Classic Autocall April 2021 USD
          ISIN: XS2295609999
          STRIKE DATE: 07/04/2021
          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/ASX 2006,928.01908719.719
          FTSE 1006,885.320010840.35
          IBEX 358,597.400019177.7
          MSCI Taiwan681.44002094.999

          STRIKE DATE 07/04/2021
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 14.10% p.a.
          ISIN XS2295609999
          NEXT POTENTIAL MATURITY DATE 08/04/2024

          EXPAND CLOSE
          BBVA US Tech 50-50 Memory Income Autocall EUR March 2021
          ISIN: XS2246895606
          STRIKE DATE: 05/03/2021
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com3,000.4600254.76
          Advanced Micro Devices78.5200562.23
          Apple Inc121.4200342
          Tesla Motors597.9500

          STRIKE DATE 05/03/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: EUR = 4.05% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN
          ISIN XS2246895606
          NEXT POTENTIAL MATURITY DATE 07/09/2021

            EXPAND CLOSE