INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis IDAD High Yield Classic Autocall July 2020 GBP
ISIN: XS2024038080
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82002100.27
FTSE 1006,129.260010679.03
Eurostoxx 503,303.56006412.68
S&P/ASX 2006,020.55008844.412

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038080
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
UniCredit 5 Year fixed, 5 Year Conditional Income EUR
ISIN: DE000HV4FD85
STRIKE DATE: 06/07/2020
INDICATIVE PRICE: 91.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.30% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,350.03006412.68

STRIKE DATE 06/07/2020
RETURN & BARRIERS
Investment Structure: 5 Year Fixed, 5 Year Conditional Income (10 Year Total) Fixed Annual coupon of 0.80% for the first 5 Years. Annual coupon of 0.80% if the Underlying is above its strike level on each observation. From year 6-10. 100% Capital Protected
P.A. RETURN
ISIN DE000HV4FD85
NEXT POTENTIAL MATURITY DATE 08/07/2030

EXPAND CLOSE
UniCredit 1 Year CLN July 2020 July EUR
ISIN: DE000HV4FDQ6
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.25% 100% Capitla Protected
P.A. RETURN
ISIN DE000HV4FDQ6
NEXT POTENTIAL MATURITY DATE 29/06/2021

EXPAND CLOSE
Natwest 1 year Fixed income CLN July 2020 EUR
ISIN: XS2198987039
STRIKE DATE: 26/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natwest
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 26/06/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.20% 100% Capitla Protected
P.A. RETURN
ISIN XS2198987039
NEXT POTENTIAL MATURITY DATE 21/06/2021

EXPAND CLOSE
CIBC Annual Memory Income Autocall USD July 2020
ISIN: XS2198142916
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,157.300010679.03
S&P/TSX 60939.34702068.89
S&P 5003,130.01007483.24
S&P/ASX 2006,057.87708844.412

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.50% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2198142916
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall July 2020 USD
ISIN: XS2142199483
STRIKE DATE: 03/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,695.25603247.031
Eurostoxx 503,294.38006412.68
Dow Jones Industrial Average25,827.360052900.07
HSI25,373.120023350.03

STRIKE DATE 03/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 9.00% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142199483
NEXT POTENTIAL MATURITY DATE 06/07/2021

EXPAND CLOSE
BBVA Memory Income Autocall July 2020 USD
ISIN: XS2142193874
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,320.09006412.68
S&P 5003,130.01007483.24
S&P/TSX 60940.86102068.89
IBEX 357,498.600019852.4

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142193874
NEXT POTENTIAL MATURITY DATE 04/01/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 USD
ISIN: XS2200240591
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28103247.031
S&P/ASX 2006,051.08108844.412
S&P/TSX 60978.30902068.89
HSI24,710.590023350.03

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.40% Quarterly Income Trigger: 75% 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 XS2200240591
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall July 2020 GBP
ISIN: XS2200192412
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,720.28103247.031
S&P/ASX 2006,051.08108844.412
S&P/TSX 60978.30902068.89
HSI24,710.590023350.03

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 75% 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 XS2200192412
NEXT POTENTIAL MATURITY DATE 30/07/2021

EXPAND CLOSE
Barclays Single Index Memory Income Autocall June 2020 GBP
ISIN: XS2142532089
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,169.740010679.03

STRIKE DATE 30/06/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2142532089
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BBVA IDAD 80-65 Memory Income Reducing Autocall July 2020 USD
ISIN: XS2142196547
STRIKE DATE: 17/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,089.170023350.03
Eurostoxx 503,365.60006412.68
Dow Jones Industrial Average26,671.950052900.07
S&P/TSX 60970.06902068.89

STRIKE DATE 17/07/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.00% semi-annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142196547
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
BBVA IDAD 80-65 Memory Income Reducing Autocall July 2020 GBP
ISIN: XS2142196380
STRIKE DATE: 17/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,089.170023350.03
Eurostoxx 503,365.60006412.68
Dow Jones Industrial Average26,671.950052900.07
S&P/TSX 60970.06902068.89

STRIKE DATE 17/07/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: GBP = 3.10% semi-annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142196380
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall July 2020 USD
ISIN: XS2144372013
STRIKE DATE: 16/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.7600154.64

STRIKE DATE 16/07/2020
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.30% monthly (15.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2144372013
NEXT POTENTIAL MATURITY DATE 16/12/2020

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall July 2020 GBP
ISIN: XS2144372286
STRIKE DATE: 16/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF51.7600154.64

STRIKE DATE 16/07/2020
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.10% monthly (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2144372286
NEXT POTENTIAL MATURITY DATE 16/12/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall July 2020 USD
ISIN: XS2109668975
STRIKE DATE: 13/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,772.120023350.03
IBEX 357,426.900019852.4
Nasdaq 10010,602.210029329.21
S&P/TSX 60941.72302068.89

STRIKE DATE 13/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109668975
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall July 2020 GBP
ISIN: XS2109668546
STRIKE DATE: 13/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,772.120023350.03
IBEX 357,426.900019852.4
Nasdaq 10010,602.210029329.21
S&P/TSX 60941.72302068.89

STRIKE DATE 13/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109668546
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall July 2020 USD
ISIN: XS2109677455
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,339.230069744.07
Dow Jones Industrial Average26,313.650052900.07
FTSE 1005,989.990010679.03
Eurostoxx 503,208.20006412.68

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 5.70% p.a. 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 XS2109677455
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall July 2020 GBP
ISIN: XS2109677372
STRIKE DATE: 30/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22522,339.230069744.07
Dow Jones Industrial Average26,313.650052900.07
FTSE 1005,989.990010679.03
Eurostoxx 503,208.20006412.68

STRIKE DATE 30/07/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 5.10% p.a. 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 XS2109677372
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
BNP Paribas FTSE 100 Issuer Callable Enhanced Participation July 2020 USD
ISIN: XS2127627334
STRIKE DATE: 07/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,189.900010679.03

STRIKE DATE 07/07/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First Observation at 3 months) Coupon Rate: 0.85% Per Month (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN 10.20% p.a.
ISIN XS2127627334
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
BNP Paribas FTSE 100 Issuer Callable Enhanced Participation July 2020 GBP
ISIN: XS2127627417
STRIKE DATE: 07/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,189.900010679.03

STRIKE DATE 07/07/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 300% Callable Observations: Monthly (First Observation at 3 months) Coupon Rate: 0.85% Per Month (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN 10.20% p.a.
ISIN XS2127627417
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE