INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CIBC Diversified Markets Memory Income Autocall June 2020 USD
ISIN: XS2184896137
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,664.38003247.031
S&P/ASX 2005,897.88208844.412
S&P/TSX 60934.21102068.89
HSI24,427.190023350.03

STRIKE DATE 30/06/2020
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 = 1.50% 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 XS2184896137
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall June 2020 GBP
ISIN: XS2184883820
STRIKE DATE: 30/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,664.38003247.031
S&P/ASX 2005,897.88208844.412
S&P/TSX 60934.21102068.89
HSI24,427.190023350.03

STRIKE DATE 30/06/2020
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 = 1.30% 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 XS2184883820
NEXT POTENTIAL MATURITY DATE 30/06/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall May 2020 GBP
ISIN: XS2168556715
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,657.58203247.031
S&P/ASX 2005,851.10408844.412
S&P/TSX 60923.16002068.89
HSI23,132.760023350.03

STRIKE DATE 28/05/2020
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 = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2168556715
NEXT POTENTIAL MATURITY DATE 28/05/2021

EXPAND CLOSE
CIBC Diversified Markets Memory Income Autocall May 2020 USD
ISIN: XS2168554694
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,657.58203247.031
S&P/ASX 2005,851.10408844.412
S&P/TSX 60923.16002068.89
HSI23,132.760023350.03

STRIKE DATE 28/05/2020
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 = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2168554694
NEXT POTENTIAL MATURITY DATE 28/05/2021

EXPAND CLOSE
BBVA Major Markets Classic Autocall May 2020 GBP
ISIN: XS2109658315
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,916.310069744.07
S&P 5003,029.73007483.24
FTSE 1006,218.790010679.03
Eurostoxx 503,094.47006412.68

STRIKE DATE 28/05/2020
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 = 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109658315
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Major Markets Classic Autocall May 2020 USD
ISIN: XS2109658406
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,916.310069744.07
S&P 5003,029.73007483.24
FTSE 1006,218.790010679.03
Eurostoxx 503,094.47006412.68

STRIKE DATE 28/05/2020
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 = 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109658406
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
CIBC Single Index Memory Income Autocall June 2020 GBP
ISIN: XS2178687427
STRIKE DATE: 12/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60920.06002068.89

STRIKE DATE 12/06/2020
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) *Non-standard commission applies to this product
P.A. RETURN
ISIN XS2178687427
NEXT POTENTIAL MATURITY DATE 14/06/2021

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall June 2020 EUR
ISIN: XS2011014680
STRIKE DATE: 10/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,124.950069744.07
S&P 5003,190.14007483.24
FTSE 1006,329.130010679.03
Eurostoxx 503,293.71006412.68

STRIKE DATE 10/06/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2011014680
NEXT POTENTIAL MATURITY DATE 10/06/2021

EXPAND CLOSE
BBVA US Equities 50-50 Memory Income Autocall May 2020 USD
ISIN: XS2073914090
STRIKE DATE: 11/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com2,409.0000242.67
Alphabet-C1,403.2600356.18
Tesla Motors162.258
Netflix440.520077.65

STRIKE DATE 11/05/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 1% per quarter Coupon Rate: USD = 3.25% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2073914090
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
GS 80-60 Low Hurdle Autocall May 2020 USD
ISIN: XS2125604640
STRIKE DATE: 12/05/2020
INDICATIVE PRICE: 141.66%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 141.66% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,762.700019852.4
Nasdaq 1009,112.447029329.21
HSCEI9,832.10007699.76
S&P/ASX 2005,403.04908844.412

STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 60 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.775% Semi Annual (15.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.55% p.a.
ISIN XS2125604640
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
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 301,505.21103247.031
S&P/ASX 2005,319.84608844.412
S&P/TSX 60893.10002068.89
HSI23,613.800023350.03

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 301,677.53303247.031
S&P 5003,113.49007483.24
S&P/TSX 60930.86502068.89
HSI24,481.410023350.03

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 301,677.53303247.031
S&P 5003,113.49007483.24
S&P/TSX 60930.86502068.89
HSI24,481.410023350.03

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 22520,193.690069744.07
S&P 5002,912.43007483.24
FTSE 1005,901.210010679.03
Eurostoxx 502,927.93006412.68

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 22520,193.690069744.07
S&P 5002,912.43007483.24
FTSE 1005,901.210010679.03
Eurostoxx 502,927.93006412.68

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 301,577.91703247.031
S&P/ASX 2005,522.35308844.412
S&P/TSX 60891.62602068.89
HSI24,643.590023350.03

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 301,577.91703247.031
S&P/ASX 2005,522.35308844.412
S&P/TSX 60891.62602068.89
HSI24,643.590023350.03

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 ETF51.3900154.64

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 ETF51.3900154.64

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
HSI22,930.140023350.03
S&P/ASX 2005,497.02708844.412
Dow Jones Industrial Average24,465.160052900.07
MSCI Taiwan408.72002100.27

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