INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CIBC 70-60 Memory Income Autocall October 2020 GBP
ISIN: XS2243343113
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190053839.99
Nasdaq 10011,598.950030084.5
S&P 5003,390.68007798.99
S&P/TSX 60954.80902168.34

STRIKE DATE 27/10/2020
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-Annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2243343113
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 GBP
ISIN: XS2161303917
STRIKE DATE: 28/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,519.950053839.99
Nasdaq 10011,142.760030084.5
FTSE 1005,582.800010772.67
S&P/TSX 60930.90202168.34

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161303917
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall October 2020 USD
ISIN: XS2161304055
STRIKE DATE: 28/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,519.950053839.99
Nasdaq 10011,142.760030084.5
FTSE 1005,582.800010772.67
S&P/TSX 60930.90202168.34

STRIKE DATE 28/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161304055
NEXT POTENTIAL MATURITY DATE 28/10/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall September 2020 GBP
ISIN: XS2174050505
STRIKE DATE: 18/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,283.69006545.47
OMX Stockholm 301,835.36303281.461
SMI10,539.170014475.13
S&P/TSX 60968.21002168.34

STRIKE DATE 18/09/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 3.90% Semi Annual (7.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2174050505
NEXT POTENTIAL MATURITY DATE 20/09/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Oct 2020 GBP
ISIN: DE000HV4G832
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,949.940010772.67
S&P 5003,360.95007798.99
Eurostoxx 503,233.30006545.47
Nikkei 22523,433.730068308.59

STRIKE DATE 06/10/2020
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4G832
NEXT POTENTIAL MATURITY DATE 06/10/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Oct 2020 USD
ISIN: DE000HV4G824
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,949.940010772.67
S&P 5003,360.95007798.99
Eurostoxx 503,233.30006545.47
Nikkei 22523,433.730068308.59

STRIKE DATE 06/10/2020
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 = 1.35% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4G824
NEXT POTENTIAL MATURITY DATE 06/10/2021

EXPAND CLOSE
Natixis Major Markets Classic Autocall October 2020 EUR
ISIN: XS2024045705
STRIKE DATE: 07/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,233.43006545.47
S&P 5003,419.45007798.99
Nikkei 22523,422.820068308.59
S&P/ASX 2006,036.38209188.494

STRIKE DATE 07/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.70% Quarterly (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2024045705
NEXT POTENTIAL MATURITY DATE 07/10/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2020 GBP
ISIN: XS2024045531
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,980.650025396.51
OMX Stockholm 301,839.14803281.461
S&P/TSX 60973.01402168.34
S&P/ASX 2005,962.07109188.494

STRIKE DATE 06/10/2020
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-annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2024045531
NEXT POTENTIAL MATURITY DATE 08/10/2025

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Oct 2020 USD
ISIN: XS2024045457
STRIKE DATE: 06/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,980.650025396.51
OMX Stockholm 301,839.14803281.461
S&P/TSX 60973.01402168.34
S&P/ASX 2005,962.07109188.494

STRIKE DATE 06/10/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.80% Semi-annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2024045457
NEXT POTENTIAL MATURITY DATE 08/10/2025

EXPAND CLOSE
Barclays High Income Phased Investment
ISIN: XS2173760336
STRIKE DATE: 30/09/2020
INDICATIVE PRICE: 100.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.86% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,866.100010772.67

STRIKE DATE 30/09/2020
RETURN & BARRIERS
Investment Structure: Phased Investment Interest Rate: GBP = 4.35% p.a. (accrued daily and paid annually on amounts not allocated to Index) Allocation Levels: 95%, 90%, 85%, 80% Capital Risk: Not capital protected
P.A. RETURN
ISIN XS2173760336
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall October 2020 GBP
ISIN: XS2024045028
STRIKE DATE: 14/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan514.30002076.8
FTSE MIB19,607.730053693.27
Nasdaq 10011,985.360030084.5
S&P/ASX 2006,179.16709188.494

STRIKE DATE 14/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024045028
NEXT POTENTIAL MATURITY DATE 14/04/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall October 2020 USD
ISIN: XS2024045291
STRIKE DATE: 14/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan514.30002076.8
FTSE MIB19,607.730053693.27
Nasdaq 10011,985.360030084.5
S&P/ASX 2006,179.16709188.494

STRIKE DATE 14/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024045291
NEXT POTENTIAL MATURITY DATE 14/04/2021

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall October 2020 GBP
ISIN: XS2174047899
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85008426.49
IBEX 356,950.900020168.6
Dow Jones Industrial Average28,586.900053839.99
S&P/TSX 60990.94902168.34

STRIKE DATE 09/10/2020
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 1.5% every 6 months Memory Income Rate: GBP = 3.25% semi-annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2174047899
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall October 2020 USD
ISIN: XS2174047972
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85008426.49
IBEX 356,950.900020168.6
Dow Jones Industrial Average28,586.900053839.99
S&P/TSX 60990.94902168.34

STRIKE DATE 09/10/2020
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 1.5% every 6 months Memory Income Rate: USD = 4.00% semi-annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2174047972
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 GBP
ISIN: XS2160374216
STRIKE DATE: 01/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF40.67179.17

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 0.7375% monthly (8.85% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374216
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 USD
ISIN: XS2160374307
STRIKE DATE: 01/10/2020
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 ETF40.67179.17

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 0.8600% monthly (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374307
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE
Natixis Triple Index Defensive Autocall
ISIN: XS2024044567
STRIKE DATE: 25/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan483.512076.8
S&P/TSX 60966.1782168.34
S&P/ASX 2005,964.9229188.494

STRIKE DATE 25/09/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024044567
NEXT POTENTIAL MATURITY DATE 27/09/2021

EXPAND CLOSE
BBVA World Titans Income Autocall August 2020 GBP
ISIN: XS2149978863
STRIKE DATE: 07/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Roche Holding314.20000
Coca-cola47.800087.42
Honeywell International155.1100234
Comcast Corp42.810026.18

STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.675% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149978863
NEXT POTENTIAL MATURITY DATE 09/08/2021

EXPAND CLOSE
BBVA World Titans Income Autocall August 2020 USD
ISIN: XS2149980844
STRIKE DATE: 07/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie92.9200250.82
AT&T30.020024.58
Albemarle Corp84.4400130.48
3M158.3300182.65

STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.25% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980844
NEXT POTENTIAL MATURITY DATE 07/05/2021

EXPAND CLOSE
BBVA World Markets Annual Memory Income Autocall Aug 2020 USD (2)
ISIN: XS2161288001
STRIKE DATE: 14/08/2020
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,931.020053839.99
Eurostoxx 503,305.05006545.47
HSCEI10,266.46008426.49
S&P/TSX 60990.33602168.34

STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 9% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161288001
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE