INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 80-70 Memory Income Autocall April 2021 GBP
ISIN: XS2318463440
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
OMX Stockholm 302,228.29003301.091
FTSE 1006,895.290010782.66
S&P 5004,173.42007353.73
Eurostoxx 503,976.41006231.54

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.60% p.a.
ISIN XS2318463440
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall April 2021 USD
ISIN: XS2318463366
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
OMX Stockholm 302,228.29003301.091
FTSE 1006,895.290010782.66
S&P 5004,173.42007353.73
Eurostoxx 503,976.41006231.54

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.70% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.40% p.a.
ISIN XS2318463366
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall May 2021 GBP
ISIN: XS2274062327
STRIKE DATE: 18/05/2021
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 2007,065.98109065.067
IBEX 359,183.900019486
Nasdaq 10013,217.680026629.81
MSCI Taiwan653.75001864.45

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.80% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2274062327
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall May 2021 USD
ISIN: XS2248992039
STRIKE DATE: 18/05/2021
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 2007,065.98109065.067
IBEX 359,183.900019486
Nasdaq 10013,217.680026629.81
MSCI Taiwan653.75001864.45

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.60% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2248992039
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 GBP
ISIN: XS2269097452
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292510.824
HSBC443.30001307.4
Lloyds47.960096.94
ING Groep NV10.846029.225

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097452
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 USD
ISIN: XS2269097536
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292510.824
HSBC443.30001307.4
Lloyds47.960096.94
ING Groep NV10.846029.225

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097536
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
Goldman Sachs Clean Energy Memory Income Autocall May 2021 USD (XS2310343236)
ISIN: XS2310343236
STRIKE DATE: 30/04/2021
INDICATIVE PRICE: 28.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 28.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF87.8924.74

STRIKE DATE 30/04/2021
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 = 2.00% Quarterly Income Trigger: 62% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 62% Final level (European style)
P.A. RETURN
ISIN XS2310343236
NEXT POTENTIAL MATURITY DATE 01/02/2027

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 GBP
ISIN: XS2269571548
STRIKE DATE: 11/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.730089.33
Nissan Motor Co578.6000292.7
Toyota Motor Corp1,668.20003533
Volkswagen AG179.653071.92

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.344% p.a.
ISIN XS2269571548
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 USD
ISIN: XS2269572355
STRIKE DATE: 11/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.730089.33
Nissan Motor Co578.6000292.7
Toyota Motor Corp1,668.20003533
Volkswagen AG179.653071.92

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.344% p.a.
ISIN XS2269572355
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April GBP
ISIN: XS2310194050
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35001864.45
FTSE 1006,942.220010782.66
Nasdaq 10013,758.500026629.81
S&P/ASX 2006,998.77009065.067

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: 2.50% 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 5.00% p.a.
ISIN XS2310194050
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
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 Taiwan685.35001864.45
FTSE 1006,942.220010782.66
Nasdaq 10013,758.500026629.81
S&P/ASX 2006,998.77009065.067

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 AG182.750571.92
General Motor Co58.7289.33
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 AG182.750571.92
General Motor Co58.7289.33
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 1006938.5610782.66
Russell 20002271.8562729.887
MSCI Taiwan693.121864.45

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 1006938.5610782.66

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: 98.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.47% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.890010782.66
Russell 20002,134.26602729.887
FTSE MIB24,208.660050505.87
KOSPI 200407.1000837.78

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 2006,997.48209065.067
Nikkei 22528,508.550061077.9
S&P 5004,173.42007353.73
Eurostoxx 503,976.41006231.54

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 2006,997.48209065.067
Nikkei 22528,508.550061077.9
S&P 5004,173.42007353.73
Eurostoxx 503,976.41006231.54

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 2006,997.48209065.067
Nikkei 22528,508.550061077.9
S&P 5004,173.42007353.73
Eurostoxx 503,976.41006231.54

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 Santander2.903010.824
HSBC437.40001307.4
Lloyds43.255096.94
ING Groep NV10.446029.225

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