INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-65 Memory Income Reducing Autocall March 2020 USD
ISIN: XS2115089570
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,960.230010476.46
Nasdaq 1008,372.266026937.28
S&P/ASX 2005,939.60008843.557
HSCEI10,153.37008801.78

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2115089570
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
Investec 75-65 Memory Income Autocall March 2020 USD
ISIN: XS2113023217
STRIKE DATE: 03/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,718.200010476.46
Eurostoxx 503,371.97005906.22
HSCEI10,485.16008801.78
Nikkei 22521,082.730059585.86

STRIKE DATE 03/03/2020
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 then reduced by 1% every quarter Memory Income Rate: USD = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN
ISIN XS2113023217
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
Investec 75-65 Memory Income Autocall March 2020 GBP
ISIN: XS2113023563
STRIKE DATE: 03/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,718.200010476.46
Eurostoxx 503,371.97005906.22
HSCEI10,485.16008801.78
Nikkei 22521,082.730059585.86

STRIKE DATE 03/03/2020
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 then reduced by 1% every quarter Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN
ISIN XS2113023563
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
BBVA Quarterly Autocall February 2020 GBP
ISIN: XS2114518744
STRIKE DATE: 03/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,326.310010476.46
IBEX 359,404.700018006.4
HSI26,356.980026163.24

STRIKE DATE 03/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.35% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114518744
NEXT POTENTIAL MATURITY DATE 03/02/2026

EXPAND CLOSE
BBVA Semi-annual Classic Autocall Jan 2020 GBP
ISIN: XS2108463105
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,286.010010476.46
OMX Stockholm 301,783.26303128.387
S&P/ASX 2007,017.20008843.557
S&P/TSX 601,032.96901976.729

STRIKE DATE 31/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 5% Semi Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2108463105
NEXT POTENTIAL MATURITY DATE 31/01/2023

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall March 2020 USD
ISIN: XS2114425221
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,867.120059585.86
S&P 5002,882.23007137.9
FTSE 1005,960.230010476.46
Eurostoxx 502,910.02005906.22

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: USD = 6.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114425221
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall March 2020 GBP
ISIN: XS2114425148
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,867.120059585.86
S&P 5002,882.23007137.9
FTSE 1005,960.230010476.46
Eurostoxx 502,910.02005906.22

STRIKE DATE 10/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2114425148
NEXT POTENTIAL MATURITY DATE 10/03/2021

EXPAND CLOSE
BBVA Step-Down Quarterly Autocall January 2020 USD
ISIN: XS2103132812
STRIKE DATE: 30/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,381.960010476.46
Nikkei 22522,977.750059585.86
HSCEI10,325.09008801.78
S&P/ASX 2007,008.42908843.557

STRIKE DATE 30/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80% Autocall Coupon: USD = 2.025% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2103132812
NEXT POTENTIAL MATURITY DATE 30/07/2025

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Feb 2020 USD
ISIN: XS2113618917
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,580.610010476.46
S&P 5002,954.22007137.9
Eurostoxx 503,329.49005906.22
Nikkei 22521,142.960059585.86

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Quarterly 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 XS2113618917
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Feb 2020 GBP
ISIN: XS2113619303
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,580.610010476.46
S&P 5002,954.22007137.9
Eurostoxx 503,329.49005906.22
Nikkei 22521,142.960059585.86

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly 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 XS2113619303
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2111981689
STRIKE DATE: 02/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,654.890010476.46
OMX Stockholm 301,679.13403128.387
S&P/ASX 2006,391.51808843.557
HSI26,291.680026163.24

STRIKE DATE 02/03/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 3.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00%
ISIN XS2111981689
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall March 2020 GBP
ISIN: XS2111959321
STRIKE DATE: 02/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,654.890010476.46
OMX Stockholm 301,679.13403128.387
S&P/ASX 2006,391.51808843.557
HSI26,291.680026163.24

STRIKE DATE 02/03/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 2.85% Semi-Annual 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 5.70%
ISIN XS2111959321
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth
ISIN: XS2093996101
STRIKE DATE: 27/02/2020
INDICATIVE PRICE: 134.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 134.35% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,796.400010476.46

STRIKE DATE 27/02/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2093996101
NEXT POTENTIAL MATURITY DATE 27/05/2026

EXPAND CLOSE
BBVA Low Barrier Memory Income Autocall
ISIN: XS2107563533
STRIKE DATE: 18/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,805.15008801.78
Nasdaq 1009,629.803026937.28
OMX Stockholm 301,878.79303128.387
S&P/ASX 2007,113.70108843.557

STRIKE DATE 18/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.00% Semi Annual Income Trigger: 74% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2107563533
NEXT POTENTIAL MATURITY DATE 18/02/2026

EXPAND CLOSE
BBVA Memory Income Bonus Autocall February 2020 USD
ISIN: XS2106858801
STRIKE DATE: 20/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,436.640010476.46
OMX Stockholm 301,898.92503128.387
S&P/ASX 2007,162.49408843.557
HSI27,609.160026163.24

STRIKE DATE 20/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Bonus Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.65% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Autocall Bonus: 6.00% (one off payment) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN 5.30% p.a.
ISIN XS2106858801
NEXT POTENTIAL MATURITY DATE 20/02/2026

EXPAND CLOSE
BBVA Memory Income Bonus Autocall February 2020 GBP
ISIN: XS2106858637
STRIKE DATE: 20/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,436.640010476.46
OMX Stockholm 301,898.92503128.387
S&P/ASX 2007,162.49408843.557
HSI27,609.160026163.24

STRIKE DATE 20/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Bonus Autocall Income Trigger: 80% of initial level Income Rate: GBP = 2.00% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Autocall Bonus: 6.00% (one off payment) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN 4.00% p.a.
ISIN XS2106858637
NEXT POTENTIAL MATURITY DATE 20/02/2026

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall January 2020 USD
ISIN: XS2097821206
STRIKE DATE: 15/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,642.800010476.46
S&P 5003,289.29007137.9
Eurostoxx 503,768.96005906.22

STRIKE DATE 15/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.7% Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2097821206
NEXT POTENTIAL MATURITY DATE 13/01/2023

EXPAND CLOSE
BBVA Semi-Annual Memory Income Autocall February 2020 EUR
ISIN: XS2104041715
STRIKE DATE: 14/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,815.600026163.24
Eurostoxx 503,840.97005906.22
OMX Stockholm 301,885.62303128.387
S&P/ASX 2007,130.20508843.557

STRIKE DATE 14/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 2.50% Semi Annual Income Trigger: 85% 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 XS2104041715
NEXT POTENTIAL MATURITY DATE 16/02/2026

EXPAND CLOSE
BBVA 90% Protected FTSE Growth Participation February 2020 EUR
ISIN: XS2103224858
STRIKE DATE: 03/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,326.310010476.46

STRIKE DATE 03/02/2020
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: 90% Capital Protected Growth Participation Note Participation Rate: EUR = 100% Strike Level: 100% of the closing level on the Strike Date Capital Risk: Max 10% capital at risk Capital Protection: 90% Capital Protected NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
P.A. RETURN 1.43216
ISIN XS2103224858
NEXT POTENTIAL MATURITY DATE 03/02/2025

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Jan 2020 USD
ISIN: XS2101534209
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,286.010010476.46
S&P 5003,225.52007137.9
Eurostoxx 503,640.91005906.22
Nikkei 22523,205.180059585.86

STRIKE DATE 31/01/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2101534209
NEXT POTENTIAL MATURITY DATE 31/01/2022

EXPAND CLOSE