INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 85-65 Memory Income Reducing Autocall April 2021 GBP
ISIN: XS2295493162
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
S&P/ASX 2006,998.77008719.719
IBEX 358,637.800019177.7
Nasdaq 10013,758.500029935.59
MSCI Taiwan685.35002094.999

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% 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 XS2295493162
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 GBP
ISIN: XS2246892769
STRIKE DATE: 29/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.864011.998
HSBC418.10001421.2
Lloyds42.0600105.85
Societe Generale21.705064.6

STRIKE DATE 29/03/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2246892769
NEXT POTENTIAL MATURITY DATE 30/12/2021

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 USD
ISIN: XS2246892843
STRIKE DATE: 29/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.864011.998
HSBC418.10001421.2
Lloyds42.0600105.85
Societe Generale21.705064.6

STRIKE DATE 29/03/2021
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 XS2246892843
NEXT POTENTIAL MATURITY DATE 30/12/2021

EXPAND CLOSE
BBVA Global Markets Classic Autocall April 2021 GBP
ISIN: XS2246890631
STRIKE DATE: 07/04/2021
INDICATIVE PRICE: 97.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.49% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,674.800024062.72
FTSE 1006,885.320010840.35
KOSPI 200426.7000860.7
S&P/TSX 601,141.50102138.906

STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246890631
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall April 2021 USD
ISIN: XS2246890805
STRIKE DATE: 07/04/2021
INDICATIVE PRICE: 98.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.04% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,674.800024062.72
FTSE 1006,885.320010840.35
KOSPI 200426.7000860.7
S&P/TSX 601,141.50102138.906

STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246890805
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall Mar 2021
ISIN: XS2246890987
STRIKE DATE: 25/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel62.020095.37
Advanced Micro Devices76.2200562.23
Apple Inc120.5900342
Tesla Motors213.46

STRIKE DATE 25/03/2021
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 = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -2.495% p.a.
ISIN XS2246890987
NEXT POTENTIAL MATURITY DATE 25/03/2025

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD Mar 2021
ISIN: XS2246890714
STRIKE DATE: 25/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel62.020095.37
Advanced Micro Devices76.2200562.23
Apple Inc120.5900342
Tesla Motors213.46

STRIKE DATE 25/03/2021
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 = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -1.745% p.a.
ISIN XS2246890714
NEXT POTENTIAL MATURITY DATE 25/03/2025

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall March 2021 USD
ISIN: XS2274394324
STRIKE DATE: 30/03/2021
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 2006,738.44708719.719
IBEX 358,595.200019177.7
Nasdaq 10012,896.530029935.59
MSCI Taiwan672.91002094.999

STRIKE DATE 30/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income 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 = 4.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2274394324
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
CIBC Developed Markets Memory Income Autocall
ISIN: XS2296212389
STRIKE DATE: 26/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,811.15007744.06
Russell 20002,201.05102767.269
Nasdaq 10012,909.440029935.59
S&P/TSX 601,073.41902138.906

STRIKE DATE 26/02/2021
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 = 3.05% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.10%
ISIN XS2296212389
NEXT POTENTIAL MATURITY DATE 26/08/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall March 2021 USD
ISIN: XS2246868975
STRIKE DATE: 11/03/2021
INDICATIVE PRICE: 89.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.29% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006736.9610840.35
Eurostoxx 503845.646168.26
HSCEI11340.48103.27
KOSPI 200411.02860.7

STRIKE DATE 11/03/2021
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246868975
NEXT POTENTIAL MATURITY DATE 11/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2021 GBP
ISIN: XS2224081567
STRIKE DATE: 10/02/2021
INDICATIVE PRICE: 85.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 85.51% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,648.37006168.26
FTSE 1006,524.360010840.35
HSCEI11,810.25008103.27
S&P/TSX 601,092.52902138.906

STRIKE DATE 10/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.88% Semi Annual (7.76% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224081567
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Goldmans Global Markets Classic Autocall Dec 2020 EUR
ISIN: XS1998998725
STRIKE DATE: 14/12/2020
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 2006,660.24908719.719
Nasdaq 10012,462.210029935.59
IBEX 358,140.800019177.7
MSCI Taiwan569.69002094.999

STRIKE DATE 14/12/2020
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: EUR = 4.5% Semi Annual (9% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998998725
NEXT POTENTIAL MATURITY DATE 14/12/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall February 2021 USD
ISIN: XS2274350623
STRIKE DATE: 05/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,489.330010840.35
S&P/ASX 2006,840.53108719.719
FTSE MIB23,083.420049397.55
Russian Depository Index1,632.34000

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Reducing Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months Memory Income Rate: 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2274350623
NEXT POTENTIAL MATURITY DATE 27/04/2022

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 USD
ISIN: XS2273841820
STRIKE DATE: 05/02/2021
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 2006,840.53108719.719
FTSE 1006,489.330010840.35
Russell 20002,233.32702767.269
MSCI Taiwan660.90002094.999

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2273841820
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2273845060
STRIKE DATE: 05/02/2021
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 2006,840.53108719.719
FTSE 1006,489.330010840.35
Russell 20002,233.32702767.269
MSCI Taiwan660.90002094.999

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2273845060
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Reducing Autocall Feb 2021 GBP
ISIN: XS2294478073
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,651.960010840.35
S&P/ASX 2006,834.03108719.719
MSCI Taiwan679.33002094.999
Russell 20002,200.17202767.269

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4.65%
ISIN XS2294478073
NEXT POTENTIAL MATURITY DATE 26/02/2024

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall March 2021 USD
ISIN: XS2225108567
STRIKE DATE: 05/03/2021
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 2006,710.84608719.719
FTSE 1006,630.520010840.35
IBEX 358,286.800019177.7
MSCI Taiwan648.87002094.999

STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.04% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.08% p.a.
ISIN XS2225108567
NEXT POTENTIAL MATURITY DATE 05/03/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 GBP
ISIN: XS2284565947
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010840.35
Eurostoxx 503,704.85006168.26
S&P 5003,768.47007744.06

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284565947
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 USD
ISIN: XS2284566242
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010840.35
Eurostoxx 503,704.85006168.26
S&P 5003,768.47007744.06

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.15% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284566242
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall
ISIN: XS2274390504
STRIKE DATE: 19/02/2021
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 2006,793.7938719.719
IBEX 358,151.619177.7
Nasdaq 10013,580.7829935.59
MSCI Taiwan680.552094.999

STRIKE DATE 19/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% Memory Income Rate: USD = 4.40% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2274390504
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE