INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 85-65 Quarterly Memory Income Autocall May 2020 GBP
ISIN: XS2061738667
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
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: GBP = 2.225% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2061738667
NEXT POTENTIAL MATURITY DATE 24/05/2021

EXPAND CLOSE
Goldman Sachs Capital Protected Pacific Recovery Investment May 2020 USD
ISIN: XS2061761214
STRIKE DATE: 20/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,485.020029329.21
HSCEI9,898.00007699.76
Nikkei 22520,595.150069744.07
S&P/ASX 2005,573.04608844.412

STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: 100% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Monthly (First Observation at 1 month) Coupon Rate: USD = 5.00% p.a. Cap Amount: USD = 30% Growth Coupon Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 5.00% p.a.
ISIN XS2061761214
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Pacific Recovery Investment May 2020 GBP
ISIN: XS2061768144
STRIKE DATE: 20/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,485.020029329.21
HSCEI9,898.00007699.76
Nikkei 22520,595.150069744.07
S&P/ASX 2005,573.04608844.412

STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: 100% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Monthly (First Observation at 1 month) Coupon Rate: GBP = 4.00% p.a. Cap Amount: GBP = 24% Growth Coupon Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 4.00% p.a.
ISIN XS2061768144
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Natixis Quarterly High Yield Autocall May 2020 USD
ISIN: XS1939105729
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,094.47006412.68
IBEX 357,224.100019852.4
S&P/ASX 2005,851.10408844.412
MSCI Taiwan413.60002100.27

STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Quarterly (18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105729
NEXT POTENTIAL MATURITY DATE 30/11/2020

EXPAND CLOSE
Natixis Quarterly High Yield Autocall May 2020 GBP
ISIN: XS1939105992
STRIKE DATE: 28/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,094.47006412.68
IBEX 357,224.100019852.4
S&P/ASX 2005,851.10408844.412
MSCI Taiwan413.60002100.27

STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.50% Quarterly (14% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105992
NEXT POTENTIAL MATURITY DATE 30/11/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall May 2020 USD
ISIN: XS2109656616
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140023350.03
Eurostoxx 502,905.47006412.68
OMX Stockholm 301,555.49303247.031
S&P/TSX 60900.53102068.89

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656616
NEXT POTENTIAL MATURITY DATE 24/11/2020

EXPAND CLOSE
BBVA IDAD Semi-Annual Classic Autocall May 2020 GBP
ISIN: XS2109656533
STRIKE DATE: 22/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI22,930.140023350.03
Eurostoxx 502,905.47006412.68
OMX Stockholm 301,555.49303247.031
S&P/TSX 60900.53102068.89

STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.50% Semi-Annually (13% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656533
NEXT POTENTIAL MATURITY DATE 24/11/2020

EXPAND CLOSE
GS 100% Protected FTSE Issuer Callable Growth Note July 2019 GBP
ISIN: XS1999001370
STRIKE DATE: 31/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,586.780010679.03

STRIKE DATE 31/07/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 175% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First observation at 12 months) Coupon Rate: USD = 1.25% Quarterly (5% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN 5%
ISIN XS1999001370
NEXT POTENTIAL MATURITY DATE 30/04/2026

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 GBP
ISIN: XS2112674960
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308844.412
MSCI Taiwan411.85002100.27
IBEX 356,730.900019852.4

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.96% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112674960
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 USD
ISIN: XS2112685651
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308844.412
MSCI Taiwan411.85002100.27
IBEX 356,730.900019852.4

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 10.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112685651
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
GS 80-70 Quarterly Memory Income Autocall April 2020 USD
ISIN: XS2125736129
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010679.03
S&P/ASX 2005,206.94208844.412
Nasdaq 1008,229.542029329.21
IBEX 356,951.800019852.4

STRIKE DATE 08/04/2020
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 = 3.4% Quarter Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2125736129
NEXT POTENTIAL MATURITY DATE 08/04/2021

EXPAND CLOSE
GS Quad Index Quarterly Memory Income Autocall April 2020 GBP
ISIN: XS1987705669
STRIKE DATE: 01/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,454.570010679.03
Eurostoxx 502,680.30006412.68
S&P 5002,470.50007483.24
IBEX 356,579.400019852.4

STRIKE DATE 01/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 2.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1987705669
NEXT POTENTIAL MATURITY DATE 01/07/2020

EXPAND CLOSE
BBVA Triple Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073903648
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010679.03
HSI23,603.480023350.03
Nasdaq 1007,813.499029329.21

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Triple Index Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.3% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073903648
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall March 2020 USD
ISIN: XS2073904968
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90006412.68
FTSE 1005,671.960010679.03
HSI23,603.480023350.03
S&P 5002,584.59007483.24

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.43% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073904968
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Triple Index Reducing Autocall March 2020 USD
ISIN: XS2073905007
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010679.03
HSI23,603.480023350.03
Nasdaq 1007,813.499029329.21

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% per Semester Autocall Rate: USD = 5.35% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905007
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Quad Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073905858
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90006412.68
FTSE 1005,671.960010679.03
OMX Stockholm 301,482.43003247.031
S&P/ASX 2005,076.82708844.412

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8% Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905858
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 USD
ISIN: XS2073900388
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003247.031
S&P/ASX 2005,076.82708844.412
Nasdaq 1007,813.499029329.21
HSI23,603.480023350.03

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.05% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900388
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 GBP
ISIN: XS2073900206
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003247.031
S&P/ASX 2005,076.82708844.412
Nasdaq 1007,813.499029329.21
HSI23,603.480023350.03

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900206
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 EUR
ISIN: XS2147387240
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830069744.07
S&P 5002,304.92007483.24
FTSE 1005,190.780010679.03
Eurostoxx 502,548.50006412.68

STRIKE DATE 20/03/2020
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 Income Rate: EUR = 5.20% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387240
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 USD
ISIN: XS2147387083
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830069744.07
S&P 5002,304.92007483.24
FTSE 1005,190.780010679.03
Eurostoxx 502,548.50006412.68

STRIKE DATE 20/03/2020
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 Income Rate: USD = 5.75% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387083
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE