INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas Defensive Autocall Oct 2020 USD
ISIN: XS2186717307
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613412.902
HSBC305.20001563.6
Lloyds26.8700112.45
Societe Generale12.210074.38

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717307
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
BNP Paribas Defensive Autocall Oct 2020 GBP
ISIN: XS2186717216
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613412.902
HSBC305.20001563.6
Lloyds26.8700112.45
Societe Generale12.210074.38

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717216
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall November 2020 GBP
ISIN: DE000HV4GWT8
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,910.020010831.52
S&P/ASX 2006,190.17909020.093
SMI10,322.570014394.77
Nikkei 22524,325.230064214.48

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to Factsheet Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly USD = 1.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWT8
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
BBVA Quarterly Classic Autocall October 2020 GBP
ISIN: XS2161303834
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
S&P/TSX 60990.94902154.046
OMX Stockholm 301,840.06803278.19
SMI10,320.030014394.77
Eurostoxx 503,273.12006382.59

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161303834
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
Investec Capital Protected Euro 70 Growth Note Nov 2020 USD
ISIN: XS2243728099
STRIKE DATE: 12/11/2020
INDICATIVE PRICE: 112.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE 112.19% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro 702160.372733.42

STRIKE DATE 12/11/2020
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 60% Performance Cap: USD = 24% Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2243728099
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 GBP
ISIN: XS2185589509
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591412.902
HSBC324.00001563.6
Lloyds28.2800112.45
Societe Generale11.350074.38

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589509
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 USD
ISIN: XS2185589418
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591412.902
HSBC324.00001563.6
Lloyds28.2800112.45
Societe Generale11.350074.38

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589418
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 GBP
ISIN: XS2105976620
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000258.9
Netflix488.280082.67
Apple Inc115.0400328.21
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105976620
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 USD
ISIN: XS2105977198
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000258.9
Netflix488.280082.67
Apple Inc115.0400328.21
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.55% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105977198
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA 4 Year Fixed Income June 2020 USD
ISIN: XS2142192801
STRIKE DATE: 19/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,292.610831.52
S&P 5003,097.747747.71
Eurostoxx 503,269.16382.59
S&P/TSX 60933.3812154.046

STRIKE DATE 19/06/2020
RETURN & BARRIERS
2.15% Semi-Annual Fixed Income 60% Final Barrier
P.A. RETURN 4.30% p.a.
ISIN XS2142192801
NEXT POTENTIAL MATURITY DATE 26/06/2024

EXPAND CLOSE
BBVA Quarterly Classic Autocall September 2020 USD
ISIN: XS2161301978
STRIKE DATE: 28/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,927.930010831.52
Nasdaq 10011,364.450029482.32
SMI10,308.670014394.77
S&P/TSX 60976.60002154.046

STRIKE DATE 28/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.09% Quarterly (12.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161301978
NEXT POTENTIAL MATURITY DATE 29/03/2021

EXPAND CLOSE
CIBC 70-60 Memory Income Autocall October 2020 USD
ISIN: XS2240607692
STRIKE DATE: 27/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,463.190053686.11
Nasdaq 10011,598.950029482.32
S&P 5003,390.68007747.71
S&P/TSX 60954.80902154.046

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: USD = 3.15% 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 XS2240607692
NEXT POTENTIAL MATURITY DATE 27/10/2021

EXPAND CLOSE
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 Average27,463.190053686.11
Nasdaq 10011,598.950029482.32
S&P 5003,390.68007747.71
S&P/TSX 60954.80902154.046

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 Average26,519.950053686.11
Nasdaq 10011,142.760029482.32
FTSE 1005,582.800010831.52
S&P/TSX 60930.90202154.046

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 Average26,519.950053686.11
Nasdaq 10011,142.760029482.32
FTSE 1005,582.800010831.52
S&P/TSX 60930.90202154.046

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 503,283.69006382.59
OMX Stockholm 301,835.36303278.19
SMI10,539.170014394.77
S&P/TSX 60968.21002154.046

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 1005,949.940010831.52
S&P 5003,360.95007747.71
Eurostoxx 503,233.30006382.59
Nikkei 22523,433.730064214.48

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 1005,949.940010831.52
S&P 5003,360.95007747.71
Eurostoxx 503,233.30006382.59
Nikkei 22523,433.730064214.48

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 503,233.43006382.59
S&P 5003,419.45007747.71
Nikkei 22523,422.820064214.48
S&P/ASX 2006,036.38209020.093

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
HSI23,980.650025213.31
OMX Stockholm 301,839.14803278.19
S&P/TSX 60973.01402154.046
S&P/ASX 2005,962.07109020.093

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