INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldmans 75-60 Memory Income Reducing Autocall January 2021 USD
ISIN: XS2273885447
STRIKE DATE: 19/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.950010782.66
Russell 20002,151.13702729.887
Nikkei 22528,633.460061077.9
Russian Depository Index1,692.70000

STRIKE DATE 19/01/2021
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 = 3.45% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2273885447
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldmans Quarterly Classic Autocall January 2021 USD
ISIN: XS2019655351
STRIKE DATE: 12/01/2021
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 2006,679.08309065.067
Nasdaq 10012,892.090026629.81
FTSE 1006,754.110010782.66
MSCI Taiwan636.27001864.45

STRIKE DATE 12/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.90% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019655351
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 GBP
ISIN: XS2219795080
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100174.1

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795080
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 USD
ISIN: XS2219795163
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100174.1

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.26% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795163
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
BBVA Aviation Reducing Autocall December 2020 USD
ISIN: XS2204030766
STRIKE DATE: 17/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co221.2400172.5
American Airlines Group16.800012.93
Airbus90.3800198.88

STRIKE DATE 17/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level reducing 1.83% per Quarter Coupon Rate: USD= 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2204030766
NEXT POTENTIAL MATURITY DATE 17/06/2021

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 GBP
ISIN: XS2114074847
STRIKE DATE: 27/01/2021
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 2006,780.56509065.067
Nikkei 22528,635.210061077.9
IBEX 357,852.700019486
MSCI Taiwan653.09001864.45

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 USD
ISIN: XS2114075224
STRIKE DATE: 27/01/2021
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 2006,780.56509065.067
Nikkei 22528,635.210061077.9
IBEX 357,852.700019486
MSCI Taiwan653.09001864.45

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jan 2021 USD
ISIN: XS2011063208
STRIKE DATE: 28/01/2021
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 2006,649.69409065.067
IBEX 357,932.500019486
Nasdaq 10013,201.530026629.81
MSCI Taiwan639.72001864.45

STRIKE DATE 28/01/2021
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 = 4.10% 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 XS2011063208
NEXT POTENTIAL MATURITY DATE 28/04/2022

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 USD
ISIN: XS2204025501
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 19.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 19.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings83.9220168.72
Zoom Communications399.430088.82
Intel50.665052.25
Tesla Inc211.08343.69

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.86% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025501
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 GBP
ISIN: XS2204025683
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 20.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 20.16% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.0500168.72
Zoom Communications399.430088.82
Intel50.665052.25
Tesla Inc211.08343.69

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.72% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025683
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 EUR
ISIN: XS1999656207
STRIKE DATE: 22/12/2020
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 2006,599.57109065.067
Nasdaq 10012,717.560026629.81
OMX Stockholm 301,863.28203301.091
MSCI Taiwan569.19001864.45

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1999656207
NEXT POTENTIAL MATURITY DATE 22/12/2021

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 GBP
ISIN: XS1999004556
STRIKE DATE: 19/01/2021
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 2006,742.61909065.067
FTSE 1006,712.950010782.66
Nasdaq 10012,996.540026629.81
MSCI Taiwan659.56001864.45

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1999004556
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 USD
ISIN: XS1999005959
STRIKE DATE: 19/01/2021
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 2006,742.61909065.067
FTSE 1006,712.950010782.66
Nasdaq 10012,996.540026629.81
MSCI Taiwan659.56001864.45

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS1999005959
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP January 2021
ISIN: XS2204023985
STRIKE DATE: 20/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,263.3800260.21
Advanced Micro Devices88.7500404.4
Apple Inc132.0300344.17
Tesla Motors850.4500

STRIKE DATE 20/01/2021
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 = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023985
NEXT POTENTIAL MATURITY DATE 20/10/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD January 2021
ISIN: XS2204023803
STRIKE DATE: 20/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,263.3800260.21
Advanced Micro Devices88.7500404.4
Apple Inc132.0300344.17
Tesla Motors850.4500

STRIKE DATE 20/01/2021
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 = 4.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023803
NEXT POTENTIAL MATURITY DATE 20/10/2021

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall December 2020 GBP
ISIN: XS1971456923
STRIKE DATE: 04/12/2020
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 2006,634.08209065.067
IBEX 358,322.900019486
Nasdaq 10012,528.480026629.81
MSCI Taiwan565.45001864.45

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 1.75% Quarterly (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1971456923
NEXT POTENTIAL MATURITY DATE 05/06/2023

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall December 2020 USD
ISIN: XS1971458895
STRIKE DATE: 04/12/2020
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 2006,634.08209065.067
IBEX 358,322.900019486
Nasdaq 10012,528.480026629.81
MSCI Taiwan565.45001864.45

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 2.075% Quarterly (8.30% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS1971458895
NEXT POTENTIAL MATURITY DATE 05/06/2023

EXPAND CLOSE
BBVA Developed Markets Memory Income Autocall December 2020 GBP
ISIN: XS2190718762
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 98.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27006231.54
HSI26,835.920024796.98
OMX Stockholm 301,916.93803301.091
S&P/TSX 601,042.38002118.223

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190718762
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Developed Markets Memory Income Autocall Dec 2020 USD
ISIN: XS2190718689
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27006231.54
HSI26,835.920024796.98
OMX Stockholm 301,916.93803301.091
S&P/TSX 601,042.38002118.223

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190718689
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 GBP
ISIN: XS2019669493
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 97.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34409065.067
HSCEI10,399.56008369.08
IBEX 358,152.400019486
MSCI Taiwan564.55001864.45

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019669493
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE