INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Safe Haven Memory Income Autocall November 2019
ISIN: XS2073837085
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,314.160013212.96
OMX Stockholm 301,774.71803048.114
S&P/ASX 2006,752.97108640.714
S&P/TSX 601,012.96901986.704

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073837085
NEXT POTENTIAL MATURITY DATE 12/05/2021

EXPAND CLOSE
Goldman Sachs ESG 100% Protected Issuer Callable Growth Dec 2019 USD
ISIN: XS2061714213
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: 103.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 103.64% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100157.08

STRIKE DATE 11/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 250% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: USD = 1.85% Quarterly (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061714213
NEXT POTENTIAL MATURITY DATE 11/103/2026

EXPAND CLOSE
Goldman Sachs ESG 95% Protected Issuer Callable Growth Dec 2019 GBP
ISIN: XS2061716267
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: 103.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.25% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100157.08

STRIKE DATE 11/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Participation Rate: GBP = 200% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061716267
NEXT POTENTIAL MATURITY DATE 11/06/2026

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Nov 2019 USD
ISIN: XS2078426132
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,346.530010372.93
S&P 5003,140.98007501.24
Eurostoxx 503,703.58005934.96
Nikkei 22523,293.910062654.05

STRIKE DATE 29/11/2019
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2078426132
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Nov 2019 GBP
ISIN: XS2078445355
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,346.530010372.93
S&P 5003,140.98007501.24
Eurostoxx 503,703.58005934.96
Nikkei 22523,293.910062654.05

STRIKE DATE 29/11/2019
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)
P.A. RETURN
ISIN XS2078445355
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Low Barrier Income Autocall November 2019 USD
ISIN: XS2075810460
STRIKE DATE: 01/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 359,328.000017809.2
Nasdaq 1008,161.167029580.3
OMX Stockholm 301,737.51303048.114
S&P/ASX 2006,669.09508640.714

STRIKE DATE 01/11/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.455% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5.0925% p.a.
ISIN XS2075810460
NEXT POTENTIAL MATURITY DATE 01/08/2023

EXPAND CLOSE
BBVA Bespoke Safe Haven Classic Autocall October 2019 GBP
ISIN: XS2070303339
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,219.820013212.96
OMX Stockholm 301,733.68103048.114
S&P/ASX 2006,663.37408640.714
S&P/TSX 60986.33001986.704

STRIKE DATE 31/10/2019
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: GBP = 5.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2070303339
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall October 2019 USD
ISIN: XS2063297696
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,733.68103048.114
S&P/ASX 2006,663.37408640.714
Nasdaq 1008,083.833029580.3
HSI26,906.720026389.04

STRIKE DATE 31/10/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.30% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a,
ISIN XS2063297696
NEXT POTENTIAL MATURITY DATE 31/10/2025

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall October 2019 GBP
ISIN: XS2063289164
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,733.68103048.114
S&P/ASX 2006,663.37408640.714
Nasdaq 1008,083.833029580.3
HSI26,906.720026389.04

STRIKE DATE 31/10/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.5% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.50% p.a.
ISIN XS2063289164
NEXT POTENTIAL MATURITY DATE 31/10/2025

EXPAND CLOSE
BBVA Annual Memory Income Autocall October USD
ISIN: XS2062944421
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,746.81003048.114
S&P/ASX 2006,689.48208640.714
Nasdaq 1008,083.113029580.3
HSI26,667.710026389.04

STRIKE DATE 30/10/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8.9% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.90%
ISIN XS2062944421
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall November 2019 USD
ISIN: XS2071958123
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37008858.63
Nasdaq 1008,385.745029580.3
OMX Stockholm 301,740.99103048.114
S&P/ASX 2006,787.53008640.714

STRIKE DATE 26/11/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.95% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2071958123
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall November 2019 GBP
ISIN: XS2071846161
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37008858.63
Nasdaq 1008,385.745029580.3
OMX Stockholm 301,740.99103048.114
S&P/ASX 2006,787.53008640.714

STRIKE DATE 26/11/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 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 XS2071846161
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall November 2019 USD
ISIN: XS2071622489
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,529.260013212.96
OMX Stockholm 301,737.80403048.114
S&P/ASX 2006,850.60108640.714
S&P/TSX 601,022.95201986.704

STRIKE DATE 27/11/2019
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: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071622489
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall November 2019 GBP
ISIN: XS2071592120
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,529.260013212.96
OMX Stockholm 301,737.80403048.114
S&P/ASX 2006,850.60108640.714
S&P/TSX 601,022.95201986.704

STRIKE DATE 27/11/2019
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: GBP = 5.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071592120
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 USD
ISIN: XS2038037029
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,576.98103048.114
S&P/ASX 2006,604.21508640.714
Nasdaq 1007,690.998029580.3
HSI25,724.730026389.04

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.80% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2038037029
NEXT POTENTIAL MATURITY DATE 01/09/2025

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 GBP
ISIN: XS2038037615
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,576.98103048.114
S&P/ASX 2006,604.21508640.714
Nasdaq 1007,690.998029580.3
HSI25,724.730026389.04

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a
ISIN XS2038037615
NEXT POTENTIAL MATURITY DATE 01/09/2025

EXPAND CLOSE
GS 140% Capital Protected Fund Linked Growth Note Aug 2019 ZAR
ISIN: XS2011079543
STRIKE DATE: 07/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sextant Grand Large - A439.2800484.69

STRIKE DATE 07/08/2019
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: 140% Capital Protected Issuer Callable Growth Note Participation Rate: ZAR = 500% Strike Level: 140% of the closing level on the Strike Date Capital Risk: Max 0% capital at risk Capital Protection: 140% Capital Protected
P.A. RETURN 8% p.a.
ISIN XS2011079543
NEXT POTENTIAL MATURITY DATE 06/08/2024

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note November 2019 GBP
ISIN: XS2061863648
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 133.23%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 133.23% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,957.610010372.93

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.375% Quarterly (5.50% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061863648
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note November 2019 USD
ISIN: XS2061866401
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 136.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 136.60% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,323.800010372.93

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note 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 XS2061866401
NEXT POTENTIAL MATURITY DATE 19/05/2026

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 USD
ISIN: XS2064530368
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803048.114
Nasdaq 1008,263.789029580.3
HSCEI10,691.09008858.63

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 3.50% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non standard commission applies to this product.
P.A. RETURN
ISIN XS2064530368
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE