INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 USD
ISIN: XS2019719777
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.05% (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: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019719777
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Goldman Sachs Triple Index Memory Income Autocall December 2020
ISIN: XS2114050581
STRIKE DATE: 02/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,463.390010782.66
Eurostoxx 503,521.32006231.54
S&P 5003,669.01007353.73

STRIKE DATE 02/12/2020
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= 2.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2114050581
NEXT POTENTIAL MATURITY DATE 02/12/2021

EXPAND CLOSE
Goldman Sachs Global Markets Memory Income Autocall Dec 2020 GBP
ISIN: XS2019668768
STRIKE DATE: 15/12/2020
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 2006,631.34409065.067
IBEX 358,152.400019486
Nasdaq 10012,595.920026629.81
MSCI Taiwan564.55001864.45

STRIKE DATE 15/12/2020
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 = 3.00% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2019668768
NEXT POTENTIAL MATURITY DATE 15/12/2021

EXPAND CLOSE
Leonteq/BlackRock Daily Protected Certificate
ISIN: CH0572902226
STRIKE DATE: Closed
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Leonteq Securities AG
TYPE Security
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Risk-Parity Multi-Asset Index on BlackRock Funds1,776.092112.59

STRIKE DATE Closed
RETURN & BARRIERS
- Exposure to a multi-asset portfolio of mutual funds managed by BlackRock - The portfolio follows a risk parity strategy and aims to systematically control volatility - No cap on the upside performance - Daily protection at 90% of the highest Daily Certificate Price - “High-watermark” feature ensures the largest possible drawdown is capped at 10% - No cap on the protection level – i.e. it will always be 90% of the highest ever Daily Price - Daily liquidity at the Daily Certificate Price – both inflows and outflows
P.A. RETURN
ISIN CH0572902226
NEXT POTENTIAL MATURITY DATE 01/12/2022

    EXPAND CLOSE
    Goldman Sachs Diversified Markets Classic Autocall USD Nov 2020
    ISIN: XS1971488454
    STRIKE DATE: 30/11/2020
    INDICATIVE PRICE: 98.20%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.20% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,517.80709065.067
    HSCEI10,546.47008369.08
    IBEX 358,076.900019486
    MSCI Taiwan543.94001864.45

    STRIKE DATE 30/11/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1971488454
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    Barclays Capital Protected Growth Note December 2020 GBP
    ISIN: XS2194325770
    STRIKE DATE: 08/12/2020
    INDICATIVE PRICE: 98.60%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.60% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays Mutual Fund TR RC 3.5% EUR 1 Index118.1142117.89

    STRIKE DATE 08/12/2020
    RETURN & BARRIERS
    Investment Structure: Capital Protected Growth Participation Note Participation Rate: GBP = 70% Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2194325770
    NEXT POTENTIAL MATURITY DATE 08/12/2026

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 GBP
    ISIN: XS2201064974
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.824
    HSBC422.65001307.4
    Lloyds39.025096.94
    Societe Generale18.294064.52

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.75% Quarterly (19% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064974
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 USD
    ISIN: XS2201064891
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.824
    HSBC422.65001307.4
    Lloyds39.025096.94
    Societe Generale18.294064.52

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064891
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 GBP
    ISIN: XS2190714852
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.16231.54
    OMX Stockholm 301912.1753301.091
    SMI10342.6314967.73
    S&P/TSX 601035.482118.223

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714852
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 USD
    ISIN: XS2190714779
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.16231.54
    OMX Stockholm 301912.1753301.091
    SMI10342.6314967.73
    S&P/TSX 601035.482118.223

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714779
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 GBP
    ISIN: XS2190715156
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000174.1

    STRIKE DATE 09/12/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.75% Quarterly (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715156
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 USD
    ISIN: XS2190715230
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000174.1

    STRIKE DATE 09/12/2020
    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 = 2.00% Quarterly (8.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715230
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 GBP
    ISIN: XS2114064962
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 98.59%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.59% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08209065.067
    HSCEI10,624.65008369.08
    Nasdaq 10012,528.480026629.81
    MSCI Taiwan565.45001864.45

    STRIKE DATE 04/12/2020
    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 = 1.250% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064962
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 USD
    ISIN: XS2114054062
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 98.78%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.78% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08209065.067
    HSCEI10,624.65008369.08
    Nasdaq 10012,528.480026629.81
    MSCI Taiwan565.45001864.45

    STRIKE DATE 04/12/2020
    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 = 1.625% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114054062
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    BBVA US Tech Memory Income Autocall Nov 2020 USD
    ISIN: XS2190701107
    STRIKE DATE: 10/11/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3,035.0200260.21
    Apple Inc115.9700344.17
    Tesla Motors410.3600

    STRIKE DATE 10/11/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD= 3.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2190701107
    NEXT POTENTIAL MATURITY DATE 10/05/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 GBP
    ISIN: XS2114063725
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 98.10%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.10% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20409065.067
    HSCEI10,573.79008369.08
    Nasdaq 10012,456.410026629.81
    MSCI Taiwan558.79001864.45

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.275% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114063725
    NEXT POTENTIAL MATURITY DATE 09/12/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 USD
    ISIN: XS2114064459
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 98.13%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.13% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20409065.067
    HSCEI10,573.79008369.08
    Nasdaq 10012,456.410026629.81
    MSCI Taiwan558.79001864.45

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.325% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064459
    NEXT POTENTIAL MATURITY DATE 02/12/2026

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall December 2020 GBP
    ISIN: XS2190712138
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3186.73260.21
    Netflix497.5265.56
    Apple Inc122.94344.17
    Tesla Motors593.38

    STRIKE DATE 03/12/2020
    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 XS2190712138
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall December 2020 USD
    ISIN: XS2190712211
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3186.73260.21
    Netflix497.5265.56
    Apple Inc122.94344.17
    Tesla Motors593.38

    STRIKE DATE 03/12/2020
    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 XS2190712211
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    Barclays European Bank Memory Income Autocall Oct 2020 GBP
    ISIN: XS2186933698
    STRIKE DATE: 30/10/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Societe Generale11.640064.52
    Lloyds28.025096.94
    Banco Santander1.710810.824
    HSBC324.55001307.4

    STRIKE DATE 30/10/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.30% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2186933698
    NEXT POTENTIAL MATURITY DATE 01/11/2021

    EXPAND CLOSE