INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Indicies Memory Income Autocall September 2019 GBP
ISIN: XS2050781421
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103128.387
S&P/ASX 2006,688.34808843.557
Nasdaq 1007,749.449026937.28
HSI26,092.270026163.24

STRIKE DATE 30/09/2019
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: GBP = 5% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2050781421
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 EUR
ISIN: XS2057277878
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,479.09008801.78
Nasdaq 1008,083.113026937.28
OMX Stockholm 301,746.81003128.387
S&P/ASX 2006,689.48208843.557

STRIKE DATE 30/10/2019
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: EUR = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2057277878
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall October 2019 GBP
ISIN: XS2056718039
STRIKE DATE: 23/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,566.730026163.24
Nasdaq 1007,889.473026937.28
OMX Stockholm 301,725.87403128.387

STRIKE DATE 23/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Auto call Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2056718039
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2053425919
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86008801.78
Nasdaq 1007,874.616026937.28
OMX Stockholm 301,728.21603128.387
S&P/ASX 2006,672.18208843.557

STRIKE DATE 22/10/2019
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 = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053425919
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 GBP
ISIN: XS2053423971
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86008801.78
Nasdaq 1007,874.616026937.28
OMX Stockholm 301,728.21603128.387
S&P/ASX 2006,672.18208843.557

STRIKE DATE 22/10/2019
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 XS2053423971
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note October 2019 USD
ISIN: XS2025966065
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: 133.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 133.90% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007247.0810476.46

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note Participation Rate: USD = 110% 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 XS2025966065
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note October 2019 GBP
ISIN: XS2025966149
STRIKE DATE: 11/10/2019
INDICATIVE PRICE: 131.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 131.08% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006884.72610476.46

STRIKE DATE 11/10/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 110% 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 XS2025966149
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 USD
ISIN: XS2051207699
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0213067.63
OMX Stockholm 301630.0333128.387
S&P/ASX 2006547.0768843.557
S&P/TSX 60982.4931976.729

STRIKE DATE 10/10/2019
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: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207699
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall October 2019 GBP
ISIN: XS2051207939
STRIKE DATE: 10/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9903.0213067.63
OMX Stockholm 301630.0333128.387
S&P/ASX 2006547.0768843.557
S&P/TSX 60982.4931976.729

STRIKE DATE 10/10/2019
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 = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2051207939
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 USD
ISIN: XS2050783047
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010476.46
S&P 5002,976.74007137.9
Eurostoxx 503,569.45005906.22
Nikkei 22521,755.840059585.86

STRIKE DATE 30/09/2019
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 XS2050783047
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall September 2019 GBP
ISIN: XS2050783120
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,408.210010476.46
S&P 5002,976.74007137.9
Eurostoxx 503,569.45005906.22
Nikkei 22521,755.840059585.86

STRIKE DATE 30/09/2019
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 XS2050783120
NEXT POTENTIAL MATURITY DATE 30/03/2022

EXPAND CLOSE
BBVA Netflix-Tesla Low Hurdle Autocall June 2019 USD
ISIN: XS2019208680
STRIKE DATE: 26/06/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Netflix362.200093.24
Tesla Motors14.62

STRIKE DATE 26/06/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (From 36 Months) Autocall Trigger: 100% of initial level (60% Low hurdle at maturity) Coupon Rate: USD = 12.2% Semi Annual (24.4% p.a) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 24.40% p.a.
ISIN XS2019208680
NEXT POTENTIAL MATURITY DATE 26/06/2023

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall September 2019 USD
ISIN: XS2040068491
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01008801.78
Nasdaq 1007,887.581026937.28
OMX Stockholm 301,637.61703128.387
S&P/ASX 2006,638.04108843.557

STRIKE DATE 11/09/2019
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 = 2.025% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2040068491
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall September 2019 GBP
ISIN: XS2040067337
STRIKE DATE: 11/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,565.01008801.78
Nasdaq 1007,887.581026937.28
OMX Stockholm 301,637.61703128.387
S&P/ASX 2006,638.04108843.557

STRIKE DATE 11/09/2019
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 = 1.525% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2040067337
NEXT POTENTIAL MATURITY DATE 11/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 USD
ISIN: XS2008302700
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903128.387
S&P/ASX 2006,793.38908843.557
Nasdaq 1008,016.953026937.28
HSI28,397.740026163.24

STRIKE DATE 26/07/2019
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 = 3.3% Semi Annual (6.6% p.a) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2008302700
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall July 2019 GBP
ISIN: XS2008300670
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,610.63903128.387
S&P/ASX 2006,793.38908843.557
Nasdaq 1008,016.953026937.28
HSI28,397.740026163.24

STRIKE DATE 26/07/2019
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: GBP = 2.5% Semi Annual (5% p.a) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2008300670
NEXT POTENTIAL MATURITY DATE 28/06/2021

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall July 2019 GBP
ISIN: XS1989546590
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010476.46
S&P 5003,025.86007137.9
Eurostoxx 503,524.47005906.22
Nikkei 22521,658.150059585.86

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1989546590
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jul 2019 USD
ISIN: XS1989546673
STRIKE DATE: 26/07/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,549.060010476.46
S&P 5003,025.86007137.9
Eurostoxx 503,524.47005906.22
Nikkei 22521,658.150059585.86

STRIKE DATE 26/07/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 6.25% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS1989546673
NEXT POTENTIAL MATURITY DATE 26/07/2023

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 USD
ISIN: XS2038040080
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810476.46
S&P 5002926.467137.9
Eurostoxx 503426.765906.22
Nikkei 22520704.3759585.86

STRIKE DATE 30/08/2019
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 XS2038040080
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall August 2019 GBP
ISIN: XS2038377557
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007207.1810476.46
S&P 5002926.467137.9
Eurostoxx 503426.765906.22
Nikkei 22520704.3759585.86

STRIKE DATE 30/08/2019
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 XS2038377557
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE