INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale IDAD Triple Index Classic Autocall May 2020 GBP
ISIN: XS2112674960
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308838.994
MSCI Taiwan411.85002024.52
IBEX 356,730.900019267

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.96% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112674960
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
Société Générale IDAD Triple Index Classic Autocall May 2020 USD
ISIN: XS2112685651
STRIKE DATE: 07/05/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005,364.20308838.994
MSCI Taiwan411.85002024.52
IBEX 356,730.900019267

STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 10.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112685651
NEXT POTENTIAL MATURITY DATE 09/11/2020

EXPAND CLOSE
GS 80-70 Quarterly Memory Income Autocall April 2020 USD
ISIN: XS2125736129
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010639.17
S&P/ASX 2005,206.94208838.994
Nasdaq 1008,229.542028454.81
IBEX 356,951.800019267

STRIKE DATE 08/04/2020
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 = 3.4% Quarter Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2125736129
NEXT POTENTIAL MATURITY DATE 08/04/2021

EXPAND CLOSE
GS Quad Index Quarterly Memory Income Autocall April 2020 GBP
ISIN: XS1987705669
STRIKE DATE: 01/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,454.570010639.17
Eurostoxx 502,680.30006210.17
S&P 5002,470.50007408.3
IBEX 356,579.400019267

STRIKE DATE 01/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 2.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1987705669
NEXT POTENTIAL MATURITY DATE 01/07/2020

EXPAND CLOSE
BBVA Triple Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073903648
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010639.17
HSI23,603.480025210.81
Nasdaq 1007,813.499028454.81

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Triple Index Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.3% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073903648
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Annual Memory Income Autocall March 2020 USD
ISIN: XS2073904968
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90006210.17
FTSE 1005,671.960010639.17
HSI23,603.480025210.81
S&P 5002,584.59007408.3

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 8.43% Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073904968
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Triple Index Reducing Autocall March 2020 USD
ISIN: XS2073905007
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010639.17
HSI23,603.480025210.81
Nasdaq 1007,813.499028454.81

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% per Semester Autocall Rate: USD = 5.35% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905007
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Quad Index Annual Memory Income Autocall March 2020 USD
ISIN: XS2073905858
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502,786.90006210.17
FTSE 1005,671.960010639.17
OMX Stockholm 301,482.43003167.097
S&P/ASX 2005,076.82708838.994

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8% Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905858
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 USD
ISIN: XS2073900388
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003167.097
S&P/ASX 2005,076.82708838.994
Nasdaq 1007,813.499028454.81
HSI23,603.480025210.81

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.05% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900388
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2020 GBP
ISIN: XS2073900206
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,482.43003167.097
S&P/ASX 2005,076.82708838.994
Nasdaq 1007,813.499028454.81
HSI23,603.480025210.81

STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073900206
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 EUR
ISIN: XS2147387240
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830066422.6
S&P 5002,304.92007408.3
FTSE 1005,190.780010639.17
Eurostoxx 502,548.50006210.17

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: EUR = 5.20% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387240
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 USD
ISIN: XS2147387083
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830066422.6
S&P 5002,304.92007408.3
FTSE 1005,190.780010639.17
Eurostoxx 502,548.50006210.17

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 5.75% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387083
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 80-60 Semi-Annual Memory Income Autocall March 2020 GBP
ISIN: XS2147387323
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22516,552.830066422.6
S&P 5002,304.92007408.3
FTSE 1005,190.780010639.17
Eurostoxx 502,548.50006210.17

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 5.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387323
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
UBS 60-60 Semi-Annual Memory Income Autocall March 2020
ISIN: XS2147387166
STRIKE DATE: 20/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,190.780010639.17
S&P 5002,304.92007408.3
Eurostoxx 502,548.50006210.17
Nikkei 22516,552.830066422.6

STRIKE DATE 20/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 4% Semi-Annually Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2147387166
NEXT POTENTIAL MATURITY DATE 22/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 GBP
ISIN: XS2129754789
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800019267
Nasdaq 1007,288.523028454.81
FTSE 1005,151.610010639.17
S&P/ASX 2004,782.94108838.994

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3.4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129754789
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
CIBC 60-60 Low Hurdle Autocall March 2020 USD
ISIN: XS2129418328
STRIKE DATE: 19/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,395.800019267
Nasdaq 1007,288.523028454.81
FTSE 1005,151.610010639.17
S&P/ASX 2004,782.94108838.994

STRIKE DATE 19/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: USD = 4% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129418328
NEXT POTENTIAL MATURITY DATE 19/03/2021

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 USD
ISIN: XS2073907391
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010639.17
S&P/ASX 2005,206.94208838.994
IBEX 356,951.800019267
HSI23,970.370025210.81

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 9.50% Quarterly (38% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907391
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Quarterly High Yield Autocall April 2020 GBP
ISIN: XS2073907128
STRIKE DATE: 08/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,677.730010639.17
IBEX 356,951.800019267
S&P/ASX 2005,206.94208838.994
HSI23,970.370025210.81

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 9.00% Quarterly (36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073907128
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
BBVA Annual Classic Autocall March 2020 USD
ISIN: XS2073903218
STRIKE DATE: 13/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,366.110010639.17
Nasdaq 1007,995.263028454.81
S&P/ASX 2005,539.29508838.994
HSCEI9,650.15008352.67

STRIKE DATE 13/03/2020
RETURN & BARRIERS
Investment Structure: Annual Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 22% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073903218
NEXT POTENTIAL MATURITY DATE 18/03/2021

EXPAND CLOSE
BBVA Global Markets Income Autocall Mar 2020 GBP
ISIN: XS2113986470
STRIKE DATE: 12/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1007,263.653028454.81
FTSE 1005,237.480010639.17
Nikkei 22518,559.630066422.6
S&P/ASX 2005,304.62808838.994

STRIKE DATE 12/03/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 1.80% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113986470
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE