INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec Diversified Markets Memory Income Autocall Dec 2019 GBP
ISIN: XS2089314822
STRIKE DATE: 18/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,540.750010471.72
S&P 5003,191.14007431.46
Eurostoxx 503,739.00006187.63
Nikkei 22523,934.430066020.04

STRIKE DATE 18/12/2019
RETURN & BARRIERS
Maximum Term: 6 years 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 5.00% p.a.
ISIN XS2089314822
NEXT POTENTIAL MATURITY DATE 19/06/2023

EXPAND CLOSE
BBVA Low Barrier Memory Income Autocall December 2019 USD
ISIN: XS2085674385
STRIKE DATE: 05/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,321.83008374.43
Nasdaq 1008,308.396029635.95
OMX Stockholm 301,723.63303113.57
S&P/ASX 2006,682.95208804.037

STRIKE DATE 05/12/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.425% semi-annual (6.85% annual) Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 56% Final level (European style)
P.A. RETURN
ISIN XS2085674385
NEXT POTENTIAL MATURITY DATE 07/06/2021

EXPAND CLOSE
UBS Developed Indices Memory Income Autocall November 2019 GBP
ISIN: XS2078671448
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,730.25403113.57
S&P/ASX 2006,845.99708804.037
Nasdaq 1008,403.685029635.95
HSI26,346.490024718.1

STRIKE DATE 29/11/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 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
ISIN XS2078671448
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
UBS Developed Indices Memory Income Autocall November 2019 USD
ISIN: XS2078671521
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,730.25403113.57
S&P/ASX 2006,845.99708804.037
Nasdaq 1008,403.685029635.95
HSI26,346.490024718.1

STRIKE DATE 29/11/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.6% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2078671521
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
UBS Developed Indices Memory Income Autocall Nov 2019 USD
ISIN: XS2080550119
STRIKE DATE: 29/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,730.25403113.57
S&P/ASX 2006,845.99708804.037
Nasdaq 1008,403.685029635.95
HSI26,346.490024718.1

STRIKE DATE 29/11/2019
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 = 6.25% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2080550119
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
UBS Global Markets Memory Income Autocall December 2019 USD
ISIN: XS2083919253
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,216.250010471.72
Nasdaq 1008,402.609029635.95
HSCEI10,502.53008374.43
MSCI Taiwan447.83001983.51

STRIKE DATE 11/12/2019
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 Memory Income Rate: USD = 4.10% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2083919253
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
UBS Global Markets Memory Income Autocall December 2019 GBP
ISIN: XS2083150057
STRIKE DATE: 11/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,216.250010471.72
Nasdaq 1008,402.609029635.95
HSCEI10,502.53008374.43
MSCI Taiwan447.83001983.51

STRIKE DATE 11/12/2019
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 Memory Income Rate: GBP = 3.20% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2083150057
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
BBVA 75-70 Memory Income Autocall November 2019 USD
ISIN: XS2076111074
STRIKE DATE: 15/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,302.940010471.72
Nasdaq 1008,315.523029635.95
OMX Stockholm 301,756.86503113.57
S&P/ASX 2006,793.72108804.037

STRIKE DATE 15/11/2019
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.75% Quarterly Memory Coupon Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2076111074
NEXT POTENTIAL MATURITY DATE 15/11/2021

EXPAND CLOSE
UBS Major Indices Memory Income Autocall December 2019 USD
ISIN: XS2082334835
STRIKE DATE: 10/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,213.760010471.72
S&P 5003,132.52007431.46
Eurostoxx 503,671.78006187.63
Nikkei 22523,410.190066020.04

STRIKE DATE 10/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2082334835
NEXT POTENTIAL MATURITY DATE 10/12/2021

EXPAND CLOSE
UBS Major Indices Memory Income Autocall December 2019 GBP
ISIN: XS2082334918
STRIKE DATE: 10/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,213.760010471.72
S&P 5003,132.52007431.46
Eurostoxx 503,671.78006187.63
Nikkei 22523,410.190066020.04

STRIKE DATE 10/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.80% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2082334918
NEXT POTENTIAL MATURITY DATE 10/12/2021

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall Dec 2019 USD
ISIN: XS2081552023
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810066020.04
S&P 5003,168.57007431.46
FTSE 1007,273.470010471.72
Eurostoxx 503,706.35006187.63

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081552023
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall Dec 2019 EUR
ISIN: XS2081570199
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810066020.04
S&P 5003,168.57007431.46
FTSE 1007,273.470010471.72
Eurostoxx 503,706.35006187.63

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081570199
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall December 2019 GBP
ISIN: XS2081569936
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810066020.04
S&P 5003,168.57007431.46
FTSE 1007,273.470010471.72
Eurostoxx 503,706.35006187.63

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years 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 XS2081569936
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
UBS Semi-Annual Memory Income Autocall EUR December 2019
ISIN: XS2081570272
STRIKE DATE: 12/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,424.810066020.04
S&P/ASX 2006,708.83208804.037
FTSE 1007,273.470010471.72
Eurostoxx 503,706.35006187.63

STRIKE DATE 12/12/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 2.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2081570272
NEXT POTENTIAL MATURITY DATE 12/12/2022

EXPAND CLOSE
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
SMI10,314.160013708.02
OMX Stockholm 301,774.71803113.57
S&P/ASX 2006,752.97108804.037
S&P/TSX 601,012.96902050.451

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: 106.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 106.91% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100158.76

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: 107.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.14% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30153.8100158.76

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 11/09/2026

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 1007,346.530010471.72
S&P 5003,140.98007431.46
Eurostoxx 503,703.58006187.63
Nikkei 22523,293.910066020.04

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 1007,346.530010471.72
S&P 5003,140.98007431.46
Eurostoxx 503,703.58006187.63
Nikkei 22523,293.910066020.04

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 359,328.000018764.4
Nasdaq 1008,161.167029635.95
OMX Stockholm 301,737.51303113.57
S&P/ASX 2006,669.09508804.037

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