INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Indices Memory Income Autocall Jan 2020 GBP
ISIN: XS2101531106
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,783.26303247.031
S&P/ASX 2007,017.20008844.412
Nasdaq 1008,991.512029329.21
HSI26,312.630023350.03

STRIKE DATE 31/01/2020
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 = 5.00% 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 XS2101531106
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
GS 6 Year At Risk FTSE Participation Dec 2019 GBP
ISIN: XS2080916203
STRIKE DATE: 20/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,582.480010679.03

STRIKE DATE 20/12/2019
RETURN & BARRIERS
330% Participation in the growth of the FTSE 100 No downside protection
P.A. RETURN 16.566% p.a.
ISIN XS2080916203
NEXT POTENTIAL MATURITY DATE 22/12/2025

EXPAND CLOSE
BBVA US Equity 60-60 Low Hurdle Autocall Dec 2019 USD
ISIN: XS2098031433
STRIKE DATE: 20/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors27.04
Nvidia Corporation59.8425194.83
Advanced Micro Devices44.1500517.82

STRIKE DATE 20/12/2019
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 15% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2098031433
NEXT POTENTIAL MATURITY DATE 23/12/2022

EXPAND CLOSE
BBVA US Equity 70-70 Low Hurdle Autocall Dec 2019 USD
ISIN: XS2098035939
STRIKE DATE: 20/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors27.04
Microsoft157.4100390.49
Apple Inc279.4400308.63

STRIKE DATE 20/12/2019
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 11% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2098035939
NEXT POTENTIAL MATURITY DATE 23/12/2022

EXPAND CLOSE
GSI ESG 95% Protected Issuer Callable Growth Dec 2019 GBP
ISIN: XS2066269411
STRIKE DATE: 20/12/2019
INDICATIVE PRICE: 104.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.65% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iSTOXX Global ESG Trend Select 30147.6300161.07

STRIKE DATE 20/12/2019
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 = 1.5% Quarterly (6% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2066269411
NEXT POTENTIAL MATURITY DATE 21/09/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall December 2019 USD
ISIN: XS2086626277
STRIKE DATE: 18/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,787.96103247.031
S&P/ASX 2006,851.42008844.412
Nasdaq 1008,580.624029329.21
IBEX 359,621.800019852.4

STRIKE DATE 18/12/2019
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Annually (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 7.10% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2086626277
NEXT POTENTIAL MATURITY DATE 18/12/2023

EXPAND CLOSE
BBVA US 50-50 Memory Income Autocall December 2019 USD
ISIN: XS2091213103
STRIKE DATE: 13/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices41.1500517.82
Nvidia Corporation5.5998194.83
Netflix29.8500077.65
Hasbro103.920080.15

STRIKE DATE 13/12/2019
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.6% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.40% p.a.
ISIN XS2091213103
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
UBS Quarterly Memory Income Autocall Jan 2020 USD
ISIN: XS2094033078
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan441.60002100.27
Nasdaq 1008,991.512029329.21
OMX Stockholm 301,783.26303247.031
S&P/ASX 2007,017.20008844.412

STRIKE DATE 31/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.775% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2094033078
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
UBS Quarterly Memory Income Autocall Jan 2020 GBP
ISIN: XS2094032930
STRIKE DATE: 31/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan441.60002100.27
Nasdaq 1008,991.512029329.21
OMX Stockholm 301,783.26303247.031
S&P/ASX 2007,017.20008844.412

STRIKE DATE 31/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.375% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2094032930
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall January 2020 USD
ISIN: XS2093587785
STRIKE DATE: 23/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,795.440069744.07
S&P 5003,325.54007483.24
FTSE 1007,507.670010679.03
Eurostoxx 503,736.85006412.68

STRIKE DATE 23/01/2020
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 = 6.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2093587785
NEXT POTENTIAL MATURITY DATE 23/01/2023

EXPAND CLOSE
UBS IDAD Semi-Annual Classic Autocall January 2020 GBP
ISIN: XS2093587868
STRIKE DATE: 23/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22523,795.440069744.07
S&P 5003,325.54007483.24
FTSE 1007,507.670010679.03
Eurostoxx 503,736.85006412.68

STRIKE DATE 23/01/2020
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 = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2093587868
NEXT POTENTIAL MATURITY DATE 23/01/2023

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Jan 2020 USD
ISIN: XS2061605940
STRIKE DATE: 22/01/2020
INDICATIVE PRICE: 136.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 136.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,571.920010679.03

STRIKE DATE 22/01/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth 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 XS2061605940
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Jan 2020 GBP
ISIN: XS2061607722
STRIKE DATE: 22/01/2020
INDICATIVE PRICE: 133.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 133.37% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007193.324010679.03

STRIKE DATE 22/01/2020
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 XS2061607722
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
BBVA High Yield Quarterly Income Autocall January 2020 USD
ISIN: XS2092933667
STRIKE DATE: 21/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,970.13007699.76
Nasdaq 1009,166.628029329.21
FTSE 1007,610.700010679.03
S&P/ASX 2007,066.34508844.412

STRIKE DATE 21/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2092933667
NEXT POTENTIAL MATURITY DATE 21/01/2026

EXPAND CLOSE
BBVA High Yield Quarterly Income Autocall January 2020 GBP
ISIN: XS2092910533
STRIKE DATE: 21/01/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,970.13007699.76
Nasdaq 1009,166.628029329.21
FTSE 1007,610.700010679.03
S&P/ASX 2007,066.34508844.412

STRIKE DATE 21/01/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.85% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2092910533
NEXT POTENTIAL MATURITY DATE 21/01/2026

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall Dec 2019 USD
ISIN: XS2089315399
STRIKE DATE: 18/12/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,540.750010679.03
S&P 5003,191.14007483.24
Eurostoxx 503,739.00006412.68
Nikkei 22523,934.430069744.07

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: 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 6.00% p.a.
ISIN XS2089315399
NEXT POTENTIAL MATURITY DATE 19/06/2023

EXPAND CLOSE
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 1007,540.750010679.03
S&P 5003,191.14007483.24
Eurostoxx 503,739.00006412.68
Nikkei 22523,934.430069744.07

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
HSCEI10,321.83007699.76
Nasdaq 1008,308.396029329.21
OMX Stockholm 301,723.63303247.031
S&P/ASX 2006,682.95208844.412

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 301,730.25403247.031
S&P/ASX 2006,845.99708844.412
Nasdaq 1008,403.685029329.21
HSI26,346.490023350.03

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 301,730.25403247.031
S&P/ASX 2006,845.99708844.412
Nasdaq 1008,403.685029329.21
HSI26,346.490023350.03

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