INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-65 Memory Income Reducing Autocall October 2020 GBP
ISIN: XS2174047899
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85008103.27
IBEX 356,950.900019177.7
Dow Jones Industrial Average28,586.900052177.69
S&P/TSX 60990.94902138.906

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1.5% every 6 months Memory Income Rate: GBP = 3.25% semi-annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2174047899
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall October 2020 USD
ISIN: XS2174047972
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9,617.85008103.27
IBEX 356,950.900019177.7
Dow Jones Industrial Average28,586.900052177.69
S&P/TSX 60990.94902138.906

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1.5% every 6 months Memory Income Rate: USD = 4.00% semi-annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2174047972
NEXT POTENTIAL MATURITY DATE 09/10/2025

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 GBP
ISIN: XS2160374216
STRIKE DATE: 01/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF40.67194.89

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 0.7375% monthly (8.85% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374216
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE
BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 USD
ISIN: XS2160374307
STRIKE DATE: 01/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF40.67194.89

STRIKE DATE 01/10/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 0.8600% monthly (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2160374307
NEXT POTENTIAL MATURITY DATE 01/04/2021

EXPAND CLOSE
Natixis Triple Index Defensive Autocall
ISIN: XS2024044567
STRIKE DATE: 25/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan483.512094.999
S&P/TSX 60966.1782138.906
S&P/ASX 2005,964.9228719.719

STRIKE DATE 25/09/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024044567
NEXT POTENTIAL MATURITY DATE 27/09/2021

EXPAND CLOSE
BBVA World Titans Income Autocall August 2020 GBP
ISIN: XS2149978863
STRIKE DATE: 07/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Roche Holding314.20000
Coca-cola47.800092
Honeywell International155.1100210.46
Comcast Corp42.810021.77

STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.675% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149978863
NEXT POTENTIAL MATURITY DATE 09/08/2021

EXPAND CLOSE
BBVA World Titans Income Autocall August 2020 USD
ISIN: XS2149980844
STRIKE DATE: 07/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie92.9200283.4
AT&T30.020023.5
Albemarle Corp84.440098.18
3M158.3300165.33

STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.25% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980844
NEXT POTENTIAL MATURITY DATE 07/05/2021

EXPAND CLOSE
BBVA World Markets Annual Memory Income Autocall Aug 2020 USD (2)
ISIN: XS2161288001
STRIKE DATE: 14/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,931.020052177.69
Eurostoxx 503,305.05006168.26
HSCEI10,266.46008103.27
S&P/TSX 60990.33602138.906

STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 9% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2161288001
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
BBVA World Markets Annual Memory Income Autocall August 2020 USD
ISIN: XS2161288183
STRIKE DATE: 14/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average27,931.020052177.69
Eurostoxx 503,305.05006168.26
HSCEI10,266.46008103.27
OMX Stockholm 301,754.20303256.08

STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 8.50% Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2161288183
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
BBVA UK Titans 50-50 Memory Income Autocall August 2020 GBP
ISIN: XS2149969524
STRIKE DATE: 10/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AstraZeneca8,380.000012698
Lloyds28.4150105.85
Barclays106.6400432.4
BAT2,543.50004366

STRIKE DATE 10/08/2020
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 = 2.625% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969524
NEXT POTENTIAL MATURITY DATE 03/05/2022

EXPAND CLOSE
BBVA UK Titans 50-50 Memory Income Autocall August 2020 USD
ISIN: XS2149969797
STRIKE DATE: 10/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AstraZeneca8,380.000012698
Lloyds28.4150105.85
Barclays106.6400432.4
BAT2,543.50004366

STRIKE DATE 10/08/2020
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 = 2.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969797
NEXT POTENTIAL MATURITY DATE 03/05/2022

EXPAND CLOSE
Barclays High Income Phased Investment
ISIN: XS2149690765
STRIKE DATE: 28/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005963.5710840.35
FTSE 1005,665.391510840.35

STRIKE DATE 28/08/2020
RETURN & BARRIERS
Investment Structure: Phased Investment Interest Rate: GBP = 4.75% p.a. (accrued daily and paid annually on amounts not allocated to Index) Allocation Levels: 95%, 90%, 85%, 80% Capital Risk: Not capital protected
P.A. RETURN 4.75% p.a.
ISIN XS2149690765
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Natixis IDAD High Yield Memory Income Autocall September 2020 GBP
ISIN: XS2024041977
STRIKE DATE: 04/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan495.97002094.999
FTSE MIB19,391.250049397.55
S&P/TSX 60972.50102138.906
S&P/ASX 2005,925.50908719.719

STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.10% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041977
NEXT POTENTIAL MATURITY DATE 21/03/2021

EXPAND CLOSE
Natixis IDAD High Yield Memory Income Autocall September 2020 USD
ISIN: XS2024042199
STRIKE DATE: 04/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan495.97002094.999
FTSE MIB19,391.250049397.55
S&P/TSX 60972.50102138.906
S&P/ASX 2005,925.50908719.719

STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024042199
NEXT POTENTIAL MATURITY DATE 21/03/2021

EXPAND CLOSE
BBVA High Yield Autocall August 2020 USD
ISIN: XS2149971421
STRIKE DATE: 04/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,828.470052177.69
FTSE MIB19,613.950049397.55
MSCI Taiwan504.92002094.999
S&P/TSX 60980.88202138.906

STRIKE DATE 04/08/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.30% Quarterly (17.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149971421
NEXT POTENTIAL MATURITY DATE 04/02/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Sept 2020 USD
ISIN: XS2024041621
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,184.850024062.72
OMX Stockholm 301,769.44403256.08
S&P/TSX 60998.28902138.906
S&P/ASX 2005,953.40508719.719

STRIKE DATE 01/09/2020
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 = 1.25% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041621
NEXT POTENTIAL MATURITY DATE 01/09/2021

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Sept 2020 USD
ISIN: XS2024041548
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,184.850024062.72
OMX Stockholm 301,769.44403256.08
S&P/TSX 60998.28902138.906
S&P/ASX 2005,953.40508719.719

STRIKE DATE 01/09/2020
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 = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041548
NEXT POTENTIAL MATURITY DATE 01/09/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Sept 2020 GBP
ISIN: XS2149980760
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,862.050010840.35
S&P 5003,526.65007744.06
Eurostoxx 503,277.58006168.26
Nikkei 22523,138.070064425.95

STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980760
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Sept 2020 USD
ISIN: XS2149980687
STRIKE DATE: 01/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,862.050010840.35
S&P 5003,526.65007744.06
Eurostoxx 503,277.58006168.26
Nikkei 22523,138.070064425.95

STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.35% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980687
NEXT POTENTIAL MATURITY DATE 01/03/2022

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall August 2020 GBP
ISIN: XS2024041381
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan505.822094.999
FTSE MIB19,847.3849397.55
S&P/TSX 601,005.782138.906
S&P/ASX 2006,126.2318719.719

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.20% Quarterly (16.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041381
NEXT POTENTIAL MATURITY DATE 27/11/2020

EXPAND CLOSE