INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1005,454.570010772.67
Eurostoxx 502,680.30006545.47
S&P 5002,470.50007798.99
IBEX 356,579.400020168.6

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 1005,671.960010772.67
HSI23,603.480025396.51
Nasdaq 1007,813.499030084.5

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 502,786.90006545.47
FTSE 1005,671.960010772.67
HSI23,603.480025396.51
S&P 5002,584.59007798.99

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 1005,671.960010772.67
HSI23,603.480025396.51
Nasdaq 1007,813.499030084.5

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 502,786.90006545.47
FTSE 1005,671.960010772.67
OMX Stockholm 301,482.43003281.461
S&P/ASX 2005,076.82709188.494

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 301,482.43003281.461
S&P/ASX 2005,076.82709188.494
Nasdaq 1007,813.499030084.5
HSI23,603.480025396.51

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 301,482.43003281.461
S&P/ASX 2005,076.82709188.494
Nasdaq 1007,813.499030084.5
HSI23,603.480025396.51

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 22516,552.830068308.59
S&P 5002,304.92007798.99
FTSE 1005,190.780010772.67
Eurostoxx 502,548.50006545.47

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 22516,552.830068308.59
S&P 5002,304.92007798.99
FTSE 1005,190.780010772.67
Eurostoxx 502,548.50006545.47

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 22516,552.830068308.59
S&P 5002,304.92007798.99
FTSE 1005,190.780010772.67
Eurostoxx 502,548.50006545.47

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 1005,190.780010772.67
S&P 5002,304.92007798.99
Eurostoxx 502,548.50006545.47
Nikkei 22516,552.830068308.59

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 356,395.800020168.6
Nasdaq 1007,288.523030084.5
FTSE 1005,151.610010772.67
S&P/ASX 2004,782.94109188.494

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 356,395.800020168.6
Nasdaq 1007,288.523030084.5
FTSE 1005,151.610010772.67
S&P/ASX 2004,782.94109188.494

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 1005,677.730010772.67
S&P/ASX 2005,206.94209188.494
IBEX 356,951.800020168.6
HSI23,970.370025396.51

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 1005,677.730010772.67
IBEX 356,951.800020168.6
S&P/ASX 2005,206.94209188.494
HSI23,970.370025396.51

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 1005,366.110010772.67
Nasdaq 1007,995.263030084.5
S&P/ASX 2005,539.29509188.494
HSCEI9,650.15008426.49

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 1007,263.653030084.5
FTSE 1005,237.480010772.67
Nikkei 22518,559.630068308.59
S&P/ASX 2005,304.62809188.494

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
BBVA Quad Index 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2073905429
STRIKE DATE: 10/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,960.230010772.67
Eurostoxx 502,910.02006545.47
S&P 5002,882.23007798.99
IBEX 357,461.500020168.6

STRIKE DATE 10/03/2020
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: USD = 1.70% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073905429
NEXT POTENTIAL MATURITY DATE 10/06/2020

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall April 2020 USD
ISIN: XS2073902087
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,597.650010772.67
Nasdaq 1008,591.958030084.5
S&P/ASX 2005,466.66809188.494
HSCEI9,724.70008426.49

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: USD = 2.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073902087
NEXT POTENTIAL MATURITY DATE 15/04/2021

EXPAND CLOSE
BBVA 85-65 Memory Income Reducing Autocall April 2020 GBP
ISIN: XS2073902160
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,597.650010772.67
Nasdaq 1008,591.958030084.5
S&P/ASX 2005,466.66809188.494
HSCEI9,724.70008426.49

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073902160
NEXT POTENTIAL MATURITY DATE 15/04/2021

EXPAND CLOSE