INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 65-65 Memory Income Autocall April 2020 GBP
ISIN: XS2073906583
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
Nasdaq 1008,229.542030084.5
S&P/ASX 2005,206.94209188.494
HSCEI9,681.95008426.49

STRIKE DATE 08/04/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.45% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073906583
NEXT POTENTIAL MATURITY DATE 08/07/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 USD
ISIN: XS2125766035
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090068308.59
S&P 5002,783.36007798.99
FTSE 1005,597.650010772.67
Eurostoxx 502,808.20006545.47

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125766035
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 EUR
ISIN: XS2125768163
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090068308.59
S&P 5002,783.36007798.99
FTSE 1005,597.650010772.67
Eurostoxx 502,808.20006545.47

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.90% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125768163
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
Goldman Sachs IDAD Semi-Annual Classic Autocall April 2020 GBP
ISIN: XS2125769302
STRIKE DATE: 15/04/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22519,550.090068308.59
S&P 5002,783.36007798.99
FTSE 1005,597.650010772.67
Eurostoxx 502,808.20006545.47

STRIKE DATE 15/04/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2125769302
NEXT POTENTIAL MATURITY DATE 15/10/2020

EXPAND CLOSE
GSI Major Markets Classic Autocall February 2020 USD
ISIN: XS2116149514
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs International
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,142.960068308.59
S&P 5002,954.22007798.99
FTSE 1006,580.610010772.67
Eurostoxx 503,329.49006545.47

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Snowballing Coupon if Autocalled Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 7.145% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2116149514
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
CIBC 80-60 Memory Income Autocall March 2020 USD
ISIN: XS2132904959
STRIKE DATE: 30/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,659.900020168.6
Nasdaq 1007,889.006030084.5
FTSE 1005,563.740010772.67
S&P/ASX 2005,181.38009188.494

STRIKE DATE 30/03/2020
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 = 3.70% 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 XS2132904959
NEXT POTENTIAL MATURITY DATE 30/03/2021

EXPAND CLOSE
CIBC 80-60 Memory Income Autocall March 2020 GBP
ISIN: XS2132905170
STRIKE DATE: 30/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 356,659.900020168.6
Nasdaq 1007,889.006030084.5
FTSE 1005,563.740010772.67
S&P/ASX 2005,181.38009188.494

STRIKE DATE 30/03/2020
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 = 3.30% 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 XS2132905170
NEXT POTENTIAL MATURITY DATE 30/03/2021

EXPAND CLOSE
BBVA US 50-50 Memory Income Autocall March 2020 USD
ISIN: XS2073899788
STRIKE DATE: 04/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices50.1100483.01
Nvidia Corporation284.5100225.3
Apple Inc75.685305.26
Twitter Inc36.000053.7

STRIKE DATE 04/03/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Reduced by 1% each quarter Memory Income Rate: USD = 3.4% Quarter Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2073899788
NEXT POTENTIAL MATURITY DATE 04/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall February 2020 GBP
ISIN: XS2113657816
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,668.83703281.461
S&P/ASX 2006,441.21009188.494
Nasdaq 1006,580.610030084.5
HSI26,129.930025396.51

STRIKE DATE 28/02/2020
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 XS2113657816
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall February 2020 USD
ISIN: XS2113669316
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,668.83703281.461
S&P/ASX 2006,441.21009188.494
Nasdaq 1008,461.835030084.5
HSI26,129.930025396.51

STRIKE DATE 28/02/2020
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 = 6.10% Annual Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2113669316
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA Major Markets Memory Income Autocall Feb 2020 USD
ISIN: XS2073893401
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,580.610010772.67
S&P 5002,954.22007798.99
Eurostoxx 503,329.49006545.47

STRIKE DATE 28/02/2020
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 = 6.5% Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073893401
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
GS Major Markets Classic Autocall February 2020 GBP
ISIN: XS1967003234
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,142.960068308.59
S&P 5002,954.22007798.99
FTSE 1006,580.610010772.67
Eurostoxx 503,329.49006545.47

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Snowballing Coupon if Autocalled Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 5.865% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1967003234
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
GS Major Markets Classic Autocall February 2020 USD
ISIN: XS1967003408
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,142.960068308.59
S&P 5002,954.22007798.99
FTSE 1006,580.610010772.67
Eurostoxx 503,329.49006545.47

STRIKE DATE 28/02/2020
RETURN & BARRIERS
Investment Structure: Semi-Annual Snowballing Coupon if Autocalled Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 7.145% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1967003408
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
GS Major Markets Classic Autocall February 2020 EUR
ISIN: XS1971434441
STRIKE DATE: 28/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22521,142.960068308.59
S&P 5002,954.22007798.99
FTSE 1006,580.610010772.67
Eurostoxx 503,329.49006545.47

STRIKE DATE 28/02/2020
RETURN & BARRIERS
RETURN & BARRIERS Investment Structure: Semi-Annual Snowballing Coupon if Autocalled Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 4.410% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1971434441
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA Global Markets Income Autocall Feb 2020 USD
ISIN: XS2113986710
STRIKE DATE: 27/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1008,436.666030084.5
FTSE 1006,796.400010772.67
Nikkei 22521,948.230068308.59
S&P/ASX 2006,657.85209188.494

STRIKE DATE 27/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall Autocall Opportunities: Quartley (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.1% per Quarter Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113986710
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Feb 2020 USD
ISIN: XS2113975515
STRIKE DATE: 27/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1008,436.666030084.5
FTSE 1006,796.400010772.67
Nikkei 22521,948.230068308.59
S&P/ASX 2006,657.85209188.494

STRIKE DATE 27/02/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quartley (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.85% per Quarter Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2113975515
NEXT POTENTIAL MATURITY DATE 28/02/2022

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall March 2020 USD
ISIN: XS2129748468
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010772.67
S&P 5002,584.59007798.99
Eurostoxx 502,786.90006545.47
Nikkei 22518,917.010068308.59

STRIKE DATE 31/03/2020
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 = 1.47% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129748468
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall March 2020 GBP
ISIN: XS2129748542
STRIKE DATE: 31/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,671.960010772.67
S&P 5002,584.59007798.99
Eurostoxx 502,786.90006545.47
Nikkei 22518,917.010068308.59

STRIKE DATE 31/03/2020
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 = 1.30% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2129748542
NEXT POTENTIAL MATURITY DATE 31/03/2021

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Apr 2020 USD
ISIN: XS2114072395
STRIKE DATE: 07/04/2020
INDICATIVE PRICE: 136.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 136.39% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,704.450010772.67

STRIKE DATE 07/04/2020
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 XS2114072395
NEXT POTENTIAL MATURITY DATE 07/10/2026

EXPAND CLOSE
BBVA Annual Memory Income Autocall Feb 2020 USD
ISIN: XS2113775691
STRIKE DATE: 19/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,900.28203281.461
S&P/ASX 2007,144.55909188.494
Russell 20001,692.57303052.847
Eurostoxx 503,865.18006545.47

STRIKE DATE 19/02/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% p.a. Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2113775691
NEXT POTENTIAL MATURITY DATE 19/02/2022

EXPAND CLOSE