INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis IDAD High Yield Classic Autocall August 2020 USD
ISIN: XS2024041209
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
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: USD = 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041209
NEXT POTENTIAL MATURITY DATE 27/11/2020

EXPAND CLOSE
BBVA IDAD Triple Index Classic Autocall August 2020 USD
ISIN: XS2149971934
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,999.9910840.35
Dow Jones Industrial Average28,492.2752177.69
S&P/TSX 601,005.782138.906

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149971934
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA IDAD Triple Index Classic Autocall August 2020 GBP
ISIN: XS2149972239
STRIKE DATE: 27/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,999.9910840.35
Dow Jones Industrial Average28,492.2752177.69
S&P/TSX 601,005.782138.906

STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149972239
NEXT POTENTIAL MATURITY DATE 01/03/2021

EXPAND CLOSE
BBVA 80-65 Memory Income Reducing Autocall August 2020 USD
ISIN: XS2149970373
STRIKE DATE: 18/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan507.24002094.999
FTSE MIB19,845.610049397.55
Dow Jones Industrial Average27,778.070052177.69
S&P/TSX 60996.50102138.906

STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months Memory Income Rate: USD = 2.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970373
NEXT POTENTIAL MATURITY DATE 18/08/2021

EXPAND CLOSE
BBVA 80-65 Memory Income Reducing Autocall August 2020 GBP
ISIN: XS2149970530
STRIKE DATE: 18/08/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan507.24002094.999
FTSE MIB19,845.610049397.55
Dow Jones Industrial Average27,778.070052177.69
S&P/TSX 60996.50102138.906

STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months Memory Income Rate: GBP = 2.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970530
NEXT POTENTIAL MATURITY DATE 18/08/2021

EXPAND CLOSE
GS 80-70 Quarterly Memory Income Autocall July 2020 GBP
ISIN: XS2094019911
STRIKE DATE: 24/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60960.06202138.906
S&P/ASX 2006,023.99808719.719
Nasdaq 10010,483.130029935.59
IBEX 357,294.700019177.7

STRIKE DATE 24/07/2020
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.825% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2094019911
NEXT POTENTIAL MATURITY DATE 25/01/2021

EXPAND CLOSE
BBVA 70-60 Low Hurdle Autocall July 2020 USD
ISIN: XS2142194682
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB20,598.780049397.55
Dow Jones Industrial Average27,005.840052177.69
S&P/TSX 60970.92402138.906
OMX Stockholm 301,779.84503256.08

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.85% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142194682
NEXT POTENTIAL MATURITY DATE 22/07/2021

EXPAND CLOSE
BBVA IDAD 75-60 Memory Income Autocall July 2020 USD
ISIN: XS2142197602
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,057.940024062.72
FTSE MIB20,598.780049397.55
Dow Jones Industrial Average27,005.840052177.69
S&P/TSX 60970.92402138.906

STRIKE DATE 22/07/2020
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 = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142197602
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
CIBC 70-60 Low Hurdle Autocall July 2020 GBP
ISIN: XS2192432784
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60970.92402138.906
S&P/ASX 2006,075.06408719.719
FTSE 1006,207.100010840.35
S&P 5003,276.02007744.06

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.35% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2192432784
NEXT POTENTIAL MATURITY DATE 16/07/2021

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall July 2020 GBP
ISIN: XS2142200240
STRIKE DATE: 21/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,444.050014349.51
FTSE 1006,269.730010840.35
S&P/TSX 60971.49502138.906
OMX Stockholm 301,775.38703256.08

STRIKE DATE 21/07/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.65% Semi Annual (9.3% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142200240
NEXT POTENTIAL MATURITY DATE 21/07/2021

EXPAND CLOSE
BBVA Developed Indices Classic Autocall July 2020 USD
ISIN: XS2149960655
STRIKE DATE: 27/07/2020
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 Average26,584.770052177.69
HSI24,603.260024062.72
FTSE MIB20,019.960049397.55
S&P/TSX 60969.03902138.906

STRIKE DATE 27/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149960655
NEXT POTENTIAL MATURITY DATE 27/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 EUR
ISIN: XS2142200596
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84503256.08
Eurostoxx 503,370.76006168.26
S&P/TSX 60970.92402138.906
SMI10,439.040014349.51

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.55% Quarterly (10.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200596
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 USD
ISIN: XS2142200679
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84503256.08
Eurostoxx 503,370.76006168.26
S&P/TSX 60970.92402138.906
SMI10,439.040014349.51

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.85% Quarterly (11.4% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200679
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA World Markets Memory Income Autocall July 2020 GBP
ISIN: XS2142200836
STRIKE DATE: 09/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60935.68402138.906
FTSE MIB19,505.950049397.55
HSCEI10,781.89008103.27
FTSE 1006,049.620010840.35

STRIKE DATE 09/07/2020
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 = 1.75% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2142200836
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
BBVA Developed Indices Classic Autocall July 2020 GBP
ISIN: XS2149960572
STRIKE DATE: 27/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average26,584.770052177.69
HSI24,603.260024062.72
FTSE MIB24,603.260049397.55
S&P/TSX 60969.03902138.906

STRIKE DATE 27/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149960572
NEXT POTENTIAL MATURITY DATE 27/01/2021

EXPAND CLOSE
BBVA Quarterly Classic Autocall July 2020 GBP
ISIN: XS2142200323
STRIKE DATE: 22/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,779.84503256.08
Eurostoxx 503,370.76006168.26
S&P/TSX 60970.92402138.906
SMI10,439.040014349.51

STRIKE DATE 22/07/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.55% Quarterly (10.2% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2142200323
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 USD
ISIN: XS2024038163
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82002094.999
FTSE 1006,129.260010840.35
Eurostoxx 503,303.56006168.26
S&P/ASX 2006,020.55008719.719

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038163
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
Natixis IDAD High Yield Classic Autocall July 2020 GBP
ISIN: XS2024038080
STRIKE DATE: 28/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan504.82002094.999
FTSE 1006,129.260010840.35
Eurostoxx 503,303.56006168.26
S&P/ASX 2006,020.55008719.719

STRIKE DATE 28/07/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) *Non-standard commission applies to this product.
P.A. RETURN
ISIN XS2024038080
NEXT POTENTIAL MATURITY DATE 28/01/2021

EXPAND CLOSE
UniCredit 5 Year fixed, 5 Year Conditional Income EUR
ISIN: DE000HV4FD85
STRIKE DATE: 06/07/2020
INDICATIVE PRICE: 89.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.14% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,350.03006168.26

STRIKE DATE 06/07/2020
RETURN & BARRIERS
Investment Structure: 5 Year Fixed, 5 Year Conditional Income (10 Year Total) Fixed Annual coupon of 0.80% for the first 5 Years. Annual coupon of 0.80% if the Underlying is above its strike level on each observation. From year 6-10. 100% Capital Protected
P.A. RETURN
ISIN DE000HV4FD85
NEXT POTENTIAL MATURITY DATE 08/07/2030

EXPAND CLOSE
UniCredit 1 Year CLN July 2020 July EUR
ISIN: DE000HV4FDQ6
STRIKE DATE: 02/07/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/07/2020
RETURN & BARRIERS
Investment Structure: One Year Fixed Income Note Coupon: Fixed coupon of 0.25% 100% Capitla Protected
P.A. RETURN
ISIN DE000HV4FDQ6
NEXT POTENTIAL MATURITY DATE 29/06/2021

EXPAND CLOSE