INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US 50-50 Memory Income Autocall February 2020 USD
ISIN: XS2110333809
STRIKE DATE: 14/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices55.3100483.01
Nvidia Corporation289.7900225.3
Apple Inc81.2375305.26
Twitter Inc36.910053.7

STRIKE DATE 14/02/2020
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 = 3.3% Quarter Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2110333809
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 USD
ISIN: XS2118193593
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93008426.49
Nasdaq 1008,530.337030084.5
FTSE 1006,462.550010772.67
S&P/ASX 2006,216.21109188.494

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 4.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118193593
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
CIBC High Yield Income Autocall March 2020 GBP
ISIN: XS2118195531
STRIKE DATE: 06/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,456.93008426.49
Nasdaq 1008,530.337030084.5
FTSE 1006,462.550010772.67
S&P/ASX 2006,216.21109188.494

STRIKE DATE 06/03/2020
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: GBP = 3.50% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2118195531
NEXT POTENTIAL MATURITY DATE 08/03/2021

EXPAND CLOSE
BBVA 80-70 Income Autocall Feb 2020 GBP
ISIN: XS2113961218
STRIKE DATE: 06/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 1009,445.916030084.5
FTSE 1007,504.790010772.67
Nikkei 22523,873.590068308.59
S&P/ASX 2007,049.19909188.494

STRIKE DATE 06/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Non Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory 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 XS2113961218
NEXT POTENTIAL MATURITY DATE 07/02/2022

EXPAND CLOSE
BBVA 60-60 Low Hurdle Autocall February 2020 GBP
ISIN: XS2112246736
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,493.85008426.49
Nasdaq 1009,367.481030084.5
FTSE 1007,482.480010772.67
S&P/ASX 2006,976.05309188.494

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation Coupon Rate: GBP = 3% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2112246736
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall February 2020 USD
ISIN: XS2113917665
STRIKE DATE: 05/02/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,482.480010772.67
Eurostoxx 503,777.84006545.47
HSCEI10,493.85008426.49

STRIKE DATE 05/02/2020
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 2.8% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2113917665
NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA Triple Index Memory Income Autocall February 2020 USD
    ISIN: XS2113915537
    STRIKE DATE: 05/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,482.480010772.67
    Eurostoxx 503,777.84006545.47
    HSCEI10,493.85008426.49

    STRIKE DATE 05/02/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 1.325% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.30% p.a.
    ISIN XS2113915537
    NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BBVA 85-65 Memory Income Reducing Autocall March 2020 USD
    ISIN: XS2115089570
    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
    Nasdaq 1008,372.266030084.5
    S&P/ASX 2005,939.60009188.494
    HSCEI10,153.37008426.49

    STRIKE DATE 10/03/2020
    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 = 2.00% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2115089570
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 USD
    ISIN: XS2113023217
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010772.67
    Eurostoxx 503,371.97006545.47
    HSCEI10,485.16008426.49
    Nikkei 22521,082.730068308.59

    STRIKE DATE 03/03/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: USD = 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023217
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    Investec 75-65 Memory Income Autocall March 2020 GBP
    ISIN: XS2113023563
    STRIKE DATE: 03/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,718.200010772.67
    Eurostoxx 503,371.97006545.47
    HSCEI10,485.16008426.49
    Nikkei 22521,082.730068308.59

    STRIKE DATE 03/03/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every quarter Memory Income Rate: GBP = 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113023563
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    BBVA Quarterly Autocall February 2020 GBP
    ISIN: XS2114518744
    STRIKE DATE: 03/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,326.310010772.67
    IBEX 359,404.700020168.6
    HSI26,356.980025396.51

    STRIKE DATE 03/02/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.35% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114518744
    NEXT POTENTIAL MATURITY DATE 03/02/2026

    EXPAND CLOSE
    BBVA Semi-annual Classic Autocall Jan 2020 GBP
    ISIN: XS2108463105
    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
    FTSE 1007,286.010010772.67
    OMX Stockholm 301,783.26303281.461
    S&P/ASX 2007,017.20009188.494
    S&P/TSX 601,032.96902168.34

    STRIKE DATE 31/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Semi Annual Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 5% Semi Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2108463105
    NEXT POTENTIAL MATURITY DATE 31/01/2023

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 USD
    ISIN: XS2114425221
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120068308.59
    S&P 5002,882.23007798.99
    FTSE 1005,960.230010772.67
    Eurostoxx 502,910.02006545.47

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% 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 XS2114425221
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    UBS IDAD Semi-Annual Classic Autocall March 2020 GBP
    ISIN: XS2114425148
    STRIKE DATE: 10/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22519,867.120068308.59
    S&P 5002,882.23007798.99
    FTSE 1005,960.230010772.67
    Eurostoxx 502,910.02006545.47

    STRIKE DATE 10/03/2020
    RETURN & BARRIERS
    Maximum Term: 7 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.00% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114425148
    NEXT POTENTIAL MATURITY DATE 10/03/2021

    EXPAND CLOSE
    BBVA Step-Down Quarterly Autocall January 2020 USD
    ISIN: XS2103132812
    STRIKE DATE: 30/01/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,381.960010772.67
    Nikkei 22522,977.750068308.59
    HSCEI10,325.09008426.49
    S&P/ASX 2007,008.42909188.494

    STRIKE DATE 30/01/2020
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80% Autocall Coupon: USD = 2.025% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.10% p.a.
    ISIN XS2103132812
    NEXT POTENTIAL MATURITY DATE 30/07/2025

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 USD
    ISIN: XS2113618917
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    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
    Nikkei 22521,142.960068308.59

    STRIKE DATE 28/02/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113618917
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    Investec Diversified Markets Memory Income Autocall Feb 2020 GBP
    ISIN: XS2113619303
    STRIKE DATE: 28/02/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

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

    STRIKE DATE 28/02/2020
    RETURN & BARRIERS
    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) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN
    ISIN XS2113619303
    NEXT POTENTIAL MATURITY DATE 28/02/2022

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall March 2020 USD
    ISIN: XS2111981689
    STRIKE DATE: 02/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,654.890010772.67
    OMX Stockholm 301,679.13403281.461
    S&P/ASX 2006,391.51809188.494
    HSI26,291.680025396.51

    STRIKE DATE 02/03/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: USD = 3.50% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00%
    ISIN XS2111981689
    NEXT POTENTIAL MATURITY DATE 02/03/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall March 2020 GBP
    ISIN: XS2111959321
    STRIKE DATE: 02/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,654.890010772.67
    OMX Stockholm 301,679.13403281.461
    S&P/ASX 2006,391.51809188.494
    HSI26,291.680025396.51

    STRIKE DATE 02/03/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 101% of initial level Memory Income Rate: GBP = 2.85% Semi-Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
    P.A. RETURN 5.70%
    ISIN XS2111959321
    NEXT POTENTIAL MATURITY DATE 02/03/2026

    EXPAND CLOSE
    Goldman Sachs 100% Protected FTSE Issuer Callable Growth
    ISIN: XS2093996101
    STRIKE DATE: 27/02/2020
    INDICATIVE PRICE: 137.06%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 137.06% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,796.400010772.67

    STRIKE DATE 27/02/2020
    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 XS2093996101
    NEXT POTENTIAL MATURITY DATE 27/08/2026

    EXPAND CLOSE