INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall November 2019 USD
ISIN: XS2071958123
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37007699.76
Nasdaq 1008,385.745029329.21
OMX Stockholm 301,740.99103247.031
S&P/ASX 2006,787.53008844.412

STRIKE DATE 26/11/2019
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 = 1.95% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2071958123
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall November 2019 GBP
ISIN: XS2071846161
STRIKE DATE: 26/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,617.37007699.76
Nasdaq 1008,385.745029329.21
OMX Stockholm 301,740.99103247.031
S&P/ASX 2006,787.53008844.412

STRIKE DATE 26/11/2019
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2071846161
NEXT POTENTIAL MATURITY DATE 25/02/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall November 2019 USD
ISIN: XS2071622489
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,529.260014424.24
OMX Stockholm 301,737.80403247.031
S&P/ASX 2006,850.60108844.412
S&P/TSX 601,022.95202068.89

STRIKE DATE 27/11/2019
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: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071622489
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Safe Haven Classic Autocall November 2019 GBP
ISIN: XS2071592120
STRIKE DATE: 27/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI10,529.260014424.24
OMX Stockholm 301,737.80403247.031
S&P/ASX 2006,850.60108844.412
S&P/TSX 601,022.95202068.89

STRIKE DATE 27/11/2019
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 = 5.20% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2071592120
NEXT POTENTIAL MATURITY DATE 27/05/2021

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 USD
ISIN: XS2038037029
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,576.98103247.031
S&P/ASX 2006,604.21508844.412
Nasdaq 1007,690.998029329.21
HSI25,724.730023350.03

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.80% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2038037029
NEXT POTENTIAL MATURITY DATE 01/09/2025

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall August 2019 GBP
ISIN: XS2038037615
STRIKE DATE: 30/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,576.98103247.031
S&P/ASX 2006,604.21508844.412
Nasdaq 1007,690.998029329.21
HSI25,724.730023350.03

STRIKE DATE 30/08/2019
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5% Annually Coupon Trigger: 75% of Strike Level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a
ISIN XS2038037615
NEXT POTENTIAL MATURITY DATE 01/09/2025

EXPAND CLOSE
GS 140% Capital Protected Fund Linked Growth Note Aug 2019 ZAR
ISIN: XS2011079543
STRIKE DATE: 07/08/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sextant Grand Large - A439.2800495.68

STRIKE DATE 07/08/2019
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: 140% Capital Protected Issuer Callable Growth Note Participation Rate: ZAR = 500% Strike Level: 140% of the closing level on the Strike Date Capital Risk: Max 0% capital at risk Capital Protection: 140% Capital Protected
P.A. RETURN 8% p.a.
ISIN XS2011079543
NEXT POTENTIAL MATURITY DATE 06/08/2024

EXPAND CLOSE
Goldman Sachs 95% Protected FTSE Issuer Callable Growth Note November 2019 GBP
ISIN: XS2061863648
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 134.77%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 134.77% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,957.610010679.03

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 95% Capital Protected Issuer Callable Growth Note Participation Rate: GBP = 150% Strike Level: 95% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 12 months) Coupon Rate: GBP = 1.375% Quarterly (5.50% p.a.) Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2061863648
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
Goldman Sachs 100% Protected FTSE Issuer Callable Growth Note November 2019 USD
ISIN: XS2061866401
STRIKE DATE: 19/11/2019
INDICATIVE PRICE: 138.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 138.12% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,323.800010679.03

STRIKE DATE 19/11/2019
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: 100% Capital Protected Issuer Callable Growth Note 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 XS2061866401
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 USD
ISIN: XS2064530368
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803247.031
Nasdaq 1008,263.789029329.21
HSCEI10,691.09007699.76

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 3.50% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non standard commission applies to this product.
P.A. RETURN
ISIN XS2064530368
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE
BBVA Hybrid Memory Income Autocall November 2019 GBP
ISIN: XS2064529519
STRIKE DATE: 12/11/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,774.71803247.031
Nasdaq 1008,263.789029329.21
HSCEI10,691.09007699.76

STRIKE DATE 12/11/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: GBP = 2.75% Semi-Annual Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) *Non standard commission applies to this product.
P.A. RETURN 5.5% p.a.
ISIN XS2064529519
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2019 USD
ISIN: XS2063288430
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007248.3810679.03
S&P 5003037.567483.24
Eurostoxx 503604.416412.68
Nikkei 22522927.0469744.07

STRIKE DATE 31/10/2019
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 = 1.55% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2063288430
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Investec Diversified Markets Memory Income Autocall October 2018 GBP
ISIN: XS2063288356
STRIKE DATE: 31/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,248.380010679.03
S&P 5003,037.56007483.24
Eurostoxx 503,604.41006412.68
Nikkei 22522,927.040069744.07

STRIKE DATE 31/10/2019
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)
P.A. RETURN
ISIN XS2063288356
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2042764717
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,667.710023350.03
Nasdaq 1008,083.113029329.21
Nikkei 22522,843.120069744.07
Eurostoxx 503,620.29006412.68

STRIKE DATE 30/10/2019
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 = 1.5% Quarterly (6% p.a) Income Trigger: 75% 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 XS2042764717
NEXT POTENTIAL MATURITY DATE 30/04/2021

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 USD
ISIN: XS2050781777
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103247.031
S&P/ASX 2006,688.34808844.412
Nasdaq 1007,749.449029329.21
HSI26,092.270023350.03

STRIKE DATE 30/09/2019
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: GBP = 6.80% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2050781777
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Developed Indicies Memory Income Autocall September 2019 GBP
ISIN: XS2050781421
STRIKE DATE: 30/09/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,647.67103247.031
S&P/ASX 2006,688.34808844.412
Nasdaq 1007,749.449029329.21
HSI26,092.270023350.03

STRIKE DATE 30/09/2019
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: GBP = 5% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2050781421
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 EUR
ISIN: XS2057277878
STRIKE DATE: 30/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,479.09007699.76
Nasdaq 1008,083.113029329.21
OMX Stockholm 301,746.81003247.031
S&P/ASX 2006,689.48208844.412

STRIKE DATE 30/10/2019
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: EUR = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2057277878
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall October 2019 GBP
ISIN: XS2056718039
STRIKE DATE: 23/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI26,566.730023350.03
Nasdaq 1007,889.473029329.21
OMX Stockholm 301,725.87403247.031

STRIKE DATE 23/10/2019
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Auto call Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.75% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2056718039
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 USD
ISIN: XS2053425919
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86007699.76
Nasdaq 1007,874.616029329.21
OMX Stockholm 301,728.21603247.031
S&P/ASX 2006,672.18208844.412

STRIKE DATE 22/10/2019
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 = 2.00% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053425919
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE
BBVA Quarterly Memory Income Autocall October 2019 GBP
ISIN: XS2053423971
STRIKE DATE: 22/10/2019
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10,526.86007699.76
Nasdaq 1007,874.616029329.21
OMX Stockholm 301,728.21603247.031
S&P/ASX 2006,672.18208844.412

STRIKE DATE 22/10/2019
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 = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2053423971
NEXT POTENTIAL MATURITY DATE 22/01/2021

EXPAND CLOSE