INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quarterly Memory Income Autocall January 2024 USD
ISIN: XS2676599405
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices160.1700252.18
Nvidia Corporation56.0530192.51
Amazon.com151.7100241.73
Alphabet-C142.8900338.66

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.75% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2676599405
NEXT POTENTIAL MATURITY DATE 17/07/2025

EXPAND CLOSE
UBS Participation Growth Note May 2023 ZAR
ISIN: ZAE000322616
STRIKE DATE: 30/05/2023
INDICATIVE PRICE: 162.39%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY ZAR
CURRENT PRICE 162.39% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,205.52006969.01

STRIKE DATE 30/05/2023
RETURN & BARRIERS
Maximum Term: 3.5 years Investment Structure: Participation Growth Note Participation Rate: USD: 45% Coupon if above initial level, plus 100% participation in the Underlying Index at maturity Capital Risk: 70% European Barrier
P.A. RETURN
ISIN ZAE000322616
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
MORGAN STANLEY 85-65 MEMORY INCOME AUTOCALL Feb 2024 GBP
ISIN: XS2722730145
STRIKE DATE: 14/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley Credit Ratings: Moody’s A1, S&P A-,
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,709.22005891.95
FTSE 1007,568.400010171.76
Nikkei 22537,703.320053375.6

STRIKE DATE 14/02/2024
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 Memory Income Rate: GBP: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2722730145
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL Feb 2024 USD
ISIN: XS2695897798
STRIKE DATE: 14/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,213.640013147.93
Eurostoxx 504,709.22005891.95
Nikkei 22537,703.320053375.6
S&P 5005,000.62006969.01

STRIKE DATE 14/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2695897798
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
Societe Generale Fixed Rate Note Nov 2023 ZAR
ISIN: XS2699568015
STRIKE DATE: 02/11/2023
INDICATIVE PRICE: 143.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY ZAR
CURRENT PRICE 143.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 102.20% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2699568015
NEXT POTENTIAL MATURITY DATE 14/11/2030

EXPAND CLOSE
Goldman Sachs Fixed Rate Note Nov 2023 ZAR
ISIN: XS2688931729
STRIKE DATE: 02/11/2023
INDICATIVE PRICE: 140.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 140.59% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 104.30% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2688931729
NEXT POTENTIAL MATURITY DATE 18/11/2030

EXPAND CLOSE
Barclays 5 Year Fixed Rate Note Nov 2023
ISIN: XS2662155097
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 101.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.82% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,488.200010171.76

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 year Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Semi-Annually) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2662155097
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE
BNP Paribas US Stocks Defensive Autocall Jan 2024 USD 
ISIN: XS2689491863
STRIKE DATE: 05/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com145.2400241.73
Carnival Corp17.330031.15
Meta Platform Inc351.9500738.31
Tesla Motors237.4900

STRIKE DATE 05/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 81% of initial level Coupon Rate: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2689491863
NEXT POTENTIAL MATURITY DATE 05/07/2024

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 USD
ISIN: XS2682887752
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 124.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 124.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720053375.6
S&P 5004,783.45006969.01
Eurostoxx 504,468.98005891.95

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2682887752
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 GBP
ISIN: XS2682887596
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 124.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 124.52% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720053375.6
S&P 5004,783.45006969.01
Eurostoxx 504,468.98005891.95

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 12.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2682887596
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Soc Gen Aircraft Manufacturers Memory Knock-Out Autocall Jan 2024 USD
ISIN: XS2699811480
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co227.8400234.04
Airbus144.0400194

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 24 months) Knock Out Trigger: 100% of initial level Coupon Rate: USD: 8.00% Semi-annual (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2699811480
NEXT POTENTIAL MATURITY DATE 12/01/2026

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 GBP
    ISIN: XS2722666620
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 110.87%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 110.87% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17005891.95
    S&P/ASX 2007,605.71708927.526
    Nikkei 22538,157.940053375.6

    STRIKE DATE 15/02/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.50% Semi-Annually (7.00% p.a.)
    P.A. RETURN
    ISIN XS2722666620
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 USD
    ISIN: XS2722666893
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 112.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 112.69% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17005891.95
    S&P/ASX 2007,605.71708927.526
    Nikkei 22538,157.940053375.6

    STRIKE DATE 15/02/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.85% Semi-Annually (7.70% p.a.)
    P.A. RETURN
    ISIN XS2722666893
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    BBVA World Indices Classic Autocall Jan 2024 GBP
    ISIN: XS2676634830
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,461.930010171.76
    Eurostoxx 504,448.83005891.95
    Nikkei 22535,963.270053375.6
    Nasdaq 10017,314.000025884.29

    STRIKE DATE 19/01/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.96% Semi-Annually (9.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.92% p.a.
    ISIN XS2676634830
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Major Markets Classic Autocall Jan 2024 USD
    ISIN: XS2676634756
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,461.930010171.76
    Eurostoxx 504,448.83005891.95
    Nikkei 22535,963.270053375.6
    Nasdaq 10017,314.000025884.29

    STRIKE DATE 19/01/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.80% p.a.
    ISIN XS2676634756
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: XS2676635134
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB30,283.610045075.6
    HSCEI5,127.24009552.58
    TOPIX2,510.03003545.3
    KOSPI 200332.9900765.59

    STRIKE DATE 19/01/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.02% Semi-Annual (8.04% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.04% p.a.
    ISIN XS2676635134
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Developed Markets Classic Autocall Jan 2024 GBP
    ISIN: XS2676635050
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,421.23708927.526
    Eurostoxx 504,448.83005891.95
    Nikkei 22535,963.270053375.6
    Nasdaq 10017,314.000025884.29

    STRIKE DATE 19/01/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.62% p.a.
    ISIN XS2676635050
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    Goldman Sachs Semi-Annual Classic Autocall Nov 2023 ZAR
    ISIN: ZAE000329553
    STRIKE DATE: 28/11/2023
    INDICATIVE PRICE: 129.20%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 129.20% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,455.240010171.76
    Nikkei 22533,408.390053375.6
    S&P 5004,554.89006969.01
    Eurostoxx 504,348.02005891.95

    STRIKE DATE 28/11/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 6.875% Semi-Annually (13.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN ZAE000329553
    NEXT POTENTIAL MATURITY DATE 23/11/2026

    EXPAND CLOSE
    UBS Triple Index Switch To Autocall Nov 2023 USD
    ISIN: XS2710834594
    STRIKE DATE: 30/11/2023
    INDICATIVE PRICE: 128.88%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 128.88% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,567.80006969.01
    Eurostoxx 504,382.47005891.95
    Nikkei 22533,486.890053375.6

    STRIKE DATE 30/11/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
    P.A. RETURN
    ISIN XS2710834594
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    BNP Paribas Issuer Callable Growth Participation Dec 2023
    ISIN: XS2664101230
    STRIKE DATE: 15/12/2023
    INDICATIVE PRICE: 105.84%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY JPY
    CURRENT PRICE 105.84% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,549.44005891.95

    STRIKE DATE 15/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon JPY: 5.00% p.a. if called by Issuer (from 12 months) Participation Rate: JPY: 150% participation in the Index at maturity Capital Risk: Not Capital protected Barrier: 65% European
    P.A. RETURN
    ISIN XS2664101230
    NEXT POTENTIAL MATURITY DATE 15/12/2026

    EXPAND CLOSE