INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 USD
ISIN: XS2676596484
STRIKE DATE: 30/01/2024
INDICATIVE PRICE: 100.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.50% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,666.31007630.02
Eurostoxx 504,662.70004877.77
Nikkei 22536,065.860039166.19
S&P 5004,924.97005096.27

STRIKE DATE 30/01/2024
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: 6.25% Semi-Annually (12.50% p.a.)
P.A. RETURN
ISIN XS2676596484
NEXT POTENTIAL MATURITY DATE 30/01/2025

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Jan 2024 USD
ISIN: XS2676590362
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: 93.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.38% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56201290.352
DAX16,889.920017678.19
IBEX 359,974.000010001.3
HSI15,899.870016511.44

STRIKE DATE 23/01/2024
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: USD: 4.025% Semi-Annual (8.05% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2676590362
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Jan 2024 USD
ISIN: XS2676590289
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: 94.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 94.22% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56201290.352
DAX16,889.920017678.19
IBEX 359,974.000010001.3
HSI15,899.870016511.44

STRIKE DATE 24/01/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2676590289
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BNP Paribas Capital Protected Income & Growth Jan 2024 USD
ISIN: XS2676683886
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: 92.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 92.16% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,485.73007630.02
Eurostoxx 504,465.91004877.77
S&P 5004,864.60005096.27
Nikkei 22536,517.570039166.19

STRIKE DATE 23/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2676683886
NEXT POTENTIAL MATURITY DATE 01/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2024 EUR
ISIN: XS2663319593
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: 99.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.13% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,196.820011438.86
Eurostoxx 504,564.11004877.77
Nikkei 22536,226.480039166.19
S&P 5004,868.55005096.27

STRIKE DATE 24/01/2024
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: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 EUR
ISIN: XS2674270462
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 96.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.52% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08004877.77
S&P 5004,739.21005096.27
Nikkei 22535,477.750039166.19

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270462
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 GBP
ISIN: XS2674270207
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.08% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08004877.77
S&P 5004,739.21005096.27
Nikkei 22535,477.750039166.19

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270207
NEXT POTENTIAL MATURITY DATE 24/04/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 USD
ISIN: XS2674270389
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 96.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.51% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08004877.77
S&P 5004,739.21005096.27
Nikkei 22535,477.750039166.19

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 24/04/2024

EXPAND CLOSE
UniCredit Global Markets Memory Income Autocall Dec 2023
ISIN: DE000HD10SD9
STRIKE DATE: 06/12/2023
INDICATIVE PRICE: 100.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 100.42% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.38007630.02
S&P 5004,549.34005096.27
Nikkei 22533,445.900039166.19
Eurostoxx 504,483.26004877.77

STRIKE DATE 06/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.95% Quarterly (7.80% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD10SD9
NEXT POTENTIAL MATURITY DATE 07/12/2025

EXPAND CLOSE
BNP UK Banks 70-70 Low Hurdle Autocall Nov 2023
ISIN: XS2669935285
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.28% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays141.0400164.46
HSBC602.1000614.5
Lloyds43.470046.57

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2669935285
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 USD
ISIN: DE000HD0A9L1
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 101.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 101.59% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.75007630.02
S&P 5004,567.80005096.27
Nikkei 22533,486.890039166.19
Eurostoxx 504,382.47004877.77

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.025% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD0A9L1
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 GBP
ISIN: DE000HD0A9M9
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 101.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.43% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.75007630.02
S&P 5004,567.80005096.27
Nikkei 22533,486.890039166.19
Eurostoxx 504,382.47004877.77

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD0A9M9
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
BBVA Dual Index Fixed Income Nov 2023
ISIN: XS2641317073
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: 94.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.86% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.24007630.02
S&P 5004,554.89005096.27

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2641317073
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
Leonteq US Stock Classic Autocall Nov 2023 USD
ISIN: CH1300960593
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: 89.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE 89.40% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Carnival Corp14.630015.86
Meta Platform Inc338.9900490.13
Microsoft382.7000413.64
Tesla Motors246.7200201.88

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% 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 CH1300960593
NEXT POTENTIAL MATURITY DATE 29/05/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 GBP
ISIN: XS2663289077
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 95.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY XS2663289077
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.91% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000011438.86
Eurostoxx 504,468.98004877.77
Nikkei 22534,441.720039166.19
S&P 5004,783.45005096.27

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2663289077
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663289150
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 96.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.57% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000011438.86
Eurostoxx 504,468.98004877.77
Nikkei 22534,441.720039166.19
S&P 5004,783.45005096.27

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2663289150
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 GBP
ISIN: XS2722337214
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 97.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.15% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16004877.77
S&P/ASX 2007,377.85607698.699
Nikkei 22532,686.250039166.19

STRIKE DATE 14/12/2023
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: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337214
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 USD
ISIN: XS2722337305
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 98.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.78% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16004877.77
S&P/ASX 2007,377.85607698.699
Nikkei 22532,686.250039166.19

STRIKE DATE 14/12/2023
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: 4.10% Semi-Annually (8.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337305
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
GS CPI & Technology Linked Participation Growth Nov 2023 USD
ISIN: XS2688912349
STRIKE DATE: 01/11/2023
INDICATIVE PRICE: 99.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.57% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.7890308.417
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index170.7000182.83

STRIKE DATE 01/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in both the CPI and Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688912349
NEXT POTENTIAL MATURITY DATE 01/11/2028

EXPAND CLOSE
GS CPI & Multi Asset Linked Participation Growth Nov 2023 USD
ISIN: XS2688913230
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 99.63%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.63% (as at 01/03/2024 09:45 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.6710308.417
Goldman Sachs Global Multi-Asset Allocator 6% Index139.0500144.92

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the CPI and 120% participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688913230
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE