INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Autocall Nov 2023 USD
ISIN: XS2682834044
STRIKE DATE: 29/11/2023
INDICATIVE PRICE: 121.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 121.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,370.53005891.95
S&P/ASX 2007,035.34708927.526
Nikkei 22533,321.220053375.6

STRIKE DATE 29/11/2023
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682834044
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Oct 2023 USD
ISIN: XS2682578963
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36005891.95
S&P 5004,117.37006969.01
Nikkei 22530,991.690053375.6

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.76% Semi-Annually (7.52% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.52% p.a.
ISIN XS2682578963
NEXT POTENTIAL MATURITY DATE 27/10/2025

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Oct 2023 GBP
ISIN: XS2682578880
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36005891.95
S&P 5004,117.37006969.01
Nikkei 22530,991.690053375.6

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.89% Semi-Annually (7.78% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.78% p.a.
ISIN XS2682578880
NEXT POTENTIAL MATURITY DATE 27/10/2025

EXPAND CLOSE
BNP Paribas 80-65 Memory Income Autocall Oct 2023 USD
ISIN: XS2638620232
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,287.450045075.6
FTSE 1007,291.280010171.76
Nikkei 22530,991.690053375.6
S&P 5004,117.37006969.01

STRIKE DATE 27/10/2023
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: 4.34% Semi-Annual (8.68% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2638620232
NEXT POTENTIAL MATURITY DATE 28/04/2025

EXPAND CLOSE
Morgan Stanley Triple Index Memory Income Autocall Oct 2023 USD
ISIN: XS2682714147
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10014,180.420025884.29
Eurostoxx 504,014.36005891.95
Nikkei 22530,991.690053375.6

STRIKE DATE 27/10/2023
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: 3.873% Semi-Annual (7.746% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.746% p.a.
ISIN XS2682714147
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Barclays Triple Index Memory Income Autocall Oct 2023 USD
ISIN: XS2637632469
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,049.65303031.392
IBEX 358,918.300017589.7
Nikkei 22530,991.690053375.6

STRIKE DATE 27/10/2023
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: USD: 3.715% Semi Annually (7.43% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.43% p.a.
ISIN XS2637632469
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall Oct 2023 USD 
ISIN: XS2641283234
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36005891.95
Nikkei 22530,991.690053375.6
Nasdaq 10014,180.420025884.29

STRIKE DATE 27/10/2023
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a
ISIN XS2641283234
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
BBVA US Tech Low Hurdle Autocall Nov 2023 USD
ISIN: XS2641306894
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C140.0200338.66
Amazon.com146.7100241.73
Meta Platform Inc341.4900738.31
Tesla Motors234.2100

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2641306894
NEXT POTENTIAL MATURITY DATE 22/11/2024

EXPAND CLOSE
Barclays 70-60 MEMORY INCOME AUTOCALL NOV 2023 USD
ISIN: XS2638665336
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,348.02005891.95
Nikkei 22533,408.390053375.6
FTSE 1007,455.240010171.76

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 5 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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2638665336
NEXT POTENTIAL MATURITY DATE 28/11/2024

EXPAND CLOSE
Morgan Stanley Twin Win Growth Note October 2023 USD
ISIN: XS2682794669
STRIKE DATE: 25/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006969.01

STRIKE DATE 25/10/2023
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 75% and 125% If barrier is breached 5.30% flat coupon is paid at maturity. 5.30% Guaranteed coupon at maturity if no breach and growth or decline is less than 5.30%. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2682794669
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 GBP
ISIN: XS2638649058
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 99.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.16% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010171.76
S&P 5004,556.62006969.01
Nikkei 22533,451.830053375.6

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638649058
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 USD
ISIN: XS2638648910
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 100.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 100.29% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010171.76
S&P 5004,556.62006969.01
Nikkei 22533,451.830053375.6

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638648910
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 EUR
ISIN: XS2638650221
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 99.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010171.76
S&P 5004,556.62006969.01
Nikkei 22533,451.830053375.6

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638650221
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Soc Gen Energy Enhanced 60-50 Memory Income Oct 2023 USD
ISIN: XS2659704782
STRIKE DATE: 20/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
First Solar Inc150.7700224.01
Vestas Wind System A/S144.5600187.9
Total SA62.5760.82
Bloom Energy Corporation11.3100156.51

STRIKE DATE 20/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 100% of initial level reducing 2.50% per quarter (capped at 70%) Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2659704782
NEXT POTENTIAL MATURITY DATE 22/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2641299073
STRIKE DATE: 16/11/2023
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 2007,058.41608927.526
Eurostoxx 504,302.45005891.95
Nikkei 22533,424.410053375.6
S&P 5004,508.24006969.01

STRIKE DATE 16/11/2023
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: 5.65% Semi-Annually (11.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.30%
ISIN XS2641299073
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2641299230
STRIKE DATE: 16/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,058.41608927.526
Eurostoxx 504,302.45005891.95
Nikkei 22533,424.410053375.6
S&P 5004,508.24006969.01

STRIKE DATE 16/11/2023
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2641299230
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 GBP
ISIN: XS2641298349
STRIKE DATE: 24/11/2023
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 2007,040.75508927.526
Eurostoxx 504,372.10005891.95
Nikkei 22533,625.530053375.6
S&P 5004,559.34006969.01

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.375% Quarterly (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.50% p.a.
ISIN XS2641298349
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 USD
ISIN: XS2641298422
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,040.75508927.526
Eurostoxx 504,372.10005891.95
Nikkei 22533,625.530053375.6
S&P 5004,559.34006969.01

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.80% Quarterly (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.20% p.a.
ISIN XS2641298422
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 GBP
ISIN: XS2641298182
STRIKE DATE: 15/11/2023
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 2007,105.90108927.526
Eurostoxx 504,315.53005891.95
Nikkei 22533,519.700053375.6
S&P 5004,502.88006969.01

STRIKE DATE 15/11/2023
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: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30%
ISIN XS2641298182
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 USD
ISIN: XS2641298265
STRIKE DATE: 15/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,105.90108927.526
Eurostoxx 504,315.53005891.95
Nikkei 22533,519.700053375.6
S&P 5004,502.88006969.01

STRIKE DATE 15/11/2023
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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2641298265
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE