INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CITI EUROPEAN BANKS 1 YEAR FIXED INCOME OCT 2023 EUR
ISIN: XS2678874111
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.050034.6
UniCredit SpA22.995072.24
BBVA7.392021.03

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.61% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.61% p.a.
ISIN XS2678874111
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 GBP
ISIN: XS2608304494
STRIKE DATE: 18/10/2023
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 2007,077.60808927.526
Eurostoxx 504,105.86005891.95
Nikkei 22532,042.250053375.6
S&P 5004,314.60006969.01

STRIKE DATE 18/10/2023
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2608304494
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2608304577
STRIKE DATE: 18/10/2023
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 2007,077.60808927.526
Eurostoxx 504,105.86005891.95
Nikkei 22532,042.250053375.6
S&P 5004,314.60006969.01

STRIKE DATE 18/10/2023
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: USD: 4.15% Semi-Annual (8.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS2608304577
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2697455926
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,856.85908927.526
Eurostoxx 504,065.37005891.95
Nikkei 22531,062.350053375.6
S&P 5004,247.68006969.01

STRIKE DATE 24/10/2023
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: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2697455926
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall September 2023 
ISIN: XS2682514059
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,660.200010171.76
Eurostoxx 504,242.70005891.95
Nikkei 22533,242.590053375.6

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.50% annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2682514059
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sept 2023 GBP
ISIN: XS2608297698
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808927.526
Eurostoxx 504,242.70005891.95
Nikkei 22533,242.590053375.6

STRIKE DATE 19/09/2023
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2608297698
NEXT POTENTIAL MATURITY DATE 19/09/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Sept 2023 USD
    ISIN: XS2608297425
    STRIKE DATE: 19/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,196.62808927.526
    Eurostoxx 504,242.70005891.95
    Nikkei 22533,242.590053375.6

    STRIKE DATE 19/09/2023
    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 XS2608297425
    NEXT POTENTIAL MATURITY DATE 19/09/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 GBP
      ISIN: XS2608299801
      STRIKE DATE: 17/10/2023
      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 2007,056.09308927.526
      Eurostoxx 504,152.32005891.95
      Nikkei 22532,040.290053375.6
      S&P 5004,373.20006969.01

      STRIKE DATE 17/10/2023
      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: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.20% p.a.
      ISIN XS2608299801
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 USD
      ISIN: XS2608299983
      STRIKE DATE: 17/10/2023
      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 2007,056.09308927.526
      Eurostoxx 504,152.32005891.95
      Nikkei 22532,040.290053375.6
      S&P 5004,373.20006969.01

      STRIKE DATE 17/10/2023
      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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.40% p.a.
      ISIN XS2608299983
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Classic Autocall September GBP
      ISIN: XS2608977646
      STRIKE DATE: 18/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,245.88005891.95
      FTSE 1007,652.940010171.76

      STRIKE DATE 18/09/2023
      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: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN 9.36% p.a.
      ISIN XS2608977646
      NEXT POTENTIAL MATURITY DATE 18/09/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 USD
      ISIN: XS2580075732
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200433.5
      Amazon.com140.3900241.73
      Alphabet-C138.3000338.66
      Snowflake Inc162.4100199.37

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: USD = 4.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 16.00% p.a.
      ISIN XS2580075732
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 GBP
      ISIN: XS2580075658
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200433.5
      Amazon.com140.3900241.73
      Alphabet-C138.3000338.66
      Snowflake Inc162.4100199.37

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: GBP = 3.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.50% p.a.
      ISIN XS2580075658
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      UniCredit 75-60 Memory Income Autocall Sept 2023 GBP
      ISIN: DE000HC92CZ6
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,673.080010171.76
      S&P 5004,505.10006969.01
      Nikkei 22533,168.100053375.6
      Eurostoxx 504,279.75005891.95

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.81% Quarterly (7.24% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.24% p.a.
      ISIN DE000HC92CZ6
      NEXT POTENTIAL MATURITY DATE 16/09/2024

      EXPAND CLOSE
      BNP 200% Participation Growth Note Sept 2023 USD
      ISIN: XS2584329325
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: 143.12%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 143.12% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,279.75005891.95
      Nikkei 22533,168.100053375.6
      S&P 5004,505.10006969.01

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 200% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
      P.A. RETURN
      ISIN XS2584329325
      NEXT POTENTIAL MATURITY DATE 14/09/2028

      EXPAND CLOSE
      Goldman Sachs Miners Memory Income Autocall September 2023 GBP
      ISIN: XS2658415547
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: 97.78%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.78% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Anglo American2,262.50003500
      Freeport-McMoRan Inc40.680065.13
      Glencore450.7500507.9

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.1125% Quarterly (8.45% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN
      ISIN XS2658415547
      NEXT POTENTIAL MATURITY DATE 16/03/2026

      EXPAND CLOSE
      Soc Gen Global Banks Memory Income Autocall Sept 2023 GBP
      ISIN: XS2659606698
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG9.882034.6
      UniCredit SpA21.705072.24
      BBVA7.244021.03
      Barclays160.0800479.6

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.00% Quarterly (8.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS2659606698
      NEXT POTENTIAL MATURITY DATE 14/03/2024

      EXPAND CLOSE
      Goldman Sachs Global Memory Income Autocall September 2023 GBP
      ISIN: XS2658413179
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldmans Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Barclays160.0800479.6
      BBVA7.244021.03
      Commerzbank AG9.882034.6
      UniCredit SpA21.705072.24

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.222755% Quarterly (8.9102% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN 8.9102% p.a.
      ISIN XS2658413179
      NEXT POTENTIAL MATURITY DATE 14/03/2024

      EXPAND CLOSE
      UBS Semi-Annual Classic Autocall Sept 2023 USD 
      ISIN: XS2683117423
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,186.54708927.526
      Eurostoxx 504,279.75005891.95
      Nikkei 22533,168.100053375.6
      S&P 5004,505.10006969.01

      STRIKE DATE 14/09/2023
      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: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.50% p.a.
      ISIN XS2683117423
      NEXT POTENTIAL MATURITY DATE 17/09/2024

      EXPAND CLOSE
      UBS Semi-Annual Classic Autocall Sep 2023 GBP
      ISIN: XS2683117340
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,186.54708927.526
      Eurostoxx 504,279.75005891.95
      Nikkei 22533,168.100053375.6
      S&P 5004,505.10006969.01

      STRIKE DATE 14/09/2023
      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: 5.15 % Semi Annually ( 10.30 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.30% p.a.
      ISIN XS2683117340
      NEXT POTENTIAL MATURITY DATE 17/09/2024

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Sep 2023 GBP
      ISIN: XS2580102643
      STRIKE DATE: 14/09/2023
      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 2007,186.54708927.526
      Nasdaq 10015,473.890025884.29
      Nikkei 22533,168.100053375.6
      S&P 5004,505.10006969.01

      STRIKE DATE 14/09/2023
      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: 5.34% Semi Annually Snowballing ( 10.68% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.68% p.a.
      ISIN XS2580102643
      NEXT POTENTIAL MATURITY DATE 16/09/2024

      EXPAND CLOSE