INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Classic Autocall Sept 2023 GBP
ISIN: XS2580102999
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
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: 5.82% Semi-Annually (11.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.64% p.a.
ISIN XS2580102999
NEXT POTENTIAL MATURITY DATE 16/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Sept 2023 GBP
ISIN: XS2580102726
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
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: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.58% Semi Annually (7.16% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.16% p.a.
ISIN XS2580102726
NEXT POTENTIAL MATURITY DATE 14/09/2024

EXPAND CLOSE
Investec Leveraged Fund Strategy December 2020 GBP
ISIN: XS2276756165
STRIKE DATE: 22/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Leveraged Vol Control
P.A. RETURN
ISIN XS2276756165
NEXT POTENTIAL MATURITY DATE 22/12/2025

    EXPAND CLOSE
    Société Générale Renewable Energy Enhanced 50-50 Memory Income Sep 2023 USD
    ISIN: XS2659586726
    STRIKE DATE: 11/09/2023
    INDICATIVE PRICE: 34.35%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 34.35% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Enphase Energy Inc122.190038.25
    Plug Power Inc7.99002.34
    Sunrun Inc13.720019.76
    Solaredge Technologies Inc148.260034.04

    STRIKE DATE 11/09/2023
    RETURN & BARRIERS
    Maximum Term : 4 years Investment Structure : Memory Income Autocall Autocall Opportunities : Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate : USD: 5.00% Quarterly (20.00% p.a.) Income Trigger : 50% of initial level Capital Risk Not capital protected Capital Protection Barrier : 50% Leveraged Put at maturity.
    P.A. RETURN
    ISIN XS2659586726
    NEXT POTENTIAL MATURITY DATE 11/03/2026

    EXPAND CLOSE
    Barclays European Banks 1Y Fixed Income Sept 2023 GBP
    ISIN: XS2581045791
    STRIKE DATE: 08/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG9.296034.6
    UniCredit SpA20.745072.24
    Credit Agricole SA11.158018.08

    STRIKE DATE 08/09/2023
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.12% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 9.12% p.a.
    ISIN XS2581045791
    NEXT POTENTIAL MATURITY DATE 09/09/2024

    EXPAND CLOSE
    BBVA Low Hurdle Autocall Sep 2023 GBP
    ISIN: XS2580093982
    STRIKE DATE: 28/09/2023
    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 2007,048.63708927.526
    Eurostoxx 504,174.66005891.95
    Nikkei 22531,857.620053375.6
    S&P 5004,288.05006969.01

    STRIKE DATE 28/09/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.625% Quarterly (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 XS2580093982
    NEXT POTENTIAL MATURITY DATE 30/09/2024

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Aug 2023 USD
    ISIN: XS2543364165
    STRIKE DATE: 31/08/2023
    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 2007,305.26908927.526
    S&P 5004,507.66006969.01
    Nikkei 22532,619.340053375.6
    Eurostoxx 504,297.11005891.95

    STRIKE DATE 31/08/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.70% p.a.
    ISIN XS2543364165
    NEXT POTENTIAL MATURITY DATE 03/09/2024

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Aug 2023 GBP
    ISIN: XS2543364082
    STRIKE DATE: 31/08/2023
    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 2007,305.26908927.526
    S&P 5004,507.66006969.01
    Nikkei 22532,619.340053375.6
    Eurostoxx 504,297.11005891.95

    STRIKE DATE 31/08/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.70%
    ISIN XS2543364082
    NEXT POTENTIAL MATURITY DATE 03/09/2024

    EXPAND CLOSE
    BBVA Global Markets Memory Income Autocall Aug 2023 USD
    ISIN: XS2580074842
    STRIKE DATE: 31/08/2023
    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 2007,305.26908927.526
    FTSE 1007,439.130010171.76
    HSI18,382.060027968.09
    Nikkei 22532,619.340053375.6

    STRIKE DATE 31/08/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.97% Quarterly (7.88% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.88% p.a.
    ISIN XS2580074842
    NEXT POTENTIAL MATURITY DATE 02/12/2024

    EXPAND CLOSE
    Société Générale Green Energy Enhanced 50-50 Memory Income Sep 2023 USD
    ISIN: XS2659578541
    STRIKE DATE: 27/09/2023
    INDICATIVE PRICE: 39.20%
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 39.20% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Enphase Energy Inc120.110038.25
    Plug Power Inc7.73002.34
    Sunrun Inc12.410019.76
    Solaredge Technologies Inc128.010034.04

    STRIKE DATE 27/09/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate: USD: 5.15% Quarterly (20.60% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN
    ISIN XS2659578541
    NEXT POTENTIAL MATURITY DATE 27/03/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Sep 2023 GBP
    ISIN: XS2655173669
    STRIKE DATE: 28/09/2023
    INDICATIVE PRICE: 121.63%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 121.63% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,161.56005891.95
    S&P/ASX 2007,024.75508927.526
    Nikkei 22531,872.520053375.6

    STRIKE DATE 28/09/2023
    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: 4.77% Semi-Annually (9.54% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2655173669
    NEXT POTENTIAL MATURITY DATE 28/09/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Sep 2023 USD
    ISIN: XS2655173586
    STRIKE DATE: 28/09/2023
    INDICATIVE PRICE: 118.29%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.29% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,161.56005891.95
    S&P/ASX 2007,024.75508927.526
    Nikkei 22531,872.520053375.6

    STRIKE DATE 28/09/2023
    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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2655173586
    NEXT POTENTIAL MATURITY DATE 28/09/2026

    EXPAND CLOSE
    BBVA Global Stocks Memory Income Autocall Aug 2023 USD 
    ISIN: XS2580050313
    STRIKE DATE: 25/08/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Air Products & Chemicals Inc288.3000256.02
    Unilever4,036.50004867.5
    Northrop Grumman Corp429.5600695.35
    Procter & Gamble PG153.5400149.9

    STRIKE DATE 25/08/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.515% Quarterly (10.06% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.06% p.a.
    ISIN XS2580050313
    NEXT POTENTIAL MATURITY DATE 25/11/2024

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Sep 2023 USD
    ISIN: XS2663092521
    STRIKE DATE: 26/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG9.552034.6
    UniCredit SpA22.560072.24
    BBVA7.370021.03

    STRIKE DATE 26/09/2023
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.252% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 11.252% p.a.
    ISIN XS2663092521
    NEXT POTENTIAL MATURITY DATE 26/09/2024

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income Aug 2023 GBP
    ISIN: XS2567931642
    STRIKE DATE: 24/08/2023
    INDICATIVE PRICE: 100.16%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 100.16% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,333.630010171.76
    S&P 5004,376.31006969.01
    Eurostoxx 504,232.22005891.95

    STRIKE DATE 24/08/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2567931642
    NEXT POTENTIAL MATURITY DATE 24/08/2026

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income Sep 2023 GBP
    ISIN: XS2581071102
    STRIKE DATE: 22/09/2023
    INDICATIVE PRICE: 98.81%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.81% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.910010171.76
    S&P 5004,320.06006969.01
    Nikkei 22532,402.410053375.6

    STRIKE DATE 22/09/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2581071102
    NEXT POTENTIAL MATURITY DATE 29/09/2026

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
    ISIN: XS2581071284
    STRIKE DATE: 22/09/2023
    INDICATIVE PRICE: 99.17%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.17% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.910010171.76
    S&P 5004,320.06006969.01
    Nikkei 22532,402.410053375.6

    STRIKE DATE 22/09/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2581071284
    NEXT POTENTIAL MATURITY DATE 29/09/2026

    EXPAND CLOSE
    BBVA 2 Year Memory Income Note Aug 2023 GBP 
    ISIN: XS2580050156
    STRIKE DATE: 22/08/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,270.760010171.76
    S&P 5004,387.55006969.01

    STRIKE DATE 22/08/2023
    RETURN & BARRIERS
    Term: 2 years Investment Structure: Memory Income Memory Income Rate: GBP: 6.40% Annually Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN XS2580050156
    NEXT POTENTIAL MATURITY DATE 22/08/2025

    EXPAND CLOSE
    BBVA Enhanced Protection Memory Income Autocall June 2023 USD
    ISIN: XS2515307341
    STRIKE DATE: 29/06/2023
    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 2007,194.91208927.526
    Eurostoxx 504,354.69005891.95
    Nikkei 22533,234.140053375.6
    S&P 5004,396.44006969.01

    STRIKE DATE 29/06/2023
    RETURN & BARRIERS
    Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 75% of initial level Protection Barrier: 50%
    P.A. RETURN 6.00% p.a.
    ISIN XS2515307341
    NEXT POTENTIAL MATURITY DATE 30/06/2025

    EXPAND CLOSE
    BNP Paribas Capital Protected Growth Participation Aug 2023 USD
    ISIN: XS2576622331
    STRIKE DATE: 18/08/2023
    INDICATIVE PRICE: 0.00%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 0.00% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,370.36006969.01

    STRIKE DATE 18/08/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the Index at maturity (Capped at 127%) Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2576622331
    NEXT POTENTIAL MATURITY DATE 18/08/2026

    EXPAND CLOSE