INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas US Stocks Memory Income Autocall Jul 2023 USD
ISIN: XS2538960274
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices112.9600252.18
Carnival Corp18.490031.15
Meta Platform Inc325.4800738.31
Tesla Motors266.4400

STRIKE DATE 28/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.20% p.a.
ISIN XS2538960274
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
SG Global Miners Memory Income Autocall Jul 2023 EUR
ISIN: XS2627585081
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,213.00006849
BHP Group PLC2,438.00002598
Anglo American2,427.00003500
Barrick Mining Corp16.780052.05

STRIKE DATE 27/07/2023
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: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

EXPAND CLOSE
BNP Core Global Accelerator Uncapped Jul 2023 ZAR
ISIN: ZAE000324463
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 208.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 208.33% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30005891.95
Nikkei 22532,682.510053375.6
S&P 5004,567.46006969.01

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324463
NEXT POTENTIAL MATURITY DATE 08/08/2028

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
ISIN: XS2543359918
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.98% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,182.10908927.526
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: USD: 6.40 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2543359918
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
BNP Core Global Accelerator Capped July 2023 ZAR
ISIN: ZAE000324471
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 159.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 159.23% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30005891.95
Nikkei 22532,682.510053375.6
S&P 5004,567.46006969.01

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 355% participation (capped at 30%) Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324471
NEXT POTENTIAL MATURITY DATE 25/07/2028

EXPAND CLOSE
Barclays Cyber Security 1 Year Fixed Income Aug 2023 USD
ISIN: XS2542331538
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc153.9000444.62
Fortinet Inc58.390081.51
Zscaler Inc142.7800200.63

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.00 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2542331538
NEXT POTENTIAL MATURITY DATE 22/08/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jul 2023 GBP
ISIN: XS2517325408
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: 97.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.60% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,678.590010171.76
S&P 5004,554.64006969.01
Eurostoxx 504,383.03005891.95

STRIKE DATE 24/07/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2517325408
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
BBVA Miners Semi-Annual Reducing Autocall Jul 2023 USD
ISIN: XS2515366354
STRIKE DATE: 21/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American2,389.00003500
Glencore472.5500507.9
Barrick Mining Corp17.400052.05
Freeport-McMoRan Inc40.610065.13

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 9.00% Semi Annual(18.00% p.a.) Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level, 5.00% reducing every 6 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2515366354
NEXT POTENTIAL MATURITY DATE 21/01/2026

EXPAND CLOSE
BBVA Global Markets Low Hurdle Autocall Jul 2023 GBP
ISIN: XS2515339898
STRIKE DATE: 21/07/2023
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 2007,313.88708927.526
Eurostoxx 504,391.41005891.95
Nikkei 22532,304.250053375.6
S&P 5004,536.34006969.01

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.625% Quarterly Low Hurdle Trigger: 75% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2515339898
NEXT POTENTIAL MATURITY DATE 21/07/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 GBP
ISIN: XS2543354018
STRIKE DATE: 17/08/2023
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 2007,146.00008927.526
Eurostoxx 504,227.83005891.95
Nikkei 22531,626.000053375.6
S&P 5004,370.36006969.01

STRIKE DATE 17/08/2023
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: 4.00% 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 XS2543354018
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 USD
ISIN: XS2543354109
STRIKE DATE: 17/08/2023
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 2007,146.00008927.526
Eurostoxx 504,227.83005891.95
Nikkei 22531,626.000053375.6
S&P 5004,370.36006969.01

STRIKE DATE 17/08/2023
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: 4.05% Semi Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2543354109
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 EUR
ISIN: XS2543354281
STRIKE DATE: 17/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,146.00008927.526
Eurostoxx 504,227.83005891.95
Nikkei 22531,626.000053375.6
S&P 5004,370.36006969.01

STRIKE DATE 17/08/2023
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: EUR: 3.10% Semi Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2543354281
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
Barclays 2 Year Fixed Rate Income Note USD July 2023
ISIN: XS2542258863
STRIKE DATE: 18/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,554.98006969.01

STRIKE DATE 18/07/2023
RETURN & BARRIERS
Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
P.A. RETURN 5.20% p.a.
ISIN XS2542258863
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 GBP
ISIN: XS2543347236
STRIKE DATE: 15/08/2023
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 2007,304.96108927.526
Eurostoxx 504,288.57005891.95
Nikkei 22532,238.890053375.6
S&P 5004,437.86006969.01

STRIKE DATE 15/08/2023
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: 6.5 0 % Semi Annually ( 13.00 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2543347236
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 USD
ISIN: XS2543347152
STRIKE DATE: 15/08/2023
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 2007,304.96108927.526
Eurostoxx 504,288.57005891.95
Nikkei 22532,238.890053375.6
S&P 5004,437.86006969.01

STRIKE DATE 15/08/2023
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: 6.50 % Semi Annually ( 13.00 % p.a .) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2543347152
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BNP Technology Participation Growth Note Jul 2023 ZAR
ISIN: ZAE000324398
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 123.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 123.01% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526238.7184

STRIKE DATE 13/07/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000324398
NEXT POTENTIAL MATURITY DATE 13/01/2027

EXPAND CLOSE
BNP Nikkei Classic Autocall Jul 2023 ZAR
ISIN: ZAE000324406
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 154.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 154.81% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22532,419.330053375.6

STRIKE DATE 13/07/2023
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: Annually (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000324406
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
ISIN: XS2627560092
STRIKE DATE: 12/07/2023
INDICATIVE PRICE: 79.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 79.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C119.6200338.66
Etsy Inc91.500054.95
Tesla Inc271.9900416.56
CrowdStrike Holdings Inc146.1300444.62

STRIKE DATE 12/07/2023
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627560092
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Barclays Capital Protected Autocall AUD Jul 2023
ISIN: XS2517398207
STRIKE DATE: 11/07/2023
INDICATIVE PRICE: 117.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY AUD
CURRENT PRICE 117.76% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,282.520010171.76
S&P 5004,439.26006969.01
Nikkei 22532,203.570053375.6

STRIKE DATE 11/07/2023
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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2517398207
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income June 2023 EUR
ISIN: XS2517293101
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.150034.6
UniCredit SpA21.265072.24
BBVA7.032021.03

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.18% p.a.
ISIN XS2517293101
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE