INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 MEMORY INCOME AUTOCALL Feb 2024 USD
ISIN: XS2695897798
STRIKE DATE: 14/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,213.640013212.96
Eurostoxx 504,709.22005934.96
Nikkei 22537,703.320062654.05
S&P 5005,000.62007501.24

STRIKE DATE 14/02/2024
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: 4.00% 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 XS2695897798
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
Societe Generale Fixed Rate Note Nov 2023 ZAR
ISIN: XS2699568015
STRIKE DATE: 02/11/2023
INDICATIVE PRICE: 140.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY ZAR
CURRENT PRICE 140.93% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 102.20% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2699568015
NEXT POTENTIAL MATURITY DATE 14/11/2030

EXPAND CLOSE
Goldman Sachs Fixed Rate Note Nov 2023 ZAR
ISIN: XS2688931729
STRIKE DATE: 02/11/2023
INDICATIVE PRICE: 137.02%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 137.02% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 104.30% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2688931729
NEXT POTENTIAL MATURITY DATE 18/11/2030

EXPAND CLOSE
Barclays 5 Year Fixed Rate Note Nov 2023
ISIN: XS2662155097
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 99.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.52% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,488.200010372.93

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 year Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Semi-Annually) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2662155097
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE
BNP Paribas US Stocks Defensive Autocall Jan 2024 USD 
ISIN: XS2689491863
STRIKE DATE: 05/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com145.2400267.22
Carnival Corp17.330025.2
Meta Platform Inc351.9500618.43
Tesla Motors237.4900

STRIKE DATE 05/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 81% of initial level Coupon Rate: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2689491863
NEXT POTENTIAL MATURITY DATE 05/07/2024

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 USD
ISIN: XS2682887752
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 126.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 126.97% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720062654.05
S&P 5004,783.45007501.24
Eurostoxx 504,468.98005934.96

STRIKE DATE 10/01/2024
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: USD: 12.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2682887752
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 GBP
ISIN: XS2682887596
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 126.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 126.93% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720062654.05
S&P 5004,783.45007501.24
Eurostoxx 504,468.98005934.96

STRIKE DATE 10/01/2024
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: GBP: 12.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2682887596
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Soc Gen Aircraft Manufacturers Memory Knock-Out Autocall Jan 2024 USD
ISIN: XS2699811480
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co227.8400229.21
Airbus144.0400172.74

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 24 months) Knock Out Trigger: 100% of initial level Coupon Rate: USD: 8.00% Semi-annual (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2699811480
NEXT POTENTIAL MATURITY DATE 12/01/2026

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 GBP
    ISIN: XS2722666620
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 111.77%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 111.77% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17005934.96
    S&P/ASX 2007,605.71708640.714
    Nikkei 22538,157.940062654.05

    STRIKE DATE 15/02/2024
    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: 3.50% Semi-Annually (7.00% p.a.)
    P.A. RETURN
    ISIN XS2722666620
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 USD
    ISIN: XS2722666893
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 113.94%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 113.94% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17005934.96
    S&P/ASX 2007,605.71708640.714
    Nikkei 22538,157.940062654.05

    STRIKE DATE 15/02/2024
    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: 3.85% Semi-Annually (7.70% p.a.)
    P.A. RETURN
    ISIN XS2722666893
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    BBVA World Indices Classic Autocall Jan 2024 GBP
    ISIN: XS2676634830
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,461.930010372.93
    Eurostoxx 504,448.83005934.96
    Nikkei 22535,963.270062654.05
    Nasdaq 10017,314.000029580.3

    STRIKE DATE 19/01/2024
    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: GBP: 4.96% Semi-Annually (9.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.92% p.a.
    ISIN XS2676634830
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Major Markets Classic Autocall Jan 2024 USD
    ISIN: XS2676634756
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,461.930010372.93
    Eurostoxx 504,448.83005934.96
    Nikkei 22535,963.270062654.05
    Nasdaq 10017,314.000029580.3

    STRIKE DATE 19/01/2024
    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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.80% p.a.
    ISIN XS2676634756
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: XS2676635134
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB30,283.610050050.27
    HSCEI5,127.24008858.63
    TOPIX2,510.03003879.27
    KOSPI 200332.99001243.17

    STRIKE DATE 19/01/2024
    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: GBP: 4.02% Semi-Annual (8.04% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.04% p.a.
    ISIN XS2676635134
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Developed Markets Classic Autocall Jan 2024 GBP
    ISIN: XS2676635050
    STRIKE DATE: 19/01/2024
    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 2007,421.23708640.714
    Eurostoxx 504,448.83005934.96
    Nikkei 22535,963.270062654.05
    Nasdaq 10017,314.000029580.3

    STRIKE DATE 19/01/2024
    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: GBP: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.62% p.a.
    ISIN XS2676635050
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    Goldman Sachs Semi-Annual Classic Autocall Nov 2023 ZAR
    ISIN: ZAE000329553
    STRIKE DATE: 28/11/2023
    INDICATIVE PRICE: 132.51%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 132.51% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,455.240010372.93
    Nikkei 22533,408.390062654.05
    S&P 5004,554.89007501.24
    Eurostoxx 504,348.02005934.96

    STRIKE DATE 28/11/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 6.875% Semi-Annually (13.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN ZAE000329553
    NEXT POTENTIAL MATURITY DATE 23/11/2026

    EXPAND CLOSE
    UBS Triple Index Switch To Autocall Nov 2023 USD
    ISIN: XS2710834594
    STRIKE DATE: 30/11/2023
    INDICATIVE PRICE: 131.51%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 131.51% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,567.80007501.24
    Eurostoxx 504,382.47005934.96
    Nikkei 22533,486.890062654.05

    STRIKE DATE 30/11/2023
    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: USD: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
    P.A. RETURN
    ISIN XS2710834594
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    BNP Paribas Issuer Callable Growth Participation Dec 2023
    ISIN: XS2664101230
    STRIKE DATE: 15/12/2023
    INDICATIVE PRICE: 106.10%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY JPY
    CURRENT PRICE 106.10% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,549.44005934.96

    STRIKE DATE 15/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon JPY: 5.00% p.a. if called by Issuer (from 12 months) Participation Rate: JPY: 150% participation in the Index at maturity Capital Risk: Not Capital protected Barrier: 65% European
    P.A. RETURN
    ISIN XS2664101230
    NEXT POTENTIAL MATURITY DATE 15/12/2026

    EXPAND CLOSE
    Barclays 60-60 Memory Income Autocall Dec 2023 EUR
    ISIN: XS2674279687
    STRIKE DATE: 15/12/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,576.360010372.93
    S&P 5004,719.19007501.24
    Nikkei 22532,970.550062654.05

    STRIKE DATE 15/12/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.80% p.a.
    ISIN XS2674279687
    NEXT POTENTIAL MATURITY DATE 16/12/2024

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income Dec 2023 EUR
    ISIN: XS2674279760
    STRIKE DATE: 15/12/2023
    INDICATIVE PRICE: 98.48%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 98.48% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,576.360010372.93
    S&P 5004,719.19007501.24
    Eurostoxx 504,549.44005934.96

    STRIKE DATE 15/12/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2674279760
    NEXT POTENTIAL MATURITY DATE 14/12/2026

    EXPAND CLOSE
    MS Triple Index Capital Protected Autocall December 2023 USD
    ISIN: XS2722303315
    STRIKE DATE: 14/12/2023
    INDICATIVE PRICE: 117.84%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 117.84% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,377.85608640.714
    FTSE 1007,648.980010372.93
    S&P 5004,719.55007501.24

    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: 4.25% Semi-Annually (8.50% p.a.)
    P.A. RETURN
    ISIN XS2722303315
    NEXT POTENTIAL MATURITY DATE 14/12/2026

    EXPAND CLOSE