INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA SEMI ANNUAL CLASSIC AUTOCALL JUL 2023 GBP
ISIN: XS2515303514
STRIKE DATE: 11/07/2023
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 2007,108.85408927.526
Eurostoxx 504,286.56005891.95
Nikkei 22532,203.570053375.6
S&P 5004,439.26006969.01

STRIKE DATE 11/07/2023
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: 7.25% Semi Annually ( 14.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS2515303514
NEXT POTENTIAL MATURITY DATE 11/07/2024

EXPAND CLOSE
BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 USD
ISIN: XS2515303787
STRIKE DATE: 11/07/2023
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 2007,108.85408927.526
Eurostoxx 504,286.56005891.95
Nikkei 22532,203.570053375.6
S&P 5004,439.26006969.01

STRIKE DATE 11/07/2023
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: 7.50% Semi Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2515303787
NEXT POTENTIAL MATURITY DATE 11/07/2024

EXPAND CLOSE
BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 EUR
ISIN: XS2515303944
STRIKE DATE: 11/07/2023
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 2007,108.85408927.526
Eurostoxx 504,286.56005891.95
Nikkei 22532,203.570053375.6
S&P 5004,439.26006969.01

STRIKE DATE 11/07/2023
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: EUR: 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% p.a.
ISIN XS2515303944
NEXT POTENTIAL MATURITY DATE 11/07/2024

EXPAND CLOSE
Barclays Core Global Equity Accelerator May 2023 USD
ISIN: XS2505884887
STRIKE DATE: 31/05/2023
INDICATIVE PRICE: 143.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 143.54% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,179.83006969.01
Eurostoxx 504,218.04005891.95
Nikkei 22530,887.880053375.6

STRIKE DATE 31/05/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Participation Rate: USD = 190% in participation in growth between 100-140% Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN XS2505884887
NEXT POTENTIAL MATURITY DATE 14/06/2028

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall May 2023 USD
ISIN: XS2515283062
STRIKE DATE: 31/05/2023
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 2007,091.31108927.526
Eurostoxx 504,218.04005891.95
Nikkei 22530,887.880053375.6
S&P 5004,179.83006969.01

STRIKE DATE 31/05/2023
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.04% Semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.08% p.a.
ISIN XS2515283062
NEXT POTENTIAL MATURITY DATE 31/05/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall May 2023 USD
    ISIN: XS2515290430
    STRIKE DATE: 26/05/2023
    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 2007,217.37008927.526
    Eurostoxx 504,337.50005891.95
    Nikkei 22531,233.540053375.6
    S&P 5004,205.45006969.01

    STRIKE DATE 26/05/2023
    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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 14% p.a.
    ISIN XS2515290430
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall May 2023 GBP
    ISIN: XS2515289853
    STRIKE DATE: 26/05/2023
    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 2007,217.37008927.526
    Eurostoxx 504,337.50005891.95
    Nikkei 22531,233.540053375.6
    S&P 5004,205.45006969.01

    STRIKE DATE 26/05/2023
    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: 6.75% Semi Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 13.50% p.a.
    ISIN XS2515289853
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall May 2023 EUR
    ISIN: XS2515290273
    STRIKE DATE: 26/05/2023
    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 2007,217.37008927.526
    Eurostoxx 504,337.50005891.95
    Nikkei 22531,233.540053375.6
    S&P 5004,205.45006969.01

    STRIKE DATE 26/05/2023
    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: EUR: 5.50% Semi Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 11.00% p.a.
    ISIN XS2515290273
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall May 2023 USD 
    ISIN: DE000HC6EMS4
    STRIKE DATE: 30/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,522.070010171.76
    Nikkei 22531,328.160053375.6
    Eurostoxx 504,291.58005891.95
    S&P 5004,205.52006969.01

    STRIKE DATE 30/05/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.50% p.a.
    ISIN DE000HC6EMS4
    NEXT POTENTIAL MATURITY DATE 30/05/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall May 2023 GBP
    ISIN: DE000HC6EMT2
    STRIKE DATE: 30/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,522.070010171.76
    Nikkei 22531,328.160053375.6
    Eurostoxx 504,291.58005891.95
    S&P 5004,205.52006969.01

    STRIKE DATE 30/05/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.925% Quarterly 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 DE000HC6EMT2
    NEXT POTENTIAL MATURITY DATE 30/05/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Jun 2023 GBP
    ISIN: XS2599675977
    STRIKE DATE: 27/06/2023
    INDICATIVE PRICE: 118.36%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 118.36% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,305.26005891.95
    Nasdaq 10014,945.910025884.29
    Nikkei 22532,538.330053375.6

    STRIKE DATE 27/06/2023
    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: 3.85% Semi Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2599675977
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Jun 2023 USD
    ISIN: XS2599676199
    STRIKE DATE: 27/06/2023
    INDICATIVE PRICE: 116.78%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 116.78% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,305.26005891.95
    Nasdaq 10014,945.910025884.29
    Nikkei 22532,538.330053375.6

    STRIKE DATE 27/06/2023
    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: 3.60% Semi Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2599676199
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Jun 2023
    ISIN: XS2374491855
    STRIKE DATE: 22/06/2023
    INDICATIVE PRICE: 99.67%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.67% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,502.030010171.76
    S&P 5004,381.89006969.01
    OMX Stockholm 302,235.40903031.392

    STRIKE DATE 22/06/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30 % p.a. (Paid Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2374491855
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income GBP Jun 2023
    ISIN: XS2514198097
    STRIKE DATE: 22/06/2023
    INDICATIVE PRICE: 98.32%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.32% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,502.030010171.76
    S&P 5004,381.89006969.01
    OMX Stockholm 302,235.40903031.392

    STRIKE DATE 22/06/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2514198097
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    BNP 70-70 Memory Income Autocall May 2023 USD
    ISIN: XS2515087638
    STRIKE DATE: 24/05/2023
    INDICATIVE PRICE: 0.00%
    STATUS: Live
    FACTSHEET: CONTACT

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Givaudan Reg3,016.00002926
    Nike Inc108.290062.6
    Nvidia Corporation30.5380192.51

    STRIKE DATE 24/05/2023
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% Semi-annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2515087638
    NEXT POTENTIAL MATURITY DATE 26/05/2026

    EXPAND CLOSE
    BBVA Enhanced Protection Classic Autocall May 2023 USD (XS2491406273)
    ISIN: XS2491406273
    STRIKE DATE: 23/05/2023
    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 2007,259.88708927.526
    Eurostoxx 504,342.38005891.95
    S&P 5004,145.58006969.01
    Nikkei 22530,957.770053375.6

    STRIKE DATE 23/05/2023
    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: 2.76% Quarterly snowballing (11.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 11.04% p.a.
    ISIN XS2491406273
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE
    Morgan Stanley Enhanced Protection Classic Autocall May 2023 USD
    ISIN: XS2599571176
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,342.38005891.95
    Nikkei 22530,957.770053375.6
    S&P 5004,145.58006969.01

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.002% Semi-annual (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 10.004% p.a.
    ISIN XS2599571176
    NEXT POTENTIAL MATURITY DATE 23/05/2025

    EXPAND CLOSE
    BNP Enhanced Protection Classic Autocall May 2023 USD
    ISIN: XS2506572267
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 407,378.71008071.36
    HSI19,431.250027968.09
    IBEX 359,267.000017589.7
    S&P 5004,145.58006969.01

    STRIKE DATE 23/05/2023
    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: 4.55% Semi-annual (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 9.10% p.a,
    ISIN XS2506572267
    NEXT POTENTIAL MATURITY DATE 23/05/2025

    EXPAND CLOSE
    Barclays Enhanced Protection Classic Autocall May 2023 GBP (XS2506726673)
    ISIN: XS2506726673
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,762.950010171.76
    S&P/TSX 601,211.77501907.604
    Nasdaq 10013,672.540025884.29
    Nikkei 22530,957.770053375.6

    STRIKE DATE 23/05/2023
    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: 3.85% Semi-annual snowballing (7.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 7.70% p.a.
    ISIN XS2506726673
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE
    BBVA Enhanced Protection Memory Income Autocall May 2023 USD (XS2491406430)
    ISIN: XS2491406430
    STRIKE DATE: 23/05/2023
    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 2007,259.88708927.526
    Eurostoxx 504,342.38005891.95
    Nikkei 22530,957.770053375.6
    S&P 5004,145.58006969.01

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 85% of initial level Protection Barrier: 65%
    P.A. RETURN 7.84% p.a.
    ISIN XS2491406430
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE