INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Triple Index Switch To Autocall Jan 2024 GBP
ISIN: XS2682887596
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 129.13%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 129.13% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720066020.04
S&P 5004,783.45007431.46
Eurostoxx 504,468.98006187.63

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 Co227.8400219.05
Airbus144.0400179.28

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: 113.64%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 113.64% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17006187.63
    S&P/ASX 2007,605.71708804.037
    Nikkei 22538,157.940066020.04

    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: 115.58%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 115.58% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17006187.63
    S&P/ASX 2007,605.71708804.037
    Nikkei 22538,157.940066020.04

    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 1007,461.930010471.72
    Eurostoxx 504,448.83006187.63
    Nikkei 22535,963.270066020.04
    Nasdaq 10017,314.000029635.95

    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 1007,461.930010471.72
    Eurostoxx 504,448.83006187.63
    Nikkei 22535,963.270066020.04
    Nasdaq 10017,314.000029635.95

    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 MIB30,283.610051497.21
    HSCEI5,127.24008374.43
    TOPIX2,510.03003881.96
    KOSPI 200332.99001291.32

    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 2007,421.23708804.037
    Eurostoxx 504,448.83006187.63
    Nikkei 22535,963.270066020.04
    Nasdaq 10017,314.000029635.95

    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: 134.35%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 134.35% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,455.240010471.72
    Nikkei 22533,408.390066020.04
    S&P 5004,554.89007431.46
    Eurostoxx 504,348.02006187.63

    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: 133.19%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 133.19% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,567.80007431.46
    Eurostoxx 504,382.47006187.63
    Nikkei 22533,486.890066020.04

    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: 108.41%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY JPY
    CURRENT PRICE 108.41% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,549.44006187.63

    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 1007,576.360010471.72
    S&P 5004,719.19007431.46
    Nikkei 22532,970.550066020.04

    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: 98.92%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 98.92% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,576.360010471.72
    S&P 5004,719.19007431.46
    Eurostoxx 504,549.44006187.63

    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: 119.06%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 119.06% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,377.85608804.037
    FTSE 1007,648.980010471.72
    S&P 5004,719.55007431.46

    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
    UniCredit Diversified Markets Memory Income Autocall Dec 2023 GBP
    ISIN: DE000HD0Z6S3
    STRIKE DATE: 14/12/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,648.980010471.72
    S&P 5004,719.55007431.46
    Nikkei 22532,686.250066020.04
    Eurostoxx 504,539.16006187.63

    STRIKE DATE 14/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN DE000HD0Z6S3
    NEXT POTENTIAL MATURITY DATE 15/12/2025

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Dec 2023 GBP
    ISIN: XS2662791164
    STRIKE DATE: 14/12/2023
    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 2007,377.85608804.037
    Eurostoxx 504,539.16006187.63
    Nikkei 22532,686.250066020.04
    S&P 5004,719.55007431.46

    STRIKE DATE 14/12/2023
    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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.50% p.a.
    ISIN XS2662791164
    NEXT POTENTIAL MATURITY DATE 16/12/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Dec 2023
    ISIN: DE000HD0Z6T1
    STRIKE DATE: 14/12/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,648.980010471.72
    S&P 5004,719.55007431.46
    Nikkei 22532,686.250066020.04
    Eurostoxx 504,539.16006187.63

    STRIKE DATE 14/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN DE000HD0Z6T1
    NEXT POTENTIAL MATURITY DATE 15/12/2025

    EXPAND CLOSE
    Barclays European Banks 1Y Fixed Income September 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 AG36.83
    UniCredit SpA73.3
    Credit Agricole SA16.725

    STRIKE DATE 08/09/2023
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 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 SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 GBP
    ISIN: XS2676596567
    STRIKE DATE: 30/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,666.310010471.72
    Eurostoxx 504,662.70006187.63
    Nikkei 22536,065.860066020.04
    S&P 5004,924.97007431.46

    STRIKE DATE 30/01/2024
    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: 5.20% Semi-Annually (10.40% p.a.)
    P.A. RETURN 10.40% p.a.
    ISIN XS2676596567
    NEXT POTENTIAL MATURITY DATE 30/01/2025

    EXPAND CLOSE
    BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 USD
    ISIN: XS2676596484
    STRIKE DATE: 30/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,666.310010471.72
    Eurostoxx 504,662.70006187.63
    Nikkei 22536,065.860066020.04
    S&P 5004,924.97007431.46

    STRIKE DATE 30/01/2024
    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: 6.25% Semi-Annually (12.50% p.a.)
    P.A. RETURN 12.50% p.a.
    ISIN XS2676596484
    NEXT POTENTIAL MATURITY DATE 30/01/2025

    EXPAND CLOSE