INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Issuer Callable Growth Participation May 2023 EUR (XS2593388247)
ISIN: XS2593388247
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,145.58006969.01

STRIKE DATE 23/05/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Coupon Rate: EUR = 0.60% Monthly (7.20% p.a.) Capital Protection: 70% Capital Protected
P.A. RETURN 7.20% p.a.
ISIN XS2593388247
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
Barclays Capital Protected Autocall May 2023 GBP (XS2506812242)
ISIN: XS2506812242
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: 118.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 118.87% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,762.950010171.76
Russell 20001,787.71502654.776
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 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2506812242
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall May 2023 EUR (XS2599547978)
ISIN: XS2599547978
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63005891.95
Nasdaq 10013,849.740025884.29
Nikkei 22531,086.820053375.6

STRIKE DATE 22/05/2023
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: EUR = 2.75% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.50%
ISIN XS2599547978
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall May 2023 EUR (XS2505895651)
ISIN: XS2505895651
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63005891.95
FTSE 1007,770.990010171.76
Nasdaq 10013,849.740025884.29
Nikkei 22531,086.820053375.6

STRIKE DATE 22/05/2023
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: EUR = 3.00% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2505895651
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
UBS 85-65 Memory Income Autocall May 2023 EUR (XS2621330104)
ISIN: XS2621330104
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,226.21701907.604
Eurostoxx 504,385.63005891.95
S&P/ASX 2007,263.25308927.526
Nikkei 22531,086.820053375.6

STRIKE DATE 22/05/2023
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: EUR = 3.155% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.31% p.a.
ISIN XS2621330104
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BNP 85-65 Memory Income Autocall May 2023 EUR (XS2506552236)
ISIN: XS2506552236
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63005891.95
FTSE 1007,770.990010171.76
Nasdaq 10013,849.740025884.29
Nikkei 22531,086.820053375.6

STRIKE DATE 22/05/2023
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: EUR = 3.17% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.34% p.a.
ISIN XS2506552236
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
BBVA ENHANCED PROTECTION CLASSIC AUTOCALL USD Jun 2023
ISIN: XS2491384447
STRIKE DATE: 21/06/2023
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 2007,195.48908927.526
Eurostoxx 504,304.47005891.95
Nikkei 22533,264.880053375.6
S&P 5004,381.89006969.01

STRIKE DATE 21/06/2023
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: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2491384447
NEXT POTENTIAL MATURITY DATE 24/06/2024

EXPAND CLOSE
BNP MSCI World IMI Select Trend Accelerators Index May 2023 USD
ISIN: XS2504133948
STRIKE DATE: 15/05/2023
INDICATIVE PRICE: 122.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 122.33% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,384.52001688.46

STRIKE DATE 15/05/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD = 160% in participation in growth between 100-145% Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS2504133948
NEXT POTENTIAL MATURITY DATE 22/05/2028

EXPAND CLOSE
Barclays 3 Year Fixed Income May 2023 GBP
ISIN: XS2505843859
STRIKE DATE: 15/05/2023
INDICATIVE PRICE: 98.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.29% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,136.28006969.01

STRIKE DATE 15/05/2023
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.7414% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2505843859
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME USD Jun 2023 – Factsheet upon request
ISIN: XS2593428308
STRIKE DATE: 13/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors258.7100
NIO Inc8.89004.77
Rivian Automotive Inc15.250015.17

STRIKE DATE 13/06/2023
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 40%) Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
P.A. RETURN 22.00% p.a.
ISIN XS2593428308
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
Goldman Sachs Global Multi-Asset Allocator USD May 2023
ISIN: XS2481724446
STRIKE DATE: 11/05/2023
INDICATIVE PRICE: 105.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 105.76% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Global Multi-Asset Allocator 6% Index145.8600150.75

STRIKE DATE 11/05/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 120.00% participation in the underlying at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2481724446
NEXT POTENTIAL MATURITY DATE 11/05/2028

EXPAND CLOSE
BBVA Global Market 70-60 Memory Income Autocall May 2023
ISIN: XS2491395567
STRIKE DATE: 09/05/2023
INDICATIVE PRICE: 97.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.94% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 407,397.17008071.36
Eurostoxx 504,323.09005891.95
Nikkei 22529,242.820053375.6
S&P 5004,119.17006969.01

STRIKE DATE 09/05/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.44% p.a. (3.72% per semi annual) Income Trigger: 70% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.44 p.a.
ISIN XS2491395567
NEXT POTENTIAL MATURITY DATE 11/05/2026

EXPAND CLOSE
BBVA 75-65 Memory Income Autocall April 2023
ISIN: XS2491381344
STRIKE DATE: 28/04/2023
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 2007,309.15208927.526
Eurostoxx 504,359.31005891.95
Nikkei 22528,856.440053375.6
S&P 5004,169.48006969.01

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 9.30% p.a. (2.325% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 65% Capital Protection barrier at maturity
P.A. RETURN 9.30 p.a.
ISIN XS2491381344
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall April 2023 USD
ISIN: XS2491378555
STRIKE DATE: 28/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,359.31005891.95
FTSE 1007,870.570010171.76
Nikkei 22528,856.440053375.6
S&P 5004,169.48006969.01

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.50% p.a. (1.875% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.50% p.a.
ISIN XS2491378555
NEXT POTENTIAL MATURITY DATE 05/11/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall April 2023
ISIN: XS2491378639
STRIKE DATE: 28/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,359.31005891.95
FTSE 1007,870.570010171.76
Nikkei 22528,856.440053375.6
S&P 5004,169.48006969.01

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.00% p.a. (1.75% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.00 p.a.
ISIN XS2491378639
NEXT POTENTIAL MATURITY DATE 05/11/2024

EXPAND CLOSE
BNP Dual Index Autocall Oct 2022 ZAR
ISIN: ZAE000315750
STRIKE DATE: 27/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,073.690010171.76
S&P 5003,807.30006969.01

STRIKE DATE 27/10/2022
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: ZAR= 12.85% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.85% p.a.
ISIN ZAE000315750
NEXT POTENTIAL MATURITY DATE 27/10/2025

    EXPAND CLOSE
    BNP Capital Protected Multi-Asset 8X Accelerator Oct 2022 ZAR
    ISIN: ZAE000314654
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: 207.56%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 207.56% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index263.6307302.7471

    STRIKE DATE 28/10/2022
    RETURN & BARRIERS
    Investment Structure: Capital Protected Participation Note Participation Rate: USD = 930% in the Underlying Capital Risk: 100% Cap Protected
    P.A. RETURN 930% Participation Rate
    ISIN ZAE000314654
    NEXT POTENTIAL MATURITY DATE 28/10/2027

    EXPAND CLOSE
    SocGen Developed Market Basket Autocall Oct 2022 USD
    ISIN: XS2508143992
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,073.690010171.76
    S&P 5003,807.30006969.01

    STRIKE DATE 27/10/2022
    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 = 10.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10%
    ISIN XS2508143992
    NEXT POTENTIAL MATURITY DATE 27/10/2025

      EXPAND CLOSE
      BNP Capital Protected MSCI World Growth Note Oct 2022 USD
      ISIN: XS2442154246
      STRIKE DATE: 31/10/2022
      INDICATIVE PRICE: 119.57%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 119.57% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      MSCI World IMI Select Trend Accelerators Index1,420.55001688.46

      STRIKE DATE 31/10/2022
      RETURN & BARRIERS
      Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 145% (capped at 45%) Capital Risk: 100% Capital Protected
      P.A. RETURN 145% Participation Rate
      ISIN XS2442154246
      NEXT POTENTIAL MATURITY DATE 08/11/2027

      EXPAND CLOSE
      SocGen Developed Market Basket Autocall Oct 2022 USD
      ISIN: XS2508039588
      STRIKE DATE: 03/11/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,188.630010171.76
      S&P 5003,719.89006969.01

      STRIKE DATE 03/11/2022
      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 = 8.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.20%
      ISIN XS2508039588
      NEXT POTENTIAL MATURITY DATE 03/11/2025

      EXPAND CLOSE