INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1007,461.930010679.03
Eurostoxx 504,448.83006412.68
Nikkei 22535,963.270069744.07
Nasdaq 10017,314.000029329.21

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 1007,461.930010679.03
Eurostoxx 504,448.83006412.68
Nikkei 22535,963.270069744.07
Nasdaq 10017,314.000029329.21

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 MIB30,283.610052818.85
HSCEI5,127.24007699.76
TOPIX2,510.03004064.6
KOSPI 200332.99001299.3

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 2007,421.23708844.412
Eurostoxx 504,448.83006412.68
Nikkei 22535,963.270069744.07
Nasdaq 10017,314.000029329.21

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: 135.04%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 135.04% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010679.03
Nikkei 22533,408.390069744.07
S&P 5004,554.89007483.24
Eurostoxx 504,348.02006412.68

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: 133.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 133.93% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,567.80007483.24
Eurostoxx 504,382.47006412.68
Nikkei 22533,486.890069744.07

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: 109.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY JPY
CURRENT PRICE 109.37% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,549.44006412.68

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 1007,576.360010679.03
S&P 5004,719.19007483.24
Nikkei 22532,970.550069744.07

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: 98.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,576.360010679.03
S&P 5004,719.19007483.24
Eurostoxx 504,549.44006412.68

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: 119.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 119.66% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,377.85608844.412
FTSE 1007,648.980010679.03
S&P 5004,719.55007483.24

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
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 1007,648.980010679.03
S&P 5004,719.55007483.24
Nikkei 22532,686.250069744.07
Eurostoxx 504,539.16006412.68

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 2007,377.85608844.412
Eurostoxx 504,539.16006412.68
Nikkei 22532,686.250069744.07
S&P 5004,719.55007483.24

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 1007,648.980010679.03
S&P 5004,719.55007483.24
Nikkei 22532,686.250069744.07
Eurostoxx 504,539.16006412.68

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 AG37.72
UniCredit SpA81.96
Credit Agricole SA17.72

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 1007,666.310010679.03
Eurostoxx 504,662.70006412.68
Nikkei 22536,065.860069744.07
S&P 5004,924.97007483.24

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 1007,666.310010679.03
Eurostoxx 504,662.70006412.68
Nikkei 22536,065.860069744.07
S&P 5004,924.97007483.24

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
BBVA Global Markets Memory Income Autocall Jan 2024 USD
ISIN: XS2676590362
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56202068.89
DAX16,889.920025779.31
IBEX 359,974.000019852.4
HSI15,899.870023350.03

STRIKE DATE 23/01/2024
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: USD: 4.025% Semi-Annual (8.05% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.05% p.a.
ISIN XS2676590362
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Jan 2024 USD
ISIN: XS2676590289
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56202068.89
DAX16,889.920025779.31
IBEX 359,974.000019852.4
HSI15,899.870023350.03

STRIKE DATE 24/01/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.80% p.a.
ISIN XS2676590289
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BNP Paribas Capital Protected Income & Growth Jan 2024 USD
ISIN: XS2676683886
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: 110.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 110.42% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,485.730010679.03
Eurostoxx 504,465.91006412.68
S&P 5004,864.60007483.24
Nikkei 22536,517.570069744.07

STRIKE DATE 23/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2676683886
NEXT POTENTIAL MATURITY DATE 01/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2024 EUR
ISIN: XS2663319593
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,196.820014424.24
Eurostoxx 504,564.11006412.68
Nikkei 22536,226.480069744.07
S&P 5004,868.55007483.24

STRIKE DATE 24/01/2024
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: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE