INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Dec 2023 USD
ISIN: XS2662791248
STRIKE DATE: 13/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,548.440010471.72
Eurostoxx 504,530.19006187.63
Nikkei 22532,926.350066020.04
S&P 5004,707.09007431.46

STRIKE DATE 13/12/2023
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: USD: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.30% p.a.
ISIN XS2662791248
NEXT POTENTIAL MATURITY DATE 13/12/2024

EXPAND CLOSE
Soc Gen Capital Protected Income & Growth Nov 2023 GBP
ISIN: XS2699611393
STRIKE DATE: 20/11/2023
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,496.360010471.72
Eurostoxx 504,342.41006187.63
S&P 5004,547.38007431.46
Nikkei 22533,388.030066020.04

STRIKE DATE 20/11/2023
RETURN & BARRIERS
Term: 6 Years Strike Level for Growth: 100% of initial level Fixed Income Rate: USD 20% Paid at Year 3 on 50% of initial investment Participation Rate: 100% participation in the growth above the strike level, capped 125% paid on remaining 50% at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2699611393
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2023 USD
ISIN: XS2682906057
STRIKE DATE: 08/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10015,313.240029635.95
Eurostoxx 504,178.49006187.63
Nikkei 22532,166.480066020.04

STRIKE DATE 08/11/2023
RETURN & BARRIERS
Maximum Term: 5 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% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2682906057
NEXT POTENTIAL MATURITY DATE 08/11/2024

    EXPAND CLOSE
    BNP Capital Protected Autocall November 2023 ZAR
    ISIN: ZAE000327946
    STRIKE DATE: 07/11/2023
    INDICATIVE PRICE: 137.29%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas Issuance B.V.
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 137.29% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,153.37006187.63
    Nikkei 22532,271.820066020.04
    S&P/ASX 2006,977.07308804.037

    STRIKE DATE 07/11/2023
    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: ZAR: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN ZAE000327946
    NEXT POTENTIAL MATURITY DATE 09/11/2026

    EXPAND CLOSE
    CIBC Capital Protected Income & Growth Dec 2023 USD
    ISIN: XS2716096636
    STRIKE DATE: 12/12/2023
    INDICATIVE PRICE: 112.72%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 112.72% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,542.770010471.72
    Eurostoxx 504,536.61006187.63
    S&P 5004,643.70007431.46
    Nikkei 22532,843.700066020.04

    STRIKE DATE 12/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 20% at year 3 based on 50% of capital Participation Rate: 100% Capped at 137% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2716096636
    NEXT POTENTIAL MATURITY DATE 21/12/2026

    EXPAND CLOSE
    Soc Gen 4 Year Fixed Income Autocall November 2023 USD
    ISIN: XS2659731082
    STRIKE DATE: 06/11/2023
    INDICATIVE PRICE: 67.34%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 67.34% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Carnival Corp12.260029.18
    Enphase Energy Inc78.180054.59
    Solaredge Technologies Inc71.770060.8
    Meta Platform Inc315.8000566.98

    STRIKE DATE 06/11/2023
    RETURN & BARRIERS
    Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.48% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2659731082
    NEXT POTENTIAL MATURITY DATE 06/08/2026

    EXPAND CLOSE
    UBS Low Hurdle Classic Autocall Nov 2023 GBP
    ISIN: XS2712133524
    STRIKE DATE: 03/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,978.20208804.037
    Eurostoxx 504,174.67006187.63
    FTSE 1007,417.730010471.72
    Nikkei 22531,949.890066020.04

    STRIKE DATE 03/11/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 5% Semi- Annually (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2712133524
    NEXT POTENTIAL MATURITY DATE 05/11/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2023
    ISIN: DE000HC9Q8D5
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,321.720010471.72
    S&P 5004,193.80007431.46
    Nikkei 22530,858.850066020.04
    Eurostoxx 504,061.12006187.63

    STRIKE DATE 31/10/2023
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.86% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.44% p.a.
    ISIN DE000HC9Q8D5
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2023
    ISIN: DE000HC9Q8C7
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,321.720010471.72
    S&P 5004,193.80007431.46
    Nikkei 22530,858.850066020.04
    Eurostoxx 504,061.12006187.63

    STRIKE DATE 31/10/2023
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN DE000HC9Q8C7
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    Societe Generale Banks Memory Knock-Out Autocall October 2023
    ISIN: XS2699501370
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG10.150036.83
    HSBC592.30001372.8
    UniCredit SpA23.625073.3

    STRIKE DATE 31/10/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 90% of initial level Coupon Rate: USD: 10.00% Semi-annual (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 20.00% p.a.
    ISIN XS2699501370
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Autocall Nov 2023 GBP
    ISIN: XS2682833822
    STRIKE DATE: 29/11/2023
    INDICATIVE PRICE: 122.68%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 122.68% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,370.53006187.63
    S&P/ASX 2007,035.34708804.037
    Nikkei 22533,321.220066020.04

    STRIKE DATE 29/11/2023
    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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682833822
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Autocall Nov 2023 USD
    ISIN: XS2682834044
    STRIKE DATE: 29/11/2023
    INDICATIVE PRICE: 124.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 124.27% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,370.53006187.63
    S&P/ASX 2007,035.34708804.037
    Nikkei 22533,321.220066020.04

    STRIKE DATE 29/11/2023
    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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682834044
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Oct 2023 USD
    ISIN: XS2682578963
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,014.36006187.63
    S&P 5004,117.37007431.46
    Nikkei 22530,991.690066020.04

    STRIKE DATE 27/10/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.76% Semi-Annually (7.52% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 7.52% p.a.
    ISIN XS2682578963
    NEXT POTENTIAL MATURITY DATE 27/10/2025

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Oct 2023 GBP
    ISIN: XS2682578880
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,014.36006187.63
    S&P 5004,117.37007431.46
    Nikkei 22530,991.690066020.04

    STRIKE DATE 27/10/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.89% Semi-Annually (7.78% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 7.78% p.a.
    ISIN XS2682578880
    NEXT POTENTIAL MATURITY DATE 27/10/2025

    EXPAND CLOSE
    BNP Paribas 80-65 Memory Income Autocall Oct 2023 USD
    ISIN: XS2638620232
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB27,287.450051497.21
    FTSE 1007,291.280010471.72
    Nikkei 22530,991.690066020.04
    S&P 5004,117.37007431.46

    STRIKE DATE 27/10/2023
    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: 4.34% Semi-Annual (8.68% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.68% p.a.
    ISIN XS2638620232
    NEXT POTENTIAL MATURITY DATE 28/04/2025

    EXPAND CLOSE
    Morgan Stanley Triple Index Memory Income Autocall Oct 2023 USD
    ISIN: XS2682714147
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10014,180.420029635.95
    Eurostoxx 504,014.36006187.63
    Nikkei 22530,991.690066020.04

    STRIKE DATE 27/10/2023
    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: 3.873% Semi-Annual (7.746% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.746% p.a.
    ISIN XS2682714147
    NEXT POTENTIAL MATURITY DATE 28/10/2024

    EXPAND CLOSE
    Barclays Triple Index Memory Income Autocall Oct 2023 USD
    ISIN: XS2637632469
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,049.65303113.57
    IBEX 358,918.300018764.4
    Nikkei 22530,991.690066020.04

    STRIKE DATE 27/10/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.715% Semi Annually (7.43% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.43% p.a.
    ISIN XS2637632469
    NEXT POTENTIAL MATURITY DATE 28/10/2024

    EXPAND CLOSE
    BBVA Triple Index Memory Income Autocall Oct 2023 USD 
    ISIN: XS2641283234
    STRIKE DATE: 27/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,014.36006187.63
    Nikkei 22530,991.690066020.04
    Nasdaq 10014,180.420029635.95

    STRIKE DATE 27/10/2023
    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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.80% p.a
    ISIN XS2641283234
    NEXT POTENTIAL MATURITY DATE 28/10/2024

    EXPAND CLOSE
    BBVA US Tech Low Hurdle Autocall Nov 2023 USD
    ISIN: XS2641306894
    STRIKE DATE: 22/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Alphabet-C140.0200358.16
    Amazon.com146.7100238.55
    Meta Platform Inc341.4900566.98
    Tesla Motors234.2100

    STRIKE DATE 22/11/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 24.00% p.a.
    ISIN XS2641306894
    NEXT POTENTIAL MATURITY DATE 22/11/2024

    EXPAND CLOSE
    Barclays 70-60 MEMORY INCOME AUTOCALL NOV 2023 USD
    ISIN: XS2638665336
    STRIKE DATE: 28/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,348.02006187.63
    Nikkei 22533,408.390066020.04
    FTSE 1007,455.240010471.72

    STRIKE DATE 28/11/2023
    RETURN & BARRIERS
    Maximum Term: 5 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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN XS2638665336
    NEXT POTENTIAL MATURITY DATE 28/11/2024

    EXPAND CLOSE