INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 USD
ISIN: XS2682578617
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 504,014.36005934.96
Nikkei 22530,991.690062654.05
S&P 5004,117.37007501.24

STRIKE DATE 27/10/2023
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: 3.51% Semi-Annual (7.02% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.02% p.a.
ISIN XS2682578617
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2705603699
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,977.07308640.714
Eurostoxx 504,153.37005934.96
Nikkei 22532,271.820062654.05

STRIKE DATE 07/11/2023
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: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.15% p.a.
ISIN XS2705603699
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2705603426
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,977.07308640.714
Eurostoxx 504,153.37005934.96
Nikkei 22532,271.820062654.05

STRIKE DATE 07/11/2023
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2705603426
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
BNP Capital Protected Multi-Asset Accelerator Oct 2023
ISIN: ZAE000327813
STRIKE DATE: 05/10/2023
INDICATIVE PRICE: 201.19%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 201.19% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index322.7624374.5159

STRIKE DATE 05/10/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD = 961.84% in the Underlying Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000327813
NEXT POTENTIAL MATURITY DATE 05/10/2028

EXPAND CLOSE
BBVA Global Banks Defensive Autocall Oct 2023 GBP
ISIN: XS2608952227
STRIKE DATE: 05/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ING Groep NV12.526025.945
Barclays152.5200434.7
Bank of America26.060049.85

STRIKE DATE 05/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 85% of initial level Coupon Rate: Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16% p.a.
ISIN XS2608952227
NEXT POTENTIAL MATURITY DATE 07/10/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Sep 2023 USD
ISIN: DE000HC90PS7
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010372.93
S&P 5004,288.05007501.24
Nikkei 22531,857.620062654.05
Eurostoxx 504,174.66005934.96

STRIKE DATE 29/09/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84%
ISIN DE000HC90PS7
NEXT POTENTIAL MATURITY DATE 30/09/2024

EXPAND CLOSE
BBVA 4 Year Dual Index Fixed Income Sep 2023 USD
ISIN: XS2608297342
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: 98.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.48% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,288.05007501.24
Eurostoxx 504,174.66005934.96

STRIKE DATE 29/09/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Monthly) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2608297342
NEXT POTENTIAL MATURITY DATE 29/09/2027

EXPAND CLOSE
Natixis 5 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2374497464
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: 98.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.29% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010372.93
Eurostoxx 504,174.66005934.96
S&P 5004,288.05007501.24

STRIKE DATE 29/09/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Monthly) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2374497464
NEXT POTENTIAL MATURITY DATE 29/09/2028

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Sep 2023 GBP
ISIN: DE000HC90PR9
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010372.93
S&P 5004,288.05007501.24
Nikkei 22531,857.620062654.05
Eurostoxx 504,174.66005934.96

STRIKE DATE 29/09/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.95% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN DE000HC90PR9
NEXT POTENTIAL MATURITY DATE 30/09/2024

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall OCT 2023 GBP
ISIN: XS2682619312
STRIKE DATE: 30/10/2023
INDICATIVE PRICE: 119.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 119.17% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32005934.96
S&P/ASX 2006,772.92708640.714
Nikkei 22530,696.960062654.05
Nikkei 22562654.05

STRIKE DATE 30/10/2023
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: 4.125% Semi-Annually (8.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682619312
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall OCT 2023 USD
ISIN: XS2682619239
STRIKE DATE: 30/10/2023
INDICATIVE PRICE: 120.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 120.10% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32005934.96
S&P/ASX 2006,772.92708640.714
Nikkei 22530,696.960062654.05

STRIKE DATE 30/10/2023
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682619239
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Goldman Sachs Issuer Callable Growth Participation Sep 2023 USD
ISIN: XS2658334466
STRIKE DATE: 27/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,593.220010372.93

STRIKE DATE 27/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Issuer Callable Capital Protected Participation Issuer Callable Coupon USD: 6.00% p.a. if called by Issuer (from 12 months) Participation Rate: USD: 145% participation in the Index at maturity Capital Risk: 100% Capital protected
P.A. RETURN 6.00% p.a.
ISIN XS2658334466
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE GREEN ENERGY ENHANCED 50-50 MEMORY INCOME OCT 2023 USD
ISIN: XS2659692243
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: 119.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 119.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc82.090048.01
Plug Power Inc5.90003.79
Sunrun Inc8.840014.66
Solaredge Technologies Inc76.990050.24

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term : 4 years Investment Structure : Memory Income Autocall AutocallOpportunities : Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate : USD: 5.32% Quarterly (21.28% p. Income Trigger : 50% of initial level Capital Risk Not capital protected CapitalProtection Barrier : 50% Strike with Geared Put (at maturity)
P.A. RETURN 21.28%
ISIN XS2659692243
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Oct 2023 EUR
ISIN: XS2608950791
STRIKE DATE: 24/10/2023
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 2006,856.85908640.714
Eurostoxx 504,065.37005934.96
Nikkei 22531,062.350062654.05
Nasdaq 10014,745.850029580.3

STRIKE DATE 24/10/2023
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: EUR: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2608950791
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Oct 2023 EUR
ISIN: XS2608950528
STRIKE DATE: 24/10/2023
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 2006,856.85908640.714
Eurostoxx 504,065.37005934.96
Nikkei 22531,062.350062654.05
Nasdaq 10014,745.850029580.3

STRIKE DATE 24/10/2023
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2608950528
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 GBP
ISIN: XS2616831728
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 97.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.25% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010372.93
S&P 5004,247.68007501.24
Nikkei 22531,062.350062654.05

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831728
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 USD
ISIN: XS2616831991
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 97.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.75% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010372.93
S&P 5004,247.68007501.24
Nikkei 22531,062.350062654.05

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831991
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
CITI EUROPEAN BANKS 1 YEAR FIXED INCOME OCT 2023 EUR
ISIN: XS2678874111
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.050036.63
UniCredit SpA22.995072.35
BBVA7.392018.965

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.61% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.61% p.a.
ISIN XS2678874111
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 GBP
ISIN: XS2608304494
STRIKE DATE: 18/10/2023
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 2007,077.60808640.714
Eurostoxx 504,105.86005934.96
Nikkei 22532,042.250062654.05
S&P 5004,314.60007501.24

STRIKE DATE 18/10/2023
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2608304494
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2608304577
STRIKE DATE: 18/10/2023
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 2007,077.60808640.714
Eurostoxx 504,105.86005934.96
Nikkei 22532,042.250062654.05
S&P 5004,314.60007501.24

STRIKE DATE 18/10/2023
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: USD: 4.15% Semi-Annual (8.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS2608304577
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE