INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Energy Enhanced 60-50 Memory Income Oct 2023 USD
ISIN: XS2659704782
STRIKE DATE: 20/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
First Solar Inc150.7700224.57
Vestas Wind System A/S144.5600187.2
Total SA62.5766.94
Bloom Energy Corporation11.3100270.89

STRIKE DATE 20/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 100% of initial level reducing 2.50% per quarter (capped at 70%) Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2659704782
NEXT POTENTIAL MATURITY DATE 22/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2641299073
STRIKE DATE: 16/11/2023
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 2007,058.41608844.412
Eurostoxx 504,302.45006412.68
Nikkei 22533,424.410069744.07
S&P 5004,508.24007483.24

STRIKE DATE 16/11/2023
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: 5.65% Semi-Annually (11.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.30%
ISIN XS2641299073
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2641299230
STRIKE DATE: 16/11/2023
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 2007,058.41608844.412
Eurostoxx 504,302.45006412.68
Nikkei 22533,424.410069744.07
S&P 5004,508.24007483.24

STRIKE DATE 16/11/2023
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2641299230
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 GBP
ISIN: XS2641298349
STRIKE DATE: 24/11/2023
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 2007,040.75508844.412
Eurostoxx 504,372.10006412.68
Nikkei 22533,625.530069744.07
S&P 5004,559.34007483.24

STRIKE DATE 24/11/2023
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: GBP: 2.375% Quarterly (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.50% p.a.
ISIN XS2641298349
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 USD
ISIN: XS2641298422
STRIKE DATE: 24/11/2023
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 2007,040.75508844.412
Eurostoxx 504,372.10006412.68
Nikkei 22533,625.530069744.07
S&P 5004,559.34007483.24

STRIKE DATE 24/11/2023
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: 2.80% Quarterly (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.20% p.a.
ISIN XS2641298422
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 GBP
ISIN: XS2641298182
STRIKE DATE: 15/11/2023
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 2007,105.90108844.412
Eurostoxx 504,315.53006412.68
Nikkei 22533,519.700069744.07
S&P 5004,502.88007483.24

STRIKE DATE 15/11/2023
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: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30%
ISIN XS2641298182
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 USD
ISIN: XS2641298265
STRIKE DATE: 15/11/2023
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 2007,105.90108844.412
Eurostoxx 504,315.53006412.68
Nikkei 22533,519.700069744.07
S&P 5004,502.88007483.24

STRIKE DATE 15/11/2023
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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2641298265
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE LOW HURDLE MEMORY KNOCK-OUT AUTOCALL NOV 2023 USD
ISIN: XS2699512732
STRIKE DATE: 17/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA8.284022.74
Morgan Stanley80.2800213.93
Commerzbank AG11.185037.72
UniCredit SpA25.035081.96

STRIKE DATE 17/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20% p.a.
ISIN XS2699512732
NEXT POTENTIAL MATURITY DATE 17/05/2024

EXPAND CLOSE
BBVA 65-60 Memory Income Autocall Oct 2023 USD
ISIN: XS2608953977
STRIKE DATE: 12/10/2023
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 2007,090.97608844.412
Eurostoxx 504,198.23006412.68
Nikkei 22532,494.660069744.07
Nasdaq 10015,184.100029329.21

STRIKE DATE 12/10/2023
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: 3.11% Quarterly (6.22% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.22% p.a.
ISIN XS2608953977
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 GBP
ISIN: XS2682578534
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 504,014.36006412.68
Nikkei 22530,991.690069744.07
S&P 5004,117.37007483.24

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: GBP: 3.44% Semi-Annual (6.88% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.88% p.a.
ISIN XS2682578534
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
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 504,014.36006412.68
Nikkei 22530,991.690069744.07
S&P 5004,117.37007483.24

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 2006,977.07308844.412
Eurostoxx 504,153.37006412.68
Nikkei 22532,271.820069744.07

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 2006,977.07308844.412
Eurostoxx 504,153.37006412.68
Nikkei 22532,271.820069744.07

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: 191.41%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 191.41% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index322.7624369.5112

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 NV12.526028.29
Barclays152.5200522.3
Bank of America26.060058.73

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 1007,608.080010679.03
S&P 5004,288.05007483.24
Nikkei 22531,857.620069744.07
Eurostoxx 504,174.66006412.68

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: 98.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.15% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,288.05007483.24
Eurostoxx 504,174.66006412.68

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: 98.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.58% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010679.03
Eurostoxx 504,174.66006412.68
S&P 5004,288.05007483.24

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 1007,608.080010679.03
S&P 5004,288.05007483.24
Nikkei 22531,857.620069744.07
Eurostoxx 504,174.66006412.68

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: 120.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 120.88% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32006412.68
S&P/ASX 2006,772.92708844.412
Nikkei 22530,696.960069744.07
Nikkei 22569744.07

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