INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 4 Year Dual Index Fixed Income Sep 2023 USD
ISIN: XS2608297342
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: 98.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.40% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,288.05007431.46
Eurostoxx 504,174.66006187.63

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: 98.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.59% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010471.72
Eurostoxx 504,174.66006187.63
S&P 5004,288.05007431.46

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 1007,608.080010471.72
S&P 5004,288.05007431.46
Nikkei 22531,857.620066020.04
Eurostoxx 504,174.66006187.63

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: 120.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 120.30% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32006187.63
S&P/ASX 2006,772.92708804.037
Nikkei 22530,696.960066020.04
Nikkei 22566020.04

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: 121.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 121.19% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32006187.63
S&P/ASX 2006,772.92708804.037
Nikkei 22530,696.960066020.04

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 1007,593.220010471.72

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: 100.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 100.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc82.090054.59
Plug Power Inc5.90002.76
Sunrun Inc8.840012.89
Solaredge Technologies Inc76.990060.8

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 2006,856.85908804.037
Eurostoxx 504,065.37006187.63
Nikkei 22531,062.350066020.04
Nasdaq 10014,745.850029635.95

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 2006,856.85908804.037
Eurostoxx 504,065.37006187.63
Nikkei 22531,062.350066020.04
Nasdaq 10014,745.850029635.95

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: 97.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.86% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010471.72
S&P 5004,247.68007431.46
Nikkei 22531,062.350066020.04

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: 98.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.27% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010471.72
S&P 5004,247.68007431.46
Nikkei 22531,062.350066020.04

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 AG10.050036.83
UniCredit SpA22.995073.3
BBVA7.392020.09

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 2007,077.60808804.037
Eurostoxx 504,105.86006187.63
Nikkei 22532,042.250066020.04
S&P 5004,314.60007431.46

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 2007,077.60808804.037
Eurostoxx 504,105.86006187.63
Nikkei 22532,042.250066020.04
S&P 5004,314.60007431.46

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
UBS 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2697455926
STRIKE DATE: 24/10/2023
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 2006,856.85908804.037
Eurostoxx 504,065.37006187.63
Nikkei 22531,062.350066020.04
S&P 5004,247.68007431.46

STRIKE DATE 24/10/2023
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: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2697455926
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall September 2023 
ISIN: XS2682514059
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,660.200010471.72
Eurostoxx 504,242.70006187.63
Nikkei 22533,242.590066020.04

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.50% annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2682514059
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sept 2023 GBP
ISIN: XS2608297698
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808804.037
Eurostoxx 504,242.70006187.63
Nikkei 22533,242.590066020.04

STRIKE DATE 19/09/2023
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: 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 XS2608297698
NEXT POTENTIAL MATURITY DATE 19/09/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Sept 2023 USD
    ISIN: XS2608297425
    STRIKE DATE: 19/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,196.62808804.037
    Eurostoxx 504,242.70006187.63
    Nikkei 22533,242.590066020.04

    STRIKE DATE 19/09/2023
    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 XS2608297425
    NEXT POTENTIAL MATURITY DATE 19/09/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 GBP
      ISIN: XS2608299801
      STRIKE DATE: 17/10/2023
      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 2007,056.09308804.037
      Eurostoxx 504,152.32006187.63
      Nikkei 22532,040.290066020.04
      S&P 5004,373.20007431.46

      STRIKE DATE 17/10/2023
      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: GBP: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.20% p.a.
      ISIN XS2608299801
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 USD
      ISIN: XS2608299983
      STRIKE DATE: 17/10/2023
      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 2007,056.09308804.037
      Eurostoxx 504,152.32006187.63
      Nikkei 22532,040.290066020.04
      S&P 5004,373.20007431.46

      STRIKE DATE 17/10/2023
      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: USD: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.40% p.a.
      ISIN XS2608299983
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE