INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
ISIN: XS2543359918
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.90% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,182.10908640.714
S&P 5004,376.31007501.24
Eurostoxx 504,232.22005934.96

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2543359918
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
BNP Core Global Accelerator Capped July 2023 ZAR
ISIN: ZAE000324471
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 162.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 162.27% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30005934.96
Nikkei 22532,682.510062654.05
S&P 5004,567.46007501.24

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 355% participation (capped at 30%) Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324471
NEXT POTENTIAL MATURITY DATE 25/07/2028

EXPAND CLOSE
Barclays Cyber Security 1 Year Fixed Income Aug 2023 USD
ISIN: XS2542331538
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc153.9000579.95
Fortinet Inc58.3900121.86
Zscaler Inc142.7800153.7

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.00 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2542331538
NEXT POTENTIAL MATURITY DATE 22/08/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jul 2023 GBP
ISIN: XS2517325408
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: 96.38%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.38% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,678.590010372.93
S&P 5004,554.64007501.24
Eurostoxx 504,383.03005934.96

STRIKE DATE 24/07/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2517325408
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
BBVA Miners Semi-Annual Reducing Autocall Jul 2023 USD
ISIN: XS2515366354
STRIKE DATE: 21/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American2,389.00004063
Glencore472.5500595.9
Barrick Mining Corp17.400043.16
Freeport-McMoRan Inc40.610066.14

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 9.00% Semi Annual(18.00% p.a.) Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level, 5.00% reducing every 6 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2515366354
NEXT POTENTIAL MATURITY DATE 21/01/2026

EXPAND CLOSE
BBVA Global Markets Low Hurdle Autocall Jul 2023 GBP
ISIN: XS2515339898
STRIKE DATE: 21/07/2023
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 2007,313.88708640.714
Eurostoxx 504,391.41005934.96
Nikkei 22532,304.250062654.05
S&P 5004,536.34007501.24

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.625% Quarterly Low Hurdle Trigger: 75% 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 10.50% p.a.
ISIN XS2515339898
NEXT POTENTIAL MATURITY DATE 21/07/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 GBP
ISIN: XS2543354018
STRIKE DATE: 17/08/2023
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 2007,146.00008640.714
Eurostoxx 504,227.83005934.96
Nikkei 22531,626.000062654.05
S&P 5004,370.36007501.24

STRIKE DATE 17/08/2023
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: 4.00% Semi Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2543354018
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 USD
ISIN: XS2543354109
STRIKE DATE: 17/08/2023
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 2007,146.00008640.714
Eurostoxx 504,227.83005934.96
Nikkei 22531,626.000062654.05
S&P 5004,370.36007501.24

STRIKE DATE 17/08/2023
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: 4.05% Semi Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2543354109
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 EUR
ISIN: XS2543354281
STRIKE DATE: 17/08/2023
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 2007,146.00008640.714
Eurostoxx 504,227.83005934.96
Nikkei 22531,626.000062654.05
S&P 5004,370.36007501.24

STRIKE DATE 17/08/2023
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: 3.10% Semi Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2543354281
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
Barclays 2 Year Fixed Rate Income Note USD July 2023
ISIN: XS2542258863
STRIKE DATE: 18/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,554.98007501.24

STRIKE DATE 18/07/2023
RETURN & BARRIERS
Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
P.A. RETURN 5.20% p.a.
ISIN XS2542258863
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 GBP
ISIN: XS2543347236
STRIKE DATE: 15/08/2023
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 2007,304.96108640.714
Eurostoxx 504,288.57005934.96
Nikkei 22532,238.890062654.05
S&P 5004,437.86007501.24

STRIKE DATE 15/08/2023
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: 6.5 0 % Semi Annually ( 13.00 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2543347236
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 USD
ISIN: XS2543347152
STRIKE DATE: 15/08/2023
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 2007,304.96108640.714
Eurostoxx 504,288.57005934.96
Nikkei 22532,238.890062654.05
S&P 5004,437.86007501.24

STRIKE DATE 15/08/2023
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: 6.50 % Semi Annually ( 13.00 % p.a .) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2543347152
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BNP Technology Participation Growth Note Jul 2023 ZAR
ISIN: ZAE000324398
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 129.48%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 129.48% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526241.3168

STRIKE DATE 13/07/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000324398
NEXT POTENTIAL MATURITY DATE 13/01/2027

EXPAND CLOSE
BNP Nikkei Classic Autocall Jul 2023 ZAR
ISIN: ZAE000324406
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 159.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 159.17% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22532,419.330062654.05

STRIKE DATE 13/07/2023
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: Annually (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000324406
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
ISIN: XS2627560092
STRIKE DATE: 12/07/2023
INDICATIVE PRICE: 85.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 85.35% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C119.6200397.17
Etsy Inc91.500058.41
Tesla Inc271.9900443.3
CrowdStrike Holdings Inc146.1300579.95

STRIKE DATE 12/07/2023
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627560092
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
Barclays Capital Protected Autocall AUD Jul 2023
ISIN: XS2517398207
STRIKE DATE: 11/07/2023
INDICATIVE PRICE: 117.79%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY AUD
CURRENT PRICE 117.79% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,282.520010372.93
S&P 5004,439.26007501.24
Nikkei 22532,203.570062654.05

STRIKE DATE 11/07/2023
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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2517398207
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income June 2023 EUR
ISIN: XS2517293101
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.150036.63
UniCredit SpA21.265072.35
BBVA7.032018.965

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.18% p.a.
ISIN XS2517293101
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jun 2023 USD
ISIN: DE000HC71751
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,531.530010372.93
S&P 5004,450.38007501.24
Nikkei 22533,189.040062654.05
Eurostoxx 504,399.09005934.96

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 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 DE000HC71751
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jun 2023 GBP
ISIN: DE000HC71389
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,531.530010372.93
S&P 5004,450.38007501.24
Nikkei 22533,189.040062654.05
Eurostoxx 504,399.09005934.96

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 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 DE000HC71389
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jun 2023 USD
ISIN: XS2515286750
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,399.09005934.96
FTSE 1007,531.530010372.93
Nikkei 22533,189.040062654.05
S&P 5004,450.38007501.24

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.80% p.a. (1.95% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.80% p.a.
ISIN XS2515286750
NEXT POTENTIAL MATURITY DATE 02/07/2024

EXPAND CLOSE