INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 60-60 Memory Income Autocall Jan 2023 USD
ISIN: XS2442502469
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,983.17006969.01
Nikkei 22526,449.820053375.6
S&P/ASX 2007,280.39608927.526
Eurostoxx 504,126.68005891.95

STRIKE DATE 13/01/2023
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2442502469
NEXT POTENTIAL MATURITY DATE 16/01/2024

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 GBP
ISIN: XS2508369456
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 18.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 18.05% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92002.34
First Solar Inc165.6200224.01
Solaredge Technologies Inc295.450034.04
Enphase Energy Inc312.210038.25

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: GBP: 3.10% Quarterly (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369456
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 USD
ISIN: XS2508369530
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 18.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 18.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92002.34
First Solar Inc165.6200224.01
Solaredge Technologies Inc295.450034.04
Enphase Energy Inc312.210038.25

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: USD: 3.35% Quarterly (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369530
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
Barclays S&P 500 3 Year Fixed Income Dec 2022 USD
ISIN: XS2443094292
STRIKE DATE: 05/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,998.84006969.01

STRIKE DATE 05/12/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.15% p.a.
ISIN XS2443094292
NEXT POTENTIAL MATURITY DATE 12/12/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Dec 2022 EUR
ISIN: XS2442487133
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19005891.95
S&P/TSX 601,211.99301907.604
Nikkei 22527,885.870053375.6
S&P/ASX 2007,291.26608927.526

STRIKE DATE 06/12/2022
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: EUR: 3.75% Semi Annually (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a
ISIN XS2442487133
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Citi Triple Index Reducing Autocall Nov 2022 EUR
ISIN: XS2550492677
STRIKE DATE: 04/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,334.840010171.76
S&P 5003,770.55006969.01
Eurostoxx 503,688.33005891.95

STRIKE DATE 04/11/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Reducing Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 10% per Semester Autocall Rate: USD = 6.90% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2550492677
NEXT POTENTIAL MATURITY DATE 04/11/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 GBP
    ISIN: XS2425357741
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19005891.95
    S&P/TSX 601,211.99301907.604
    Nikkei 22527,885.870053375.6
    S&P/ASX 2007,291.26608927.526

    STRIKE DATE 06/12/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.08% Quarterly ( 8.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.32% p.a.
    ISIN XS2425357741
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 USD
    ISIN: XS2425358046
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19005891.95
    S&P/TSX 601,211.99301907.604
    Nikkei 22527,885.870053375.6
    S&P/ASX 2007,291.26608927.526

    STRIKE DATE 06/12/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.31% Quarterly (9.24% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.24% p.a.
    ISIN XS2425358046
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 GBP
    ISIN: DE000HC0HFD6
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54005891.95
    Nasdaq 10011,405.570025884.29
    Nikkei 22527,587.460053375.6
    FTSE 1007,094.530010171.76

    STRIKE DATE 31/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFD6
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 USD
    ISIN: DE000HC0HFE4
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54005891.95
    Nasdaq 10011,405.570025884.29
    Nikkei 22527,587.460053375.6
    FTSE 1007,094.530010171.76

    STRIKE DATE 31/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFE4
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    Goldman Sachs Memory Income Reducing Autocall Jan 2021 GBP
    ISIN: XS2274013627
    STRIKE DATE: 28/01/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,526.150010171.76
    S&P/ASX 2006,649.69408927.526
    MSCI Taiwan639.72001427.82
    Russell 20002,106.60902654.776

    STRIKE DATE 28/01/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.20% p.a.
    ISIN XS2274013627
    NEXT POTENTIAL MATURITY DATE 28/07/2023

    EXPAND CLOSE
    Barclays 4 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851693
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51005891.95
    S&P 5003,807.30006969.01
    FTSE 1007,073.690010171.76

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2441851693
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Barclays 3 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851776
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51005891.95
    S&P 5003,807.30006969.01
    FTSE 1007,073.690010171.76

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.80% p.a.
    ISIN XS2441851776
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 GBP
    ISIN: XS2533988098
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72005891.95
    Nasdaq 10012,030.060025884.29
    Nikkei 22527,968.990053375.6

    STRIKE DATE 30/11/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP 4.20% Semi Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 8.40% p.a.
    ISIN XS2533988098
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 USD
    ISIN: XS2533987959
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72005891.95
    Nasdaq 10012,030.060025884.29
    Nikkei 22527,968.990053375.6

    STRIKE DATE 30/11/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 9.15% p.a.
    ISIN XS2533987959
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    BBVA Drop Down Autocall Nov 2022 USD
    ISIN: XS2392205097
    STRIKE DATE: 29/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,934.44005891.95
    HSI18,204.680027968.09
    Nikkei 22528,027.840053375.6
    S&P 5003,957.63006969.01

    STRIKE DATE 29/11/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 7.20 % Semi Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.40% p.a.
    ISIN XS2392205097
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Oct 2022 GBP
    ISIN: XS2424427842
    STRIKE DATE: 25/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,585.58005891.95
    FTSE 1007,013.480010171.76
    SMI10,773.340013147.93
    S&P 5003,859.11006969.01

    STRIKE DATE 25/10/2022
    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: 7.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.80% p.a.
    ISIN XS2424427842
    NEXT POTENTIAL MATURITY DATE 25/04/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 USD
    ISIN: XS2441852402
    STRIKE DATE: 25/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barlcays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,026.12006969.01
    Nikkei 22528,283.030053375.6
    S&P/ASX 2007,259.48308927.526
    Eurostoxx 503,962.41005891.95

    STRIKE DATE 25/11/2022
    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: 3.525% Semi Annually (7.05% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.05% p.a.
    ISIN XS2441852402
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 GBP
    ISIN: XS2441852311
    STRIKE DATE: 25/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,026.12006969.01
    Nikkei 22528,283.030053375.6
    S&P/ASX 2007,259.48308927.526
    Eurostoxx 503,962.41005891.95

    STRIKE DATE 25/11/2022
    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: GBP: 3.30% Semi Annually (6.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.60% p.a.
    ISIN XS2441852311
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    CIBC US Banks Fixed Income Autocall USD January 2022
    ISIN: XS2436696269
    STRIKE DATE: 18/01/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wells Fargo & Co56.690090.64
    Citi Bank65.3000
    Bank of America46.260053.08

    STRIKE DATE 18/01/2022
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 2% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2436696269
    NEXT POTENTIAL MATURITY DATE 18/01/2024

    EXPAND CLOSE