INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CIBC AIG Fixed Income Autocall Nov 2021 USD
ISIN: XS2410493378
STRIKE DATE: 11/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
American Airlines Group58.860013.51

STRIKE DATE 11/11/2021
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2410493378
NEXT POTENTIAL MATURITY DATE 11/11/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 GBP
    ISIN: XS2533839333
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02005891.95
    S&P 5003,901.06006969.01
    Nikkei 22527,105.200053375.6

    STRIKE DATE 28/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 13.50% p.a.. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 13.50% p.a.
    ISIN XS2533839333
    NEXT POTENTIAL MATURITY DATE 28/10/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 USD
    ISIN: XS2533839259
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02005891.95
    S&P 5003,901.06006969.01
    Nikkei 22527,105.200053375.6

    STRIKE DATE 28/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 15.00% p.a.
    ISIN XS2533839259
    NEXT POTENTIAL MATURITY DATE 30/10/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2022 USD
    ISIN: DE000HB9TUS0
    STRIKE DATE: 30/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,318.20005891.95
    Nasdaq 10010,971.220025884.29
    Nikkei 22525,937.210053375.6
    FTSE MIB20,648.850045075.6

    STRIKE DATE 30/09/2022
    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: 2.05% Quarterly (8.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.20% p.a.
    ISIN DE000HB9TUS0
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2022 GBP
    ISIN: DE000HB9TUR2
    STRIKE DATE: 30/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,318.20005891.95
    Nasdaq 10010,971.220025884.29
    Nikkei 22525,937.210053375.6
    FTSE MIB20,648.850045075.6

    STRIKE DATE 30/09/2022
    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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN DE000HB9TUR2
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 USD
    ISIN: XS2437047314
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,974.27703031.392
    S&P 5003,901.06006969.01
    Nikkei 22527,105.200053375.6

    STRIKE DATE 28/10/2022
    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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.80% p.a.
    ISIN XS2437047314
    NEXT POTENTIAL MATURITY DATE 28/10/2023

    EXPAND CLOSE
    Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 GBP
    ISIN: XS2437047231
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,974.27703031.392
    S&P 5003,901.06006969.01
    Nikkei 22527,105.200053375.6

    STRIKE DATE 28/10/2022
    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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2437047231
    NEXT POTENTIAL MATURITY DATE 29/01/2024

    EXPAND CLOSE
    BBVA 4 Year Triple Index Autocall Oct 2022 GBP
    ISIN: XS2424431364
    STRIKE DATE: 26/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,166.00001907.604
    S&P/ASX 2006,810.86908927.526
    HSI15,317.670027968.09

    STRIKE DATE 26/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 10.50% p.a.
    ISIN XS2424431364
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    BBVA 4 Year Triple Index Autocall Oct 2022 USD
    ISIN: XS2424431448
    STRIKE DATE: 26/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,166.00001907.604
    S&P/ASX 2006,810.86908927.526
    HSI15,317.670027968.09

    STRIKE DATE 26/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.60% Semi-Annually (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 11.20% p.a.
    ISIN XS2424431448
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Oct 2022 USD
    ISIN: XS2533865338
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02005891.95
    Nasdaq 10011,546.210025884.29
    Nikkei 22527,105.200053375.6

    STRIKE DATE 28/10/2022
    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: 4.05% Semi-Annually (8.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 8.10% p.a.
    ISIN XS2533865338
    NEXT POTENTIAL MATURITY DATE 28/10/2024

    EXPAND CLOSE
    Barclays Developed Markets Memory Income Autocall Sep 2022 USD
    ISIN: XS2426250218
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10011,861.380025884.29
    Russell 20001,798.18902654.776
    S&P/ASX 2006,739.07808927.526
    FTSE 1007,236.680010171.76

    STRIKE DATE 16/09/2022
    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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 77.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2426250218
    NEXT POTENTIAL MATURITY DATE 11/09/2023

    EXPAND CLOSE
    UniCredit Global Markets Memory Income Autocall Sep 2022 USD
    ISIN: DE000HB9TDJ5
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,500.41005891.95
    S&P 5003,873.33006969.01
    Nikkei 22527,567.650053375.6
    FTSE MIB22,110.890045075.6

    STRIKE DATE 16/09/2022
    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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 79% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9% p.a.
    ISIN DE000HB9TDJ5
    NEXT POTENTIAL MATURITY DATE 18/09/2023

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 USD
    ISIN: XS2428676022
    STRIKE DATE: 14/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,583.07006969.01
    Nikkei 22527,090.760053375.6
    S&P/ASX 2006,758.82808927.526
    Eurostoxx 503,381.73005891.95

    STRIKE DATE 14/10/2022
    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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 60% of initial level
    P.A. RETURN 6.00% p.a.
    ISIN XS2428676022
    NEXT POTENTIAL MATURITY DATE 16/10/2023

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 GBP
    ISIN: XS2428675990
    STRIKE DATE: 14/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,583.07006969.01
    Nikkei 22527,090.760053375.6
    S&P/ASX 2006,758.82808927.526
    Eurostoxx 503,381.73005891.95

    STRIKE DATE 14/10/2022
    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: 2.70% Semi-Annually (5.40% p.a.) Income Trigger: 60% of initial level
    P.A. RETURN 5.40% p.a.
    ISIN XS2428675990
    NEXT POTENTIAL MATURITY DATE 16/10/2023

    EXPAND CLOSE
    BBVA E-Commerce Fixed Income Autocall Oct 2022 USD
    ISIN: XS2424427172
    STRIKE DATE: 17/10/2022
    INDICATIVE PRICE: 76.74%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 76.74% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com113.7900241.73
    Etsy Inc98.120054.95
    Mercadolibre Inc850.66002218.14
    Shopify Inc27.7600143.64

    STRIKE DATE 17/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2424427172
    NEXT POTENTIAL MATURITY DATE 20/04/2026

    EXPAND CLOSE
    BBVA E-Commerce Fixed Income Autocall Oct 2022 GBP
    ISIN: XS2424427255
    STRIKE DATE: 17/10/2022
    INDICATIVE PRICE: 76.76%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 76.76% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com113.7900241.73
    Etsy Inc98.120054.95
    Mercadolibre Inc850.66002218.14
    Shopify Inc27.7600143.64

    STRIKE DATE 17/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: GBP: 2.85% Quarterly (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style
    P.A. RETURN
    ISIN XS2424427255
    NEXT POTENTIAL MATURITY DATE 20/04/2026

    EXPAND CLOSE
    Barclays 80-75 Memory Income Autocall Sep 2022 GBP
    ISIN: XS2426243866
    STRIKE DATE: 06/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,300.440010171.76

    STRIKE DATE 06/09/2022
    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: 3.20% Semi Annually (6.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN XS2426243866
    NEXT POTENTIAL MATURITY DATE 06/09/2023

      EXPAND CLOSE
      SocGen Global Banks Defensive Autocall Sep 2022 USD
      ISIN: XS2508009672
      STRIKE DATE: 08/09/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG7.250034.6
      Societe Generale23.070071.8
      Barclays166.2600479.6
      Bank of New York Mellon43.8200121.49

      STRIKE DATE 08/09/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2508009672
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 GBP
      ISIN: XS2477648369
      STRIKE DATE: 29/09/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,279.04005891.95
      Nasdaq 10011,164.780025884.29
      Nikkei 22526,422.050053375.6

      STRIKE DATE 29/09/2022
      RETURN & BARRIERS
      Maximum Term: 5 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: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.80% p.a.
      ISIN XS2477648369
      NEXT POTENTIAL MATURITY DATE 29/09/2023

      EXPAND CLOSE
      Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 USD
      ISIN: XS2477648526
      STRIKE DATE: 29/09/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,279.04005891.95
      Nasdaq 10011,164.780025884.29
      Nikkei 22526,422.050053375.6

      STRIKE DATE 29/09/2022
      RETURN & BARRIERS
      Maximum Term: 5 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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.40% p.a.
      ISIN XS2477648526
      NEXT POTENTIAL MATURITY DATE 29/09/2023

      EXPAND CLOSE