INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 2007,146.00008804.037
Eurostoxx 504,227.83006187.63
Nikkei 22531,626.000066020.04
S&P 5004,370.36007431.46

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 2007,146.00008804.037
Eurostoxx 504,227.83006187.63
Nikkei 22531,626.000066020.04
S&P 5004,370.36007431.46

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 2007,146.00008804.037
Eurostoxx 504,227.83006187.63
Nikkei 22531,626.000066020.04
S&P 5004,370.36007431.46

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 5004,554.98007431.46

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 2007,304.96108804.037
Eurostoxx 504,288.57006187.63
Nikkei 22532,238.890066020.04
S&P 5004,437.86007431.46

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 2007,304.96108804.037
Eurostoxx 504,288.57006187.63
Nikkei 22532,238.890066020.04
S&P 5004,437.86007431.46

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: 128.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 128.45% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526240.787

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: 160.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 160.32% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22532,419.330066020.04

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: 96.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 96.22% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C119.6200358.16
Etsy Inc91.500069.48
Tesla Inc271.9900406.43
CrowdStrike Holdings Inc146.1300682.8

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: 118.35%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY AUD
CURRENT PRICE 118.35% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,282.520010471.72
S&P 5004,439.26007431.46
Nikkei 22532,203.570066020.04

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 AG10.150036.83
UniCredit SpA21.265073.3
BBVA7.032020.09

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 1007,531.530010471.72
S&P 5004,450.38007431.46
Nikkei 22533,189.040066020.04
Eurostoxx 504,399.09006187.63

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 1007,531.530010471.72
S&P 5004,450.38007431.46
Nikkei 22533,189.040066020.04
Eurostoxx 504,399.09006187.63

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 504,399.09006187.63
FTSE 1007,531.530010471.72
Nikkei 22533,189.040066020.04
S&P 5004,450.38007431.46

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
BNP Paribas Capital Protected Classic Autocall Jul 2023 USD
ISIN: XS2529545548
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: 120.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 120.45% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,447.44006187.63
S&P 5004,537.41007431.46
Nikkei 22532,891.160066020.04

STRIKE DATE 27/07/2023
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: USD: 3.75% Semi Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2529545548
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Jul 2023 GBP
ISIN: XS2629824918
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: 124.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 124.96% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,447.44006187.63
Nasdaq 10015,464.930029635.95
Nikkei 22532,891.160066020.04

STRIKE DATE 27/07/2023
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: GBP: 4.50% Semi Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2629824918
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
GS ESG & Inflation Linked Participation Growth June 2023
ISIN: XS2482831810
STRIKE DATE: 26/06/2023
INDICATIVE PRICE: 106.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 106.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA304.1270335.123
MSCI Global Climate Change Multi-Asset Select Index1,376.40301383.36

STRIKE DATE 26/06/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 140% Participation in the Underlying Index at maturity Capital Risk: Capital protected
P.A. RETURN
ISIN XS2482831810
NEXT POTENTIAL MATURITY DATE 11/05/2028

EXPAND CLOSE
BNP US Large Cap Memory Income Autocall Jun 2023 USD
ISIN: XS2523680358
STRIKE DATE: 23/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices110.0100511.57
Carnival Corp15.800029.18
Meta Platform Inc288.7300566.98
Tesla Motors256.6000

STRIKE DATE 23/06/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 2% per Quarter. Memory Income Rate: USD= 6.00% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2523680358
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Jul 2023 USD
ISIN: XS2515353709
STRIKE DATE: 25/07/2023
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 2007,339.67108804.037
Eurostoxx 504,391.30006187.63
Nikkei 22532,682.510066020.04
S&P 5004,567.46007431.46

STRIKE DATE 25/07/2023
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: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2515353709
NEXT POTENTIAL MATURITY DATE 25/07/2024

EXPAND CLOSE
BBVA 3 YEAR TRIPLE INDEX FIXED INCOME Jul 2023 USD
ISIN: XS2515351323
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: 98.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,306.41108804.037
S&P 5004,554.64007431.46
Eurostoxx 504,383.03006187.63

STRIKE DATE 24/07/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2515351323
NEXT POTENTIAL MATURITY DATE 31/07/2026

EXPAND CLOSE