INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Travel Memory Knock-Out Autocall Aug 2023 USD
ISIN: XS2627698793
STRIKE DATE: 01/08/2023
INDICATIVE PRICE: 127.87%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 127.87% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
TUI AG7.16207.228
Airbnb Inc148.9100148.93
TripAdvisor Inc18.380014.29

STRIKE DATE 01/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 7.75% Quarterly (31.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627698793
NEXT POTENTIAL MATURITY DATE 03/08/2026

EXPAND CLOSE
BNP Paribas Capital Protected Classic Autocall Aug 2023 USD
ISIN: XS2567771261
STRIKE DATE: 30/08/2023
INDICATIVE PRICE: 120.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE 120.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,473.670010679.03
Nikkei 22532,333.460069744.07
S&P 5004,514.87007483.24

STRIKE DATE 30/08/2023
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2567771261
NEXT POTENTIAL MATURITY DATE 07/09/2026

EXPAND CLOSE
BNP Global Markets Capital Protected Autocall Jul 2023 USD
ISIN: XS2538959938
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks113.9100301.4
FTSE 1007,699.410010679.03
S&P 5004,588.96007483.24

STRIKE DATE 31/07/2023
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: 3.91% Semi Annually (7.82% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.82% p.a.
ISIN XS2538959938
NEXT POTENTIAL MATURITY DATE 31/07/2025

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 GBP
ISIN: DE000HC7PSC9
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010679.03
S&P 5004,588.96007483.24
Nikkei 22533,172.220069744.07
Eurostoxx 504,471.31006412.68

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.02% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 USD
ISIN: DE000HC7NRP8
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010679.03
S&P 5004,588.96007483.24
Nikkei 22533,172.220069744.07
Eurostoxx 504,471.31006412.68

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
GS CPI & Equity Linked Participation Growth Aug 2023 USD
ISIN: XS2482811549
STRIKE DATE: 15/08/2023
INDICATIVE PRICE: 113.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.32% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA335.123
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index197.55

STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income Jul 2023 EUR
ISIN: XS2517475476
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG10.112031.83
Banco Santander3.677512.418
Commerzbank AG10.815037.72

STRIKE DATE 28/07/2023
RETURN & BARRIERS
8.32% Annual Fixed Income paid quarterly Capital Protection: 50% Final Barrier
P.A. RETURN 8.32% p.a.
ISIN XS2517475476
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BNP Paribas US Stocks Memory Income Autocall Jul 2023 USD
ISIN: XS2538960274
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices112.9600517.82
Carnival Corp18.490027.91
Meta Platform Inc325.4800582.9
Tesla Motors266.4400

STRIKE DATE 28/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.20% p.a.
ISIN XS2538960274
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
SG Global Miners Memory Income Autocall Jul 2023 EUR
ISIN: XS2627585081
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,213.00007070
BHP Group PLC2,438.00003126
Anglo American2,427.00003785
Barrick Mining Corp16.780038.21

STRIKE DATE 27/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

EXPAND CLOSE
BNP Core Global Accelerator Uncapped Jul 2023 ZAR
ISIN: ZAE000324463
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 258.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 258.59% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006412.68
Nikkei 22532,682.510069744.07
S&P 5004,567.46007483.24

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324463
NEXT POTENTIAL MATURITY DATE 08/08/2028

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
ISIN: XS2543359918
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.01% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,182.10908844.412
S&P 5004,376.31007483.24
Eurostoxx 504,232.22006412.68

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: 166.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 166.35% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006412.68
Nikkei 22532,682.510069744.07
S&P 5004,567.46007483.24

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 Inc153.9000193.98
Fortinet Inc58.3900156.25
Zscaler Inc142.7800147.33

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: 97.05%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.05% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,678.590010679.03
S&P 5004,554.64007483.24
Eurostoxx 504,383.03006412.68

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 American2,389.00003785
Glencore472.5500513.6
Barrick Mining Corp17.400038.21
Freeport-McMoRan Inc40.610060.97

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 2007,313.88708844.412
Eurostoxx 504,391.41006412.68
Nikkei 22532,304.250069744.07
S&P 5004,536.34007483.24

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 2007,146.00008844.412
Eurostoxx 504,227.83006412.68
Nikkei 22531,626.000069744.07
S&P 5004,370.36007483.24

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 2007,146.00008844.412
Eurostoxx 504,227.83006412.68
Nikkei 22531,626.000069744.07
S&P 5004,370.36007483.24

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 2007,146.00008844.412
Eurostoxx 504,227.83006412.68
Nikkei 22531,626.000069744.07
S&P 5004,370.36007483.24

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 5004,554.98007483.24

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