INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Low Hurdle Autocall Sept 2022 GBP
ISIN: XS2380341086
STRIKE DATE: 02/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,544.38005891.95
FTSE 1007,281.190010171.76
Nikkei 22527,650.840053375.6
S&P 5003,924.26006969.01

STRIKE DATE 02/09/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.50% Semi-Annually Low Hurdle Trigger: 90% 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 7.00% p.a.
ISIN XS2380341086
NEXT POTENTIAL MATURITY DATE 05/03/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Sep 2022 GBP
ISIN: XS2477592989
STRIKE DATE: 27/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanely
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,328.65005891.95
Nasdaq 10011,271.750025884.29
Nikkei 22526,571.870053375.6

STRIKE DATE 27/09/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP : 6.25% Semi Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2477592989
NEXT POTENTIAL MATURITY DATE 27/09/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Sep 2022 USD
ISIN: XS2477593011
STRIKE DATE: 27/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,328.65005891.95
Nasdaq 10011,271.750025884.29
Nikkei 22526,571.870053375.6

STRIKE DATE 27/09/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD : 6.75% Semi Annually (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 XS2477593011
NEXT POTENTIAL MATURITY DATE 27/09/2023

EXPAND CLOSE
BBVA Banks Memory Income Autocall Aug USD 2022
ISIN: XS2392196247
STRIKE DATE: 25/08/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.32434.6
Societe Generale21.83571.8
Barclays164.16479.6
Bank of New York Mellon43.5121.49

STRIKE DATE 25/08/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392196247
NEXT POTENTIAL MATURITY DATE 27/02/2023

EXPAND CLOSE
Goldman Sachs E-Commerce Low Hurdle Autocall Aug 2022 USD
ISIN: XS2467326638
STRIKE DATE: 19/08/2022
INDICATIVE PRICE: 72.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 72.28% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com138.2300241.73
Etsy Inc107.010054.95
Paypal96.560053.11

STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 12.50% Semi Annually (25.00% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467326638
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
Soc Gen Green Energy Low Hurdle Autocall Aug 2022 USD
ISIN: XS2507985807
STRIKE DATE: 19/08/2022
INDICATIVE PRICE: 10.73%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 10.73% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vestas Wind System A/S191.5600187.9
Orsted A/S784.5000142.1
Enphase Energy Inc283.700038.25

STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.20% Semi Annually (26.40% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2507985807
NEXT POTENTIAL MATURITY DATE 19/02/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2022 USD
ISIN: XS2477550631
STRIKE DATE: 20/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,467.09005891.95
Nasdaq 10011,851.540025884.29
Nikkei 22527,688.420053375.6

STRIKE DATE 20/09/2022
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: 3.00% Semi Annually (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2477550631
NEXT POTENTIAL MATURITY DATE 20/09/2024

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Sep 2022 GBP
ISIN: XS2414639075
STRIKE DATE: 16/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,873.33006969.01
Nikkei 22527,567.650053375.6
S&P/ASX 2006,739.07808927.526
Eurostoxx 503,500.41005891.95

STRIKE DATE 16/09/2022
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 : 2.65 % Semi Annually (5.3 0 % p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.30% p.a.
ISIN XS2414639075
NEXT POTENTIAL MATURITY DATE 19/09/2023

EXPAND CLOSE
Barclays Global Market 60-60 Memory Income Autocall Sep 2022 USD
ISIN: XS2414639158
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
S&P 5003,873.33006969.01
Nikkei 22527,567.650053375.6
S&P/ASX 2006,739.07808927.526
Eurostoxx 503,500.41005891.95

STRIKE DATE 16/09/2022
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: 3.10 % Semi Annually (6.20 % p.a.) Income Trigger: 60 % of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2414639158
NEXT POTENTIAL MATURITY DATE 19/09/2023

EXPAND CLOSE
Barclays 70-70 Semi Annual Memory Income Autocall August 2022 GBP
ISIN: XS2414620489
STRIKE DATE: 17/08/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.750010171.76
S&P 5004,274.04006969.01
Eurostoxx 503,756.06005891.95

STRIKE DATE 17/08/2022
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 (6.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2414620489
NEXT POTENTIAL MATURITY DATE 18/08/2025

    EXPAND CLOSE
    BNP MSCI World Participation Growth Note Aug 2022 USD
    ISIN: XS2414008677
    STRIKE DATE: 15/08/2022
    INDICATIVE PRICE: 101.79%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 101.79% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI World IMI Select Trend Accelerators Index1639.031688.46

    STRIKE DATE 15/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 124.40% participation in the Index (Capped at 45% growth returning 155.98%) Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2414008677
    NEXT POTENTIAL MATURITY DATE 23/08/2027

    EXPAND CLOSE
    EFG 5y Banks Step Down Autocall Aug 2022 GBP
    ISIN: CH1188157718
    STRIKE DATE: 05/08/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY EFG International
    TYPE
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays164.0000479.6
    BNP Paribas SA48.840090.04
    Credit Agricole SA9.731018.08

    STRIKE DATE 05/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 3 months) Autocall Trigger: 100% of initial level, reducing 5% p.a. Coupon Rate: GBP= 2.838% Quarterly (11.352% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN CH1188157718
    NEXT POTENTIAL MATURITY DATE 06/02/2023

      EXPAND CLOSE
      EFG 5y Car Manufacturers Step Down Autocall Aug 2022 GBP
      ISIN: CH1188157700
      STRIKE DATE: 05/08/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY EFG International
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BMW AG76.610087.12
      Mercedes-Benz Group AG58.910057.3
      Volkswagen AG123.4168103.55

      STRIKE DATE 05/08/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 3 months) Autocall Trigger: 100% of initial level, reducing 5% p.a. Coupon Rate: GBP= 3.438% Quarterly (13.752% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN CH1188157700
      NEXT POTENTIAL MATURITY DATE 06/02/2023

        EXPAND CLOSE
        GS Core Global Equity Accelerator Aug 2022 USD
        ISIN: XS2467240169
        STRIKE DATE: 03/08/2022
        INDICATIVE PRICE: 155.22%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 155.22% (as at 30/01/2026 09:11 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,565.80005891.95
        FTSE 1007,247.430010171.76
        S&P 5003,878.09006969.01
        Nikkei 22527,195.990053375.6
        iShares MSCI Emerging Markets (EEM)37.420060.44

        STRIKE DATE 03/08/2022
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Participation Participation Rate: USD: 150% participation in the weighted basket Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2467240169
        NEXT POTENTIAL MATURITY DATE 03/08/2027

        EXPAND CLOSE
        BBVA E-Commerce Fixed Income Autocall Sep 2022 GBP
        ISIN: XS2380335278
        STRIKE DATE: 06/09/2022
        INDICATIVE PRICE: 74.00%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 74.00% (as at 30/01/2026 09:11 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com126.1100241.73
        Etsy Inc103.860054.95
        Mercadolibre Inc857.93002218.14
        Shopify Inc29.8400143.64

        STRIKE DATE 06/09/2022
        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: 2.70% Quarterly (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN
        ISIN XS2380335278
        NEXT POTENTIAL MATURITY DATE 06/03/2026

        EXPAND CLOSE
        BBVA E-Commerce Fixed Income Autocall Sep 2022 USD
        ISIN: XS2380335351
        STRIKE DATE: 06/09/2022
        INDICATIVE PRICE: 74.10%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 74.10% (as at 30/01/2026 09:11 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com126.1100241.73
        Etsy Inc103.860054.95
        Mercadolibre Inc857.93002218.14
        Shopify Inc29.8400143.64

        STRIKE DATE 06/09/2022
        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 : 2.90% Quarterly (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN
        ISIN XS2380335351
        NEXT POTENTIAL MATURITY DATE 06/03/2026

        EXPAND CLOSE
        Barclays 80-60 Quarterly Memory Income Autocall Aug 2022 GBP
        ISIN: XS2409640401
        STRIKE DATE: 31/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5003,955.00006969.01
        Nikkei 22528,091.530053375.6
        S&P/ASX 2006,986.75608927.526
        Eurostoxx 503,517.25005891.95

        STRIKE DATE 31/08/2022
        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: 1.5625% Quarterly (6.25% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.25
        ISIN XS2409640401
        NEXT POTENTIAL MATURITY DATE 31/08/2023

        EXPAND CLOSE
        Barclays 80-60 Quarterly Memory Income Autocall Aug 2022 USD
        ISIN: XS2409640583
        STRIKE DATE: 31/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5003,955.00006969.01
        Nikkei 22528,091.530053375.6
        S&P/ASX 2006,986.75608927.526
        Eurostoxx 503,517.25005891.95

        STRIKE DATE 31/08/2022
        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: 1.9250% Quarterly (7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.70% p.a.
        ISIN XS2409640583
        NEXT POTENTIAL MATURITY DATE 30/11/2023

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall Jul 2022 GBP
        ISIN: DE000HB89PD3
        STRIKE DATE: 29/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,708.10005891.95
        Nasdaq 10012,947.970025884.29
        Nikkei 22527,801.640053375.6
        FTSE 1007,423.430010171.76

        STRIKE DATE 29/07/2022
        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.% 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 6.56% p.a.
        ISIN DE000HB89PD3
        NEXT POTENTIAL MATURITY DATE 28/07/2023

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall Jul 2022 USD
        ISIN: DE000HB89PC5
        STRIKE DATE: 29/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,708.10005891.95
        Nasdaq 10012,947.970025884.29
        Nikkei 22527,801.640053375.6
        FTSE 1007,423.430010171.76

        STRIKE DATE 29/07/2022
        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 DE000HB89PC5
        NEXT POTENTIAL MATURITY DATE 28/07/2023

        EXPAND CLOSE