INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Equally Weighted Classic Autocall Jun 2023 USD
ISIN: XS2514232375
STRIKE DATE: 20/06/2023
INDICATIVE PRICE: 132.20%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 132.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,569.310010471.72
S&P 5004,388.71007431.46
Nikkei 22533,388.910066020.04

STRIKE DATE 20/06/2023
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 (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2514232375
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall Jun 2023 USD
ISIN: XS2515315013
STRIKE DATE: 20/06/2023
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 2007,357.83308804.037
FTSE 1007,569.310010471.72
S&P 5004,388.71007431.46

STRIKE DATE 20/06/2023
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: GBP: 3.65% Semi Annually (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2515315013
NEXT POTENTIAL MATURITY DATE 20/06/2024

EXPAND CLOSE
UniCredit 70-65 Memory Income Autocall June 2023 USD
ISIN: DE000HC78Z80
STRIKE DATE: 16/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,642.7210471.72
S&P 5004,409.597431.46
Nikkei 22533,706.0866020.04
Eurostoxx 504,394.826187.63

STRIKE DATE 16/06/2023
RETURN & BARRIERS
2.25% Quarterly Memory Coupon if all above 70% 100% Annual Autocall Trigger from 12 Months 65% Final Level Barrier (European Style)
P.A. RETURN 9% p.a.
ISIN DE000HC78Z80
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Soc Gen Developed Market Basket Autocall Jun 2023 USD
ISIN: XS2627431526
STRIKE DATE: 12/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,570.690010471.72
S&P 5004,338.93007431.46
Nikkei 22532,434.000066020.04

STRIKE DATE 12/06/2023
RETURN & BARRIERS
Maximum Term: 4.5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Annual (First Observation at 29 months) Autocall Trigger: 100% of initial level, reduced to 96% on the final observation Coupon Rate: USD = 10.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.30% p.a.
ISIN XS2627431526
NEXT POTENTIAL MATURITY DATE 03/11/2027

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUL 2023 USD – FACTSHEET UPON REQUEST
    ISIN: XS2627431369
    STRIKE DATE: 13/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Tesla Inc277.9000406.43
    NIO Inc10.76005.21
    Rivian Automotive Inc25.520016.76

    STRIKE DATE 13/07/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger 90% of initial level then reduced by 5% quarterly (floored at 40%) Memory Income Rate: USD: 5.15% Quarterly (20.60 % p.a.) Income Trigger: 40% of initial level Capital Risk Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
    P.A. RETURN 20.60% p.a.
    ISIN XS2627431369
    NEXT POTENTIAL MATURITY DATE 13/01/2026

    EXPAND CLOSE
    Barclays European Banks 1Y Fixed Income July 2023 USD
    ISIN: XS2517238775
    STRIKE DATE: 19/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG11.095036.83
    UniCredit SpA21.975073.3
    BBVA7.104020.09

    STRIKE DATE 19/07/2023
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 10.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 10% p.a.
    ISIN XS2517238775
    NEXT POTENTIAL MATURITY DATE 26/07/2024

    EXPAND CLOSE
    BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 GBP
    ISIN: XS2515316094
    STRIKE DATE: 13/07/2023
    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 2007,246.90708804.037
    Eurostoxx 504,391.76006187.63
    Nikkei 22532,419.330066020.04
    S&P 5004,510.04007431.46

    STRIKE DATE 13/07/2023
    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: 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 XS2515316094
    NEXT POTENTIAL MATURITY DATE 16/07/2024

    EXPAND CLOSE
    BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 USD
    ISIN: XS2515314636
    STRIKE DATE: 13/07/2023
    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 2007,246.90708804.037
    Eurostoxx 504,391.76006187.63
    Nikkei 22532,419.330066020.04
    S&P 5004,510.04007431.46

    STRIKE DATE 13/07/2023
    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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.40% p.a.
    ISIN XS2515314636
    NEXT POTENTIAL MATURITY DATE 16/07/2024

    EXPAND CLOSE
    BBVA 85-60 MEMORY INCOME AUTOCALL Jul 2023 EUR
    ISIN: XS2515316680
    STRIKE DATE: 13/07/2023
    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 2007,246.90708804.037
    Eurostoxx 504,391.76006187.63
    Nikkei 22532,419.330066020.04
    S&P 5004,510.04007431.46

    STRIKE DATE 13/07/2023
    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: EUR: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.60% p.a.
    ISIN XS2515316680
    NEXT POTENTIAL MATURITY DATE 16/07/2024

    EXPAND CLOSE
    UBS Defensive Autocall May 2023 ZAR
    ISIN: ZAE000322582
    STRIKE DATE: 31/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS AG
    TYPE
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,179.83007431.46
    FTSE 1007,446.140010471.72

    STRIKE DATE 31/05/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.00% p.a.
    ISIN ZAE000322582
    NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      UBS Classic Autocall May 2023 ZAR
      ISIN: ZAE000322590
      STRIKE DATE: 31/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,179.83007431.46
      FTSE 1007,446.140010471.72

      STRIKE DATE 31/05/2023
      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: Annually (16.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 16.50% p.a.
      ISIN ZAE000322590
      NEXT POTENTIAL MATURITY DATE 28/05/2024

        EXPAND CLOSE
        BBVA SEMI ANNUAL CLASSIC AUTOCALL JUL 2023 GBP
        ISIN: XS2515303514
        STRIKE DATE: 11/07/2023
        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 2007,108.85408804.037
        Eurostoxx 504,286.56006187.63
        Nikkei 22532,203.570066020.04
        S&P 5004,439.26007431.46

        STRIKE DATE 11/07/2023
        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: 7.25% Semi Annually ( 14.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 14.50% p.a.
        ISIN XS2515303514
        NEXT POTENTIAL MATURITY DATE 11/07/2024

        EXPAND CLOSE
        BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 USD
        ISIN: XS2515303787
        STRIKE DATE: 11/07/2023
        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 2007,108.85408804.037
        Eurostoxx 504,286.56006187.63
        Nikkei 22532,203.570066020.04
        S&P 5004,439.26007431.46

        STRIKE DATE 11/07/2023
        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: 7.50% Semi Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 15.00% p.a.
        ISIN XS2515303787
        NEXT POTENTIAL MATURITY DATE 11/07/2024

        EXPAND CLOSE
        BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 EUR
        ISIN: XS2515303944
        STRIKE DATE: 11/07/2023
        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 2007,108.85408804.037
        Eurostoxx 504,286.56006187.63
        Nikkei 22532,203.570066020.04
        S&P 5004,439.26007431.46

        STRIKE DATE 11/07/2023
        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: EUR: 6.00 % Semi Annually ( 12.00 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12% p.a.
        ISIN XS2515303944
        NEXT POTENTIAL MATURITY DATE 11/07/2024

        EXPAND CLOSE
        Barclays Core Global Equity Accelerator May 2023 USD
        ISIN: XS2505884887
        STRIKE DATE: 31/05/2023
        INDICATIVE PRICE: 148.08%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 148.08% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5004,179.83007431.46
        Eurostoxx 504,218.04006187.63
        Nikkei 22530,887.880066020.04

        STRIKE DATE 31/05/2023
        RETURN & BARRIERS
        Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Participation Rate: USD = 190% in participation in growth between 100-140% Capital Protection: Not Capital Protected Capital Risk: 60% European
        P.A. RETURN
        ISIN XS2505884887
        NEXT POTENTIAL MATURITY DATE 14/06/2028

        EXPAND CLOSE
        BBVA 60-60 Memory Income Autocall May 2023 USD
        ISIN: XS2515283062
        STRIKE DATE: 31/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2007,091.31108804.037
        Eurostoxx 504,218.04006187.63
        Nikkei 22530,887.880066020.04
        S&P 5004,179.83007431.46

        STRIKE DATE 31/05/2023
        RETURN & BARRIERS
        Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.04% Semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.08% p.a.
        ISIN XS2515283062
        NEXT POTENTIAL MATURITY DATE 31/05/2024

          EXPAND CLOSE
          BBVA Semi-Annual Classic Autocall May 2023 USD
          ISIN: XS2515290430
          STRIKE DATE: 26/05/2023
          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 2007,217.37008804.037
          Eurostoxx 504,337.50006187.63
          Nikkei 22531,233.540066020.04
          S&P 5004,205.45007431.46

          STRIKE DATE 26/05/2023
          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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 14% p.a.
          ISIN XS2515290430
          NEXT POTENTIAL MATURITY DATE 29/05/2024

          EXPAND CLOSE
          BBVA Semi-Annual Classic Autocall May 2023 GBP
          ISIN: XS2515289853
          STRIKE DATE: 26/05/2023
          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 2007,217.37008804.037
          Eurostoxx 504,337.50006187.63
          Nikkei 22531,233.540066020.04
          S&P 5004,205.45007431.46

          STRIKE DATE 26/05/2023
          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: 6.75% Semi Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 13.50% p.a.
          ISIN XS2515289853
          NEXT POTENTIAL MATURITY DATE 29/05/2024

          EXPAND CLOSE
          BBVA Semi-Annual Classic Autocall May 2023 EUR
          ISIN: XS2515290273
          STRIKE DATE: 26/05/2023
          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 2007,217.37008804.037
          Eurostoxx 504,337.50006187.63
          Nikkei 22531,233.540066020.04
          S&P 5004,205.45007431.46

          STRIKE DATE 26/05/2023
          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: EUR: 5.50% Semi Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 11.00% p.a.
          ISIN XS2515290273
          NEXT POTENTIAL MATURITY DATE 29/05/2024

          EXPAND CLOSE
          UniCredit Diversified Markets Memory Income Autocall May 2023 USD 
          ISIN: DE000HC6EMS4
          STRIKE DATE: 30/05/2023
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UniCredit
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1007,522.070010471.72
          Nikkei 22531,328.160066020.04
          Eurostoxx 504,291.58006187.63
          S&P 5004,205.52007431.46

          STRIKE DATE 30/05/2023
          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 = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.50% p.a.
          ISIN DE000HC6EMS4
          NEXT POTENTIAL MATURITY DATE 30/05/2024

          EXPAND CLOSE