INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Markets Classic Autocall Jan 2024 GBP
ISIN: XS2676635050
STRIKE DATE: 19/01/2024
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 2007,421.23708719.719
Eurostoxx 504,448.83006168.26
Nikkei 22535,963.270064425.95
Nasdaq 10017,314.000029935.59

STRIKE DATE 19/01/2024
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: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.62% p.a.
ISIN XS2676635050
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
Goldman Sachs Semi-Annual Classic Autocall Nov 2023 ZAR
ISIN: ZAE000329553
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: 138.22%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 138.22% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010840.35
Nikkei 22533,408.390064425.95
S&P 5004,554.89007744.06
Eurostoxx 504,348.02006168.26

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 6.875% Semi-Annually (13.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN ZAE000329553
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
UBS Triple Index Switch To Autocall Nov 2023 USD
ISIN: XS2710834594
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 136.67%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 136.67% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,567.80007744.06
Eurostoxx 504,382.47006168.26
Nikkei 22533,486.890064425.95

STRIKE DATE 30/11/2023
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: USD: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2710834594
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BNP Paribas Issuer Callable Growth Participation Dec 2023
ISIN: XS2664101230
STRIKE DATE: 15/12/2023
INDICATIVE PRICE: 109.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY JPY
CURRENT PRICE 109.70% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,549.44006168.26

STRIKE DATE 15/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon JPY: 5.00% p.a. if called by Issuer (from 12 months) Participation Rate: JPY: 150% participation in the Index at maturity Capital Risk: Not Capital protected Barrier: 65% European
P.A. RETURN
ISIN XS2664101230
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall Dec 2023 EUR
ISIN: XS2674279687
STRIKE DATE: 15/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,576.360010840.35
S&P 5004,719.19007744.06
Nikkei 22532,970.550064425.95

STRIKE DATE 15/12/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2674279687
NEXT POTENTIAL MATURITY DATE 16/12/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Dec 2023 EUR
ISIN: XS2674279760
STRIKE DATE: 15/12/2023
INDICATIVE PRICE: 97.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.81% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,576.360010840.35
S&P 5004,719.19007744.06
Eurostoxx 504,549.44006168.26

STRIKE DATE 15/12/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674279760
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
MS Triple Index Capital Protected Autocall December 2023 USD
ISIN: XS2722303315
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 122.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 122.52% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,377.85608719.719
FTSE 1007,648.980010840.35
S&P 5004,719.55007744.06

STRIKE DATE 14/12/2023
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: 4.25% Semi-Annually (8.50% p.a.)
P.A. RETURN
ISIN XS2722303315
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Dec 2023 GBP
ISIN: DE000HD0Z6S3
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,648.980010840.35
S&P 5004,719.55007744.06
Nikkei 22532,686.250064425.95
Eurostoxx 504,539.16006168.26

STRIKE DATE 14/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN DE000HD0Z6S3
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Dec 2023 GBP
ISIN: XS2662791164
STRIKE DATE: 14/12/2023
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 2007,377.85608719.719
Eurostoxx 504,539.16006168.26
Nikkei 22532,686.250064425.95
S&P 5004,719.55007744.06

STRIKE DATE 14/12/2023
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2662791164
NEXT POTENTIAL MATURITY DATE 16/12/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Dec 2023
ISIN: DE000HD0Z6T1
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,648.980010840.35
S&P 5004,719.55007744.06
Nikkei 22532,686.250064425.95
Eurostoxx 504,539.16006168.26

STRIKE DATE 14/12/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN DE000HD0Z6T1
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income September 2023 GBP
ISIN: XS2581045791
STRIKE DATE: 08/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG37.7
UniCredit SpA75.14
Credit Agricole SA15.645

STRIKE DATE 08/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 9.12% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.12% p.a.
ISIN XS2581045791
NEXT POTENTIAL MATURITY DATE 09/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 GBP
ISIN: XS2676596567
STRIKE DATE: 30/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,666.310010840.35
Eurostoxx 504,662.70006168.26
Nikkei 22536,065.860064425.95
S&P 5004,924.97007744.06

STRIKE DATE 30/01/2024
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: 5.20% Semi-Annually (10.40% p.a.)
P.A. RETURN 10.40% p.a.
ISIN XS2676596567
NEXT POTENTIAL MATURITY DATE 30/01/2025

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 USD
ISIN: XS2676596484
STRIKE DATE: 30/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,666.310010840.35
Eurostoxx 504,662.70006168.26
Nikkei 22536,065.860064425.95
S&P 5004,924.97007744.06

STRIKE DATE 30/01/2024
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: 6.25% Semi-Annually (12.50% p.a.)
P.A. RETURN 12.50% p.a.
ISIN XS2676596484
NEXT POTENTIAL MATURITY DATE 30/01/2025

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Jan 2024 USD
ISIN: XS2676590362
STRIKE DATE: 23/01/2024
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 601,267.56202138.906
DAX16,889.920025382.62
IBEX 359,974.000019177.7
HSI15,899.870024062.72

STRIKE DATE 23/01/2024
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: 4.025% Semi-Annual (8.05% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.05% p.a.
ISIN XS2676590362
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Jan 2024 USD
ISIN: XS2676590289
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56202138.906
DAX16,889.920025382.62
IBEX 359,974.000019177.7
HSI15,899.870024062.72

STRIKE DATE 24/01/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.80% p.a.
ISIN XS2676590289
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BNP Paribas Capital Protected Income & Growth Jan 2024 USD
ISIN: XS2676683886
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: 110.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 110.83% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,485.730010840.35
Eurostoxx 504,465.91006168.26
S&P 5004,864.60007744.06
Nikkei 22536,517.570064425.95

STRIKE DATE 23/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2676683886
NEXT POTENTIAL MATURITY DATE 01/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2024 EUR
ISIN: XS2663319593
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,196.820014349.51
Eurostoxx 504,564.11006168.26
Nikkei 22536,226.480064425.95
S&P 5004,868.55007744.06

STRIKE DATE 24/01/2024
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 EUR
ISIN: XS2674270462
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 98.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.42% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006168.26
S&P 5004,739.21007744.06
Nikkei 22535,477.750064425.95

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270462
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 GBP
ISIN: XS2674270207
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.87% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006168.26
S&P 5004,739.21007744.06
Nikkei 22535,477.750064425.95

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270207
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 USD
ISIN: XS2674270389
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.80% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08006168.26
S&P 5004,739.21007744.06
Nikkei 22535,477.750064425.95

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE