INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 5 Year Fixed Rate Note Nov 2023
ISIN: XS2662155097
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 99.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,488.200010782.66

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 year Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Semi-Annually) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2662155097
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE
BNP Paribas US Stocks Defensive Autocall Jan 2024 USD 
ISIN: XS2689491863
STRIKE DATE: 05/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com145.2400260.21
Carnival Corp17.330029.59
Meta Platform Inc351.9500605.08
Tesla Motors237.4900

STRIKE DATE 05/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 81% of initial level Coupon Rate: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2689491863
NEXT POTENTIAL MATURITY DATE 05/07/2024

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 USD
ISIN: XS2682887752
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 132.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 132.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720061077.9
S&P 5004,783.45007353.73
Eurostoxx 504,468.98006231.54

STRIKE DATE 10/01/2024
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: 12.20% Annually 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 XS2682887752
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Morgan Stanley Triple Index Switch To Autocall Jan 2024 GBP
ISIN: XS2682887596
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: 132.63%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 132.63% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22534,441.720061077.9
S&P 5004,783.45007353.73
Eurostoxx 504,468.98006231.54

STRIKE DATE 10/01/2024
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: GBP: 12.20% Annually 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 XS2682887596
NEXT POTENTIAL MATURITY DATE 12/01/2027

EXPAND CLOSE
Soc Gen Aircraft Manufacturers Memory Knock-Out Autocall Jan 2024 USD
ISIN: XS2699811480
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co227.8400172.5
Airbus144.0400198.88

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 24 months) Knock Out Trigger: 100% of initial level Coupon Rate: USD: 8.00% Semi-annual (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2699811480
NEXT POTENTIAL MATURITY DATE 12/01/2026

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 GBP
    ISIN: XS2722666620
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 116.84%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 116.84% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17006231.54
    S&P/ASX 2007,605.71709065.067
    Nikkei 22538,157.940061077.9

    STRIKE DATE 15/02/2024
    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: 3.50% Semi-Annually (7.00% p.a.)
    P.A. RETURN
    ISIN XS2722666620
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    MORGAN STANLEY 100% CAPITAL PROTECTED AUTOCALL FEB 2024 USD
    ISIN: XS2722666893
    STRIKE DATE: 15/02/2024
    INDICATIVE PRICE: 118.73%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.73% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,743.17006231.54
    S&P/ASX 2007,605.71709065.067
    Nikkei 22538,157.940061077.9

    STRIKE DATE 15/02/2024
    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.)
    P.A. RETURN
    ISIN XS2722666893
    NEXT POTENTIAL MATURITY DATE 15/02/2027

    EXPAND CLOSE
    BBVA World Indices Classic Autocall Jan 2024 GBP
    ISIN: XS2676634830
    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
    FTSE 1007,461.930010782.66
    Eurostoxx 504,448.83006231.54
    Nikkei 22535,963.270061077.9
    Nasdaq 10017,314.000026629.81

    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: 4.96% Semi-Annually (9.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.92% p.a.
    ISIN XS2676634830
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Major Markets Classic Autocall Jan 2024 USD
    ISIN: XS2676634756
    STRIKE DATE: 19/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,461.930010782.66
    Eurostoxx 504,448.83006231.54
    Nikkei 22535,963.270061077.9
    Nasdaq 10017,314.000026629.81

    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: USD: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.80% p.a.
    ISIN XS2676634756
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: XS2676635134
    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
    FTSE MIB30,283.610050505.87
    HSCEI5,127.24008369.08
    TOPIX2,510.03003940.39
    KOSPI 200332.9900837.78

    STRIKE DATE 19/01/2024
    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: GBP: 4.02% Semi-Annual (8.04% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.04% p.a.
    ISIN XS2676635134
    NEXT POTENTIAL MATURITY DATE 20/01/2025

    EXPAND CLOSE
    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 2007,421.23709065.067
    Eurostoxx 504,448.83006231.54
    Nikkei 22535,963.270061077.9
    Nasdaq 10017,314.000026629.81

    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: 1.39%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 1.39% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,455.240010782.66
    Nikkei 22533,408.390061077.9
    S&P 5004,554.89007353.73
    Eurostoxx 504,348.02006231.54

    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: 136.94%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 136.94% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,567.80007353.73
    Eurostoxx 504,382.47006231.54
    Nikkei 22533,486.890061077.9

    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: 109.84%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY JPY
    CURRENT PRICE 109.84% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,549.44006231.54

    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 1007,576.360010782.66
    S&P 5004,719.19007353.73
    Nikkei 22532,970.550061077.9

    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: 98.96%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 98.96% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,576.360010782.66
    S&P 5004,719.19007353.73
    Eurostoxx 504,549.44006231.54

    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: 123.26%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 123.26% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,377.85609065.067
    FTSE 1007,648.980010782.66
    S&P 5004,719.55007353.73

    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 1007,648.980010782.66
    S&P 5004,719.55007353.73
    Nikkei 22532,686.250061077.9
    Eurostoxx 504,539.16006231.54

    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 2007,377.85609065.067
    Eurostoxx 504,539.16006231.54
    Nikkei 22532,686.250061077.9
    S&P 5004,719.55007353.73

    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 1007,648.980010782.66
    S&P 5004,719.55007353.73
    Nikkei 22532,686.250061077.9
    Eurostoxx 504,539.16006231.54

    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