INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays European Banks 1Y Fixed Income Sept 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 AG9.296039.86
UniCredit SpA20.745085.41
Credit Agricole SA11.158020.1

STRIKE DATE 08/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 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 Low Hurdle Autocall Sep 2023 GBP
ISIN: XS2580093982
STRIKE DATE: 28/09/2023
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 2007,048.63709188.494
Eurostoxx 504,174.66006545.47
Nikkei 22531,857.620068308.59
S&P 5004,288.05007798.99

STRIKE DATE 28/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.625% Quarterly (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2580093982
NEXT POTENTIAL MATURITY DATE 30/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2543364165
STRIKE DATE: 31/08/2023
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 2007,305.26909188.494
S&P 5004,507.66007798.99
Nikkei 22532,619.340068308.59
Eurostoxx 504,297.11006545.47

STRIKE DATE 31/08/2023
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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2543364165
NEXT POTENTIAL MATURITY DATE 03/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Aug 2023 GBP
ISIN: XS2543364082
STRIKE DATE: 31/08/2023
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 2007,305.26909188.494
S&P 5004,507.66007798.99
Nikkei 22532,619.340068308.59
Eurostoxx 504,297.11006545.47

STRIKE DATE 31/08/2023
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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70%
ISIN XS2543364082
NEXT POTENTIAL MATURITY DATE 03/09/2024

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2580074842
STRIKE DATE: 31/08/2023
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 2007,305.26909188.494
FTSE 1007,439.130010772.67
HSI18,382.060025396.51
Nikkei 22532,619.340068308.59

STRIKE DATE 31/08/2023
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: 1.97% Quarterly (7.88% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.88% p.a.
ISIN XS2580074842
NEXT POTENTIAL MATURITY DATE 02/12/2024

EXPAND CLOSE
Société Générale Green Energy Enhanced 50-50 Memory Income Sep 2023 USD
ISIN: XS2659578541
STRIKE DATE: 27/09/2023
INDICATIVE PRICE: 37.30%
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 37.30% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc120.110040.78
Plug Power Inc7.73002.3
Sunrun Inc12.41009.86
Solaredge Technologies Inc128.010032.18

STRIKE DATE 27/09/2023
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 50%) Memory Income Rate: USD: 5.15% Quarterly (20.60% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2659578541
NEXT POTENTIAL MATURITY DATE 27/03/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 GBP
ISIN: XS2655173669
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: 126.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 126.53% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56006545.47
S&P/ASX 2007,024.75509188.494
Nikkei 22531,872.520068308.59

STRIKE DATE 28/09/2023
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: GBP: 4.77% Semi-Annually (9.54% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2655173669
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 USD
ISIN: XS2655173586
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: 123.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 123.09% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56006545.47
S&P/ASX 2007,024.75509188.494
Nikkei 22531,872.520068308.59

STRIKE DATE 28/09/2023
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2655173586
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
BBVA Global Stocks Memory Income Autocall Aug 2023 USD 
ISIN: XS2580050313
STRIKE DATE: 25/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Air Products & Chemicals Inc288.3000305.52
Unilever4,036.50004628.5
Northrop Grumman Corp429.5600574.74
Procter & Gamble PG153.5400144.26

STRIKE DATE 25/08/2023
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: USD: 2.515% Quarterly (10.06% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.06% p.a.
ISIN XS2580050313
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Sep 2023 USD
ISIN: XS2663092521
STRIKE DATE: 26/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.552039.86
UniCredit SpA22.560085.41
BBVA7.370024.91

STRIKE DATE 26/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.252% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.252% p.a.
ISIN XS2663092521
NEXT POTENTIAL MATURITY DATE 26/09/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Aug 2023 GBP
ISIN: XS2567931642
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.52% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,333.630010772.67
S&P 5004,376.31007798.99
Eurostoxx 504,232.22006545.47

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2567931642
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 GBP
ISIN: XS2581071102
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 97.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.24% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010772.67
S&P 5004,320.06007798.99
Nikkei 22532,402.410068308.59

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071102
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2581071284
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 97.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 97.90% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010772.67
S&P 5004,320.06007798.99
Nikkei 22532,402.410068308.59

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071284
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
BBVA 2 Year Memory Income Note Aug 2023 GBP 
ISIN: XS2580050156
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,270.760010772.67
S&P 5004,387.55007798.99

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Term: 2 years Investment Structure: Memory Income Memory Income Rate: GBP: 6.40% Annually Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2580050156
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall June 2023 USD
ISIN: XS2515307341
STRIKE DATE: 29/06/2023
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 2007,194.91209188.494
Eurostoxx 504,354.69006545.47
Nikkei 22533,234.140068308.59
S&P 5004,396.44007798.99

STRIKE DATE 29/06/2023
RETURN & BARRIERS
Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 75% of initial level Protection Barrier: 50%
P.A. RETURN 6.00% p.a.
ISIN XS2515307341
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BNP Paribas Capital Protected Growth Participation Aug 2023 USD
ISIN: XS2576622331
STRIKE DATE: 18/08/2023
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,370.36007798.99

STRIKE DATE 18/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the Index at maturity (Capped at 127%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2576622331
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 GBP
ISIN: XS2580064298
STRIKE DATE: 19/09/2023
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 2007,196.62809188.494
Eurostoxx 504,242.70006545.47
Nikkei 22533,242.590068308.59
S&P 5004,443.95007798.99

STRIKE DATE 19/09/2023
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 XS2580064298
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2580064371
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62809188.494
Eurostoxx 504,242.70006545.47
Nikkei 22533,242.590068308.59
S&P 5004,443.95007798.99

STRIKE DATE 19/09/2023
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 XS2580064371
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 EUR
ISIN: XS2580064025
STRIKE DATE: 19/09/2023
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 2007,196.62809188.494
Eurostoxx 504,242.70006545.47
Nikkei 22533,242.590068308.59
S&P 5004,443.95007798.99

STRIKE DATE 19/09/2023
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 XS2580064025
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL SEP 2023 GBP
ISIN: XS2580063563
STRIKE DATE: 14/09/2023
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 2007,186.54709188.494
Eurostoxx 504,279.75006545.47
Nikkei 22533,168.100068308.59
S&P 5004,505.10007798.99

STRIKE DATE 14/09/2023
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE