INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
SG Global Miners Memory Income Autocall Jul 2023 EUR
ISIN: XS2627585081
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,213.00006856
BHP Group PLC2,438.00003145
Anglo American2,427.00003630
Barrick Mining Corp16.780037.16

STRIKE DATE 27/07/2023
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: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

EXPAND CLOSE
BNP Core Global Accelerator Uncapped Jul 2023 ZAR
ISIN: ZAE000324463
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 248.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 248.11% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006210.17
Nikkei 22532,682.510066422.6
S&P 5004,567.46007408.3

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324463
NEXT POTENTIAL MATURITY DATE 08/08/2028

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
ISIN: XS2543359918
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.23% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,182.10908838.994
S&P 5004,376.31007408.3
Eurostoxx 504,232.22006210.17

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2543359918
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
BNP Core Global Accelerator Capped July 2023 ZAR
ISIN: ZAE000324471
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 165.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 165.14% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006210.17
Nikkei 22532,682.510066422.6
S&P 5004,567.46007408.3

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 355% participation (capped at 30%) Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324471
NEXT POTENTIAL MATURITY DATE 25/07/2028

EXPAND CLOSE
Barclays Cyber Security 1 Year Fixed Income Aug 2023 USD
ISIN: XS2542331538
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc153.9000183.42
Fortinet Inc58.3900151.54
Zscaler Inc142.7800139.7

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.00 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2542331538
NEXT POTENTIAL MATURITY DATE 22/08/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jul 2023 GBP
ISIN: XS2517325408
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: 97.27%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.27% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,678.590010639.17
S&P 5004,554.64007408.3
Eurostoxx 504,383.03006210.17

STRIKE DATE 24/07/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2517325408
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
BBVA Miners Semi-Annual Reducing Autocall Jul 2023 USD
ISIN: XS2515366354
STRIKE DATE: 21/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American2,389.00003630
Glencore472.5500537.7
Barrick Mining Corp17.400037.16
Freeport-McMoRan Inc40.610063.5

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 9.00% Semi Annual(18.00% p.a.) Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level, 5.00% reducing every 6 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2515366354
NEXT POTENTIAL MATURITY DATE 21/01/2026

EXPAND CLOSE
BBVA Global Markets Low Hurdle Autocall Jul 2023 GBP
ISIN: XS2515339898
STRIKE DATE: 21/07/2023
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 2007,313.88708838.994
Eurostoxx 504,391.41006210.17
Nikkei 22532,304.250066422.6
S&P 5004,536.34007408.3

STRIKE DATE 21/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.625% Quarterly Low Hurdle Trigger: 75% 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 10.50% p.a.
ISIN XS2515339898
NEXT POTENTIAL MATURITY DATE 21/07/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 GBP
ISIN: XS2543354018
STRIKE DATE: 17/08/2023
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 2007,146.00008838.994
Eurostoxx 504,227.83006210.17
Nikkei 22531,626.000066422.6
S&P 5004,370.36007408.3

STRIKE DATE 17/08/2023
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 XS2543354018
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 USD
ISIN: XS2543354109
STRIKE DATE: 17/08/2023
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 2007,146.00008838.994
Eurostoxx 504,227.83006210.17
Nikkei 22531,626.000066422.6
S&P 5004,370.36007408.3

STRIKE DATE 17/08/2023
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 XS2543354109
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Aug 2023 EUR
ISIN: XS2543354281
STRIKE DATE: 17/08/2023
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 2007,146.00008838.994
Eurostoxx 504,227.83006210.17
Nikkei 22531,626.000066422.6
S&P 5004,370.36007408.3

STRIKE DATE 17/08/2023
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 XS2543354281
NEXT POTENTIAL MATURITY DATE 19/08/2024

EXPAND CLOSE
Barclays 2 Year Fixed Rate Income Note USD July 2023
ISIN: XS2542258863
STRIKE DATE: 18/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,554.98007408.3

STRIKE DATE 18/07/2023
RETURN & BARRIERS
Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
P.A. RETURN 5.20% p.a.
ISIN XS2542258863
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 GBP
ISIN: XS2543347236
STRIKE DATE: 15/08/2023
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 2007,304.96108838.994
Eurostoxx 504,288.57006210.17
Nikkei 22532,238.890066422.6
S&P 5004,437.86007408.3

STRIKE DATE 15/08/2023
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: 6.5 0 % 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 XS2543347236
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 USD
ISIN: XS2543347152
STRIKE DATE: 15/08/2023
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 2007,304.96108838.994
Eurostoxx 504,288.57006210.17
Nikkei 22532,238.890066422.6
S&P 5004,437.86007408.3

STRIKE DATE 15/08/2023
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: 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 XS2543347152
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BNP Technology Participation Growth Note Jul 2023 ZAR
ISIN: ZAE000324398
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 122.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 122.09% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526238.2686

STRIKE DATE 13/07/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000324398
NEXT POTENTIAL MATURITY DATE 13/01/2027

EXPAND CLOSE
BNP Nikkei Classic Autocall Jul 2023 ZAR
ISIN: ZAE000324406
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22532,419.330066422.6

STRIKE DATE 13/07/2023
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 (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000324406
NEXT POTENTIAL MATURITY DATE 13/07/2026

    EXPAND CLOSE
    SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
    ISIN: XS2627560092
    STRIKE DATE: 12/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Alphabet-C119.6200318.34
    Etsy Inc91.500080.91
    Tesla Inc271.9900319.69
    CrowdStrike Holdings Inc146.1300183.42

    STRIKE DATE 12/07/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2627560092
    NEXT POTENTIAL MATURITY DATE 13/07/2026

    EXPAND CLOSE
    Barclays Capital Protected Autocall AUD Jul 2023
    ISIN: XS2517398207
    STRIKE DATE: 11/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY AUD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,282.520010639.17
    S&P 5004,439.26007408.3
    Nikkei 22532,203.570066422.6

    STRIKE DATE 11/07/2023
    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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2517398207
    NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      Barclays European Banks 1Y Fixed Income June 2023 EUR
      ISIN: XS2517293101
      STRIKE DATE: 30/06/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG10.150036.35
      UniCredit SpA21.265079.22
      BBVA7.032022.29

      STRIKE DATE 30/06/2023
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 8.18% p.a.
      ISIN XS2517293101
      NEXT POTENTIAL MATURITY DATE 01/07/2024

      EXPAND CLOSE
      UniCredit Diversified Mkts Memory Income Autocall Jun 2023 USD
      ISIN: DE000HC71751
      STRIKE DATE: 30/06/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit AG
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,531.530010639.17
      S&P 5004,450.38007408.3
      Nikkei 22533,189.040066422.6
      Eurostoxx 504,399.09006210.17

      STRIKE DATE 30/06/2023
      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 = 1.95% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.80% p.a.
      ISIN DE000HC71751
      NEXT POTENTIAL MATURITY DATE 01/07/2024

      EXPAND CLOSE