INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 3 Year Triple Index Fixed Income GBP Jun 2023
ISIN: XS2514198097
STRIKE DATE: 22/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,502.030010679.03
S&P 5004,381.89007483.24
OMX Stockholm 302,235.40903247.031

STRIKE DATE 22/06/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2514198097
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BNP 70-70 Memory Income Autocall May 2023 USD
ISIN: XS2515087638
STRIKE DATE: 24/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Givaudan Reg3,016.00003507
Nike Inc108.290044.09
Nvidia Corporation30.5380194.83

STRIKE DATE 24/05/2023
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% Semi-annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2515087638
NEXT POTENTIAL MATURITY DATE 26/05/2026

    EXPAND CLOSE
    BBVA Enhanced Protection Classic Autocall May 2023 USD (XS2491406273)
    ISIN: XS2491406273
    STRIKE DATE: 23/05/2023
    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 2007,259.88708844.412
    Eurostoxx 504,342.38006412.68
    S&P 5004,145.58007483.24
    Nikkei 22530,957.770069744.07

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.76% Quarterly snowballing (11.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 11.04% p.a.
    ISIN XS2491406273
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE
    Morgan Stanley Enhanced Protection Classic Autocall May 2023 USD
    ISIN: XS2599571176
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,342.38006412.68
    Nikkei 22530,957.770069744.07
    S&P 5004,145.58007483.24

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.002% Semi-annual (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 10.004% p.a.
    ISIN XS2599571176
    NEXT POTENTIAL MATURITY DATE 23/05/2025

    EXPAND CLOSE
    BNP Enhanced Protection Classic Autocall May 2023 USD
    ISIN: XS2506572267
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 407,378.71008508.07
    HSI19,431.250023350.03
    IBEX 359,267.000019852.4
    S&P 5004,145.58007483.24

    STRIKE DATE 23/05/2023
    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: 4.55% Semi-annual (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 9.10% p.a,
    ISIN XS2506572267
    NEXT POTENTIAL MATURITY DATE 23/05/2025

    EXPAND CLOSE
    Barclays Enhanced Protection Classic Autocall May 2023 GBP (XS2506726673)
    ISIN: XS2506726673
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,762.950010679.03
    S&P/TSX 601,211.77502068.89
    Nasdaq 10013,672.540029329.21
    Nikkei 22530,957.770069744.07

    STRIKE DATE 23/05/2023
    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: 3.85% Semi-annual snowballing (7.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 7.70% p.a.
    ISIN XS2506726673
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE
    BBVA Enhanced Protection Memory Income Autocall May 2023 USD (XS2491406430)
    ISIN: XS2491406430
    STRIKE DATE: 23/05/2023
    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 2007,259.88708844.412
    Eurostoxx 504,342.38006412.68
    Nikkei 22530,957.770069744.07
    S&P 5004,145.58007483.24

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 85% of initial level Protection Barrier: 65%
    P.A. RETURN 7.84% p.a.
    ISIN XS2491406430
    NEXT POTENTIAL MATURITY DATE 23/05/2024

    EXPAND CLOSE
    Soc Gen Issuer Callable Growth Participation May 2023 EUR (XS2593388247)
    ISIN: XS2593388247
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,145.58007483.24

    STRIKE DATE 23/05/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Coupon Rate: EUR = 0.60% Monthly (7.20% p.a.) Capital Protection: 70% Capital Protected
    P.A. RETURN 7.20% p.a.
    ISIN XS2593388247
    NEXT POTENTIAL MATURITY DATE 15/11/2024

    EXPAND CLOSE
    Barclays Capital Protected Autocall May 2023 GBP (XS2506812242)
    ISIN: XS2506812242
    STRIKE DATE: 23/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,762.950010679.03
    Russell 20001,787.71502996.11
    Nikkei 22530,957.770069744.07

    STRIKE DATE 23/05/2023
    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: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2506812242
    NEXT POTENTIAL MATURITY DATE 26/05/2026

    EXPAND CLOSE
    Morgan Stanley 85-65 Memory Income Autocall May 2023 EUR (XS2599547978)
    ISIN: XS2599547978
    STRIKE DATE: 22/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,385.63006412.68
    Nasdaq 10013,849.740029329.21
    Nikkei 22531,086.820069744.07

    STRIKE DATE 22/05/2023
    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: EUR = 2.75% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 5.50%
    ISIN XS2599547978
    NEXT POTENTIAL MATURITY DATE 22/05/2024

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall May 2023 EUR (XS2505895651)
    ISIN: XS2505895651
    STRIKE DATE: 22/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,385.63006412.68
    FTSE 1007,770.990010679.03
    Nasdaq 10013,849.740029329.21
    Nikkei 22531,086.820069744.07

    STRIKE DATE 22/05/2023
    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: EUR = 3.00% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.00% p.a.
    ISIN XS2505895651
    NEXT POTENTIAL MATURITY DATE 22/05/2024

    EXPAND CLOSE
    UBS 85-65 Memory Income Autocall May 2023 EUR (XS2621330104)
    ISIN: XS2621330104
    STRIKE DATE: 22/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,226.21702068.89
    Eurostoxx 504,385.63006412.68
    S&P/ASX 2007,263.25308844.412
    Nikkei 22531,086.820069744.07

    STRIKE DATE 22/05/2023
    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: EUR = 3.155% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.31% p.a.
    ISIN XS2621330104
    NEXT POTENTIAL MATURITY DATE 22/05/2029

    EXPAND CLOSE
    BNP 85-65 Memory Income Autocall May 2023 EUR (XS2506552236)
    ISIN: XS2506552236
    STRIKE DATE: 22/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,385.63006412.68
    FTSE 1007,770.990010679.03
    Nasdaq 10013,849.740029329.21
    Nikkei 22531,086.820069744.07

    STRIKE DATE 22/05/2023
    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: EUR = 3.17% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.34% p.a.
    ISIN XS2506552236
    NEXT POTENTIAL MATURITY DATE 22/05/2024

    EXPAND CLOSE
    BBVA ENHANCED PROTECTION CLASSIC AUTOCALL USD Jun 2023
    ISIN: XS2491384447
    STRIKE DATE: 21/06/2023
    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 2007,195.48908844.412
    Eurostoxx 504,304.47006412.68
    Nikkei 22533,264.880069744.07
    S&P 5004,381.89007483.24

    STRIKE DATE 21/06/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 11.00% p.a.
    ISIN XS2491384447
    NEXT POTENTIAL MATURITY DATE 24/06/2024

    EXPAND CLOSE
    BNP MSCI World IMI Select Trend Accelerators Index May 2023 USD
    ISIN: XS2504133948
    STRIKE DATE: 15/05/2023
    INDICATIVE PRICE: 133.43%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 133.43% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI World IMI Select Trend Accelerators Index1,384.52001798.14

    STRIKE DATE 15/05/2023
    RETURN & BARRIERS
    Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD = 160% in participation in growth between 100-145% Capital Risk: 100% Cap Protected
    P.A. RETURN
    ISIN XS2504133948
    NEXT POTENTIAL MATURITY DATE 22/05/2028

    EXPAND CLOSE
    Barclays 3 Year Fixed Income May 2023 GBP
    ISIN: XS2505843859
    STRIKE DATE: 15/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,136.28007483.24

    STRIKE DATE 15/05/2023
    RETURN & BARRIERS
    Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.7414% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 5.7414% p.a.
    ISIN XS2505843859
    NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME USD Jun 2023 – Factsheet upon request
    ISIN: XS2593428308
    STRIKE DATE: 13/06/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Tesla Motors258.7100
    NIO Inc8.89004.79
    Rivian Automotive Inc15.250018.63

    STRIKE DATE 13/06/2023
    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: 5.50% Quarterly (22.00% 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 22.00% p.a.
    ISIN XS2593428308
    NEXT POTENTIAL MATURITY DATE 15/09/2025

    EXPAND CLOSE
    Goldman Sachs Global Multi-Asset Allocator USD May 2023
    ISIN: XS2481724446
    STRIKE DATE: 11/05/2023
    INDICATIVE PRICE: 108.37%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.37% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Goldman Sachs Global Multi-Asset Allocator 6% Index145.8600150.54

    STRIKE DATE 11/05/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 120.00% participation in the underlying at maturity Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2481724446
    NEXT POTENTIAL MATURITY DATE 11/05/2028

    EXPAND CLOSE
    BBVA Global Market 70-60 Memory Income Autocall May 2023
    ISIN: XS2491395567
    STRIKE DATE: 09/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 407,397.17008508.07
    Eurostoxx 504,323.09006412.68
    Nikkei 22529,242.820069744.07
    S&P 5004,119.17007483.24

    STRIKE DATE 09/05/2023
    RETURN & BARRIERS
    Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.44% p.a. (3.72% per semi annual) Income Trigger: 70% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
    P.A. RETURN 7.44 p.a.
    ISIN XS2491395567
    NEXT POTENTIAL MATURITY DATE 11/05/2026

    EXPAND CLOSE
    BBVA 75-65 Memory Income Autocall April 2023
    ISIN: XS2491381344
    STRIKE DATE: 28/04/2023
    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 2007,309.15208844.412
    Eurostoxx 504,359.31006412.68
    Nikkei 22528,856.440069744.07
    S&P 5004,169.48007483.24

    STRIKE DATE 28/04/2023
    RETURN & BARRIERS
    Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 9.30% p.a. (2.325% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 65% Capital Protection barrier at maturity
    P.A. RETURN 9.30 p.a.
    ISIN XS2491381344
    NEXT POTENTIAL MATURITY DATE 30/04/2024

    EXPAND CLOSE