INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit Diversified Markets Memory Income Autocall Oct 2023
ISIN: DE000HC9Q8D5
STRIKE DATE: 31/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,321.720010840.35
S&P 5004,193.80007744.06
Nikkei 22530,858.850064425.95
Eurostoxx 504,061.12006168.26

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.86% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.44% p.a.
ISIN DE000HC9Q8D5
NEXT POTENTIAL MATURITY DATE 31/10/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Oct 2023
ISIN: DE000HC9Q8C7
STRIKE DATE: 31/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,321.720010840.35
S&P 5004,193.80007744.06
Nikkei 22530,858.850064425.95
Eurostoxx 504,061.12006168.26

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN DE000HC9Q8C7
NEXT POTENTIAL MATURITY DATE 31/10/2024

EXPAND CLOSE
Societe Generale Banks Memory Knock-Out Autocall October 2023
ISIN: XS2699501370
STRIKE DATE: 31/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.150037.7
HSBC592.30001421.2
UniCredit SpA23.625075.14

STRIKE DATE 31/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 90% of initial level Coupon Rate: USD: 10.00% Semi-annual (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20.00% p.a.
ISIN XS2699501370
NEXT POTENTIAL MATURITY DATE 31/10/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall Nov 2023 GBP
ISIN: XS2682833822
STRIKE DATE: 29/11/2023
INDICATIVE PRICE: 125.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 125.97% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,370.53006168.26
S&P/ASX 2007,035.34708719.719
Nikkei 22533,321.220064425.95

STRIKE DATE 29/11/2023
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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682833822
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall Nov 2023 USD
ISIN: XS2682834044
STRIKE DATE: 29/11/2023
INDICATIVE PRICE: 127.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 127.68% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,370.53006168.26
S&P/ASX 2007,035.34708719.719
Nikkei 22533,321.220064425.95

STRIKE DATE 29/11/2023
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682834044
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Oct 2023 USD
ISIN: XS2682578963
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006168.26
S&P 5004,117.37007744.06
Nikkei 22530,991.690064425.95

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.76% Semi-Annually (7.52% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.52% p.a.
ISIN XS2682578963
NEXT POTENTIAL MATURITY DATE 27/10/2025

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Oct 2023 GBP
ISIN: XS2682578880
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006168.26
S&P 5004,117.37007744.06
Nikkei 22530,991.690064425.95

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.89% Semi-Annually (7.78% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.78% p.a.
ISIN XS2682578880
NEXT POTENTIAL MATURITY DATE 27/10/2025

EXPAND CLOSE
BNP Paribas 80-65 Memory Income Autocall Oct 2023 USD
ISIN: XS2638620232
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,287.450049397.55
FTSE 1007,291.280010840.35
Nikkei 22530,991.690064425.95
S&P 5004,117.37007744.06

STRIKE DATE 27/10/2023
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: 4.34% Semi-Annual (8.68% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2638620232
NEXT POTENTIAL MATURITY DATE 28/04/2025

EXPAND CLOSE
Morgan Stanley Triple Index Memory Income Autocall Oct 2023 USD
ISIN: XS2682714147
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10014,180.420029935.59
Eurostoxx 504,014.36006168.26
Nikkei 22530,991.690064425.95

STRIKE DATE 27/10/2023
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: 3.873% Semi-Annual (7.746% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.746% p.a.
ISIN XS2682714147
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Barclays Triple Index Memory Income Autocall Oct 2023 USD
ISIN: XS2637632469
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,049.65303256.08
IBEX 358,918.300019177.7
Nikkei 22530,991.690064425.95

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.715% Semi Annually (7.43% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.43% p.a.
ISIN XS2637632469
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
BBVA Triple Index Memory Income Autocall Oct 2023 USD 
ISIN: XS2641283234
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006168.26
Nikkei 22530,991.690064425.95
Nasdaq 10014,180.420029935.59

STRIKE DATE 27/10/2023
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a
ISIN XS2641283234
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
BBVA US Tech Low Hurdle Autocall Nov 2023 USD
ISIN: XS2641306894
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C140.0200344.91
Amazon.com146.7100254.76
Meta Platform Inc341.4900736.72
Tesla Motors234.2100

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2641306894
NEXT POTENTIAL MATURITY DATE 22/11/2024

EXPAND CLOSE
Barclays 70-60 MEMORY INCOME AUTOCALL NOV 2023 USD
ISIN: XS2638665336
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,348.02006168.26
Nikkei 22533,408.390064425.95
FTSE 1007,455.240010840.35

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 5 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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2638665336
NEXT POTENTIAL MATURITY DATE 28/11/2024

EXPAND CLOSE
Morgan Stanley Twin Win Growth Note October 2023 USD
ISIN: XS2682794669
STRIKE DATE: 25/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007744.06

STRIKE DATE 25/10/2023
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 75% and 125% If barrier is breached 5.30% flat coupon is paid at maturity. 5.30% Guaranteed coupon at maturity if no breach and growth or decline is less than 5.30%. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2682794669
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 GBP
ISIN: XS2638649058
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 97.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.17% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010840.35
S&P 5004,556.62007744.06
Nikkei 22533,451.830064425.95

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638649058
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 USD
ISIN: XS2638648910
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 98.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.22% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010840.35
S&P 5004,556.62007744.06
Nikkei 22533,451.830064425.95

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638648910
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 EUR
ISIN: XS2638650221
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 97.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.89% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010840.35
S&P 5004,556.62007744.06
Nikkei 22533,451.830064425.95

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638650221
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Soc Gen Energy Enhanced 60-50 Memory Income Oct 2023 USD
ISIN: XS2659704782
STRIKE DATE: 20/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
First Solar Inc150.7700178.81
Vestas Wind System A/S144.5600184
Total SA62.5780.21
Bloom Energy Corporation11.3100236.3

STRIKE DATE 20/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 100% of initial level reducing 2.50% per quarter (capped at 70%) Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2659704782
NEXT POTENTIAL MATURITY DATE 22/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2641299073
STRIKE DATE: 16/11/2023
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 2007,058.41608719.719
Eurostoxx 504,302.45006168.26
Nikkei 22533,424.410064425.95
S&P 5004,508.24007744.06

STRIKE DATE 16/11/2023
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: 5.65% Semi-Annually (11.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.30%
ISIN XS2641299073
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2641299230
STRIKE DATE: 16/11/2023
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 2007,058.41608719.719
Eurostoxx 504,302.45006168.26
Nikkei 22533,424.410064425.95
S&P 5004,508.24007744.06

STRIKE DATE 16/11/2023
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2641299230
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE