INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Apr 2023 GBP
ISIN: XS2491370578
STRIKE DATE: 26/04/2023
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 2007,316.29908640.714
Eurostoxx 504,347.71005934.96
Nikkei 22528,416.470062654.05
S&P 5004,055.99007501.24

STRIKE DATE 26/04/2023
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: 1.90% Quarterly (7.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2491370578
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Apr 2023 USD
ISIN: XS2491370735
STRIKE DATE: 26/04/2023
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 2007,316.29908640.714
Eurostoxx 504,347.71005934.96
Nikkei 22528,416.470062654.05
S&P 5004,055.99007501.24

STRIKE DATE 26/04/2023
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: 2.21% Quarterly (8.84% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.84% p.a.
ISIN XS2491370735
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
EFG European Banks Defensive Autocall USD Mar 2023
ISIN: CH1240011895
STRIKE DATE: 21/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays143.1400434.7
Credit Agricole SA10.282017.17
BNP Paribas SA54.740092.03
ING Groep NV11.160025.945

STRIKE DATE 21/03/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN CH1240011895
NEXT POTENTIAL MATURITY DATE 22/09/2023

    EXPAND CLOSE
    BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 GBP
    ISIN: XS2491746884
    STRIKE DATE: 19/04/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,154.87007501.24
    OMX Stockholm 302,256.27703048.114

    STRIKE DATE 19/04/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2491746884
    NEXT POTENTIAL MATURITY DATE 27/04/2026

    EXPAND CLOSE
    BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 USD
    ISIN: XS2491746702
    STRIKE DATE: 19/04/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,154.87007501.24
    OMX Stockholm 302,256.27703048.114

    STRIKE DATE 19/04/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.20%
    ISIN XS2491746702
    NEXT POTENTIAL MATURITY DATE 27/04/2026

    EXPAND CLOSE
    Morgan Stanley 85-60 Memory Income Autocall Mar 2023 GBP
    ISIN: XS2575241166
    STRIKE DATE: 17/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,064.99005934.96
    Nasdaq 10012,519.880029580.3
    Nikkei 22527,333.790062654.05

    STRIKE DATE 17/03/2023
    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: 3.85% Semi Annually (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.70% p.a.
    ISIN XS2575241166
    NEXT POTENTIAL MATURITY DATE 18/03/2024

    EXPAND CLOSE
    BBVA 70-70 Memory Income Autocall Mar 2023 USD
    ISIN: XS2471187307
    STRIKE DATE: 08/03/2023
    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 2007,307.76608640.714
    FTSE 1007,929.920010372.93
    S&P 5003,992.01007501.24

    STRIKE DATE 08/03/2023
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.90% Quarterly (7.60% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2471187307
    NEXT POTENTIAL MATURITY DATE 11/06/2024

    EXPAND CLOSE
    Société Générale Banks Memory Knock-Out Autocall Apr 2023 USD – Factsheet available upon request
    ISIN: XS2593166932
    STRIKE DATE: 12/04/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA18.840072.35
    Barclays153.0600434.7
    HSBC561.60001350
    Commerzbank AG9.720036.63

    STRIKE DATE 12/04/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.45% Quarterly (21.80.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 21.80% p.a.
    ISIN XS2593166932
    NEXT POTENTIAL MATURITY DATE 12/10/2023

    EXPAND CLOSE
    BBVA 65-65 Memory Income Autocall Mar 2023 USD
    ISIN: XS2471147004
    STRIKE DATE: 03/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,045.64007501.24
    FTSE 1007,947.110010372.93
    S&P/ASX 2007,283.57008640.714

    STRIKE DATE 03/03/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2471147004
    NEXT POTENTIAL MATURITY DATE 03/06/2024

    EXPAND CLOSE
    CS Diversified Markets Memory Income Autocall Feb 2023 USD
    ISIN: XS2543849413
    STRIKE DATE: 28/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,238.38005934.96
    FTSE 1007,876.280010372.93
    Nikkei 22527,445.560062654.05
    S&P 5003,970.15007501.24

    STRIKE DATE 28/02/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.40% p.a.
    ISIN XS2543849413
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    CS Diversified Markets Memory Income Autocall Feb 2023 GBP
    ISIN: XS2543841600
    STRIKE DATE: 28/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,238.38005934.96
    FTSE 1007,876.280010372.93
    Nikkei 22527,445.560062654.05
    S&P 5003,970.15007501.24

    STRIKE DATE 28/02/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.975% Quarterly (7.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.90% p.a.
    ISIN XS2543841600
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Mar 2023 GBP
    ISIN: XS2471176102
    STRIKE DATE: 29/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,192.07601986.704
    Eurostoxx 504,231.27005934.96
    S&P/ASX 2007,050.33408640.714
    Nikkei 22527,883.780062654.05

    STRIKE DATE 29/03/2023
    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: 6.25% Semi Annually ( 12.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.50% p.a.
    ISIN XS2471176102
    NEXT POTENTIAL MATURITY DATE 02/04/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Mar 2023 USD
    ISIN: XS2471176284
    STRIKE DATE: 29/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,192.07601986.704
    Eurostoxx 504,231.27005934.96
    S&P/ASX 2007,050.33408640.714
    Nikkei 22527,883.780062654.05

    STRIKE DATE 29/03/2023
    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: 7.75% Semi Annually ( 15.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 15.50% p.a.
    ISIN XS2471176284
    NEXT POTENTIAL MATURITY DATE 02/04/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Mar 2023 EUR
    ISIN: XS2471176367
    STRIKE DATE: 29/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,192.07601986.704
    Eurostoxx 504,231.27005934.96
    S&P/ASX 2007,050.33408640.714
    Nikkei 22527,883.780062654.05

    STRIKE DATE 29/03/2023
    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: EUR: 5.95% Semi Annually ( 11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.90% p.a.
    ISIN XS2471176367
    NEXT POTENTIAL MATURITY DATE 02/04/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Mar 2023 GBP
    ISIN: XS2471172291
    STRIKE DATE: 24/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,970.99007501.24
    Nikkei 22527,385.250062654.05
    Eurostoxx 504,130.62005934.96
    S&P/ASX 2006,955.23808640.714

    STRIKE DATE 24/03/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.69% Semi Annually (7.38% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.38% p.a.
    ISIN XS2471172291
    NEXT POTENTIAL MATURITY DATE 25/03/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Mar 2023 USD
    ISIN: XS2471172028
    STRIKE DATE: 24/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,970.99007501.24
    Nikkei 22527,385.250062654.05
    Eurostoxx 504,130.62005934.96
    S&P/ASX 2006,955.23808640.714

    STRIKE DATE 24/03/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Income Trigger: 100% of initial level Memory Income Rate: USD: 4.50% Semi Annually (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2471172028
    NEXT POTENTIAL MATURITY DATE 25/03/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Mar 2023 EUR
    ISIN: XS2471172374
    STRIKE DATE: 24/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,970.99007501.24
    Nikkei 22527,385.250062654.05
    Eurostoxx 504,130.62005934.96
    S&P/ASX 2006,955.23808640.714

    STRIKE DATE 24/03/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Income Trigger: 100% of initial level Memory Income Rate: EUR: 3.54% Semi-Annually (7.08% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.08% p.a.
    ISIN XS2471172374
    NEXT POTENTIAL MATURITY DATE 25/03/2025

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Mar 2023 GBP
    ISIN: XS2575342865
    STRIKE DATE: 31/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,315.05005934.96
    Nasdaq 10013,181.350029580.3
    Nikkei 22528,041.480062654.05

    STRIKE DATE 31/03/2023
    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: GBP: 3.05% Semi-Annually (6.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 6.10% p.a.
    ISIN XS2575342865
    NEXT POTENTIAL MATURITY DATE 31/03/2025

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Mar 2023 USD
    ISIN: XS2575341206
    STRIKE DATE: 31/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,315.05005934.96
    Nasdaq 10013,181.350029580.3
    Nikkei 22528,041.480062654.05

    STRIKE DATE 31/03/2023
    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: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 7.30% p.a.
    ISIN XS2575341206
    NEXT POTENTIAL MATURITY DATE 31/03/2025

    EXPAND CLOSE
    BNP MSCI World Participation Growth Note Feb 2023 USD
    ISIN: XS2459868407
    STRIKE DATE: 21/02/2023
    INDICATIVE PRICE: 132.50%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 132.50% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI World IMI Select Trend Accelerators Index1,436.94001812.29

    STRIKE DATE 21/02/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Payout Rate USD: 72% Coupon if 45% above Strike, 160% participation in growth between 100-145% at maturity Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2459868407
    NEXT POTENTIAL MATURITY DATE 28/02/2028

    EXPAND CLOSE