INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,359.3100 | 6412.68 |
| FTSE 100 | 7,870.5700 | 10679.03 |
| Nikkei 225 | 28,856.4400 | 69744.07 |
| S&P 500 | 4,169.4800 | 7483.24 |
STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan
Investment Term: Up to 6 years
Memory Income Rate: 7.50% p.a. (1.875% per quarter)
Income Trigger: 75% of initial strike levels
Capital Risk: Not capital protected
Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.50% p.a.
ISIN XS2491378555
NEXT POTENTIAL MATURITY DATE 05/11/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,359.3100 | 6412.68 |
| FTSE 100 | 7,870.5700 | 10679.03 |
| Nikkei 225 | 28,856.4400 | 69744.07 |
| S&P 500 | 4,169.4800 | 7483.24 |
STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan
Investment Term: Up to 6 years
Memory Income Rate: 7.00% p.a. (1.75% per quarter)
Income Trigger: 75% of initial strike levels
Capital Risk: Not capital protected
Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.00 p.a.
ISIN XS2491378639
NEXT POTENTIAL MATURITY DATE 05/11/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,073.6900 | 10679.03 |
| S&P 500 | 3,807.3000 | 7483.24 |
STRIKE DATE 27/10/2022
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: ZAR= 12.85% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.85% p.a.
ISIN ZAE000315750
NEXT POTENTIAL MATURITY DATE 27/10/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 211.05% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 263.6307 | 302.1222 |
STRIKE DATE 28/10/2022
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note
Participation Rate: USD = 930% in the Underlying
Capital Risk: 100% Cap Protected
P.A. RETURN 930% Participation Rate
ISIN ZAE000314654
NEXT POTENTIAL MATURITY DATE 28/10/2027
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,073.6900 | 10679.03 |
| S&P 500 | 3,807.3000 | 7483.24 |
STRIKE DATE 27/10/2022
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: USD = 10.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10%
ISIN XS2508143992
NEXT POTENTIAL MATURITY DATE 27/10/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 130.91% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI World IMI Select Trend Accelerators Index | 1,420.5500 | 1798.14 |
STRIKE DATE 31/10/2022
RETURN & BARRIERS
Investment Structure: Capital Protected
Growth Participation Note
Participation Rate: USD = 145% (capped at 45%)
Capital Risk: 100% Capital Protected
P.A. RETURN 145% Participation Rate
ISIN XS2442154246
NEXT POTENTIAL MATURITY DATE 08/11/2027
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,188.6300 | 10679.03 |
| S&P 500 | 3,719.8900 | 7483.24 |
STRIKE DATE 03/11/2022
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: USD = 8.20% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20%
ISIN XS2508039588
NEXT POTENTIAL MATURITY DATE 03/11/2025
COUNTERPARTY Barlcays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,934.3800 | 7483.24 |
STRIKE DATE 09/12/2022
RETURN & BARRIERS
Term: 3 years
Investment Structure: Fixed Return
Fixed Return Rate: USD: 5.50% p.a. (Paid at Maturity)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 5.50%
ISIN XS2448743125
NEXT POTENTIAL MATURITY DATE 19/12/2025
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 78.65% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Solar ETF | 86.33 | 56.32 |
STRIKE DATE 02/12/2021
RETURN & BARRIERS
11.20% Annual Snowballing Coupon if Autocalled
100% Autocall Trigger from 12 Months
60% Barrier (E)
P.A. RETURN 11.20%
ISIN XS2410248905
NEXT POTENTIAL MATURITY DATE 02/12/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 147.54% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 265.1013 | 302.1222 |
STRIKE DATE 07/02/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note
Participation Rate: USD= 450% in the Underlying
Capital Risk: 100% Cap Protecte
P.A. RETURN 450% Participation Rate
ISIN XS2451635507
NEXT POTENTIAL MATURITY DATE 07/02/2028
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,405.4500 | 10679.03 |
| S&P 500 | 3,970.9900 | 7483.24 |
STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 9.10% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European styl
P.A. RETURN 9.10%
ISIN XS2470720553
NEXT POTENTIAL MATURITY DATE 24/03/2026
COUNTERPARTY Bnp Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 189.76% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 266.9264 | 302.1222 |
STRIKE DATE 03/04/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note
Participation Rate: ZAR= 910% in the Underlying
Capital Risk: 100% Cap Protected
P.A. RETURN 910% Participation Rate
ISIN ZAE000318655
NEXT POTENTIAL MATURITY DATE 03/04/2028
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,105.0200 | 7483.24 |
STRIKE DATE 06/04/2023
RETURN & BARRIERS
Investment Structure: Range Accrual
Bonus Coupon Rate: USD: 7.97% p.a.
Upper Barrier: 125.00% of the Initial Level
Lower Barrier: 75.00% of the Initial Level
Capital Protection: 100% Capital Protected
P.A. RETURN 7.97% p.a.
ISIN XS2543800671
NEXT POTENTIAL MATURITY DATE 06/10/2026
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,168.0300 | 14424.24 |
| Nikkei 225 | 28,283.0300 | 69744.07 |
| S&P 500 | 4,026.1200 | 7483.24 |
STRIKE DATE 25/11/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.25% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2443166389
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 90.69% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Goldman Sachs | 100.8500 | 1021 |
STRIKE DATE 12/12/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually
Autocall Trigger: 110% of initial level
Capital Risk: 100% Capital protected
Participation: 200% at maturity if not autocalled
P.A. RETURN 200% Participation Rate
ISIN XS2482495798
NEXT POTENTIAL MATURITY DATE 14/12/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 146.16% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| iShares MSCI Emerging Markets (EEM) | 39.4325 | 65.7 |
| Nikkei 225 | 27,786.8375 | 69744.07 |
| S&P 500 | 4,046.875 | 7483.24 |
| Eurostoxx 50 | 4,232.3375 | 6412.68 |
| FTSE 100 | 7,750.70 | 10679.03 |
STRIKE DATE 31/01/2023
RETURN & BARRIERS
Investment Structure: Cap Protected Growth Note
Participation: 140% participation of the weighted basket at maturity
Capital Protection Barrier: 60% Final Level(European Style
P.A. RETURN 140% participation rate
ISIN XS2534624007
NEXT POTENTIAL MATURITY DATE 31/01/2028
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 154.82% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 264.2087 | 302.1222 |
STRIKE DATE 14/10/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Capital Protected Growth
Participation rate: 550% at maturity
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN 550% Participation Rate
ISIN XS2428624907
NEXT POTENTIAL MATURITY DATE 16/10/2028
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 134.66% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI World IMI Select Trend Accelerators Index | 1,383.0500 | 1798.14 |
STRIKE DATE 13/04/2023
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 160% participation rate
ISIN XS2484902171
NEXT POTENTIAL MATURITY DATE 19/04/2028
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 195.75% (as at 06/07/2026 10:07 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 267.5883 | 302.1222 |
STRIKE DATE 09/09/2022
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note
Participation Rate: ZAR= 900% in the Underlying
Capital Risk: 100% Cap Protected
P.A. RETURN 900% participation rate
ISIN ZAE000314407
NEXT POTENTIAL MATURITY DATE 09/09/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,900.1100 | 7483.24 |
STRIKE DATE 27/06/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 8.20% Annual Snowballing Coupon if Autocalled
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2392617101
NEXT POTENTIAL MATURITY DATE 27/06/2024