INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit Diversified Mkts Memory Income Autocall Jun 2023 GBP
ISIN: DE000HC71389
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
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: GBP = 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 DE000HC71389
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jun 2023 USD
ISIN: XS2515286750
STRIKE DATE: 30/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

STRIKE DATE 30/06/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.80% p.a. (1.95% 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 7.80% p.a.
ISIN XS2515286750
NEXT POTENTIAL MATURITY DATE 02/07/2024

EXPAND CLOSE
BNP Paribas Capital Protected Classic Autocall Jul 2023 USD
ISIN: XS2529545548
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: 121.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 121.33% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,447.44006210.17
S&P 5004,537.41007408.3
Nikkei 22532,891.160066422.6

STRIKE DATE 27/07/2023
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: USD: 3.75% Semi Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2529545548
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Jul 2023 GBP
ISIN: XS2629824918
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: 125.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 125.85% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,447.44006210.17
Nasdaq 10015,464.930028454.81
Nikkei 22532,891.160066422.6

STRIKE DATE 27/07/2023
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: GBP: 4.50% Semi Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2629824918
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
GS ESG & Inflation Linked Participation Growth June 2023
ISIN: XS2482831810
STRIKE DATE: 26/06/2023
INDICATIVE PRICE: 107.10%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.10% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA304.1270333.952
MSCI Global Climate Change Multi-Asset Select Index1,376.40301392.437

STRIKE DATE 26/06/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 140% Participation in the Underlying Index at maturity Capital Risk: Capital protected
P.A. RETURN
ISIN XS2482831810
NEXT POTENTIAL MATURITY DATE 11/05/2028

EXPAND CLOSE
BNP US Large Cap Memory Income Autocall Jun 2023 USD
ISIN: XS2523680358
STRIKE DATE: 23/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices110.0100539.69
Carnival Corp15.800025.27
Meta Platform Inc288.7300606.1
Tesla Motors256.6000

STRIKE DATE 23/06/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 2% per Quarter. Memory Income Rate: USD= 6.00% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2523680358
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Jul 2023 USD
ISIN: XS2515353709
STRIKE DATE: 25/07/2023
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 2007,339.67108838.994
Eurostoxx 504,391.30006210.17
Nikkei 22532,682.510066422.6
S&P 5004,567.46007408.3

STRIKE DATE 25/07/2023
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 XS2515353709
NEXT POTENTIAL MATURITY DATE 25/07/2024

EXPAND CLOSE
BBVA 3 YEAR TRIPLE INDEX FIXED INCOME Jul 2023 USD
ISIN: XS2515351323
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: 98.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.68% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,306.41108838.994
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: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2515351323
NEXT POTENTIAL MATURITY DATE 31/07/2026

EXPAND CLOSE
Barclays Equally Weighted Classic Autocall Jun 2023 USD
ISIN: XS2514232375
STRIKE DATE: 20/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,569.310010639.17
S&P 5004,388.71007408.3
Nikkei 22533,388.910066422.6

STRIKE DATE 20/06/2023
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 (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.80%
ISIN XS2514232375
NEXT POTENTIAL MATURITY DATE 22/06/2026

    EXPAND CLOSE
    BBVA Triple Index Memory Income Autocall Jun 2023 USD
    ISIN: XS2515315013
    STRIKE DATE: 20/06/2023
    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 2007,357.83308838.994
    FTSE 1007,569.310010639.17
    S&P 5004,388.71007408.3

    STRIKE DATE 20/06/2023
    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: GBP: 3.65% Semi Annually (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.30% p.a.
    ISIN XS2515315013
    NEXT POTENTIAL MATURITY DATE 20/06/2024

    EXPAND CLOSE
    UniCredit 70-65 Memory Income Autocall June 2023 USD
    ISIN: DE000HC78Z80
    STRIKE DATE: 16/06/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,642.7210639.17
    S&P 5004,409.597408.3
    Nikkei 22533,706.0866422.6
    Eurostoxx 504,394.826210.17

    STRIKE DATE 16/06/2023
    RETURN & BARRIERS
    2.25% Quarterly Memory Coupon if all above 70% 100% Annual Autocall Trigger from 12 Months 65% Final Level Barrier (European Style)
    P.A. RETURN 9% p.a.
    ISIN DE000HC78Z80
    NEXT POTENTIAL MATURITY DATE 17/06/2024

    EXPAND CLOSE
    Soc Gen Developed Market Basket Autocall Jun 2023 USD
    ISIN: XS2627431526
    STRIKE DATE: 12/06/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,570.690010639.17
    S&P 5004,338.93007408.3
    Nikkei 22532,434.000066422.6

    STRIKE DATE 12/06/2023
    RETURN & BARRIERS
    Maximum Term: 4.5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Annual (First Observation at 29 months) Autocall Trigger: 100% of initial level, reduced to 96% on the final observation Coupon Rate: USD = 10.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.30% p.a.
    ISIN XS2627431526
    NEXT POTENTIAL MATURITY DATE 03/11/2027

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUL 2023 USD – FACTSHEET UPON REQUEST
      ISIN: XS2627431369
      STRIKE DATE: 13/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Tesla Inc277.9000319.69
      NIO Inc10.76004.64
      Rivian Automotive Inc25.520016.46

      STRIKE DATE 13/07/2023
      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: 5.15% Quarterly (20.60 % 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 20.60% p.a.
      ISIN XS2627431369
      NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      Barclays European Banks 1Y Fixed Income July 2023 USD
      ISIN: XS2517238775
      STRIKE DATE: 19/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG11.095036.35
      UniCredit SpA21.975079.22
      BBVA7.104022.29

      STRIKE DATE 19/07/2023
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 10.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 10% p.a.
      ISIN XS2517238775
      NEXT POTENTIAL MATURITY DATE 26/07/2024

      EXPAND CLOSE
      BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 GBP
      ISIN: XS2515316094
      STRIKE DATE: 13/07/2023
      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 2007,246.90708838.994
      Eurostoxx 504,391.76006210.17
      Nikkei 22532,419.330066422.6
      S&P 5004,510.04007408.3

      STRIKE DATE 13/07/2023
      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: 2.00% Quarterly (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 XS2515316094
      NEXT POTENTIAL MATURITY DATE 16/07/2024

      EXPAND CLOSE
      BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 USD
      ISIN: XS2515314636
      STRIKE DATE: 13/07/2023
      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 2007,246.90708838.994
      Eurostoxx 504,391.76006210.17
      Nikkei 22532,419.330066422.6
      S&P 5004,510.04007408.3

      STRIKE DATE 13/07/2023
      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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.40% p.a.
      ISIN XS2515314636
      NEXT POTENTIAL MATURITY DATE 16/07/2024

      EXPAND CLOSE
      BBVA 85-60 MEMORY INCOME AUTOCALL Jul 2023 EUR
      ISIN: XS2515316680
      STRIKE DATE: 13/07/2023
      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 2007,246.90708838.994
      Eurostoxx 504,391.76006210.17
      Nikkei 22532,419.330066422.6
      S&P 5004,510.04007408.3

      STRIKE DATE 13/07/2023
      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: EUR: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.60% p.a.
      ISIN XS2515316680
      NEXT POTENTIAL MATURITY DATE 16/07/2024

      EXPAND CLOSE
      UBS Defensive Autocall May 2023 ZAR
      ISIN: ZAE000322582
      STRIKE DATE: 31/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS AG
      TYPE
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,179.83007408.3
      FTSE 1007,446.140010639.17

      STRIKE DATE 31/05/2023
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.00% p.a.
      ISIN ZAE000322582
      NEXT POTENTIAL MATURITY DATE 28/05/2024

        EXPAND CLOSE
        UBS Classic Autocall May 2023 ZAR
        ISIN: ZAE000322590
        STRIKE DATE: 31/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY UBS AG
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5004,179.83007408.3
        FTSE 1007,446.140010639.17

        STRIKE DATE 31/05/2023
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: Annually (16.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 16.50% p.a.
        ISIN ZAE000322590
        NEXT POTENTIAL MATURITY DATE 28/05/2024

          EXPAND CLOSE
          BBVA SEMI ANNUAL CLASSIC AUTOCALL JUL 2023 GBP
          ISIN: XS2515303514
          STRIKE DATE: 11/07/2023
          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 2007,108.85408838.994
          Eurostoxx 504,286.56006210.17
          Nikkei 22532,203.570066422.6
          S&P 5004,439.26007408.3

          STRIKE DATE 11/07/2023
          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: 7.25% Semi Annually ( 14.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 14.50% p.a.
          ISIN XS2515303514
          NEXT POTENTIAL MATURITY DATE 11/07/2024

          EXPAND CLOSE