INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Capital Protected Growth Note Oct 2022 USD
ISIN: XS2428624907
STRIKE DATE: 14/10/2022
INDICATIVE PRICE: 154.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 154.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index264.2087302.6905

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

EXPAND CLOSE
BNP MSCI World IMI Select Trend Accelerators Index April 2023 USD
ISIN: XS2484902171
STRIKE DATE: 13/04/2023
INDICATIVE PRICE: 133.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 133.28% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,383.05001780.14

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

EXPAND CLOSE
BNP Capital Protected Multi-Asset 8X Accelerator Sept 2022 ZAR
ISIN: ZAE000314407
STRIKE DATE: 09/09/2022
INDICATIVE PRICE: 195.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 195.32% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index267.5883302.6905

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

EXPAND CLOSE
BNP SPX Classic Autocall June 2022 USD
ISIN: XS2392617101
STRIKE DATE: 27/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,900.11007431.46

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

    EXPAND CLOSE
    BNP Memory Income Autocall May 2023 ZAR
    ISIN: ZAE000321352
    STRIKE DATE: 18/04/2023
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,393.95006187.63
    Nikkei 22528,658.830066020.04
    S&P 5004,154.87007431.46

    STRIKE DATE 18/04/2023
    RETURN & BARRIERS
    6.75% Semi-Annual Memory Coupon if all above 80%, 100% Autocall Trigger from 12 Months, 65% European Barrier (E
    P.A. RETURN 13.50% p.a.
    ISIN ZAE000321352
    NEXT POTENTIAL MATURITY DATE 18/04/2028

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall EUR Jun 2023
      ISIN: XS2491395724
      STRIKE DATE: 05/06/2023
      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 2007,216.26908804.037
      Eurostoxx 504,293.24006187.63
      Nikkei 22532,217.430066020.04
      S&P 5004,273.79007431.46

      STRIKE DATE 05/06/2023
      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: 6.50% Semi Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.00% p.a.
      ISIN XS2491395724
      NEXT POTENTIAL MATURITY DATE 05/06/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Jun 2023
      ISIN: XS2491395641
      STRIKE DATE: 05/06/2023
      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 2007,216.26908804.037
      Eurostoxx 504,293.24006187.63
      Nikkei 22532,217.430066020.04
      S&P 5004,273.79007431.46

      STRIKE DATE 05/06/2023
      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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.00% p.a.
      ISIN XS2491395641
      NEXT POTENTIAL MATURITY DATE 05/06/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Jun 2023
      ISIN: XS2491395484
      STRIKE DATE: 05/06/2023
      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 2007,216.26908804.037
      Eurostoxx 504,293.24006187.63
      Nikkei 22532,217.430066020.04
      S&P 5004,273.79007431.46

      STRIKE DATE 05/06/2023
      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: 7.50% Semi- Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2491395484
      NEXT POTENTIAL MATURITY DATE 05/06/2024

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall GBP Jun 2023
      ISIN: XS2491393943
      STRIKE DATE: 07/06/2023
      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 2007,099.65808804.037
      Eurostoxx 504,297.68006187.63
      Nikkei 22531,641.270066020.04
      S&P 5004,293.93007431.46

      STRIKE DATE 07/06/2023
      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 XS2491393943
      NEXT POTENTIAL MATURITY DATE 11/06/2024

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall USD Jun 2023
      ISIN: XS2491393869
      STRIKE DATE: 07/06/2023
      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 2007,099.65808804.037
      Eurostoxx 504,297.68006187.63
      Nikkei 22531,641.270066020.04
      S&P 5004,293.93007431.46

      STRIKE DATE 07/06/2023
      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 XS2491393869
      NEXT POTENTIAL MATURITY DATE 11/06/2024

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall EUR Jun 2023
      ISIN: XS2491393786
      STRIKE DATE: 07/06/2023
      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 2007,099.65808804.037
      Eurostoxx 504,297.68006187.63
      Nikkei 22531,641.270066020.04
      S&P 5004,293.93007431.46

      STRIKE DATE 07/06/2023
      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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.30% p.a.
      ISIN XS2491393786
      NEXT POTENTIAL MATURITY DATE 11/06/2024

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income GBP May 2023
      ISIN: XS2503675469
      STRIKE DATE: 24/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,627.100010471.72
      S&P 5004,115.24007431.46
      Eurostoxx 504,263.74006187.63

      STRIKE DATE 24/05/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.10%
      ISIN XS2503675469
      NEXT POTENTIAL MATURITY DATE 08/06/2026

      EXPAND CLOSE
      BNP Paribas 3 Year Triple Index Fixed Income USD May 2023
      ISIN: XS2490604704
      STRIKE DATE: 24/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,627.100010471.72
      S&P 5004,115.24007431.46
      Eurostoxx 504,263.74006187.63

      STRIKE DATE 24/05/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 06.10% p.a.
      ISIN XS2490604704
      NEXT POTENTIAL MATURITY DATE 02/06/2026

      EXPAND CLOSE
      BNP Paribas Capital Protected Classic Autocall USD May 2023
      ISIN: XS2473179617
      STRIKE DATE: 25/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,269.64006187.63
      Nasdaq 10013,938.530029635.95
      Nikkei 22530,801.130066020.04

      STRIKE DATE 25/05/2023
      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: USD: 3.62% Semi Annually (7.24% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN 7.24% p.a.
      ISIN XS2473179617
      NEXT POTENTIAL MATURITY DATE 26/05/2026

      EXPAND CLOSE
      Morgan Stanley Capital Protected Classic Autocall GBP May 2023
      ISIN: XS2599465494
      STRIKE DATE: 25/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,269.64006187.63
      Nasdaq 10013,938.530029635.95
      Nikkei 22530,801.130066020.04

      STRIKE DATE 25/05/2023
      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: 3.71% Semi Annually (7.42% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN 7.42% p.a.
      ISIN XS2599465494
      NEXT POTENTIAL MATURITY DATE 26/05/2026

      EXPAND CLOSE
      BBVA Enhanced Protection Classic Autocall May 2023 USD
      ISIN: XS2491382318
      STRIKE DATE: 18/05/2023
      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 2007,236.78408804.037
      Eurostoxx 504,367.45006187.63
      Nikkei 22530,573.930066020.04
      S&P 5004,198.05007431.46

      STRIKE DATE 18/05/2023
      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: 2.67% Quarterly (10.68% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
      P.A. RETURN 10.68%
      ISIN XS2491382318
      NEXT POTENTIAL MATURITY DATE 20/05/2024

      EXPAND CLOSE
      Soc Gen Bank Memory Knock-out Reducing Autocall Apr 2023 USD
      ISIN: XS2593211589
      STRIKE DATE: 12/04/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA18.840073.3
      Barclays153.0600472.85
      HSBC561.60001372.8
      Commerzbank AG9.720036.83

      STRIKE DATE 12/04/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 95% of initial level reducing 2.50% per quarter (capped at 70%) Coupon Rate: USD: 3.93% Quarterly (15.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.72% p.a.
      ISIN XS2593211589
      NEXT POTENTIAL MATURITY DATE 12/10/2023

      EXPAND CLOSE
      Societe Generale Bank Memory Knock-Out Autocall May 2023 USD – Factsheet Available Upon Request
      ISIN: XS2593281798
      STRIKE DATE: 12/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BBVA6.598020.09
      Societe Generale22.060073.4
      HSBC599.70001372.8
      Commerzbank AG10.020036.83

      STRIKE DATE 12/05/2023
      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: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 22.00% p.a.
      ISIN XS2593281798
      NEXT POTENTIAL MATURITY DATE 12/04/2027

      EXPAND CLOSE
      Barclays FTSE 100 Classic Autocall Dec 2022 GBP
      ISIN: XS2448826847
      STRIKE DATE: 16/12/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,332.120010471.72

      STRIKE DATE 16/12/2022
      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: GBP: 9.40% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.40% p.a.
      ISIN XS2448826847
      NEXT POTENTIAL MATURITY DATE 18/12/2023

        EXPAND CLOSE
        BBVA Triple Index Drop Down Autocall Dec 2022 USD
        ISIN: XS2442491598
        STRIKE DATE: 22/12/2022
        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 2007,152.50008804.037
        S&P 5003,822.39007431.46
        Russell 20001,754.08602943.992

        STRIKE DATE 22/12/2022
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 5.35% Semi Annually (10.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 10.70% p.a.
        ISIN XS2442491598
        NEXT POTENTIAL MATURITY DATE 22/12/2023

        EXPAND CLOSE