INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Oct 2023 EUR
ISIN: XS2608950791
STRIKE DATE: 24/10/2023
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 2006,856.85908719.719
Eurostoxx 504,065.37006168.26
Nikkei 22531,062.350064425.95
Nasdaq 10014,745.850029935.59

STRIKE DATE 24/10/2023
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: EUR: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2608950791
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Oct 2023 EUR
ISIN: XS2608950528
STRIKE DATE: 24/10/2023
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 2006,856.85908719.719
Eurostoxx 504,065.37006168.26
Nikkei 22531,062.350064425.95
Nasdaq 10014,745.850029935.59

STRIKE DATE 24/10/2023
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2608950528
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 GBP
ISIN: XS2616831728
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.01% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010840.35
S&P 5004,247.68007744.06
Nikkei 22531,062.350064425.95

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831728
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 USD
ISIN: XS2616831991
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 98.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.04% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010840.35
S&P 5004,247.68007744.06
Nikkei 22531,062.350064425.95

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831991
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
CITI EUROPEAN BANKS 1 YEAR FIXED INCOME OCT 2023 EUR
ISIN: XS2678874111
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.050037.7
UniCredit SpA22.995075.14
BBVA7.392022.99

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.61% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.61% p.a.
ISIN XS2678874111
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 GBP
ISIN: XS2608304494
STRIKE DATE: 18/10/2023
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 2007,077.60808719.719
Eurostoxx 504,105.86006168.26
Nikkei 22532,042.250064425.95
S&P 5004,314.60007744.06

STRIKE DATE 18/10/2023
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: 3.80% Semi-Annual (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 7.60% p.a.
ISIN XS2608304494
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2608304577
STRIKE DATE: 18/10/2023
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 2007,077.60808719.719
Eurostoxx 504,105.86006168.26
Nikkei 22532,042.250064425.95
S&P 5004,314.60007744.06

STRIKE DATE 18/10/2023
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: USD: 4.15% Semi-Annual (8.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS2608304577
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2697455926
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,856.85908719.719
Eurostoxx 504,065.37006168.26
Nikkei 22531,062.350064425.95
S&P 5004,247.68007744.06

STRIKE DATE 24/10/2023
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: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2697455926
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall September 2023 
ISIN: XS2682514059
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,660.200010840.35
Eurostoxx 504,242.70006168.26
Nikkei 22533,242.590064425.95

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.50% annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2682514059
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sept 2023 GBP
ISIN: XS2608297698
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808719.719
Eurostoxx 504,242.70006168.26
Nikkei 22533,242.590064425.95

STRIKE DATE 19/09/2023
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2608297698
NEXT POTENTIAL MATURITY DATE 19/09/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Sept 2023 USD
    ISIN: XS2608297425
    STRIKE DATE: 19/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,196.62808719.719
    Eurostoxx 504,242.70006168.26
    Nikkei 22533,242.590064425.95

    STRIKE DATE 19/09/2023
    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 XS2608297425
    NEXT POTENTIAL MATURITY DATE 19/09/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 GBP
      ISIN: XS2608299801
      STRIKE DATE: 17/10/2023
      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 2007,056.09308719.719
      Eurostoxx 504,152.32006168.26
      Nikkei 22532,040.290064425.95
      S&P 5004,373.20007744.06

      STRIKE DATE 17/10/2023
      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: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.20% p.a.
      ISIN XS2608299801
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 USD
      ISIN: XS2608299983
      STRIKE DATE: 17/10/2023
      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 2007,056.09308719.719
      Eurostoxx 504,152.32006168.26
      Nikkei 22532,040.290064425.95
      S&P 5004,373.20007744.06

      STRIKE DATE 17/10/2023
      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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.40% p.a.
      ISIN XS2608299983
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Classic Autocall September GBP
      ISIN: XS2608977646
      STRIKE DATE: 18/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,245.88006168.26
      FTSE 1007,652.940010840.35

      STRIKE DATE 18/09/2023
      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: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN 9.36% p.a.
      ISIN XS2608977646
      NEXT POTENTIAL MATURITY DATE 18/09/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 USD
      ISIN: XS2580075732
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200539.44
      Amazon.com140.3900254.76
      Alphabet-C138.3000344.91
      Snowflake Inc162.4100335.07

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: USD = 4.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 16.00% p.a.
      ISIN XS2580075732
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 GBP
      ISIN: XS2580075658
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200539.44
      Amazon.com140.3900254.76
      Alphabet-C138.3000344.91
      Snowflake Inc162.4100335.07

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: GBP = 3.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.50% p.a.
      ISIN XS2580075658
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      UniCredit 75-60 Memory Income Autocall Sept 2023 GBP
      ISIN: DE000HC92CZ6
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,673.080010840.35
      S&P 5004,505.10007744.06
      Nikkei 22533,168.100064425.95
      Eurostoxx 504,279.75006168.26

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.81% Quarterly (7.24% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.24% p.a.
      ISIN DE000HC92CZ6
      NEXT POTENTIAL MATURITY DATE 16/09/2024

      EXPAND CLOSE
      BNP 200% Participation Growth Note Sept 2023 USD
      ISIN: XS2584329325
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: 152.28%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 152.28% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,279.75006168.26
      Nikkei 22533,168.100064425.95
      S&P 5004,505.10007744.06

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 200% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
      P.A. RETURN
      ISIN XS2584329325
      NEXT POTENTIAL MATURITY DATE 14/09/2028

      EXPAND CLOSE
      Goldman Sachs Miners Memory Income Autocall September 2023 GBP
      ISIN: XS2658415547
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Anglo American2,262.50004060
      Freeport-McMoRan Inc40.680070.06
      Glencore450.7500574.1

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.1125% Quarterly (8.45% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN 8.45% p.a.
      ISIN XS2658415547
      NEXT POTENTIAL MATURITY DATE 16/03/2026

      EXPAND CLOSE
      Soc Gen Global Banks Memory Income Autocall Sept 2023 GBP
      ISIN: XS2659606698
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG9.882037.7
      UniCredit SpA21.705075.14
      BBVA7.244022.99
      Barclays160.0800432.4

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.00% Quarterly (8.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS2659606698
      NEXT POTENTIAL MATURITY DATE 14/03/2024

      EXPAND CLOSE