INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 2 Year Fixed Rate Income Note USD July 2023
ISIN: XS2542258863
STRIKE DATE: 18/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,554.98007747.71

STRIKE DATE 18/07/2023
RETURN & BARRIERS
Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
P.A. RETURN 5.20% p.a.
ISIN XS2542258863
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 GBP
ISIN: XS2543347236
STRIKE DATE: 15/08/2023
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 2007,304.96109020.093
Eurostoxx 504,288.57006382.59
Nikkei 22532,238.890064214.48
S&P 5004,437.86007747.71

STRIKE DATE 15/08/2023
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: 6.5 0 % 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 XS2543347236
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Aug 2023 USD
ISIN: XS2543347152
STRIKE DATE: 15/08/2023
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 2007,304.96109020.093
Eurostoxx 504,288.57006382.59
Nikkei 22532,238.890064214.48
S&P 5004,437.86007747.71

STRIKE DATE 15/08/2023
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: 6.50 % 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 XS2543347152
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BNP Technology Participation Growth Note Jul 2023 ZAR
ISIN: ZAE000324398
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: 125.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 125.01% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526239.4599

STRIKE DATE 13/07/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000324398
NEXT POTENTIAL MATURITY DATE 13/01/2027

EXPAND CLOSE
BNP Nikkei Classic Autocall Jul 2023 ZAR
ISIN: ZAE000324406
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22532,419.330064214.48

STRIKE DATE 13/07/2023
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 (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000324406
NEXT POTENTIAL MATURITY DATE 13/07/2026

    EXPAND CLOSE
    SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
    ISIN: XS2627560092
    STRIKE DATE: 12/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Alphabet-C119.6200339.08
    Etsy Inc91.500082.03
    Tesla Inc271.9900376.365
    CrowdStrike Holdings Inc146.1300214.97

    STRIKE DATE 12/07/2023
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2627560092
    NEXT POTENTIAL MATURITY DATE 13/07/2026

    EXPAND CLOSE
    Barclays Capital Protected Autocall AUD Jul 2023
    ISIN: XS2517398207
    STRIKE DATE: 11/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY AUD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,282.520010831.52
    S&P 5004,439.26007747.71
    Nikkei 22532,203.570064214.48

    STRIKE DATE 11/07/2023
    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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2517398207
    NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      Barclays European Banks 1Y Fixed Income June 2023 EUR
      ISIN: XS2517293101
      STRIKE DATE: 30/06/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG10.150041.6
      UniCredit SpA21.265084.64
      BBVA7.032025.4

      STRIKE DATE 30/06/2023
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 8.18% p.a.
      ISIN XS2517293101
      NEXT POTENTIAL MATURITY DATE 01/07/2024

      EXPAND CLOSE
      UniCredit Diversified Mkts Memory Income Autocall Jun 2023 USD
      ISIN: DE000HC71751
      STRIKE DATE: 30/06/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit AG
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,531.530010831.52
      S&P 5004,450.38007747.71
      Nikkei 22533,189.040064214.48
      Eurostoxx 504,399.09006382.59

      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: USD = 1.95% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.80% p.a.
      ISIN DE000HC71751
      NEXT POTENTIAL MATURITY DATE 01/07/2024

      EXPAND CLOSE
      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 1007,531.530010831.52
      S&P 5004,450.38007747.71
      Nikkei 22533,189.040064214.48
      Eurostoxx 504,399.09006382.59

      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 504,399.09006382.59
      FTSE 1007,531.530010831.52
      Nikkei 22533,189.040064214.48
      S&P 5004,450.38007747.71

      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,447.44006382.59
      S&P 5004,537.41007747.71
      Nikkei 22532,891.160064214.48

      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 7.50% p.a.
      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,447.44006382.59
      Nasdaq 10015,464.930029482.32
      Nikkei 22532,891.160064214.48

      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 9.00% p.a.
      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: 108.20%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 108.20% (as at 04/09/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      US CPI Urban Consumers NSA304.1270333.918
      MSCI Global Climate Change Multi-Asset Select Index1,376.40301402.3

      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 Devices110.0100456.16
      Carnival Corp15.800023.48
      Meta Platform Inc288.7300610.68
      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 2007,339.67109020.093
      Eurostoxx 504,391.30006382.59
      Nikkei 22532,682.510064214.48
      S&P 5004,567.46007747.71

      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,306.41109020.093
      S&P 5004,554.64007747.71
      Eurostoxx 504,383.03006382.59

      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 6.60% p.a.
      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 1007,569.310010831.52
      S&P 5004,388.71007747.71
      Nikkei 22533,388.910064214.48

      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 2007,357.83309020.093
        FTSE 1007,569.310010831.52
        S&P 5004,388.71007747.71

        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 1007,642.7210831.52
        S&P 5004,409.597747.71
        Nikkei 22533,706.0864214.48
        Eurostoxx 504,394.826382.59

        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