INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Sep 2023 EUR
ISIN: XS2580064025
STRIKE DATE: 19/09/2023
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 2007,196.62808702.022
Eurostoxx 504,242.70006272.5
Nikkei 22533,242.590065513.99
S&P 5004,443.95007704.13

STRIKE DATE 19/09/2023
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: 3.10% Semi-Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2580064025
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL SEP 2023 GBP
ISIN: XS2580063563
STRIKE DATE: 14/09/2023
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 2007,186.54708702.022
Eurostoxx 504,279.75006272.5
Nikkei 22533,168.100065513.99
S&P 5004,505.10007704.13

STRIKE DATE 14/09/2023
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: 6.50% 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 XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 USD
ISIN: XS2580063647
STRIKE DATE: 14/09/2023
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 2007,186.54708702.022
Eurostoxx 504,279.75006272.5
Nikkei 22533,168.100065513.99
S&P 5004,505.10007704.13

STRIKE DATE 14/09/2023
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: 6.50% 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 XS2580063647
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 EUR
ISIN: XS2580063480
STRIKE DATE: 14/09/2023
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 2007,186.54708702.022
Eurostoxx 504,279.75006272.5
Nikkei 22533,168.100065513.99
S&P 5004,505.10007704.13

STRIKE DATE 14/09/2023
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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580063480
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
Barclays 1 Year Fixed Income With FTSE Kicker USD 
ISIN: XS2568043876
STRIKE DATE: 11/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,524.160010679.99

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: USD: 4.90 % p.a. (Paid at Maturity) Kicker: 0.10% coupon paid if above 100% at Maturity Capital Risk: None, 100% Capital Protected
P.A. RETURN 5.00% p.a.
ISIN XS2568043876
NEXT POTENTIAL MATURITY DATE 12/08/2024

EXPAND CLOSE
Soc Gen US Stocks Memory Income Aug 2023 USD 
ISIN: XS2659415918
STRIKE DATE: 11/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors242.6500
Carnival Corp16.790021.79
Advanced Micro Devices107.5700629.26
Meta Platform Inc301.6400777.59

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European Style)
P.A. RETURN 16.50% p.a.
ISIN XS2659415918
NEXT POTENTIAL MATURITY DATE 12/08/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Triple Index Autocall Aug 2023
ISIN: XS2654961643
STRIKE DATE: 07/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,337.50006272.5
Nikkei 22532,254.560065513.99
Nasdaq 10015,407.850030478.86

STRIKE DATE 07/08/2023
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 8.40% p.a.
ISIN XS2654961643
NEXT POTENTIAL MATURITY DATE 07/08/2026

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall Aug 2023 USD
ISIN: DE000HC897J0
STRIKE DATE: 04/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,529.160010679.99
S&P 5004,501.89007704.13
Nikkei 22532,159.280065513.99
Eurostoxx 504,304.63006272.5

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN DE000HC897J0
NEXT POTENTIAL MATURITY DATE 04/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall Aug 2023 USD
ISIN: XS2543359835
STRIKE DATE: 04/08/2023
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 2007,325.34008702.022
Eurostoxx 504,332.91006272.5
Nikkei 22532,192.750065513.99
S&P 5004,478.03007704.13

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Income Trigger: 75% Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.60% Semi-Annualy(7.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 7.20% p.a.
ISIN XS2543359835
NEXT POTENTIAL MATURITY DATE 04/08/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2665467341
STRIKE DATE: 05/09/2023
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 2007,314.27808702.022
Eurostoxx 504,269.16006272.5
Nikkei 22533,036.760065513.99
S&P 5004,496.83007704.13

STRIKE DATE 05/09/2023
RETURN & BARRIERS
Memory Income Autocall Autocall Opportunities: Semi-Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2665467341
NEXT POTENTIAL MATURITY DATE 05/09/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Aug 2023 GBP
ISIN: XS2654989149
STRIKE DATE: 30/08/2023
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,315.31006272.5
Nasdaq 10015,462.430030478.86
Nikkei 22532,333.460065513.99

STRIKE DATE 30/08/2023
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654989149
NEXT POTENTIAL MATURITY DATE 30/08/2029

EXPAND CLOSE
Soc Gen Travel Memory Knock-Out Autocall Aug 2023 USD
ISIN: XS2627698793
STRIKE DATE: 01/08/2023
INDICATIVE PRICE: 60.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 60.34% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
TUI AG7.16206.422
Airbnb Inc148.9100151.39
TripAdvisor Inc18.38008.52

STRIKE DATE 01/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 7.75% Quarterly (31.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627698793
NEXT POTENTIAL MATURITY DATE 02/11/2026

EXPAND CLOSE
BNP Paribas Capital Protected Classic Autocall Aug 2023 USD
ISIN: XS2567771261
STRIKE DATE: 30/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,473.670010679.99
Nikkei 22532,333.460065513.99
S&P 5004,514.87007704.13

STRIKE DATE 30/08/2023
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.70% p.a.
ISIN XS2567771261
NEXT POTENTIAL MATURITY DATE 01/09/2026

EXPAND CLOSE
BNP Global Markets Capital Protected Autocall Jul 2023 USD
ISIN: XS2538959938
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks113.9100312.04
FTSE 1007,699.410010679.99
S&P 5004,588.96007704.13

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.91% Semi Annually (7.82% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.82% p.a.
ISIN XS2538959938
NEXT POTENTIAL MATURITY DATE 31/07/2025

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 GBP
ISIN: DE000HC7PSC9
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010679.99
S&P 5004,588.96007704.13
Nikkei 22533,172.220065513.99
Eurostoxx 504,471.31006272.5

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.02% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 USD
ISIN: DE000HC7NRP8
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010679.99
S&P 5004,588.96007704.13
Nikkei 22533,172.220065513.99
Eurostoxx 504,471.31006272.5

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
GS CPI & Equity Linked Participation Growth Aug 2023 USD
ISIN: XS2482811549
STRIKE DATE: 15/08/2023
INDICATIVE PRICE: 114.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 114.25% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA334.98
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index199.54

STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income Jul 2023 EUR
ISIN: XS2517475476
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG10.112030.93
Banco Santander3.677512.528
Commerzbank AG10.815041.07

STRIKE DATE 28/07/2023
RETURN & BARRIERS
8.32% Annual Fixed Income paid quarterly Capital Protection: 50% Final Barrier
P.A. RETURN 8.32% p.a.
ISIN XS2517475476
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BNP Paribas US Stocks Memory Income Autocall Jul 2023 USD
ISIN: XS2538960274
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices112.9600629.26
Carnival Corp18.490021.79
Meta Platform Inc325.4800777.59
Tesla Motors266.4400

STRIKE DATE 28/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.20% p.a.
ISIN XS2538960274
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
SG Global Miners Memory Income Autocall Jul 2023 EUR
ISIN: XS2627585081
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,213.00007070
BHP Group PLC2,438.00003190
Anglo American2,427.00003980
Barrick Mining Corp16.780042.32

STRIKE DATE 27/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

EXPAND CLOSE