INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Credit Suisse Classic Autocall Dec 2021 USD
ISIN: XS2410248905
STRIKE DATE: 02/12/2021
INDICATIVE PRICE: 73.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 73.93% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Solar ETF86.3352.85

STRIKE DATE 02/12/2021
RETURN & BARRIERS
11.20% Annual Snowballing Coupon if Autocalled 100% Autocall Trigger from 12 Months 60% Barrier (E)
P.A. RETURN 11.20%
ISIN XS2410248905
NEXT POTENTIAL MATURITY DATE 02/12/2026

EXPAND CLOSE
BNP Capital Protected Multi-Asset 4.5X Accelerator Feb 2023 USD
ISIN: XS2451635507
STRIKE DATE: 07/02/2023
INDICATIVE PRICE: 146.46%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 146.46% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index265.1013301.7733

STRIKE DATE 07/02/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD= 450% in the Underlying Capital Risk: 100% Cap Protecte
P.A. RETURN 450% Participation Rate
ISIN XS2451635507
NEXT POTENTIAL MATURITY DATE 07/02/2028

EXPAND CLOSE
Barclays Developed Market Autocall Mar 2023 USD
ISIN: XS2470720553
STRIKE DATE: 24/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,405.450010639.17
S&P 5003,970.99007408.3

STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European styl
P.A. RETURN 9.10%
ISIN XS2470720553
NEXT POTENTIAL MATURITY DATE 24/03/2026

    EXPAND CLOSE
    BNP Capital Protected Multi-Asset 9X Accelerator Apr 2023 ZAR
    ISIN: ZAE000318655
    STRIKE DATE: 03/04/2023
    INDICATIVE PRICE: 187.39%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Bnp Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 187.39% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index266.9264301.7733

    STRIKE DATE 03/04/2023
    RETURN & BARRIERS
    Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 910% in the Underlying Capital Risk: 100% Cap Protected
    P.A. RETURN 910% Participation Rate
    ISIN ZAE000318655
    NEXT POTENTIAL MATURITY DATE 03/04/2028

    EXPAND CLOSE
    Credit Suisse Protected Bonus Note April 2023 USD
    ISIN: XS2543800671
    STRIKE DATE: 06/04/2023
    INDICATIVE PRICE: 0.00%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 0.00% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,105.02007408.3

    STRIKE DATE 06/04/2023
    RETURN & BARRIERS
    Investment Structure: Range Accrual Bonus Coupon Rate: USD: 7.97% p.a. Upper Barrier: 125.00% of the Initial Level Lower Barrier: 75.00% of the Initial Level Capital Protection: 100% Capital Protected
    P.A. RETURN 7.97% p.a.
    ISIN XS2543800671
    NEXT POTENTIAL MATURITY DATE 06/10/2026

    EXPAND CLOSE
    Barclays 80-50 Income Autocall Nov 2022 USD
    ISIN: XS2443166389
    STRIKE DATE: 25/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,168.030014214.95
    Nikkei 22528,283.030066422.6
    S&P 5004,026.12007408.3

    STRIKE DATE 25/11/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.25% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS2443166389
    NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      Goldman Sachs Hybrid Leverage Autocall Dec 2022 USD
      ISIN: XS2482495798
      STRIKE DATE: 12/12/2022
      INDICATIVE PRICE: 90.75%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 90.75% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Goldman Sachs100.85001074.72

      STRIKE DATE 12/12/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annually Autocall Trigger: 110% of initial level Capital Risk: 100% Capital protected Participation: 200% at maturity if not autocalled
      P.A. RETURN 200% Participation Rate
      ISIN XS2482495798
      NEXT POTENTIAL MATURITY DATE 14/12/2026

      EXPAND CLOSE
      Morgan Stanley Weighted Basket Growth Note GBP Jan 2023
      ISIN: XS2534624007
      STRIKE DATE: 31/01/2023
      INDICATIVE PRICE: 144.93%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 144.93% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      iShares MSCI Emerging Markets (EEM)39.432564.6
      Nikkei 22527,786.837566422.6
      S&P 5004,046.8757408.3
      Eurostoxx 504,232.33756210.17
      FTSE 1007,750.7010639.17

      STRIKE DATE 31/01/2023
      RETURN & BARRIERS
      Investment Structure: Cap Protected Growth Note Participation: 140% participation of the weighted basket at maturity Capital Protection Barrier: 60% Final Level(European Style
      P.A. RETURN 140% participation rate
      ISIN XS2534624007
      NEXT POTENTIAL MATURITY DATE 31/01/2028

      EXPAND CLOSE
      BNP Capital Protected Growth Note Oct 2022 USD
      ISIN: XS2428624907
      STRIKE DATE: 14/10/2022
      INDICATIVE PRICE: 153.32%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 153.32% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index264.2087301.7733

      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: 137.28%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 137.28% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      MSCI World IMI Select Trend Accelerators Index1,383.05001834.16

      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: 193.69%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 193.69% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index267.5883301.7733

      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 5003,900.11007408.3

      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 504,393.95006210.17
        Nikkei 22528,658.830066422.6
        S&P 5004,154.87007408.3

        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 2007,216.26908838.994
          Eurostoxx 504,293.24006210.17
          Nikkei 22532,217.430066422.6
          S&P 5004,273.79007408.3

          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 2007,216.26908838.994
          Eurostoxx 504,293.24006210.17
          Nikkei 22532,217.430066422.6
          S&P 5004,273.79007408.3

          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 2007,216.26908838.994
          Eurostoxx 504,293.24006210.17
          Nikkei 22532,217.430066422.6
          S&P 5004,273.79007408.3

          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 2007,099.65808838.994
          Eurostoxx 504,297.68006210.17
          Nikkei 22531,641.270066422.6
          S&P 5004,293.93007408.3

          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 2007,099.65808838.994
          Eurostoxx 504,297.68006210.17
          Nikkei 22531,641.270066422.6
          S&P 5004,293.93007408.3

          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 2007,099.65808838.994
          Eurostoxx 504,297.68006210.17
          Nikkei 22531,641.270066422.6
          S&P 5004,293.93007408.3

          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 1007,627.100010639.17
          S&P 5004,115.24007408.3
          Eurostoxx 504,263.74006210.17

          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