INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2581071284
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010840.35
S&P 5004,320.06007744.06
Nikkei 22532,402.410064425.95

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2581071284
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
BBVA 2 Year Memory Income Note Aug 2023 GBP 
ISIN: XS2580050156
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,270.760010840.35
S&P 5004,387.55007744.06

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Term: 2 years Investment Structure: Memory Income Memory Income Rate: GBP: 6.40% Annually Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2580050156
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall June 2023 USD
ISIN: XS2515307341
STRIKE DATE: 29/06/2023
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 2007,194.91208719.719
Eurostoxx 504,354.69006168.26
Nikkei 22533,234.140064425.95
S&P 5004,396.44007744.06

STRIKE DATE 29/06/2023
RETURN & BARRIERS
Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 75% of initial level Protection Barrier: 50%
P.A. RETURN 6.00% p.a.
ISIN XS2515307341
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BNP Paribas Capital Protected Growth Participation Aug 2023 USD
ISIN: XS2576622331
STRIKE DATE: 18/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,370.36007744.06

STRIKE DATE 18/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the Index at maturity (Capped at 127%) Capital Risk: 100% Capital protected
P.A. RETURN 9% p.a.
ISIN XS2576622331
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 GBP
ISIN: XS2580064298
STRIKE DATE: 19/09/2023
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 2007,196.62808719.719
Eurostoxx 504,242.70006168.26
Nikkei 22533,242.590064425.95
S&P 5004,443.95007744.06

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: GBP: 4.00% Semi-Annual (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 XS2580064298
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2580064371
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
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
S&P 5004,443.95007744.06

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: USD: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2580064371
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
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 2007,196.62808719.719
Eurostoxx 504,242.70006168.26
Nikkei 22533,242.590064425.95
S&P 5004,443.95007744.06

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 2007,186.54708719.719
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: 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 2007,186.54708719.719
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: 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 2007,186.54708719.719
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: 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 1007,524.160010840.35

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 Corp16.790026.46
Advanced Micro Devices107.5700562.23
Meta Platform Inc301.6400736.72

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 504,337.50006168.26
Nikkei 22532,254.560064425.95
Nasdaq 10015,407.850029935.59

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 1007,529.160010840.35
S&P 5004,501.89007744.06
Nikkei 22532,159.280064425.95
Eurostoxx 504,304.63006168.26

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 2007,325.34008719.719
Eurostoxx 504,332.91006168.26
Nikkei 22532,192.750064425.95
S&P 5004,478.03007744.06

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 2007,314.27808719.719
Eurostoxx 504,269.16006168.26
Nikkei 22533,036.760064425.95
S&P 5004,496.83007744.06

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 504,315.31006168.26
Nasdaq 10015,462.430029935.59
Nikkei 22532,333.460064425.95

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: 68.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 68.97% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
TUI AG7.16206.688
Airbnb Inc148.9100174.28
TripAdvisor Inc18.38009.39

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 1007,473.670010840.35
Nikkei 22532,333.460064425.95
S&P 5004,514.87007744.06

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 Banks113.9100288.73
FTSE 1007,699.410010840.35
S&P 5004,588.96007744.06

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