INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,998.8400 | 7501.24 |
STRIKE DATE 05/12/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.15% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.15% p.a.
ISIN XS2443094292
NEXT POTENTIAL MATURITY DATE 12/12/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 5934.96 |
| S&P/TSX 60 | 1,211.9930 | 1986.704 |
| Nikkei 225 | 27,885.8700 | 62654.05 |
| S&P/ASX 200 | 7,291.2660 | 8640.714 |
STRIKE DATE 06/12/2022
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: EUR: 3.75% Semi Annually (7.50% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a
ISIN XS2442487133
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,334.8400 | 10372.93 |
| S&P 500 | 3,770.5500 | 7501.24 |
| Eurostoxx 50 | 3,688.3300 | 5934.96 |
STRIKE DATE 04/11/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Annual Reducing Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 10% per Semester
Autocall Rate: USD = 6.90% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2550492677
NEXT POTENTIAL MATURITY DATE 04/11/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 5934.96 |
| S&P/TSX 60 | 1,211.9930 | 1986.704 |
| Nikkei 225 | 27,885.8700 | 62654.05 |
| S&P/ASX 200 | 7,291.2660 | 8640.714 |
STRIKE DATE 06/12/2022
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: 2.08% Quarterly ( 8.32% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.32% p.a.
ISIN XS2425357741
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 5934.96 |
| S&P/TSX 60 | 1,211.9930 | 1986.704 |
| Nikkei 225 | 27,885.8700 | 62654.05 |
| S&P/ASX 200 | 7,291.2660 | 8640.714 |
STRIKE DATE 06/12/2022
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: 2.31% Quarterly (9.24% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.24% p.a.
ISIN XS2425358046
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,617.5400 | 5934.96 |
| Nasdaq 100 | 11,405.5700 | 29580.3 |
| Nikkei 225 | 27,587.4600 | 62654.05 |
| FTSE 100 | 7,094.5300 | 10372.93 |
STRIKE DATE 31/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.25% Quarterly (11.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFD6
NEXT POTENTIAL MATURITY DATE 31/10/2023
COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,617.5400 | 5934.96 |
| Nasdaq 100 | 11,405.5700 | 29580.3 |
| Nikkei 225 | 27,587.4600 | 62654.05 |
| FTSE 100 | 7,094.5300 | 10372.93 |
STRIKE DATE 31/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.25% Quarterly (11.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFE4
NEXT POTENTIAL MATURITY DATE 31/10/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,526.1500 | 10372.93 |
| S&P/ASX 200 | 6,649.6940 | 8640.714 |
| MSCI Taiwan | 639.7200 | 1881.54 |
| Russell 2000 | 2,106.6090 | 2863.086 |
STRIKE DATE 28/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85%
Memory Income Rate: GBP = 1.55% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2274013627
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,604.5100 | 5934.96 |
| S&P 500 | 3,807.3000 | 7501.24 |
| FTSE 100 | 7,073.6900 | 10372.93 |
STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2441851693
NEXT POTENTIAL MATURITY DATE 27/10/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,604.5100 | 5934.96 |
| S&P 500 | 3,807.3000 | 7501.24 |
| FTSE 100 | 7,073.6900 | 10372.93 |
STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.40% Semi Annually (6.80% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2441851776
NEXT POTENTIAL MATURITY DATE 27/10/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 5934.96 |
| Nasdaq 100 | 12,030.0600 | 29580.3 |
| Nikkei 225 | 27,968.9900 | 62654.05 |
STRIKE DATE 30/11/2022
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: 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 XS2533988098
NEXT POTENTIAL MATURITY DATE 29/11/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 5934.96 |
| Nasdaq 100 | 12,030.0600 | 29580.3 |
| Nikkei 225 | 27,968.9900 | 62654.05 |
STRIKE DATE 30/11/2022
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: 4.575% Semi-Annually (9.15% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.15% p.a.
ISIN XS2533987959
NEXT POTENTIAL MATURITY DATE 29/11/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,934.4400 | 5934.96 |
| HSI | 18,204.6800 | 26389.04 |
| Nikkei 225 | 28,027.8400 | 62654.05 |
| S&P 500 | 3,957.6300 | 7501.24 |
STRIKE DATE 29/11/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Drop Down Autocall
Autocall Opportunities: Semi Annual (First Observation at 12)
Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months
Coupon Rate: USD: 7.20 % Semi Annually (14.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.40% p.a.
ISIN XS2392205097
NEXT POTENTIAL MATURITY DATE 29/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,585.5800 | 5934.96 |
| FTSE 100 | 7,013.4800 | 10372.93 |
| SMI | 10,773.3400 | 13212.96 |
| S&P 500 | 3,859.1100 | 7501.24 |
STRIKE DATE 25/10/2022
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: 7.60% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2424427842
NEXT POTENTIAL MATURITY DATE 25/04/2024
COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,026.1200 | 7501.24 |
| Nikkei 225 | 28,283.0300 | 62654.05 |
| S&P/ASX 200 | 7,259.4830 | 8640.714 |
| Eurostoxx 50 | 3,962.4100 | 5934.96 |
STRIKE DATE 25/11/2022
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: 3.525% Semi Annually (7.05% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS2441852402
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,026.1200 | 7501.24 |
| Nikkei 225 | 28,283.0300 | 62654.05 |
| S&P/ASX 200 | 7,259.4830 | 8640.714 |
| Eurostoxx 50 | 3,962.4100 | 5934.96 |
STRIKE DATE 25/11/2022
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: 3.30% Semi Annually (6.60% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2441852311
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Wells Fargo & Co | 56.6900 | 73.79 |
| Citi Bank | 65.3000 | |
| Bank of America | 46.2600 | 49.85 |
STRIKE DATE 18/01/2022
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Income Rate: USD: 2% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2436696269
NEXT POTENTIAL MATURITY DATE 18/01/2024
COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| American Airlines Group | 58.8600 | 12.7 |
STRIKE DATE 11/11/2021
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Income Rate: USD: 1.75% Quarterly (7.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2410493378
NEXT POTENTIAL MATURITY DATE 11/11/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,613.0200 | 5934.96 |
| S&P 500 | 3,901.0600 | 7501.24 |
| Nikkei 225 | 27,105.2000 | 62654.05 |
STRIKE DATE 28/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 13.50% p.a..
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2533839333
NEXT POTENTIAL MATURITY DATE 28/10/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,613.0200 | 5934.96 |
| S&P 500 | 3,901.0600 | 7501.24 |
| Nikkei 225 | 27,105.2000 | 62654.05 |
STRIKE DATE 28/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 15.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2533839259
NEXT POTENTIAL MATURITY DATE 30/10/2023