INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Classic Autocall Jan 2023 GBP
ISIN: XS2534550046
STRIKE DATE: 26/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,173.98006187.63
Nasdaq 10012,051.480029635.95
Nikkei 22527,362.750066020.04

STRIKE DATE 26/01/2023
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: GBP: 3.15% Semi Annually (6.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.30% p.a.
ISIN XS2534550046
NEXT POTENTIAL MATURITY DATE 27/01/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2023 EUR
ISIN: XS2442508078
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006187.63
S&P/TSX 601,242.39002050.451
Nikkei 22527,299.190066020.04
S&P/ASX 2007,490.39608804.037

STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.65% Semi Annually (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 XS2442508078
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Jan 2023 GBP
ISIN: XS2442507856
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006187.63
S&P/TSX 601,242.39002050.451
Nikkei 22527,299.190066020.04
S&P/ASX 2007,490.39608804.037

STRIKE DATE 24/01/2023
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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80%
ISIN XS2442507856
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Auocall Jan 2023 USD
ISIN: XS2442507930
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006187.63
S&P/TSX 601,242.39002050.451
Nikkei 22527,299.190066020.04
S&P/ASX 2007,490.39608804.037

STRIKE DATE 24/01/2023
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: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80%
ISIN XS2442507930
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
Barclays S&P 500 3 Year Fixed Income Jan 2023 GBP
ISIN: XS2448757778
STRIKE DATE: 17/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,990.97007431.46

STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 5.50% p.a.
ISIN XS2448757778
NEXT POTENTIAL MATURITY DATE 20/01/2026

EXPAND CLOSE
Barclays S&P 500 3 Year Fixed Income Jan 2023 USD
ISIN: XS2448758230
STRIKE DATE: 17/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,990.97007431.46

STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD : 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 6.00% p.a.
ISIN XS2448758230
NEXT POTENTIAL MATURITY DATE 20/01/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Jan 2023 USD
ISIN: XS2534157545
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,126.68006187.63
Nasdaq 10011,459.610029635.95
Nikkei 22526,449.820066020.04

STRIKE DATE 13/01/2023
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: 3.75% Semi Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50
ISIN XS2534157545
NEXT POTENTIAL MATURITY DATE 14/01/2025

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Nov 2022 GBP
ISIN: XS2442484205
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006187.63
FTSE 1007,573.050010471.72
Nikkei 22527,968.990066020.04
Nasdaq 10012,030.060029635.95

STRIKE DATE 30/11/2022
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2442484205
NEXT POTENTIAL MATURITY DATE 29/02/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Nov 2022 USD
ISIN: XS2442484114
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006187.63
FTSE 1007,573.050010471.72
Nikkei 22527,968.990066020.04
Nasdaq 10012,030.060029635.95

STRIKE DATE 30/11/2022
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 : 2.35% Quarterly (9.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN XS2442484114
NEXT POTENTIAL MATURITY DATE 29/02/2024

EXPAND CLOSE
Soc Gen International Banks Defensive Autocall Nov 2022 USD
ISIN: XS2508422792
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale23.990073.4
HSBC509.70001372.8
BBVA5.612020.09
Morgan Stanley93.0700214.04

STRIKE DATE 30/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD: 4.80% Quarterly (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2508422792
NEXT POTENTIAL MATURITY DATE 30/08/2023

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall Jan 2023 GBP
ISIN: XS2442502543
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,983.17007431.46
Nikkei 22526,449.820066020.04
S&P/ASX 2007,280.39608804.037
Eurostoxx 504,126.68006187.63

STRIKE DATE 13/01/2023
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 3.30% 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 XS2442502543
NEXT POTENTIAL MATURITY DATE 16/01/2024

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall Jan 2023 USD
ISIN: XS2442502469
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,983.17007431.46
Nikkei 22526,449.820066020.04
S&P/ASX 2007,280.39608804.037
Eurostoxx 504,126.68006187.63

STRIKE DATE 13/01/2023
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: USD : 3.70% Semi Annually (7.40% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2442502469
NEXT POTENTIAL MATURITY DATE 16/01/2024

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 GBP
ISIN: XS2508369456
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 17.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 17.55% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92002.76
First Solar Inc165.6200267.31
Solaredge Technologies Inc295.450060.8
Enphase Energy Inc312.210054.59

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: GBP: 3.10% Quarterly (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369456
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 USD
ISIN: XS2508369530
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 17.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 17.93% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92002.76
First Solar Inc165.6200267.31
Solaredge Technologies Inc295.450060.8
Enphase Energy Inc312.210054.59

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: USD: 3.35% Quarterly (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369530
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Barclays S&P 500 3 Year Fixed Income Dec 2022 USD
ISIN: XS2443094292
STRIKE DATE: 05/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,998.84007431.46

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

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Dec 2022 EUR
ISIN: XS2442487133
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19006187.63
S&P/TSX 601,211.99302050.451
Nikkei 22527,885.870066020.04
S&P/ASX 2007,291.26608804.037

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

EXPAND CLOSE
Citi Triple Index Reducing Autocall Nov 2022 EUR
ISIN: XS2550492677
STRIKE DATE: 04/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,334.840010471.72
S&P 5003,770.55007431.46
Eurostoxx 503,688.33006187.63

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

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 GBP
    ISIN: XS2425357741
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006187.63
    S&P/TSX 601,211.99302050.451
    Nikkei 22527,885.870066020.04
    S&P/ASX 2007,291.26608804.037

    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

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 USD
    ISIN: XS2425358046
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006187.63
    S&P/TSX 601,211.99302050.451
    Nikkei 22527,885.870066020.04
    S&P/ASX 2007,291.26608804.037

    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

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 GBP
    ISIN: DE000HC0HFD6
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54006187.63
    Nasdaq 10011,405.570029635.95
    Nikkei 22527,587.460066020.04
    FTSE 1007,094.530010471.72

    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

    EXPAND CLOSE