INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit Diversified Markets Memory Income Autocall Sep 2022 USD
ISIN: DE000HB9TUS0
STRIKE DATE: 30/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,318.20005934.96
Nasdaq 10010,971.220029580.3
Nikkei 22525,937.210062654.05
FTSE MIB20,648.850050050.27

STRIKE DATE 30/09/2022
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: 2.05% Quarterly (8.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN DE000HB9TUS0
NEXT POTENTIAL MATURITY DATE 29/09/2023

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Sep 2022 GBP
ISIN: DE000HB9TUR2
STRIKE DATE: 30/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,318.20005934.96
Nasdaq 10010,971.220029580.3
Nikkei 22525,937.210062654.05
FTSE MIB20,648.850050050.27

STRIKE DATE 30/09/2022
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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN DE000HB9TUR2
NEXT POTENTIAL MATURITY DATE 29/09/2023

EXPAND CLOSE
Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 USD
ISIN: XS2437047314
STRIKE DATE: 28/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,974.27703048.114
S&P 5003,901.06007501.24
Nikkei 22527,105.200062654.05

STRIKE DATE 28/10/2022
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: 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% p.a.
ISIN XS2437047314
NEXT POTENTIAL MATURITY DATE 28/10/2023

EXPAND CLOSE
Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 GBP
ISIN: XS2437047231
STRIKE DATE: 28/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 301,974.27703048.114
S&P 5003,901.06007501.24
Nikkei 22527,105.200062654.05

STRIKE DATE 28/10/2022
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2437047231
NEXT POTENTIAL MATURITY DATE 29/01/2024

EXPAND CLOSE
BBVA 4 Year Triple Index Autocall Oct 2022 GBP
ISIN: XS2424431364
STRIKE DATE: 26/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,166.00001986.704
S&P/ASX 2006,810.86908640.714
HSI15,317.670026389.04

STRIKE DATE 26/10/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2424431364
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
BBVA 4 Year Triple Index Autocall Oct 2022 USD
ISIN: XS2424431448
STRIKE DATE: 26/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,166.00001986.704
S&P/ASX 2006,810.86908640.714
HSI15,317.670026389.04

STRIKE DATE 26/10/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.60% Semi-Annually (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2424431448
NEXT POTENTIAL MATURITY DATE 26/04/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Oct 2022 USD
ISIN: XS2533865338
STRIKE DATE: 28/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,613.02005934.96
Nasdaq 10011,546.210029580.3
Nikkei 22527,105.200062654.05

STRIKE DATE 28/10/2022
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: 4.05% Semi-Annually (8.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 8.10% p.a.
ISIN XS2533865338
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Barclays Developed Markets Memory Income Autocall Sep 2022 USD
ISIN: XS2426250218
STRIKE DATE: 16/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10011,861.380029580.3
Russell 20001,798.18902863.086
S&P/ASX 2006,739.07808640.714
FTSE 1007,236.680010372.93

STRIKE DATE 16/09/2022
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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 77.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2426250218
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
UniCredit Global Markets Memory Income Autocall Sep 2022 USD
ISIN: DE000HB9TDJ5
STRIKE DATE: 16/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,500.41005934.96
S&P 5003,873.33007501.24
Nikkei 22527,567.650062654.05
FTSE MIB22,110.890050050.27

STRIKE DATE 16/09/2022
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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 79% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9% p.a.
ISIN DE000HB9TDJ5
NEXT POTENTIAL MATURITY DATE 18/09/2023

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 USD
ISIN: XS2428676022
STRIKE DATE: 14/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,583.07007501.24
Nikkei 22527,090.760062654.05
S&P/ASX 2006,758.82808640.714
Eurostoxx 503,381.73005934.96

STRIKE DATE 14/10/2022
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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 60% of initial level
P.A. RETURN 6.00% p.a.
ISIN XS2428676022
NEXT POTENTIAL MATURITY DATE 16/10/2023

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 GBP
ISIN: XS2428675990
STRIKE DATE: 14/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,583.07007501.24
Nikkei 22527,090.760062654.05
S&P/ASX 2006,758.82808640.714
Eurostoxx 503,381.73005934.96

STRIKE DATE 14/10/2022
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: 2.70% Semi-Annually (5.40% p.a.) Income Trigger: 60% of initial level
P.A. RETURN 5.40% p.a.
ISIN XS2428675990
NEXT POTENTIAL MATURITY DATE 16/10/2023

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Oct 2022 USD
ISIN: XS2424427172
STRIKE DATE: 17/10/2022
INDICATIVE PRICE: 80.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 80.82% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900267.22
Etsy Inc98.120058.41
Mercadolibre Inc850.66001607.37
Shopify Inc27.760097.42

STRIKE DATE 17/10/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2424427172
NEXT POTENTIAL MATURITY DATE 20/07/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Oct 2022 GBP
ISIN: XS2424427255
STRIKE DATE: 17/10/2022
INDICATIVE PRICE: 80.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 80.84% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900267.22
Etsy Inc98.120058.41
Mercadolibre Inc850.66001607.37
Shopify Inc27.760097.42

STRIKE DATE 17/10/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: GBP: 2.85% Quarterly (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style
P.A. RETURN
ISIN XS2424427255
NEXT POTENTIAL MATURITY DATE 20/07/2026

EXPAND CLOSE
Barclays 80-75 Memory Income Autocall Sep 2022 GBP
ISIN: XS2426243866
STRIKE DATE: 06/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,300.440010372.93

STRIKE DATE 06/09/2022
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: 3.20% Semi Annually (6.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2426243866
NEXT POTENTIAL MATURITY DATE 06/09/2023

    EXPAND CLOSE
    SocGen Global Banks Defensive Autocall Sep 2022 USD
    ISIN: XS2508009672
    STRIKE DATE: 08/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG7.250036.63
    Societe Generale23.070067.46
    Barclays166.2600434.7
    Bank of New York Mellon43.8200135.98

    STRIKE DATE 08/09/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2508009672
    NEXT POTENTIAL MATURITY DATE 08/03/2023

    EXPAND CLOSE
    Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 GBP
    ISIN: XS2477648369
    STRIKE DATE: 29/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,279.04005934.96
    Nasdaq 10011,164.780029580.3
    Nikkei 22526,422.050062654.05

    STRIKE DATE 29/09/2022
    RETURN & BARRIERS
    Maximum Term: 5 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: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.80% p.a.
    ISIN XS2477648369
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 USD
    ISIN: XS2477648526
    STRIKE DATE: 29/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,279.04005934.96
    Nasdaq 10011,164.780029580.3
    Nikkei 22526,422.050062654.05

    STRIKE DATE 29/09/2022
    RETURN & BARRIERS
    Maximum Term: 5 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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2477648526
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    BBVA Low Hurdle Autocall Sept 2022 GBP
    ISIN: XS2380341086
    STRIKE DATE: 02/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,544.38005934.96
    FTSE 1007,281.190010372.93
    Nikkei 22527,650.840062654.05
    S&P 5003,924.26007501.24

    STRIKE DATE 02/09/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.50% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS2380341086
    NEXT POTENTIAL MATURITY DATE 05/03/2024

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Sep 2022 GBP
    ISIN: XS2477592989
    STRIKE DATE: 27/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanely
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,328.65005934.96
    Nasdaq 10011,271.750029580.3
    Nikkei 22526,571.870062654.05

    STRIKE DATE 27/09/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP : 6.25% Semi Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 12.50% p.a.
    ISIN XS2477592989
    NEXT POTENTIAL MATURITY DATE 27/09/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Sep 2022 USD
    ISIN: XS2477593011
    STRIKE DATE: 27/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,328.65005934.96
    Nasdaq 10011,271.750029580.3
    Nikkei 22526,571.870062654.05

    STRIKE DATE 27/09/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD : 6.75% Semi Annually (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 XS2477593011
    NEXT POTENTIAL MATURITY DATE 27/09/2023

    EXPAND CLOSE