INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 GBP
ISIN: DE000HC7PSC9
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010840.35
S&P 5004,588.96007744.06
Nikkei 22533,172.220064425.95
Eurostoxx 504,471.31006168.26

STRIKE DATE 31/07/2023
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: GBP = 2.02% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 USD
ISIN: DE000HC7NRP8
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010840.35
S&P 5004,588.96007744.06
Nikkei 22533,172.220064425.95
Eurostoxx 504,471.31006168.26

STRIKE DATE 31/07/2023
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 = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
GS CPI & Equity Linked Participation Growth Aug 2023 USD
ISIN: XS2482811549
STRIKE DATE: 15/08/2023
INDICATIVE PRICE: 114.07%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 114.07% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA336.94
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index198.11

STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income Jul 2023 EUR
ISIN: XS2517475476
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG10.112029.12
Banco Santander3.677511.998
Commerzbank AG10.815037.7

STRIKE DATE 28/07/2023
RETURN & BARRIERS
8.32% Annual Fixed Income paid quarterly Capital Protection: 50% Final Barrier
P.A. RETURN 8.32% p.a.
ISIN XS2517475476
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BNP Paribas US Stocks Memory Income Autocall Jul 2023 USD
ISIN: XS2538960274
STRIKE DATE: 28/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices112.9600562.23
Carnival Corp18.490026.46
Meta Platform Inc325.4800736.72
Tesla Motors266.4400

STRIKE DATE 28/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.20% p.a.
ISIN XS2538960274
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
SG Global Miners Memory Income Autocall Jul 2023 EUR
ISIN: XS2627585081
STRIKE DATE: 27/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,213.00006776
BHP Group PLC2,438.00003113
Anglo American2,427.00004060
Barrick Mining Corp16.780040.55

STRIKE DATE 27/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

EXPAND CLOSE
BNP Core Global Accelerator Uncapped Jul 2023 ZAR
ISIN: ZAE000324463
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 253.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 253.26% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006168.26
Nikkei 22532,682.510064425.95
S&P 5004,567.46007744.06

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324463
NEXT POTENTIAL MATURITY DATE 08/08/2028

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
ISIN: XS2543359918
STRIKE DATE: 24/08/2023
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 2007,182.10908719.719
S&P 5004,376.31007744.06
Eurostoxx 504,232.22006168.26

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2543359918
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
BNP Core Global Accelerator Capped July 2023 ZAR
ISIN: ZAE000324471
STRIKE DATE: 25/07/2023
INDICATIVE PRICE: 171.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 171.39% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,391.30006168.26
Nikkei 22532,682.510064425.95
S&P 5004,567.46007744.06

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 355% participation (capped at 30%) Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324471
NEXT POTENTIAL MATURITY DATE 25/07/2028

EXPAND CLOSE
Barclays Cyber Security 1 Year Fixed Income Aug 2023 USD
ISIN: XS2542331538
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc153.9000244.57
Fortinet Inc58.3900181.91
Zscaler Inc142.7800220.43

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.00 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2542331538
NEXT POTENTIAL MATURITY DATE 22/08/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jul 2023 GBP
ISIN: XS2517325408
STRIKE DATE: 24/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,678.590010840.35
S&P 5004,554.64007744.06
Eurostoxx 504,383.03006168.26

STRIKE DATE 24/07/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2517325408
NEXT POTENTIAL MATURITY DATE 24/07/2026

    EXPAND CLOSE
    BBVA Miners Semi-Annual Reducing Autocall Jul 2023 USD
    ISIN: XS2515366354
    STRIKE DATE: 21/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American2,389.00004060
    Glencore472.5500574.1
    Barrick Mining Corp17.400040.55
    Freeport-McMoRan Inc40.610070.06

    STRIKE DATE 21/07/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 9.00% Semi Annual(18.00% p.a.) Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level, 5.00% reducing every 6 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 18.00% p.a.
    ISIN XS2515366354
    NEXT POTENTIAL MATURITY DATE 21/01/2026

    EXPAND CLOSE
    BBVA Global Markets Low Hurdle Autocall Jul 2023 GBP
    ISIN: XS2515339898
    STRIKE DATE: 21/07/2023
    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 2007,313.88708719.719
    Eurostoxx 504,391.41006168.26
    Nikkei 22532,304.250064425.95
    S&P 5004,536.34007744.06

    STRIKE DATE 21/07/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.625% Quarterly Low Hurdle Trigger: 75% 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 10.50% p.a.
    ISIN XS2515339898
    NEXT POTENTIAL MATURITY DATE 21/07/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Aug 2023 GBP
    ISIN: XS2543354018
    STRIKE DATE: 17/08/2023
    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 2007,146.00008719.719
    Eurostoxx 504,227.83006168.26
    Nikkei 22531,626.000064425.95
    S&P 5004,370.36007744.06

    STRIKE DATE 17/08/2023
    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 XS2543354018
    NEXT POTENTIAL MATURITY DATE 19/08/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Aug 2023 USD
    ISIN: XS2543354109
    STRIKE DATE: 17/08/2023
    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 2007,146.00008719.719
    Eurostoxx 504,227.83006168.26
    Nikkei 22531,626.000064425.95
    S&P 5004,370.36007744.06

    STRIKE DATE 17/08/2023
    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 XS2543354109
    NEXT POTENTIAL MATURITY DATE 19/08/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Aug 2023 EUR
    ISIN: XS2543354281
    STRIKE DATE: 17/08/2023
    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 2007,146.00008719.719
    Eurostoxx 504,227.83006168.26
    Nikkei 22531,626.000064425.95
    S&P 5004,370.36007744.06

    STRIKE DATE 17/08/2023
    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 XS2543354281
    NEXT POTENTIAL MATURITY DATE 19/08/2024

    EXPAND CLOSE
    Barclays 2 Year Fixed Rate Income Note USD July 2023
    ISIN: XS2542258863
    STRIKE DATE: 18/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,554.98007744.06

    STRIKE DATE 18/07/2023
    RETURN & BARRIERS
    Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
    P.A. RETURN 5.20% p.a.
    ISIN XS2542258863
    NEXT POTENTIAL MATURITY DATE 18/07/2025

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall Aug 2023 GBP
    ISIN: XS2543347236
    STRIKE DATE: 15/08/2023
    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 2007,304.96108719.719
    Eurostoxx 504,288.57006168.26
    Nikkei 22532,238.890064425.95
    S&P 5004,437.86007744.06

    STRIKE DATE 15/08/2023
    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: 6.5 0 % 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 XS2543347236
    NEXT POTENTIAL MATURITY DATE 15/08/2024

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall Aug 2023 USD
    ISIN: XS2543347152
    STRIKE DATE: 15/08/2023
    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 2007,304.96108719.719
    Eurostoxx 504,288.57006168.26
    Nikkei 22532,238.890064425.95
    S&P 5004,437.86007744.06

    STRIKE DATE 15/08/2023
    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 XS2543347152
    NEXT POTENTIAL MATURITY DATE 15/08/2024

    EXPAND CLOSE
    BNP Technology Participation Growth Note Jul 2023 ZAR
    ISIN: ZAE000324398
    STRIKE DATE: 13/07/2023
    INDICATIVE PRICE: 123.00%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 123.00% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Technology Balanced Index230.5526238.6609

    STRIKE DATE 13/07/2023
    RETURN & BARRIERS
    Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
    P.A. RETURN
    ISIN ZAE000324398
    NEXT POTENTIAL MATURITY DATE 13/01/2027

    EXPAND CLOSE