INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1007,678.590010782.66
S&P 5004,554.64007353.73
Eurostoxx 504,383.03006231.54

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 American2,389.00003701
    Glencore472.5500496.9
    Barrick Mining Corp17.400040.34
    Freeport-McMoRan Inc40.610057.9

    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 2007,313.88709065.067
    Eurostoxx 504,391.41006231.54
    Nikkei 22532,304.250061077.9
    S&P 5004,536.34007353.73

    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 2007,146.00009065.067
    Eurostoxx 504,227.83006231.54
    Nikkei 22531,626.000061077.9
    S&P 5004,370.36007353.73

    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 2007,146.00009065.067
    Eurostoxx 504,227.83006231.54
    Nikkei 22531,626.000061077.9
    S&P 5004,370.36007353.73

    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 2007,146.00009065.067
    Eurostoxx 504,227.83006231.54
    Nikkei 22531,626.000061077.9
    S&P 5004,370.36007353.73

    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 5004,554.98007353.73

    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 2007,304.96109065.067
    Eurostoxx 504,288.57006231.54
    Nikkei 22532,238.890061077.9
    S&P 5004,437.86007353.73

    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 2007,304.96109065.067
    Eurostoxx 504,288.57006231.54
    Nikkei 22532,238.890061077.9
    S&P 5004,437.86007353.73

    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: 105.28%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 105.28% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Technology Balanced Index230.5526231.4442

    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
    BNP Nikkei Classic Autocall Jul 2023 ZAR
    ISIN: ZAE000324406
    STRIKE DATE: 13/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22532,419.330061077.9

    STRIKE DATE 13/07/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: Annually (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN ZAE000324406
    NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
      ISIN: XS2627560092
      STRIKE DATE: 12/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Alphabet-C119.6200281.74
      Etsy Inc91.500091.53
      Tesla Inc271.9900343.69
      CrowdStrike Holdings Inc146.1300217.2

      STRIKE DATE 12/07/2023
      RETURN & BARRIERS
      Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2627560092
      NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      Barclays Capital Protected Autocall AUD Jul 2023
      ISIN: XS2517398207
      STRIKE DATE: 11/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY AUD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,282.520010782.66
      S&P 5004,439.26007353.73
      Nikkei 22532,203.570061077.9

      STRIKE DATE 11/07/2023
      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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2517398207
      NEXT POTENTIAL MATURITY DATE 13/07/2026

        EXPAND CLOSE
        Barclays European Banks 1Y Fixed Income June 2023 EUR
        ISIN: XS2517293101
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG10.150038.73
        UniCredit SpA21.265077.18
        BBVA7.032022.9

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 8.18% p.a.
        ISIN XS2517293101
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        UniCredit Diversified Mkts Memory Income Autocall Jun 2023 USD
        ISIN: DE000HC71751
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit AG
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,531.530010782.66
        S&P 5004,450.38007353.73
        Nikkei 22533,189.040061077.9
        Eurostoxx 504,399.09006231.54

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.95% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.80% p.a.
        ISIN DE000HC71751
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        UniCredit Diversified Mkts Memory Income Autocall Jun 2023 GBP
        ISIN: DE000HC71389
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit AG
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,531.530010782.66
        S&P 5004,450.38007353.73
        Nikkei 22533,189.040061077.9
        Eurostoxx 504,399.09006231.54

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN DE000HC71389
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Jun 2023 USD
        ISIN: XS2515286750
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,399.09006231.54
        FTSE 1007,531.530010782.66
        Nikkei 22533,189.040061077.9
        S&P 5004,450.38007353.73

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.80% p.a. (1.95% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
        P.A. RETURN 7.80% p.a.
        ISIN XS2515286750
        NEXT POTENTIAL MATURITY DATE 02/07/2024

        EXPAND CLOSE
        BNP Paribas Capital Protected Classic Autocall Jul 2023 USD
        ISIN: XS2529545548
        STRIKE DATE: 27/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,447.44006231.54
        S&P 5004,537.41007353.73
        Nikkei 22532,891.160061077.9

        STRIKE DATE 27/07/2023
        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: 3.75% Semi Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.50% p.a.
        ISIN XS2529545548
        NEXT POTENTIAL MATURITY DATE 27/07/2026

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jul 2023 GBP
        ISIN: XS2629824918
        STRIKE DATE: 27/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,447.44006231.54
        Nasdaq 10015,464.930026629.81
        Nikkei 22532,891.160061077.9

        STRIKE DATE 27/07/2023
        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: 4.50% Semi Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 9.00% p.a.
        ISIN XS2629824918
        NEXT POTENTIAL MATURITY DATE 27/07/2026

        EXPAND CLOSE
        GS ESG & Inflation Linked Participation Growth June 2023
        ISIN: XS2482831810
        STRIKE DATE: 26/06/2023
        INDICATIVE PRICE: 111.29%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 111.29% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        US CPI Urban Consumers NSA304.1270336.94
        MSCI Global Climate Change Multi-Asset Select Index1,376.40301443.912

        STRIKE DATE 26/06/2023
        RETURN & BARRIERS
        Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 140% Participation in the Underlying Index at maturity Capital Risk: Capital protected
        P.A. RETURN
        ISIN XS2482831810
        NEXT POTENTIAL MATURITY DATE 11/05/2028

        EXPAND CLOSE