INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Classic Autocall Nov 2022 GBP
ISIN: XS2533988098
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006412.68
Nasdaq 10012,030.060029329.21
Nikkei 22527,968.990069744.07

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

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Nov 2022 USD
ISIN: XS2533987959
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006412.68
Nasdaq 10012,030.060029329.21
Nikkei 22527,968.990069744.07

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

EXPAND CLOSE
BBVA Drop Down Autocall Nov 2022 USD
ISIN: XS2392205097
STRIKE DATE: 29/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,934.44006412.68
HSI18,204.680023350.03
Nikkei 22528,027.840069744.07
S&P 5003,957.63007483.24

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

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2022 GBP
ISIN: XS2424427842
STRIKE DATE: 25/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,585.58006412.68
FTSE 1007,013.480010679.03
SMI10,773.340014424.24
S&P 5003,859.11007483.24

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

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 USD
ISIN: XS2441852402
STRIKE DATE: 25/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,026.12007483.24
Nikkei 22528,283.030069744.07
S&P/ASX 2007,259.48308844.412
Eurostoxx 503,962.41006412.68

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

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 GBP
ISIN: XS2441852311
STRIKE DATE: 25/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,026.12007483.24
Nikkei 22528,283.030069744.07
S&P/ASX 2007,259.48308844.412
Eurostoxx 503,962.41006412.68

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

EXPAND CLOSE
CIBC US Banks Fixed Income Autocall USD January 2022
ISIN: XS2436696269
STRIKE DATE: 18/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Wells Fargo & Co56.690085.51
Citi Bank65.3000
Bank of America46.260058.73

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

EXPAND CLOSE
CIBC AIG Fixed Income Autocall Nov 2021 USD
ISIN: XS2410493378
STRIKE DATE: 11/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
American Airlines Group58.860017.92

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

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 GBP
    ISIN: XS2533839333
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02006412.68
    S&P 5003,901.06007483.24
    Nikkei 22527,105.200069744.07

    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

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 USD
    ISIN: XS2533839259
    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 503,613.02006412.68
    S&P 5003,901.06007483.24
    Nikkei 22527,105.200069744.07

    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

    EXPAND CLOSE
    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 503,318.20006412.68
    Nasdaq 10010,971.220029329.21
    Nikkei 22525,937.210069744.07
    FTSE MIB20,648.850052818.85

    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 503,318.20006412.68
    Nasdaq 10010,971.220029329.21
    Nikkei 22525,937.210069744.07
    FTSE MIB20,648.850052818.85

    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 301,974.27703247.031
    S&P 5003,901.06007483.24
    Nikkei 22527,105.200069744.07

    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 301,974.27703247.031
    S&P 5003,901.06007483.24
    Nikkei 22527,105.200069744.07

    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 601,166.00002068.89
    S&P/ASX 2006,810.86908844.412
    HSI15,317.670023350.03

    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 601,166.00002068.89
    S&P/ASX 2006,810.86908844.412
    HSI15,317.670023350.03

    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 503,613.02006412.68
    Nasdaq 10011,546.210029329.21
    Nikkei 22527,105.200069744.07

    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 10011,861.380029329.21
    Russell 20001,798.18902996.11
    S&P/ASX 2006,739.07808844.412
    FTSE 1007,236.680010679.03

    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 503,500.41006412.68
    S&P 5003,873.33007483.24
    Nikkei 22527,567.650069744.07
    FTSE MIB22,110.890052818.85

    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 5003,583.07007483.24
    Nikkei 22527,090.760069744.07
    S&P/ASX 2006,758.82808844.412
    Eurostoxx 503,381.73006412.68

    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