INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 USD
ISIN: XS2515314636
STRIKE DATE: 13/07/2023
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 2007,246.90708719.719
Eurostoxx 504,391.76006168.26
Nikkei 22532,419.330064425.95
S&P 5004,510.04007744.06

STRIKE DATE 13/07/2023
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2515314636
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL Jul 2023 EUR
ISIN: XS2515316680
STRIKE DATE: 13/07/2023
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 2007,246.90708719.719
Eurostoxx 504,391.76006168.26
Nikkei 22532,419.330064425.95
S&P 5004,510.04007744.06

STRIKE DATE 13/07/2023
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: EUR: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2515316680
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
UBS Defensive Autocall May 2023 ZAR
ISIN: ZAE000322582
STRIKE DATE: 31/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,179.83007744.06
FTSE 1007,446.140010840.35

STRIKE DATE 31/05/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000322582
NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    UBS Classic Autocall May 2023 ZAR
    ISIN: ZAE000322590
    STRIKE DATE: 31/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,179.83007744.06
    FTSE 1007,446.140010840.35

    STRIKE DATE 31/05/2023
    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: Annually (16.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 16.50% p.a.
    ISIN ZAE000322590
    NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL JUL 2023 GBP
      ISIN: XS2515303514
      STRIKE DATE: 11/07/2023
      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 2007,108.85408719.719
      Eurostoxx 504,286.56006168.26
      Nikkei 22532,203.570064425.95
      S&P 5004,439.26007744.06

      STRIKE DATE 11/07/2023
      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: 7.25% Semi Annually ( 14.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50% p.a.
      ISIN XS2515303514
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 USD
      ISIN: XS2515303787
      STRIKE DATE: 11/07/2023
      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 2007,108.85408719.719
      Eurostoxx 504,286.56006168.26
      Nikkei 22532,203.570064425.95
      S&P 5004,439.26007744.06

      STRIKE DATE 11/07/2023
      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: 7.50% Semi Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2515303787
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 EUR
      ISIN: XS2515303944
      STRIKE DATE: 11/07/2023
      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 2007,108.85408719.719
      Eurostoxx 504,286.56006168.26
      Nikkei 22532,203.570064425.95
      S&P 5004,439.26007744.06

      STRIKE DATE 11/07/2023
      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: EUR: 6.00 % Semi Annually ( 12.00 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12% p.a.
      ISIN XS2515303944
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      Barclays Core Global Equity Accelerator May 2023 USD
      ISIN: XS2505884887
      STRIKE DATE: 31/05/2023
      INDICATIVE PRICE: 151.52%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 151.52% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,179.83007744.06
      Eurostoxx 504,218.04006168.26
      Nikkei 22530,887.880064425.95

      STRIKE DATE 31/05/2023
      RETURN & BARRIERS
      Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Participation Rate: USD = 190% in participation in growth between 100-140% Capital Protection: Not Capital Protected Capital Risk: 60% European
      P.A. RETURN
      ISIN XS2505884887
      NEXT POTENTIAL MATURITY DATE 14/06/2028

      EXPAND CLOSE
      BBVA 60-60 Memory Income Autocall May 2023 USD
      ISIN: XS2515283062
      STRIKE DATE: 31/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,091.31108719.719
      Eurostoxx 504,218.04006168.26
      Nikkei 22530,887.880064425.95
      S&P 5004,179.83007744.06

      STRIKE DATE 31/05/2023
      RETURN & BARRIERS
      Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.04% Semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.08% p.a.
      ISIN XS2515283062
      NEXT POTENTIAL MATURITY DATE 31/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 USD
        ISIN: XS2515290430
        STRIKE DATE: 26/05/2023
        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 2007,217.37008719.719
        Eurostoxx 504,337.50006168.26
        Nikkei 22531,233.540064425.95
        S&P 5004,205.45007744.06

        STRIKE DATE 26/05/2023
        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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 14% p.a.
        ISIN XS2515290430
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 GBP
        ISIN: XS2515289853
        STRIKE DATE: 26/05/2023
        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 2007,217.37008719.719
        Eurostoxx 504,337.50006168.26
        Nikkei 22531,233.540064425.95
        S&P 5004,205.45007744.06

        STRIKE DATE 26/05/2023
        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: 6.75% Semi Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 13.50% p.a.
        ISIN XS2515289853
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 EUR
        ISIN: XS2515290273
        STRIKE DATE: 26/05/2023
        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 2007,217.37008719.719
        Eurostoxx 504,337.50006168.26
        Nikkei 22531,233.540064425.95
        S&P 5004,205.45007744.06

        STRIKE DATE 26/05/2023
        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: EUR: 5.50% Semi Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 11.00% p.a.
        ISIN XS2515290273
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall May 2023 USD 
        ISIN: DE000HC6EMS4
        STRIKE DATE: 30/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,522.070010840.35
        Nikkei 22531,328.160064425.95
        Eurostoxx 504,291.58006168.26
        S&P 5004,205.52007744.06

        STRIKE DATE 30/05/2023
        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 = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.50% p.a.
        ISIN DE000HC6EMS4
        NEXT POTENTIAL MATURITY DATE 30/05/2024

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall May 2023 GBP
        ISIN: DE000HC6EMT2
        STRIKE DATE: 30/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,522.070010840.35
        Nikkei 22531,328.160064425.95
        Eurostoxx 504,291.58006168.26
        S&P 5004,205.52007744.06

        STRIKE DATE 30/05/2023
        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 = 1.925% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.70% p.a.
        ISIN DE000HC6EMT2
        NEXT POTENTIAL MATURITY DATE 30/05/2024

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jun 2023 GBP
        ISIN: XS2599675977
        STRIKE DATE: 27/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,305.26006168.26
        Nasdaq 10014,945.910029935.59
        Nikkei 22532,538.330064425.95

        STRIKE DATE 27/06/2023
        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: 3.85% Semi Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.70% p.a.
        ISIN XS2599675977
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jun 2023 USD
        ISIN: XS2599676199
        STRIKE DATE: 27/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,305.26006168.26
        Nasdaq 10014,945.910029935.59
        Nikkei 22532,538.330064425.95

        STRIKE DATE 27/06/2023
        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: 3.60% Semi Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.20% p.a.
        ISIN XS2599676199
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income USD Jun 2023
        ISIN: XS2374491855
        STRIKE DATE: 22/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,502.030010840.35
        S&P 5004,381.89007744.06
        OMX Stockholm 302,235.40903256.08

        STRIKE DATE 22/06/2023
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30 % p.a. (Paid Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 6.30% p.a.
        ISIN XS2374491855
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        Barclays 3 Year Triple Index Fixed Income GBP Jun 2023
        ISIN: XS2514198097
        STRIKE DATE: 22/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,502.030010840.35
        S&P 5004,381.89007744.06
        OMX Stockholm 302,235.40903256.08

        STRIKE DATE 22/06/2023
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 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 XS2514198097
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        BNP 70-70 Memory Income Autocall May 2023 USD
        ISIN: XS2515087638
        STRIKE DATE: 24/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Givaudan Reg3,016.00003935
        Nike Inc108.290037.14
        Nvidia Corporation30.5380217.23

        STRIKE DATE 24/05/2023
        RETURN & BARRIERS
        Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% Semi-annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
        P.A. RETURN
        ISIN XS2515087638
        NEXT POTENTIAL MATURITY DATE 26/05/2026

          EXPAND CLOSE
          BBVA Enhanced Protection Classic Autocall May 2023 USD (XS2491406273)
          ISIN: XS2491406273
          STRIKE DATE: 23/05/2023
          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 2007,259.88708719.719
          Eurostoxx 504,342.38006168.26
          S&P 5004,145.58007744.06
          Nikkei 22530,957.770064425.95

          STRIKE DATE 23/05/2023
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.76% Quarterly snowballing (11.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
          P.A. RETURN 11.04% p.a.
          ISIN XS2491406273
          NEXT POTENTIAL MATURITY DATE 23/05/2024

          EXPAND CLOSE