INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 503,613.02006187.63
Nasdaq 10011,546.210029635.95
Nikkei 22527,105.200066020.04

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 10011,861.380029635.95
Russell 20001,798.18902943.992
S&P/ASX 2006,739.07808804.037
FTSE 1007,236.680010471.72

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 503,500.41006187.63
S&P 5003,873.33007431.46
Nikkei 22527,567.650066020.04
FTSE MIB22,110.890051497.21

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 5003,583.07007431.46
Nikkei 22527,090.760066020.04
S&P/ASX 2006,758.82808804.037
Eurostoxx 503,381.73006187.63

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 5003,583.07007431.46
Nikkei 22527,090.760066020.04
S&P/ASX 2006,758.82808804.037
Eurostoxx 503,381.73006187.63

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: 92.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.05% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900238.55
Etsy Inc98.120069.48
Mercadolibre Inc850.66001589.6
Shopify Inc27.7600108.24

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: 91.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.92% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900238.55
Etsy Inc98.120069.48
Mercadolibre Inc850.66001589.6
Shopify Inc27.7600108.24

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 1007,300.440010471.72

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 AG7.250036.83
    Societe Generale23.070073.4
    Barclays166.2600472.85
    Bank of New York Mellon43.8200143.98

    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 503,279.04006187.63
    Nasdaq 10011,164.780029635.95
    Nikkei 22526,422.050066020.04

    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 503,279.04006187.63
    Nasdaq 10011,164.780029635.95
    Nikkei 22526,422.050066020.04

    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 503,544.38006187.63
    FTSE 1007,281.190010471.72
    Nikkei 22527,650.840066020.04
    S&P 5003,924.26007431.46

    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 503,328.65006187.63
    Nasdaq 10011,271.750029635.95
    Nikkei 22526,571.870066020.04

    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 503,328.65006187.63
    Nasdaq 10011,271.750029635.95
    Nikkei 22526,571.870066020.04

    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
    BBVA Banks Memory Income Autocall Aug USD 2022
    ISIN: XS2392196247
    STRIKE DATE: 25/08/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG6.32436.83
    Societe Generale21.83573.4
    Barclays164.16472.85
    Bank of New York Mellon43.5143.98

    STRIKE DATE 25/08/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2392196247
    NEXT POTENTIAL MATURITY DATE 27/02/2023

    EXPAND CLOSE
    Goldman Sachs E-Commerce Low Hurdle Autocall Aug 2022 USD
    ISIN: XS2467326638
    STRIKE DATE: 19/08/2022
    INDICATIVE PRICE: 62.24%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 62.24% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com138.2300238.55
    Etsy Inc107.010069.48
    Paypal96.560041.53

    STRIKE DATE 19/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 12.50% Semi Annually (25.00% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2467326638
    NEXT POTENTIAL MATURITY DATE 19/08/2026

    EXPAND CLOSE
    Soc Gen Green Energy Low Hurdle Autocall Aug 2022 USD
    ISIN: XS2507985807
    STRIKE DATE: 19/08/2022
    INDICATIVE PRICE: 17.14%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 17.14% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Vestas Wind System A/S191.5600166.1
    Orsted A/S784.5000156.3
    Enphase Energy Inc283.700054.59

    STRIKE DATE 19/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.20% Semi Annually (26.40% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2507985807
    NEXT POTENTIAL MATURITY DATE 19/08/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Sep 2022 USD
    ISIN: XS2477550631
    STRIKE DATE: 20/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,467.09006187.63
    Nasdaq 10011,851.540029635.95
    Nikkei 22527,688.420066020.04

    STRIKE DATE 20/09/2022
    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: 3.00% Semi Annually (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 6.00% p.a.
    ISIN XS2477550631
    NEXT POTENTIAL MATURITY DATE 20/09/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Sep 2022 GBP
    ISIN: XS2414639075
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,873.33007431.46
    Nikkei 22527,567.650066020.04
    S&P/ASX 2006,739.07808804.037
    Eurostoxx 503,500.41006187.63

    STRIKE DATE 16/09/2022
    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 : 2.65 % Semi Annually (5.3 0 % p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.30% p.a.
    ISIN XS2414639075
    NEXT POTENTIAL MATURITY DATE 19/09/2023

    EXPAND CLOSE
    Barclays Global Market 60-60 Memory Income Autocall Sep 2022 USD
    ISIN: XS2414639158
    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
    S&P 5003,873.33007431.46
    Nikkei 22527,567.650066020.04
    S&P/ASX 2006,739.07808804.037
    Eurostoxx 503,500.41006187.63

    STRIKE DATE 16/09/2022
    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: 3.10 % Semi Annually (6.20 % p.a.) Income Trigger: 60 % of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.20% p.a.
    ISIN XS2414639158
    NEXT POTENTIAL MATURITY DATE 19/09/2023

    EXPAND CLOSE