INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale Banks Reducing Autocall Feb 2023 USD
ISIN: XS2558314709
STRIKE DATE: 17/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA65.4300112.4
Banco Santander3.524012.888
Lloyds50.9100115.3
Goldman Sachs368.50001042.63

STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, 2.50% reducing every 3 months. Autocall Coupon: 4.50% Quarterly (18.00% pa) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18% p.a.
ISIN XS2558314709
NEXT POTENTIAL MATURITY DATE 17/05/2024

EXPAND CLOSE
EFG Automobiles Defensive Autocall Feb 2023 GBP
ISIN: CH1110438095
STRIKE DATE: 17/02/2023
INDICATIVE PRICE: 66.55%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE 66.55% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BMW AG99.750058.76
Mercedes-Benz Group AG74.640045.44
Volkswagen AG131.220072.94

STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1110438095
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
EFG 70-70 Memory Income Autocall Feb 2023 GBP
ISIN: CH1240011879
STRIKE DATE: 17/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Galaxy Entertainment Group52.200034.94
Sands China Ltd28.150014.34
SJM Holdings Ltd4.03001.485

STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 18 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.95 Quarterly (11.8% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -21.97% p.a.
ISIN CH1240011879
NEXT POTENTIAL MATURITY DATE 21/08/2024

    EXPAND CLOSE
    BBVA 65-60 Memory Income Autocall Feb 2023 USD
    ISIN: XS2471160528
    STRIKE DATE: 14/02/2023
    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 2007,430.85909188.494
    S&P/TSX 601,248.90202168.34
    CAC 407,213.81008650.56
    Nasdaq 10012,590.890030084.5

    STRIKE DATE 14/02/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.82% Quarterly (7.28% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.28% p.a.
    ISIN XS2471160528
    NEXT POTENTIAL MATURITY DATE 14/02/2024

    EXPAND CLOSE
    BBVA Single Index Classic Autocall Mar 2023 USD
    ISIN: XS2471161849
    STRIKE DATE: 17/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Euro 704,064.99002758.29
    Eurostoxx 506545.47

    STRIKE DATE 17/03/2023
    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: 4.00% Semi Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2471161849
    NEXT POTENTIAL MATURITY DATE 19/04/2024

    EXPAND CLOSE
    BBVA Global Banks Reducing Autocall Feb 2023 USD
    ISIN: XS2458714651
    STRIKE DATE: 13/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas SA63.3200112.4
    Banco Santander3.480512.888
    Lloyds53.0700115.3
    Goldman Sachs374.02001042.63

    STRIKE DATE 13/02/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 3.34% Quarterly (13.36% p.a.) Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, 2.50% reducing every 3 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 13.36%
    ISIN XS2458714651
    NEXT POTENTIAL MATURITY DATE 16/05/2024

    EXPAND CLOSE
    BNP Paribas 3 Year Dual Index Fixed Income Mar 2023 GBP
    ISIN: XS2473133465
    STRIKE DATE: 14/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,919.29007798.99
    OMX Stockholm 302,186.36003281.461

    STRIKE DATE 14/03/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 5.4% p.a.
    ISIN XS2473133465
    NEXT POTENTIAL MATURITY DATE 16/03/2026

    EXPAND CLOSE
    BNP Paribas 3 Year Dual Index Fixed Income Mar 2023 USD
    ISIN: XS2473133119
    STRIKE DATE: 14/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,919.29007798.99
    OMX Stockholm 302,186.36003281.461

    STRIKE DATE 14/03/2023
    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 6.4% p.a.
    ISIN XS2473133119
    NEXT POTENTIAL MATURITY DATE 16/03/2026

    EXPAND CLOSE
    Société Générale Banks Memory Knock-Out Autocall Mar 2023 USD
    ISIN: XS2558238098
    STRIKE DATE: 07/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA19.0840 - Knocked out85.41
    Commerzbank AG11.820039.86
    BBVA7.2870 - Knocked out24.91
    Morgan Stanley96.0600218.38

    STRIKE DATE 07/03/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.64% Quarterly (22.56.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 22.65% p.a.
    ISIN XS2558238098
    NEXT POTENTIAL MATURITY DATE 07/06/2024

    EXPAND CLOSE
    Société Générale Banks Memory Knock-Out Autocall Mar 2023 GBP
    ISIN: XS2558273913
    STRIKE DATE: 07/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA19.0840 - Knocked out85.41
    Commerzbank AG11.820039.86
    BBVA7.2870 - Knocked out24.91
    Morgan Stanley96.0600218.38

    STRIKE DATE 07/03/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: GBP: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 19.00%
    ISIN XS2558273913
    NEXT POTENTIAL MATURITY DATE 07/06/2024

    EXPAND CLOSE
    BNP Capital Protected Multi-Asset 9X Accelerator Jan 2023 ZAR
    ISIN: ZAE000317269
    STRIKE DATE: 17/01/2023
    INDICATIVE PRICE: 209.18%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 209.18% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index265.5007306.1199

    STRIKE DATE 17/01/2023
    RETURN & BARRIERS
    Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 900% in the Underlying Capital Risk: 100% Cap Protected
    P.A. RETURN
    ISIN ZAE000317269
    NEXT POTENTIAL MATURITY DATE 18/01/2028

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2023 GBP
    ISIN: XS2471148077
    STRIKE DATE: 27/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,220.24802168.34
    Eurostoxx 504,248.01006545.47
    HSI19,943.510025396.51
    Nikkei 22527,423.960068308.59

    STRIKE DATE 27/02/2023
    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: 6.00% Semi Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2471148077
    NEXT POTENTIAL MATURITY DATE 27/02/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2023 USD
    ISIN: XS2471147855
    STRIKE DATE: 27/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,220.24802168.34
    Eurostoxx 504,248.01006545.47
    HSI19,943.510025396.51
    Nikkei 22527,423.960068308.59

    STRIKE DATE 27/02/2023
    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: 7.30% Semi Annually (14.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.60%
    ISIN XS2471147855
    NEXT POTENTIAL MATURITY DATE 27/02/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2023 EUR
    ISIN: XS2471147939
    STRIKE DATE: 27/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,220.24802168.34
    Eurostoxx 504,248.01006545.47
    HSI19,943.510025396.51
    Nikkei 22527,423.960068308.59

    STRIKE DATE 27/02/2023
    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: 60% Final level (European style)
    P.A. RETURN 11.00% p.a.
    ISIN XS2471147939
    NEXT POTENTIAL MATURITY DATE 27/02/2025

    EXPAND CLOSE
    CS Diversified Markets Memory Income Autocall Jan 2023 GBP
    ISIN: XS2525914516
    STRIKE DATE: 31/01/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,163.45006545.47
    FTSE 1007,771.700010772.67
    Nikkei 22527,327.110068308.59
    S&P 5004,076.60007798.99

    STRIKE DATE 31/01/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.17 Quarterly (8.68% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.68% p.a.
    ISIN XS2525914516
    NEXT POTENTIAL MATURITY DATE 30/04/2024

    EXPAND CLOSE
    CS Diversified Markets Memory Income Autocall Jan 2023 USD
    ISIN: XS2525910449
    STRIKE DATE: 31/01/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,163.45006545.47
    FTSE 1007,771.700010772.67
    Nikkei 22527,327.110068308.59
    S&P 5004,076.60007798.99

    STRIKE DATE 31/01/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.34% Quarterly (9.36% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.36% p.a.
    ISIN XS2525910449
    NEXT POTENTIAL MATURITY DATE 30/04/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Feb 2023 EUR
    ISIN: XS2458717670
    STRIKE DATE: 24/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,178.82006545.47
    S&P/TSX 601,218.16602168.34
    Nikkei 22527,453.480068308.59
    S&P/ASX 2007,307.03209188.494

    STRIKE DATE 24/02/2023
    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: EUR : 3.48% Semi Annually (6.96% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.96% p.a.
    ISIN XS2458717670
    NEXT POTENTIAL MATURITY DATE 24/02/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Feb 2023 USD
    ISIN: XS2458717597
    STRIKE DATE: 24/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,178.82006545.47
    S&P/TSX 601,218.16602168.34
    Nikkei 22527,453.480068308.59
    S&P/ASX 2007,307.03209188.494

    STRIKE DATE 24/02/2023
    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: 4.41% Semi Annually (8.82% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.70% p.a.
    ISIN XS2458717597
    NEXT POTENTIAL MATURITY DATE 24/02/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Feb 2023 GBP
    ISIN: XS2458717324
    STRIKE DATE: 24/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,178.82006545.47
    S&P/TSX 601,218.16602168.34
    Nikkei 22527,453.480068308.59
    S&P/ASX 2007,307.03209188.494

    STRIKE DATE 24/02/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi AnnualFirst Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate:GBP: 3.76% Semi Annually (7.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.52% p.a.
    ISIN XS2458717324
    NEXT POTENTIAL MATURITY DATE 24/02/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Feb 2023 USD
    ISIN: XS2534746370
    STRIKE DATE: 14/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,238.76006545.47
    Nasdaq 10012,590.890030084.5
    Nikkei 22527,602.770068308.59

    STRIKE DATE 14/02/2023
    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: 3.64% Semi Annually ( 7.28% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 7.28% p.a.
    ISIN XS2534746370
    NEXT POTENTIAL MATURITY DATE 14/02/2025

    EXPAND CLOSE