INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Enhanced Protection Classic Autocall May 2023 USD
ISIN: XS2599571176
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,342.38006168.26
Nikkei 22530,957.770064425.95
S&P 5004,145.58007744.06

STRIKE DATE 23/05/2023
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: 5.002% Semi-annual (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 10.004% p.a.
ISIN XS2599571176
NEXT POTENTIAL MATURITY DATE 23/05/2025

EXPAND CLOSE
BNP Enhanced Protection Classic Autocall May 2023 USD
ISIN: XS2506572267
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 407,378.71007934.7
HSI19,431.250024062.72
IBEX 359,267.000019177.7
S&P 5004,145.58007744.06

STRIKE DATE 23/05/2023
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: 4.55% Semi-annual (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 9.10% p.a,
ISIN XS2506572267
NEXT POTENTIAL MATURITY DATE 23/05/2025

EXPAND CLOSE
Barclays Enhanced Protection Classic Autocall May 2023 GBP (XS2506726673)
ISIN: XS2506726673
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,762.950010840.35
S&P/TSX 601,211.77502138.906
Nasdaq 10013,672.540029935.59
Nikkei 22530,957.770064425.95

STRIKE DATE 23/05/2023
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: 3.85% Semi-annual snowballing (7.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 7.70% p.a.
ISIN XS2506726673
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall May 2023 USD (XS2491406430)
ISIN: XS2491406430
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
Nikkei 22530,957.770064425.95
S&P 5004,145.58007744.06

STRIKE DATE 23/05/2023
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 85% of initial level Protection Barrier: 65%
P.A. RETURN 7.84% p.a.
ISIN XS2491406430
NEXT POTENTIAL MATURITY DATE 23/05/2024

EXPAND CLOSE
Soc Gen Issuer Callable Growth Participation May 2023 EUR (XS2593388247)
ISIN: XS2593388247
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,145.58007744.06

STRIKE DATE 23/05/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Coupon Rate: EUR = 0.60% Monthly (7.20% p.a.) Capital Protection: 70% Capital Protected
P.A. RETURN 7.20% p.a.
ISIN XS2593388247
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
Barclays Capital Protected Autocall May 2023 GBP (XS2506812242)
ISIN: XS2506812242
STRIKE DATE: 23/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,762.950010840.35
Russell 20001,787.71502767.269
Nikkei 22530,957.770064425.95

STRIKE DATE 23/05/2023
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: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2506812242
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall May 2023 EUR (XS2599547978)
ISIN: XS2599547978
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63006168.26
Nasdaq 10013,849.740029935.59
Nikkei 22531,086.820064425.95

STRIKE DATE 22/05/2023
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: EUR = 2.75% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.50%
ISIN XS2599547978
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall May 2023 EUR (XS2505895651)
ISIN: XS2505895651
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63006168.26
FTSE 1007,770.990010840.35
Nasdaq 10013,849.740029935.59
Nikkei 22531,086.820064425.95

STRIKE DATE 22/05/2023
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: EUR = 3.00% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2505895651
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
UBS 85-65 Memory Income Autocall May 2023 EUR (XS2621330104)
ISIN: XS2621330104
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,226.21702138.906
Eurostoxx 504,385.63006168.26
S&P/ASX 2007,263.25308719.719
Nikkei 22531,086.820064425.95

STRIKE DATE 22/05/2023
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: EUR = 3.155% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.31% p.a.
ISIN XS2621330104
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BNP 85-65 Memory Income Autocall May 2023 EUR (XS2506552236)
ISIN: XS2506552236
STRIKE DATE: 22/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,385.63006168.26
FTSE 1007,770.990010840.35
Nasdaq 10013,849.740029935.59
Nikkei 22531,086.820064425.95

STRIKE DATE 22/05/2023
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: EUR = 3.17% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.34% p.a.
ISIN XS2506552236
NEXT POTENTIAL MATURITY DATE 22/05/2024

EXPAND CLOSE
BBVA ENHANCED PROTECTION CLASSIC AUTOCALL USD Jun 2023
ISIN: XS2491384447
STRIKE DATE: 21/06/2023
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 2007,195.48908719.719
Eurostoxx 504,304.47006168.26
Nikkei 22533,264.880064425.95
S&P 5004,381.89007744.06

STRIKE DATE 21/06/2023
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: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2491384447
NEXT POTENTIAL MATURITY DATE 24/06/2024

EXPAND CLOSE
BNP MSCI World IMI Select Trend Accelerators Index May 2023 USD
ISIN: XS2504133948
STRIKE DATE: 15/05/2023
INDICATIVE PRICE: 141.07%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 141.07% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,384.52001895.59

STRIKE DATE 15/05/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD = 160% in participation in growth between 100-145% Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS2504133948
NEXT POTENTIAL MATURITY DATE 22/05/2028

EXPAND CLOSE
Barclays 3 Year Fixed Income May 2023 GBP
ISIN: XS2505843859
STRIKE DATE: 15/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,136.28007744.06

STRIKE DATE 15/05/2023
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.7414% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.7414% p.a.
ISIN XS2505843859
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME USD Jun 2023 – Factsheet upon request
ISIN: XS2593428308
STRIKE DATE: 13/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors258.7100
NIO Inc8.89003.5
Rivian Automotive Inc15.250013.02

STRIKE DATE 13/06/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger 90% of initial level then reduced by 5% quarterly (floored at 40%) Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
P.A. RETURN 22.00% p.a.
ISIN XS2593428308
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
Goldman Sachs Global Multi-Asset Allocator USD May 2023
ISIN: XS2481724446
STRIKE DATE: 11/05/2023
INDICATIVE PRICE: 112.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 112.11% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Global Multi-Asset Allocator 6% Index145.8600156.58

STRIKE DATE 11/05/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 120.00% participation in the underlying at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2481724446
NEXT POTENTIAL MATURITY DATE 11/05/2028

EXPAND CLOSE
BBVA Global Market 70-60 Memory Income Autocall May 2023
ISIN: XS2491395567
STRIKE DATE: 09/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 407,397.17007934.7
Eurostoxx 504,323.09006168.26
Nikkei 22529,242.820064425.95
S&P 5004,119.17007744.06

STRIKE DATE 09/05/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.44% p.a. (3.72% per semi annual) Income Trigger: 70% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.44 p.a.
ISIN XS2491395567
NEXT POTENTIAL MATURITY DATE 11/05/2026

EXPAND CLOSE
BBVA 75-65 Memory Income Autocall April 2023
ISIN: XS2491381344
STRIKE DATE: 28/04/2023
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 2007,309.15208719.719
Eurostoxx 504,359.31006168.26
Nikkei 22528,856.440064425.95
S&P 5004,169.48007744.06

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 9.30% p.a. (2.325% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 65% Capital Protection barrier at maturity
P.A. RETURN 9.30 p.a.
ISIN XS2491381344
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall April 2023 USD
ISIN: XS2491378555
STRIKE DATE: 28/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,359.31006168.26
FTSE 1007,870.570010840.35
Nikkei 22528,856.440064425.95
S&P 5004,169.48007744.06

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.50% p.a. (1.875% 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 7.50% p.a.
ISIN XS2491378555
NEXT POTENTIAL MATURITY DATE 05/11/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall April 2023
ISIN: XS2491378639
STRIKE DATE: 28/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,359.31006168.26
FTSE 1007,870.570010840.35
Nikkei 22528,856.440064425.95
S&P 5004,169.48007744.06

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.00% p.a. (1.75% 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 7.00 p.a.
ISIN XS2491378639
NEXT POTENTIAL MATURITY DATE 05/11/2024

EXPAND CLOSE
BNP Dual Index Autocall Oct 2022 ZAR
ISIN: ZAE000315750
STRIKE DATE: 27/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,073.690010840.35
S&P 5003,807.30007744.06

STRIKE DATE 27/10/2022
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: ZAR= 12.85% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.85% p.a.
ISIN ZAE000315750
NEXT POTENTIAL MATURITY DATE 27/10/2025

    EXPAND CLOSE