INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 80-60 Quarterly Memory Income Autocall Jul 2022 USD
ISIN: XS2377612861
STRIKE DATE: 27/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,348.230010471.72
S&P 5004,023.61007431.46
Eurostoxx 503,607.78006187.63
S&P/ASX 2006,823.23408804.037

STRIKE DATE 27/07/2022
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: 1.90% Quarterly (7.60% 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 XS2377612861
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall Jun 2022 GBP
ISIN: XS2477053842
STRIKE DATE: 30/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,454.86006187.63
Nasdaq 10011,503.720029635.95
Nikkei 22526,393.040066020.04

STRIKE DATE 30/06/2022
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: 2.80% Semi-Annually (5.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2477053842
NEXT POTENTIAL MATURITY DATE 30/06/2023

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall Jun 2022 USD
ISIN: XS2477053768
STRIKE DATE: 30/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,454.86006187.63
Nasdaq 10011,503.720029635.95
Nikkei 22526,393.040066020.04

STRIKE DATE 30/06/2022
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: 3.55% Semi-Annually (7.10% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2477053768
NEXT POTENTIAL MATURITY DATE 30/06/2023

EXPAND CLOSE
BBVA Major Markets Classic Autocall Jun 2022 GBP
ISIN: XS2378612134
STRIKE DATE: 30/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,454.86006187.63
FTSE 1007,169.280010471.72
Nikkei 22526,393.040066020.04
S&P 5003,785.38007431.46

STRIKE DATE 30/06/2022
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: USD = 3.85% Semi-Annually Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2378612134
NEXT POTENTIAL MATURITY DATE 30/06/2023

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jul 2022 GBP
ISIN: XS2392185042
STRIKE DATE: 28/07/2022
INDICATIVE PRICE: 65.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 65.85% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com122.2800238.55
Etsy Inc104.920069.48
Paypal85.860041.53
Shopify Inc35.9100108.24

STRIKE DATE 28/07/2022
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: 2.80% Quarterly (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392185042
NEXT POTENTIAL MATURITY DATE 28/07/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jul 2022 USD
ISIN: XS2392185125
STRIKE DATE: 28/07/2022
INDICATIVE PRICE: 65.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 65.83% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com122.2800238.55
Etsy Inc104.920069.48
Paypal85.860041.53
Shopify Inc35.9100108.24

STRIKE DATE 28/07/2022
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 XS2392185125
NEXT POTENTIAL MATURITY DATE 28/07/2026

EXPAND CLOSE
BBVA Global Banks 1 Year Fixed Income Jun 2022 GBP
ISIN: XS2392179078
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG7.170036.83
Societe Generale22.830073.4
Barclays160.0200472.85
Goldman Sachs299.49001062.75

STRIKE DATE 28/06/2022
RETURN & BARRIERS
10.50% Annual Fixed Income Capital Protection: 50% Final Barrier
P.A. RETURN 10.50% p.a.
ISIN XS2392179078
NEXT POTENTIAL MATURITY DATE 28/06/2023

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall Jul 2022 USD
ISIN: XS2488901427
STRIKE DATE: 28/07/2022
INDICATIVE PRICE: 98.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 98.45% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF54.440040.15

STRIKE DATE 28/07/2022
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: 2.50% Quarterly (10.00% p.a) Income Trigger: 70% of initial level Capital Risk Not capital protected Capital Protection Barrier : 60% Final level (European style)
P.A. RETURN
ISIN XS2488901427
NEXT POTENTIAL MATURITY DATE 28/07/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Jun 2022 USD
ISIN: XS2378605864
STRIKE DATE: 22/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,464.64006187.63
Nikkei 22526,149.550066020.04
HSI21,008.340024718.1

STRIKE DATE 22/06/2022
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: USD = 6.90% Semi-Annually Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 13.80% p.a.
ISIN XS2378605864
NEXT POTENTIAL MATURITY DATE 23/06/2025

EXPAND CLOSE
Société Générale 100% Capital Protected Memory Income Jul 2022 USD
ISIN: XS2476465237
STRIKE DATE: 27/07/2022
INDICATIVE PRICE: 103.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 103.11% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,607.78006187.63

STRIKE DATE 27/07/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Memory Income Memory Income Rate: USD: 5.16% Annually Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2476465237
NEXT POTENTIAL MATURITY DATE 27/07/2028

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Jul 2022 GBP
ISIN: XS2477219591
STRIKE DATE: 20/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,585.24006187.63
Nasdaq 10012,439.680029635.95
Nikkei 22527,680.260066020.04

STRIKE DATE 20/07/2022
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2477219591
NEXT POTENTIAL MATURITY DATE 20/07/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Jul 2022 EUR
ISIN: XS2477219757
STRIKE DATE: 20/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,585.24006187.63
Nasdaq 10012,439.680029635.95
Nikkei 22527,680.260066020.04

STRIKE DATE 20/07/2022
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: EUR: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2477219757
NEXT POTENTIAL MATURITY DATE 20/07/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Jul 2022 USD
ISIN: XS2477219831
STRIKE DATE: 20/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,585.24006187.63
Nasdaq 10012,439.680029635.95
Nikkei 22527,680.260066020.04

STRIKE DATE 20/07/2022
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: 7.40 % Semi Annually (14.80% p.a) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.80% p.a.
ISIN XS2477219831
NEXT POTENTIAL MATURITY DATE 20/07/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall May 2022 USD
ISIN: XS2477031871
STRIKE DATE: 24/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,647.56006187.63
Nikkei 22526,677.800066020.04
FTSE 1007,484.350010471.72

STRIKE DATE 24/05/2022
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 = 6.00% Semi-Annually Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2477031871
NEXT POTENTIAL MATURITY DATE 24/05/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall May 2022 EUR
ISIN: XS2477031954
STRIKE DATE: 24/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,647.56006187.63
Nikkei 22526,677.800066020.04
FTSE 1007,484.350010471.72

STRIKE DATE 24/05/2022
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: EUR = 4.125% Semi-Annually Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.25 p.a.
ISIN XS2477031954
NEXT POTENTIAL MATURITY DATE 24/05/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall May 2022 GBP
ISIN: XS2477031012
STRIKE DATE: 24/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,647.56006187.63
Nikkei 22526,677.800066020.04
FTSE 1007,484.350010471.72

STRIKE DATE 24/05/2022
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 = 5.10% Semi-Annually Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2477031012
NEXT POTENTIAL MATURITY DATE 24/05/2023

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Jul 2022 EUR
ISIN: XS2477219328
STRIKE DATE: 15/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,477.20006187.63
Nasdaq 10011,983.620029635.95
Nikkei 22526,788.470066020.04

STRIKE DATE 15/07/2022
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: EUR: 3.20% Semi-Annually (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2477219328
NEXT POTENTIAL MATURITY DATE 17/07/2023

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Jul 2022 GBP
ISIN: XS2477219161
STRIKE DATE: 15/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,477.20006187.63
Nasdaq 10011,983.620029635.95
S&P/ASX 2006,605.57008804.037

STRIKE DATE 15/07/2022
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: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00%
ISIN XS2477219161
NEXT POTENTIAL MATURITY DATE 17/07/2023

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Jul 2022 USD
ISIN: XS2477219245
STRIKE DATE: 15/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,477.20006187.63
Nasdaq 10011,983.620029635.95
S&P/ASX 2006,605.57008804.037

STRIKE DATE 15/07/2022
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: 4.10% Semi-Annually (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2477219245
NEXT POTENTIAL MATURITY DATE 17/07/2023

EXPAND CLOSE
Société Générale Issuer Callable Growth Participation Jul 2022 USD
ISIN: XS2476389460
STRIKE DATE: 14/07/2022
INDICATIVE PRICE: 126.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 126.31% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,790.38007431.46

STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 500% times growth above initial level Callable Observations: Quarterly (First Observation at 12 months) Callable Coupon Rate: USD: 1.90% Quarterly (7.60% p.a.) Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476389460
NEXT POTENTIAL MATURITY DATE 14/07/2026

EXPAND CLOSE