INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CS Diversified Markets Memory Income Autocall Feb 2023 USD
ISIN: XS2543849413
STRIKE DATE: 28/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,238.38006382.59
FTSE 1007,876.280010831.52
Nikkei 22527,445.560064214.48
S&P 5003,970.15007747.71

STRIKE DATE 28/02/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2543849413
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Feb 2023 GBP
ISIN: XS2543841600
STRIKE DATE: 28/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,238.38006382.59
FTSE 1007,876.280010831.52
Nikkei 22527,445.560064214.48
S&P 5003,970.15007747.71

STRIKE DATE 28/02/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.975% Quarterly (7.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2543841600
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Mar 2023 GBP
ISIN: XS2471176102
STRIKE DATE: 29/03/2023
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 601,192.07602154.046
Eurostoxx 504,231.27006382.59
S&P/ASX 2007,050.33409020.093
Nikkei 22527,883.780064214.48

STRIKE DATE 29/03/2023
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: GBP: 6.25% Semi Annually ( 12.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2471176102
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Mar 2023 USD
ISIN: XS2471176284
STRIKE DATE: 29/03/2023
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 601,192.07602154.046
Eurostoxx 504,231.27006382.59
S&P/ASX 2007,050.33409020.093
Nikkei 22527,883.780064214.48

STRIKE DATE 29/03/2023
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: 7.75% Semi Annually ( 15.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.50% p.a.
ISIN XS2471176284
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Mar 2023 EUR
ISIN: XS2471176367
STRIKE DATE: 29/03/2023
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 601,192.07602154.046
Eurostoxx 504,231.27006382.59
S&P/ASX 2007,050.33409020.093
Nikkei 22527,883.780064214.48

STRIKE DATE 29/03/2023
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: EUR: 5.95% Semi Annually ( 11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.90% p.a.
ISIN XS2471176367
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2023 GBP
ISIN: XS2471172291
STRIKE DATE: 24/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,970.99007747.71
Nikkei 22527,385.250064214.48
Eurostoxx 504,130.62006382.59
S&P/ASX 2006,955.23809020.093

STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.69% Semi Annually (7.38% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.38% p.a.
ISIN XS2471172291
NEXT POTENTIAL MATURITY DATE 25/03/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2023 USD
ISIN: XS2471172028
STRIKE DATE: 24/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,970.99007747.71
Nikkei 22527,385.250064214.48
Eurostoxx 504,130.62006382.59
S&P/ASX 2006,955.23809020.093

STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Income Trigger: 100% of initial level Memory Income Rate: USD: 4.50% Semi Annually (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2471172028
NEXT POTENTIAL MATURITY DATE 25/03/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Mar 2023 EUR
ISIN: XS2471172374
STRIKE DATE: 24/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,970.99007747.71
Nikkei 22527,385.250064214.48
Eurostoxx 504,130.62006382.59
S&P/ASX 2006,955.23809020.093

STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 Autocall) Income Trigger: 100% of initial level Memory Income Rate: EUR: 3.54% Semi-Annually (7.08% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.08% p.a.
ISIN XS2471172374
NEXT POTENTIAL MATURITY DATE 25/03/2025

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Mar 2023 GBP
ISIN: XS2575342865
STRIKE DATE: 31/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,315.05006382.59
Nasdaq 10013,181.350029482.32
Nikkei 22528,041.480064214.48

STRIKE DATE 31/03/2023
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: GBP: 3.05% Semi-Annually (6.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.10% p.a.
ISIN XS2575342865
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Mar 2023 USD
ISIN: XS2575341206
STRIKE DATE: 31/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,315.05006382.59
Nasdaq 10013,181.350029482.32
Nikkei 22528,041.480064214.48

STRIKE DATE 31/03/2023
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: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.30% p.a.
ISIN XS2575341206
NEXT POTENTIAL MATURITY DATE 31/03/2025

EXPAND CLOSE
BNP MSCI World Participation Growth Note Feb 2023 USD
ISIN: XS2459868407
STRIKE DATE: 21/02/2023
INDICATIVE PRICE: 140.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 140.50% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,436.94001916.98

STRIKE DATE 21/02/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Payout Rate USD: 72% Coupon if 45% above Strike, 160% participation in growth between 100-145% at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2459868407
NEXT POTENTIAL MATURITY DATE 28/02/2028

EXPAND CLOSE
CS World Indices Memory Income Autocall Feb 2023 USD
ISIN: XS2543823533
STRIKE DATE: 21/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,250.40006382.59
S&P 5003,997.34007747.71
Nikkei 22527,473.100064214.48
FTSE 1007,977.750010831.52

STRIKE DATE 21/02/2023
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: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 70% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2543823533
NEXT POTENTIAL MATURITY DATE 21/05/2024

EXPAND CLOSE
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 SA65.4300104.14
Banco Santander3.524012.902
Lloyds50.9100112.45
Goldman Sachs368.50001037.93

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: 72.70%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE 72.70% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BMW AG99.750061.76
Mercedes-Benz Group AG74.640047.135
Volkswagen AG131.220076.36

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 17/11/2026

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 Group52.200033.44
Sands China Ltd28.150014.1
SJM Holdings Ltd4.03001.435

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 2007,430.85909020.093
    S&P/TSX 601,248.90202154.046
    CAC 407,213.81008286.4
    Nasdaq 10012,590.890029482.32

    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 704,064.99002733.42
    Eurostoxx 506382.59

    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 SA63.3200104.14
    Banco Santander3.480512.902
    Lloyds53.0700112.45
    Goldman Sachs374.02001037.93

    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 5003,919.29007747.71
    OMX Stockholm 302,186.36003278.19

    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 5003,919.29007747.71
    OMX Stockholm 302,186.36003278.19

    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