INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Dec 2022 EUR
ISIN: XS2442487133
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19006545.47
S&P/TSX 601,211.99302168.34
Nikkei 22527,885.870068308.59
S&P/ASX 2007,291.26609188.494

STRIKE DATE 06/12/2022
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: EUR: 3.75% Semi Annually (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a
ISIN XS2442487133
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Citi Triple Index Reducing Autocall Nov 2022 EUR
ISIN: XS2550492677
STRIKE DATE: 04/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,334.840010772.67
S&P 5003,770.55007798.99
Eurostoxx 503,688.33006545.47

STRIKE DATE 04/11/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Reducing Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 10% per Semester Autocall Rate: USD = 6.90% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2550492677
NEXT POTENTIAL MATURITY DATE 04/11/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 GBP
    ISIN: XS2425357741
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006545.47
    S&P/TSX 601,211.99302168.34
    Nikkei 22527,885.870068308.59
    S&P/ASX 2007,291.26609188.494

    STRIKE DATE 06/12/2022
    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: GBP: 2.08% Quarterly ( 8.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.32% p.a.
    ISIN XS2425357741
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 USD
    ISIN: XS2425358046
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006545.47
    S&P/TSX 601,211.99302168.34
    Nikkei 22527,885.870068308.59
    S&P/ASX 2007,291.26609188.494

    STRIKE DATE 06/12/2022
    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: 2.31% Quarterly (9.24% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.24% p.a.
    ISIN XS2425358046
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 GBP
    ISIN: DE000HC0HFD6
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54006545.47
    Nasdaq 10011,405.570030084.5
    Nikkei 22527,587.460068308.59
    FTSE 1007,094.530010772.67

    STRIKE DATE 31/10/2022
    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: GBP: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFD6
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 USD
    ISIN: DE000HC0HFE4
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54006545.47
    Nasdaq 10011,405.570030084.5
    Nikkei 22527,587.460068308.59
    FTSE 1007,094.530010772.67

    STRIKE DATE 31/10/2022
    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: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFE4
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    Goldman Sachs Memory Income Reducing Autocall Jan 2021 GBP
    ISIN: XS2274013627
    STRIKE DATE: 28/01/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,526.150010772.67
    S&P/ASX 2006,649.69409188.494
    MSCI Taiwan639.72002076.8
    Russell 20002,106.60903052.847

    STRIKE DATE 28/01/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.20% p.a.
    ISIN XS2274013627
    NEXT POTENTIAL MATURITY DATE 28/07/2023

    EXPAND CLOSE
    Barclays 4 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851693
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51006545.47
    S&P 5003,807.30007798.99
    FTSE 1007,073.690010772.67

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 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: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2441851693
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Barclays 3 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851776
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51006545.47
    S&P 5003,807.30007798.99
    FTSE 1007,073.690010772.67

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 3 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: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.80% p.a.
    ISIN XS2441851776
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 GBP
    ISIN: XS2533988098
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72006545.47
    Nasdaq 10012,030.060030084.5
    Nikkei 22527,968.990068308.59

    STRIKE DATE 30/11/2022
    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: GBP 4.20% Semi Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 8.40% p.a.
    ISIN XS2533988098
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 USD
    ISIN: XS2533987959
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72006545.47
    Nasdaq 10012,030.060030084.5
    Nikkei 22527,968.990068308.59

    STRIKE DATE 30/11/2022
    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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 9.15% p.a.
    ISIN XS2533987959
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    BBVA Drop Down Autocall Nov 2022 USD
    ISIN: XS2392205097
    STRIKE DATE: 29/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,934.44006545.47
    HSI18,204.680025396.51
    Nikkei 22528,027.840068308.59
    S&P 5003,957.63007798.99

    STRIKE DATE 29/11/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 7.20 % Semi Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.40% p.a.
    ISIN XS2392205097
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Oct 2022 GBP
    ISIN: XS2424427842
    STRIKE DATE: 25/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,585.58006545.47
    FTSE 1007,013.480010772.67
    SMI10,773.340014475.13
    S&P 5003,859.11007798.99

    STRIKE DATE 25/10/2022
    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: GBP: 7.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.80% p.a.
    ISIN XS2424427842
    NEXT POTENTIAL MATURITY DATE 25/04/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 USD
    ISIN: XS2441852402
    STRIKE DATE: 25/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barlcays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,026.12007798.99
    Nikkei 22528,283.030068308.59
    S&P/ASX 2007,259.48309188.494
    Eurostoxx 503,962.41006545.47

    STRIKE DATE 25/11/2022
    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: 3.525% Semi Annually (7.05% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.05% p.a.
    ISIN XS2441852402
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 GBP
    ISIN: XS2441852311
    STRIKE DATE: 25/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,026.12007798.99
    Nikkei 22528,283.030068308.59
    S&P/ASX 2007,259.48309188.494
    Eurostoxx 503,962.41006545.47

    STRIKE DATE 25/11/2022
    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: 3.30% Semi Annually (6.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.60% p.a.
    ISIN XS2441852311
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    CIBC US Banks Fixed Income Autocall USD January 2022
    ISIN: XS2436696269
    STRIKE DATE: 18/01/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wells Fargo & Co56.690088.11
    Citi Bank65.3000
    Bank of America46.260064.09

    STRIKE DATE 18/01/2022
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 2% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2436696269
    NEXT POTENTIAL MATURITY DATE 18/01/2024

    EXPAND CLOSE
    CIBC AIG Fixed Income Autocall Nov 2021 USD
    ISIN: XS2410493378
    STRIKE DATE: 11/11/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    American Airlines Group58.860015.06

    STRIKE DATE 11/11/2021
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2410493378
    NEXT POTENTIAL MATURITY DATE 11/11/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Classic Autocall Oct 2022 GBP
      ISIN: XS2533839333
      STRIKE DATE: 28/10/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,613.02006545.47
      S&P 5003,901.06007798.99
      Nikkei 22527,105.200068308.59

      STRIKE DATE 28/10/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 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 XS2533839333
      NEXT POTENTIAL MATURITY DATE 28/10/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Classic Autocall Oct 2022 USD
      ISIN: XS2533839259
      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 503,613.02006545.47
      S&P 5003,901.06007798.99
      Nikkei 22527,105.200068308.59

      STRIKE DATE 28/10/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2533839259
      NEXT POTENTIAL MATURITY DATE 30/10/2023

      EXPAND CLOSE
      UniCredit Diversified Markets Memory Income Autocall Sep 2022 USD
      ISIN: DE000HB9TUS0
      STRIKE DATE: 30/09/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Unicredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,318.20006545.47
      Nasdaq 10010,971.220030084.5
      Nikkei 22525,937.210068308.59
      FTSE MIB20,648.850053693.27

      STRIKE DATE 30/09/2022
      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: 2.05% Quarterly (8.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.20% p.a.
      ISIN DE000HB9TUS0
      NEXT POTENTIAL MATURITY DATE 29/09/2023

      EXPAND CLOSE