INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Banks Defensive Autocall Jul 2022 USD
ISIN: XS2378619147
STRIKE DATE: 12/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.032037.72
Societe Generale20.355077.34
Barclays152.1400522.3
Bank of New York Mellon41.7700146.62

STRIKE DATE 12/07/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378619147
NEXT POTENTIAL MATURITY DATE 13/01/2023

EXPAND CLOSE
UniCredit AG Triple Index Memory Income Autocall Jun 2022 USD
ISIN: DE000HB6AZP1
STRIKE DATE: 06/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,838.42006412.68
Nasdaq 10012,599.630029329.21
Nikkei 22527,915.890069744.07

STRIKE DATE 06/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 4.25% Semi Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN DE000HB6AZP1
NEXT POTENTIAL MATURITY DATE 06/09/2023

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall May 2022 USD
ISIN: XS2466943383
STRIKE DATE: 31/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,607.660010679.03
S&P 5004,132.15007483.24
Eurostoxx 503,789.21006412.68

STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 48 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 7.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466943383
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall May 2022 GBP
ISIN: XS2466946485
STRIKE DATE: 31/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,607.660010679.03
S&P 5004,132.15007483.24
Eurostoxx 503,789.21006412.68

STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 48 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466946485
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Morgan Stanley 80-60 Memory Income Autocall Jun 2022 GBP
ISIN: XS2477065770
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 503,454.86006412.68
Nasdaq 10011,503.720029329.21
Nikkei 22526,393.040069744.07

STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) AutocallTrigger: 100% of initial level Memory Income Rate: GBP: 2.90% Semi-Annually (5.80% p.a.) Income Trigger:80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2477065770
NEXT POTENTIAL MATURITY DATE 28/06/2024

EXPAND CLOSE
Morgan Stanley 80-60 Memory Income Autocall Jun 2022 USD
ISIN: XS2477066661
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 503,454.86006412.68
Nasdaq 10011,503.720029329.21
Nikkei 22526,393.040069744.07

STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) AutocallTrigger: 100% of initial level Memory Income Rate: USD: 3.60% Semi-Annually (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS2477066661
NEXT POTENTIAL MATURITY DATE 28/06/2024

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall May 2022 USD
ISIN: XS2425222499
STRIKE DATE: 27/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,808.86006412.68
Nasdaq 10012,681.420029329.21
Nikkei 22526,781.680069744.07

STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.60% Semi Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2425222499
NEXT POTENTIAL MATURITY DATE 30/05/2023

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall May 2022 GBP
ISIN: XS2425222572
STRIKE DATE: 27/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,808.86006412.68
Nasdaq 10012,681.420029329.21
Nikkei 22526,781.680069744.07

STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 2.80% Semi Annually 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 XS2425222572
NEXT POTENTIAL MATURITY DATE 30/05/2023

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jun 2022 GBP
ISIN: XS2378607134
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
Amazon.com107.4000242.67
Etsy Inc74.040076.97
Paypal71.820045.47
Wayfair Inc50.320094.5

STRIKE DATE 28/06/2022
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 12.00% p.a.
ISIN XS2378607134
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jun 2022 USD
ISIN: XS2378607217
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com107.4000242.67
Etsy Inc74.040076.97
Paypal71.820045.47
Wayfair Inc50.320094.5

STRIKE DATE 28/06/2022
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 12.00% p.a.
ISIN XS2378607217
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall May 2022 GBP
ISIN: XS2378595883
STRIKE DATE: 23/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,708.39006412.68
CAC 406,358.74008508.07
FTSE 1007,513.440010679.03

STRIKE DATE 23/05/2022
RETURN & BARRIERS

P.A. RETURN 8.80% p.a.
ISIN XS2378595883
NEXT POTENTIAL MATURITY DATE 23/05/2023

EXPAND CLOSE
BNP 85-75 Memory Income Autocall May 2022 ZAR
ISIN: ZAE000311015
STRIKE DATE: 13/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.150010679.03
Eurostoxx 503,703.42006412.68
HSI19,898.770023350.03
S&P 5004,023.89007483.24

STRIKE DATE 13/05/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR = 6.20% Semi Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style
P.A. RETURN 12.40% p.a.
ISIN ZAE000311015
NEXT POTENTIAL MATURITY DATE 13/05/2025

    EXPAND CLOSE
    Goldman Sachs 85-65 Memory Income Autocall May 2022 USD
    ISIN: XS2466485229
    STRIKE DATE: 20/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,145.64408844.412
    CAC 406,285.24008508.07
    FTSE MIB24,095.000052818.85
    FTSE 1007,389.980010679.03

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 1.90% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2466485229
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    BNP 85-65 Memory Income Autocall With One Star May 2022 USD
    ISIN: XS2367915308
    STRIKE DATE: 20/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 406,285.24008508.07
    FTSE MIB24,095.000052818.85
    FTSE 1007,389.980010679.03
    S&P 5003,901.36007483.24

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.50% Semi Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
    P.A. RETURN 7.00% p.a.
    ISIN XS2367915308
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall June 2022 GBP
    ISIN: XS2477010875
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006412.68
    Nasdaq 10011,527.710029329.21
    Nikkei 22526,149.550069744.07

    STRIKE DATE 22/06/2022
    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 = 5.40% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 10.80% p.a.
    ISIN XS2477010875
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Jun 2022 USD
    ISIN: XS2477011097
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006412.68
    Nasdaq 10011,527.710029329.21
    Nikkei 22526,149.550069744.07

    STRIKE DATE 22/06/2022
    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 = 6.75% Semi-Annually Capital Risk: Not capital protected
    P.A. RETURN 13.50% p.a.
    ISIN XS2477011097
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    BNP FTSE 100 Classic Autocall May 2022 GBP
    ISIN: XS2379653707
    STRIKE DATE: 09/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,216.580010679.03

    STRIKE DATE 09/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.10% p.a.
    ISIN XS2379653707
    NEXT POTENTIAL MATURITY DATE 09/05/2024

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 USD
      ISIN: XS2378591205
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364037.72
      Societe Generale25.200077.34
      Barclays169.0000522.3
      Goldman Sachs321.51001021

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2378591205
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 GBP
      ISIN: XS2378591114
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364037.72
      Societe Generale25.200077.34
      Barclays169.0000522.3
      Goldman Sachs321.51001021

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP= 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2378591114
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BNP Capital Protected Growth Note May 2022 USD
      ISIN: XS2358161136
      STRIKE DATE: 09/05/2022
      INDICATIVE PRICE: 125.04%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 125.04% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index273.4002302.1222

      STRIKE DATE 09/05/2022
      RETURN & BARRIERS
      Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 320% Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2358161136
      NEXT POTENTIAL MATURITY DATE 01/05/2028

      EXPAND CLOSE