INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 601,192.07602138.906
Eurostoxx 504,231.27006168.26
S&P/ASX 2007,050.33408719.719
Nikkei 22527,883.780064425.95

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 5003,970.99007744.06
Nikkei 22527,385.250064425.95
Eurostoxx 504,130.62006168.26
S&P/ASX 2006,955.23808719.719

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 5003,970.99007744.06
Nikkei 22527,385.250064425.95
Eurostoxx 504,130.62006168.26
S&P/ASX 2006,955.23808719.719

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 5003,970.99007744.06
Nikkei 22527,385.250064425.95
Eurostoxx 504,130.62006168.26
S&P/ASX 2006,955.23808719.719

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 504,315.05006168.26
Nasdaq 10013,181.350029935.59
Nikkei 22528,041.480064425.95

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 504,315.05006168.26
Nasdaq 10013,181.350029935.59
Nikkei 22528,041.480064425.95

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: 139.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 139.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,436.94001895.59

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 504,250.40006168.26
S&P 5003,997.34007744.06
Nikkei 22527,473.100064425.95
FTSE 1007,977.750010840.35

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 SA65.430088.94
Banco Santander3.524011.998
Lloyds50.9100105.85
Goldman Sachs368.5000891.28

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: 61.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE 61.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BMW AG99.750055.12
Mercedes-Benz Group AG74.640039.94
Volkswagen AG131.220066.82

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 Group52.200033.28
Sands China Ltd28.150011.3
SJM Holdings Ltd4.03001.215

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 2007,430.85908719.719
    S&P/TSX 601,248.90202138.906
    CAC 407,213.81007934.7
    Nasdaq 10012,590.890029935.59

    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 704,064.99002729.33
    Eurostoxx 506168.26

    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 SA63.320088.94
    Banco Santander3.480511.998
    Lloyds53.0700105.85
    Goldman Sachs374.0200891.28

    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 5003,919.29007744.06
    OMX Stockholm 302,186.36003256.08

    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 5003,919.29007744.06
    OMX Stockholm 302,186.36003256.08

    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
    Société Générale Banks Memory Knock-Out Autocall Mar 2023 USD
    ISIN: XS2558238098
    STRIKE DATE: 07/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA19.0840 - Knocked out75.14
    Commerzbank AG11.820037.7
    BBVA7.2870 - Knocked out22.99
    Morgan Stanley96.0600182.1

    STRIKE DATE 07/03/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.64% Quarterly (22.56.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 22.65% p.a.
    ISIN XS2558238098
    NEXT POTENTIAL MATURITY DATE 07/06/2024

    EXPAND CLOSE
    Société Générale Banks Memory Knock-Out Autocall Mar 2023 GBP
    ISIN: XS2558273913
    STRIKE DATE: 07/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA19.0840 - Knocked out75.14
    Commerzbank AG11.820037.7
    BBVA7.2870 - Knocked out22.99
    Morgan Stanley96.0600182.1

    STRIKE DATE 07/03/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: GBP: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 19.00%
    ISIN XS2558273913
    NEXT POTENTIAL MATURITY DATE 07/06/2024

    EXPAND CLOSE
    BNP Capital Protected Multi-Asset 9X Accelerator Jan 2023 ZAR
    ISIN: ZAE000317269
    STRIKE DATE: 17/01/2023
    INDICATIVE PRICE: 200.05%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 200.05% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index265.5007302.1678

    STRIKE DATE 17/01/2023
    RETURN & BARRIERS
    Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 900% in the Underlying Capital Risk: 100% Cap Protected
    P.A. RETURN
    ISIN ZAE000317269
    NEXT POTENTIAL MATURITY DATE 18/01/2028

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2023 GBP
    ISIN: XS2471148077
    STRIKE DATE: 27/02/2023
    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 601,220.24802138.906
    Eurostoxx 504,248.01006168.26
    HSI19,943.510024062.72
    Nikkei 22527,423.960064425.95

    STRIKE DATE 27/02/2023
    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: 6.00% Semi Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2471148077
    NEXT POTENTIAL MATURITY DATE 27/02/2025

    EXPAND CLOSE