INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 USD
ISIN: XS2428676022
STRIKE DATE: 14/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,583.07007747.71
Nikkei 22527,090.760064214.48
S&P/ASX 2006,758.82809020.093
Eurostoxx 503,381.73006382.59

STRIKE DATE 14/10/2022
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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 60% of initial level
P.A. RETURN 6.00% p.a.
ISIN XS2428676022
NEXT POTENTIAL MATURITY DATE 16/10/2023

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Oct 2022 GBP
ISIN: XS2428675990
STRIKE DATE: 14/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,583.07007747.71
Nikkei 22527,090.760064214.48
S&P/ASX 2006,758.82809020.093
Eurostoxx 503,381.73006382.59

STRIKE DATE 14/10/2022
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: 2.70% Semi-Annually (5.40% p.a.) Income Trigger: 60% of initial level
P.A. RETURN 5.40% p.a.
ISIN XS2428675990
NEXT POTENTIAL MATURITY DATE 16/10/2023

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Oct 2022 USD
ISIN: XS2424427172
STRIKE DATE: 17/10/2022
INDICATIVE PRICE: 99.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.33% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900258.9
Etsy Inc98.120082.03
Mercadolibre Inc850.66001991.055
Shopify Inc27.7600145.88

STRIKE DATE 17/10/2022
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 XS2424427172
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Oct 2022 GBP
ISIN: XS2424427255
STRIKE DATE: 17/10/2022
INDICATIVE PRICE: 99.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.12% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com113.7900258.9
Etsy Inc98.120082.03
Mercadolibre Inc850.66001991.055
Shopify Inc27.7600145.88

STRIKE DATE 17/10/2022
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: 2.85% Quarterly (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style
P.A. RETURN
ISIN XS2424427255
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE
Barclays 80-75 Memory Income Autocall Sep 2022 GBP
ISIN: XS2426243866
STRIKE DATE: 06/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,300.440010831.52

STRIKE DATE 06/09/2022
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: 3.20% Semi Annually (6.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2426243866
NEXT POTENTIAL MATURITY DATE 06/09/2023

    EXPAND CLOSE
    SocGen Global Banks Defensive Autocall Sep 2022 USD
    ISIN: XS2508009672
    STRIKE DATE: 08/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG7.250041.6
    Societe Generale23.070074.38
    Barclays166.2600493.4
    Bank of New York Mellon43.8200164.33

    STRIKE DATE 08/09/2022
    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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2508009672
    NEXT POTENTIAL MATURITY DATE 08/03/2023

    EXPAND CLOSE
    Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 GBP
    ISIN: XS2477648369
    STRIKE DATE: 29/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,279.04006382.59
    Nasdaq 10011,164.780029482.32
    Nikkei 22526,422.050064214.48

    STRIKE DATE 29/09/2022
    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: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.80% p.a.
    ISIN XS2477648369
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    Morgan Stanley 80-60 Triple Index Memory Income Autocall Sep 2022 USD
    ISIN: XS2477648526
    STRIKE DATE: 29/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,279.04006382.59
    Nasdaq 10011,164.780029482.32
    Nikkei 22526,422.050064214.48

    STRIKE DATE 29/09/2022
    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: 3.70% Semi Annually (7.40% 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 XS2477648526
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    BBVA Low Hurdle Autocall Sept 2022 GBP
    ISIN: XS2380341086
    STRIKE DATE: 02/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,544.38006382.59
    FTSE 1007,281.190010831.52
    Nikkei 22527,650.840064214.48
    S&P 5003,924.26007747.71

    STRIKE DATE 02/09/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.50% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS2380341086
    NEXT POTENTIAL MATURITY DATE 05/03/2024

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Sep 2022 GBP
    ISIN: XS2477592989
    STRIKE DATE: 27/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanely
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,328.65006382.59
    Nasdaq 10011,271.750029482.32
    Nikkei 22526,571.870064214.48

    STRIKE DATE 27/09/2022
    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 : 6.25% Semi Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 12.50% p.a.
    ISIN XS2477592989
    NEXT POTENTIAL MATURITY DATE 27/09/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Sep 2022 USD
    ISIN: XS2477593011
    STRIKE DATE: 27/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,328.65006382.59
    Nasdaq 10011,271.750029482.32
    Nikkei 22526,571.870064214.48

    STRIKE DATE 27/09/2022
    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 (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 XS2477593011
    NEXT POTENTIAL MATURITY DATE 27/09/2023

    EXPAND CLOSE
    BBVA Banks Memory Income Autocall Aug USD 2022
    ISIN: XS2392196247
    STRIKE DATE: 25/08/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG6.32441.6
    Societe Generale21.83574.38
    Barclays164.16493.4
    Bank of New York Mellon43.5164.33

    STRIKE DATE 25/08/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2392196247
    NEXT POTENTIAL MATURITY DATE 27/02/2023

    EXPAND CLOSE
    Goldman Sachs E-Commerce Low Hurdle Autocall Aug 2022 USD
    ISIN: XS2467326638
    STRIKE DATE: 19/08/2022
    INDICATIVE PRICE: 115.66%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 115.66% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com138.2300258.9
    Etsy Inc107.010082.03
    Paypal96.560056.82

    STRIKE DATE 19/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 12.50% Semi Annually (25.00% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2467326638
    NEXT POTENTIAL MATURITY DATE 19/02/2027

    EXPAND CLOSE
    Soc Gen Green Energy Low Hurdle Autocall Aug 2022 USD
    ISIN: XS2507985807
    STRIKE DATE: 19/08/2022
    INDICATIVE PRICE: 8.79%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 8.79% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Vestas Wind System A/S191.5600214.9
    Orsted A/S784.5000135
    Enphase Energy Inc283.700036.31

    STRIKE DATE 19/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.20% Semi Annually (26.40% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2507985807
    NEXT POTENTIAL MATURITY DATE 19/02/2027

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Sep 2022 USD
    ISIN: XS2477550631
    STRIKE DATE: 20/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,467.09006382.59
    Nasdaq 10011,851.540029482.32
    Nikkei 22527,688.420064214.48

    STRIKE DATE 20/09/2022
    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: 3.00% Semi Annually (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 6.00% p.a.
    ISIN XS2477550631
    NEXT POTENTIAL MATURITY DATE 20/09/2024

    EXPAND CLOSE
    Barclays Global Markets 60-60 Memory Income Autocall Sep 2022 GBP
    ISIN: XS2414639075
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,873.33007747.71
    Nikkei 22527,567.650064214.48
    S&P/ASX 2006,739.07809020.093
    Eurostoxx 503,500.41006382.59

    STRIKE DATE 16/09/2022
    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 : 2.65 % Semi Annually (5.3 0 % p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.30% p.a.
    ISIN XS2414639075
    NEXT POTENTIAL MATURITY DATE 19/09/2023

    EXPAND CLOSE
    Barclays Global Market 60-60 Memory Income Autocall Sep 2022 USD
    ISIN: XS2414639158
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,873.33007747.71
    Nikkei 22527,567.650064214.48
    S&P/ASX 2006,739.07809020.093
    Eurostoxx 503,500.41006382.59

    STRIKE DATE 16/09/2022
    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: 3.10 % Semi Annually (6.20 % p.a.) Income Trigger: 60 % of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.20% p.a.
    ISIN XS2414639158
    NEXT POTENTIAL MATURITY DATE 19/09/2023

    EXPAND CLOSE
    Barclays 70-70 Semi Annual Memory Income Autocall August 2022 GBP
    ISIN: XS2414620489
    STRIKE DATE: 17/08/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,515.750010831.52
    S&P 5004,274.04007747.71
    Eurostoxx 503,756.06006382.59

    STRIKE DATE 17/08/2022
    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: 3.20% Semi Annually (6.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 6.4% p.a.
    ISIN XS2414620489
    NEXT POTENTIAL MATURITY DATE 18/08/2025

      EXPAND CLOSE
      BNP MSCI World Participation Growth Note Aug 2022 USD
      ISIN: XS2414008677
      STRIKE DATE: 15/08/2022
      INDICATIVE PRICE: 117.07%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 117.07% (as at 04/09/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      MSCI World IMI Select Trend Accelerators Index1639.031916.98

      STRIKE DATE 15/08/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 124.40% participation in the Index (Capped at 45% growth returning 155.98%) Capital Risk: 100% Capital protected
      P.A. RETURN
      ISIN XS2414008677
      NEXT POTENTIAL MATURITY DATE 23/08/2027

      EXPAND CLOSE
      EFG 5y Banks Step Down Autocall Aug 2022 GBP
      ISIN: CH1188157718
      STRIKE DATE: 05/08/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY EFG International
      TYPE
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Barclays164.0000493.4
      BNP Paribas SA48.8400104.14
      Credit Agricole SA9.731018.845

      STRIKE DATE 05/08/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 3 months) Autocall Trigger: 100% of initial level, reducing 5% p.a. Coupon Rate: GBP= 2.838% Quarterly (11.352% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN CH1188157718
      NEXT POTENTIAL MATURITY DATE 06/02/2023

        EXPAND CLOSE