INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 GBP
ISIN: XS2491746884
STRIKE DATE: 19/04/2023
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 5004,154.87007353.73
OMX Stockholm 302,256.27703301.091

STRIKE DATE 19/04/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2491746884
NEXT POTENTIAL MATURITY DATE 27/04/2026

EXPAND CLOSE
BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 USD
ISIN: XS2491746702
STRIKE DATE: 19/04/2023
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 5004,154.87007353.73
OMX Stockholm 302,256.27703301.091

STRIKE DATE 19/04/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.20%
ISIN XS2491746702
NEXT POTENTIAL MATURITY DATE 27/04/2026

EXPAND CLOSE
Morgan Stanley 85-60 Memory Income Autocall Mar 2023 GBP
ISIN: XS2575241166
STRIKE DATE: 17/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,064.99006231.54
Nasdaq 10012,519.880026629.81
Nikkei 22527,333.790061077.9

STRIKE DATE 17/03/2023
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: 3.85% Semi Annually (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2575241166
NEXT POTENTIAL MATURITY DATE 18/03/2024

EXPAND CLOSE
BBVA 70-70 Memory Income Autocall Mar 2023 USD
ISIN: XS2471187307
STRIKE DATE: 08/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,307.76609065.067
FTSE 1007,929.920010782.66
S&P 5003,992.01007353.73

STRIKE DATE 08/03/2023
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.90% Quarterly (7.60% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2471187307
NEXT POTENTIAL MATURITY DATE 11/06/2024

EXPAND CLOSE
Société Générale Banks Memory Knock-Out Autocall Apr 2023 USD – Factsheet available upon request
ISIN: XS2593166932
STRIKE DATE: 12/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA18.840077.18
Barclays153.0600424
HSBC561.60001307.4
Commerzbank AG9.720038.73

STRIKE DATE 12/04/2023
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: 5.45% Quarterly (21.80.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.80% p.a.
ISIN XS2593166932
NEXT POTENTIAL MATURITY DATE 12/10/2023

EXPAND CLOSE
BBVA 65-65 Memory Income Autocall Mar 2023 USD
ISIN: XS2471147004
STRIKE DATE: 03/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,045.64007353.73
FTSE 1007,947.110010782.66
S&P/ASX 2007,283.57009065.067

STRIKE DATE 03/03/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2471147004
NEXT POTENTIAL MATURITY DATE 03/06/2024

EXPAND CLOSE
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 504,238.38006231.54
FTSE 1007,876.280010782.66
Nikkei 22527,445.560061077.9
S&P 5003,970.15007353.73

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 504,238.38006231.54
FTSE 1007,876.280010782.66
Nikkei 22527,445.560061077.9
S&P 5003,970.15007353.73

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 601,192.07602118.223
Eurostoxx 504,231.27006231.54
S&P/ASX 2007,050.33409065.067
Nikkei 22527,883.780061077.9

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 601,192.07602118.223
Eurostoxx 504,231.27006231.54
S&P/ASX 2007,050.33409065.067
Nikkei 22527,883.780061077.9

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 601,192.07602118.223
Eurostoxx 504,231.27006231.54
S&P/ASX 2007,050.33409065.067
Nikkei 22527,883.780061077.9

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 5003,970.99007353.73
Nikkei 22527,385.250061077.9
Eurostoxx 504,130.62006231.54
S&P/ASX 2006,955.23809065.067

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 5003,970.99007353.73
Nikkei 22527,385.250061077.9
Eurostoxx 504,130.62006231.54
S&P/ASX 2006,955.23809065.067

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 5003,970.99007353.73
Nikkei 22527,385.250061077.9
Eurostoxx 504,130.62006231.54
S&P/ASX 2006,955.23809065.067

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 504,315.05006231.54
Nasdaq 10013,181.350026629.81
Nikkei 22528,041.480061077.9

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 504,315.05006231.54
Nasdaq 10013,181.350026629.81
Nikkei 22528,041.480061077.9

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: 142.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 142.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI World IMI Select Trend Accelerators Index1,436.94001933.58

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 504,250.40006231.54
S&P 5003,997.34007353.73
Nikkei 22527,473.100061077.9
FTSE 1007,977.750010782.66

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 SA65.430091.94
Banco Santander3.524010.824
Lloyds50.910096.94
Goldman Sachs368.5000868.95

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: 65.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE 65.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BMW AG99.750061.34
Mercedes-Benz Group AG74.640042.91
Volkswagen AG131.220071.92

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