INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale 95% Capital Protected Growth Note May 2021 USD
ISIN: XS2278271221
STRIKE DATE: 21/05/2021
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Solactive New World Trend Index AR 5%177.1300209.89

STRIKE DATE 21/05/2021
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 215% Strike Level: 95% of the closing level on the Strike Date Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2278271221
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 GBP
ISIN: XS2318495483
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,019.56308927.526
Nikkei 22528,098.250053375.6
S&P 5004,159.12006969.01
Eurostoxx 503,999.91005891.95

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318495483
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 USD
ISIN: XS2319597931
STRIKE DATE: 20/05/2021
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 2007,019.56308927.526
Nikkei 22528,098.250053375.6
S&P 5004,159.12006969.01
Eurostoxx 503,999.91005891.95

STRIKE DATE 20/05/2021
RETURN & BARRIERS
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 Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2319597931
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 EUR
ISIN: XS2318495137
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,019.56308927.526
Nikkei 22528,098.250053375.6
S&P 5004,159.12006969.01
Eurostoxx 503,999.91005891.95

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.50% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2318495137
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Developed Markets Classic Autocall April 2021 GBP
ISIN: XS2319632514
STRIKE DATE: 22/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,938.240010171.76
S&P/ASX 2007,055.44908927.526
S&P/TSX 601,132.46901907.604
Eurostoxx 504,014.80005891.95

STRIKE DATE 22/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2319632514
NEXT POTENTIAL MATURITY DATE 24/04/2023

EXPAND CLOSE
Barclays European Banks 50-50 Memory Income Autocall USD May 2021
ISIN: XS2271082666
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.318010.626
HSBC445.95001270
Lloyds48.2200105.45
ING Groep NV10.922024.63

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 2.00% Quarterly (8.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2271082666
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall April 2021 GBP
ISIN: XS2318463440
STRIKE DATE: 21/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,228.29003031.392
FTSE 1006,895.290010171.76
S&P 5004,173.42006969.01
Eurostoxx 503,976.41005891.95

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.30% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.60% p.a.
ISIN XS2318463440
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall April 2021 USD
ISIN: XS2318463366
STRIKE DATE: 21/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,228.29003031.392
FTSE 1006,895.290010171.76
S&P 5004,173.42006969.01
Eurostoxx 503,976.41005891.95

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.70% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.40% p.a.
ISIN XS2318463366
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall May 2021 GBP
ISIN: XS2274062327
STRIKE DATE: 18/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,065.98108927.526
IBEX 359,183.900017589.7
Nasdaq 10013,217.680025884.29
MSCI Taiwan653.75001427.82

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.80% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2274062327
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall May 2021 USD
ISIN: XS2248992039
STRIKE DATE: 18/05/2021
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 2007,065.98108927.526
IBEX 359,183.900017589.7
Nasdaq 10013,217.680025884.29
MSCI Taiwan653.75001427.82

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.60% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2248992039
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 GBP
ISIN: XS2269097452
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292510.626
HSBC443.30001270
Lloyds47.9600105.45
ING Groep NV10.846024.63

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097452
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 USD
ISIN: XS2269097536
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292510.626
HSBC443.30001270
Lloyds47.9600105.45
ING Groep NV10.846024.63

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097536
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
Goldman Sachs Clean Energy Memory Income Autocall May 2021 USD (XS2310343236)
ISIN: XS2310343236
STRIKE DATE: 30/04/2021
INDICATIVE PRICE: 47.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 47.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF87.8935.54

STRIKE DATE 30/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.00% Quarterly Income Trigger: 62% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 62% Final level (European style)
P.A. RETURN
ISIN XS2310343236
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 GBP
ISIN: XS2269571548
STRIKE DATE: 11/05/2021
INDICATIVE PRICE: 85.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 85.18% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.730086.26
Nissan Motor Co578.6000365.6
Toyota Motor Corp1,668.20003448
Volkswagen AG179.6530103.55

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269571548
NEXT POTENTIAL MATURITY DATE 12/02/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 USD
ISIN: XS2269572355
STRIKE DATE: 11/05/2021
INDICATIVE PRICE: 84.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 84.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.730086.26
Nissan Motor Co578.6000365.6
Toyota Motor Corp1,668.20003448
Volkswagen AG179.6530103.55

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269572355
NEXT POTENTIAL MATURITY DATE 12/02/2026

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April GBP
ISIN: XS2310194050
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35001427.82
FTSE 1006,942.220010171.76
Nasdaq 10013,758.500025884.29
S&P/ASX 2006,998.77008927.526

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: 2.50% Semi Annual Income Trigger: 78.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2310194050
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April USD
ISIN: XS2310194217
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35001427.82
FTSE 1006,942.220010171.76
Nasdaq 10013,758.500025884.29
S&P/ASX 2006,998.77008927.526

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: 3.00% Semi Annual Income Trigger: 78.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310194217
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 GBP
ISIN: XS2269086927
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.7505103.55
General Motor Co58.7286.26
Tesla Motors221.18

STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269086927
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2269087065
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.7505103.55
General Motor Co58.7286.26
Tesla Motors221.18

STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269087065
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall April 2021 USD
ISIN: XS2318533671
STRIKE DATE: 23/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006938.5610171.76
Russell 20002271.8562654.776
MSCI Taiwan693.121427.82

STRIKE DATE 23/04/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2318533671
NEXT POTENTIAL MATURITY DATE 23/04/2024

EXPAND CLOSE