INTERNATIONAL PRODUCTS
COUNTERPARTY EFG International
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BMW AG | 76.6100 | 61.76 |
| Mercedes-Benz Group AG | 58.9100 | 47.135 |
| Volkswagen AG | 123.4168 | 76.36 |
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= 3.438% Quarterly (13.752% p.a.)
Capital Risk: Not capital protected.
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1188157700
NEXT POTENTIAL MATURITY DATE 06/02/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 163.91% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,565.8000 | 6382.59 |
| FTSE 100 | 7,247.4300 | 10831.52 |
| S&P 500 | 3,878.0900 | 7747.71 |
| Nikkei 225 | 27,195.9900 | 64214.48 |
| iShares MSCI Emerging Markets (EEM) | 37.4200 | 67.47 |
STRIKE DATE 03/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation
Participation Rate: USD: 150% participation in the weighted basket
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467240169
NEXT POTENTIAL MATURITY DATE 03/08/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.66% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 126.1100 | 258.9 |
| Etsy Inc | 103.8600 | 82.03 |
| Mercadolibre Inc | 857.9300 | 1991.055 |
| Shopify Inc | 29.8400 | 145.88 |
STRIKE DATE 06/09/2022
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: 2.70% Quarterly (10.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2380335278
NEXT POTENTIAL MATURITY DATE 08/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.91% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 126.1100 | 258.9 |
| Etsy Inc | 103.8600 | 82.03 |
| Mercadolibre Inc | 857.9300 | 1991.055 |
| Shopify Inc | 29.8400 | 145.88 |
STRIKE DATE 06/09/2022
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 : 2.90% Quarterly (11.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.60% p.a.
ISIN XS2380335351
NEXT POTENTIAL MATURITY DATE 08/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,955.0000 | 7747.71 |
| Nikkei 225 | 28,091.5300 | 64214.48 |
| S&P/ASX 200 | 6,986.7560 | 9020.093 |
| Eurostoxx 50 | 3,517.2500 | 6382.59 |
STRIKE DATE 31/08/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.5625% Quarterly (6.25% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25
ISIN XS2409640401
NEXT POTENTIAL MATURITY DATE 31/08/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,955.0000 | 7747.71 |
| Nikkei 225 | 28,091.5300 | 64214.48 |
| S&P/ASX 200 | 6,986.7560 | 9020.093 |
| Eurostoxx 50 | 3,517.2500 | 6382.59 |
STRIKE DATE 31/08/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.9250% Quarterly (7.70% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2409640583
NEXT POTENTIAL MATURITY DATE 30/11/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.1000 | 6382.59 |
| Nasdaq 100 | 12,947.9700 | 29482.32 |
| Nikkei 225 | 27,801.6400 | 64214.48 |
| FTSE 100 | 7,423.4300 | 10831.52 |
STRIKE DATE 29/07/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.% Quarterly (7.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.56% p.a.
ISIN DE000HB89PD3
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.1000 | 6382.59 |
| Nasdaq 100 | 12,947.9700 | 29482.32 |
| Nikkei 225 | 27,801.6400 | 64214.48 |
| FTSE 100 | 7,423.4300 | 10831.52 |
STRIKE DATE 29/07/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.95% Quarterly (7.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN DE000HB89PC5
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,652.2000 | 6382.59 |
| FTSE 100 | 7,345.2500 | 10831.52 |
| Nikkei 225 | 27,815.4800 | 64214.48 |
| S&P 500 | 4,072.4300 | 7747.71 |
STRIKE DATE 28/07/2022
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: 4.05% Semi Annually (8.10% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2392187337
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 6382.59 |
| Nasdaq 100 | 13,143.58 | 29482.32 |
| Nikkei 225 | 28,479.01 | 64214.48 |
STRIKE DATE 25/08/2022
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: 5 625% Semi Annually (11.25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.25% p.a.
ISIN XS2477425651
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 6382.59 |
| Nasdaq 100 | 13,143.58 | 29482.32 |
| Nikkei 225 | 28,479.01 | 64214.48 |
STRIKE DATE 25/08/2022
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: 7.125% Semi Annually (14.35% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2477425578
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 6382.59 |
| Nasdaq 100 | 13,143.58 | 29482.32 |
| Nikkei 225 | 28,479.01 | 64214.48 |
STRIKE DATE 25/08/2022
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: EUR: 4.50% Semi Annually (9.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2477425495
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,477.2000 | 6382.59 |
| Nasdaq 100 | 11,983.6200 | 29482.32 |
| Nikkei 225 | 26,788.4700 | 64214.48 |
STRIKE DATE 15/07/2022
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: 3.92% Semi Annually (7.84% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN XS2477253699
NEXT POTENTIAL MATURITY DATE 18/07/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.1540 | 41.6 |
| Societe Generale | 23.6300 | 74.38 |
| Barclays | 170.5000 | 493.4 |
| Bank of New York Mellon | 45.0300 | 164.33 |
STRIKE DATE 16/08/2022
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: 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 XS2392192501
NEXT POTENTIAL MATURITY DATE 17/02/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.1540 | 41.6 |
| Societe Generale | 23.6300 | 74.38 |
| Barclays | 170.5000 | 493.4 |
| Bank of New York Mellon | 45.0300 | 164.33 |
STRIKE DATE 16/08/2022
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 XS2392192683
NEXT POTENTIAL MATURITY DATE 17/02/2023
COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 79.3000 | 456.16 |
| Carnival Corp | 9.3300 | 23.48 |
| Meta Platform Inc | 172.1900 | 610.68 |
| Tesla Motors | 244.54 |
STRIKE DATE 07/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 80% of initial level
Memory Income Rate: USD: 5.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.00% p.a.
ISIN XS2378618842
NEXT POTENTIAL MATURITY DATE 07/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,348.2300 | 10831.52 |
| S&P 500 | 4,023.6100 | 7747.71 |
| Eurostoxx 50 | 3,607.7800 | 6382.59 |
| S&P/ASX 200 | 6,823.2340 | 9020.093 |
STRIKE DATE 27/07/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.60% Quarterly (6.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2377612606
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,348.2300 | 10831.52 |
| S&P 500 | 4,023.6100 | 7747.71 |
| Eurostoxx 50 | 3,607.7800 | 6382.59 |
| S&P/ASX 200 | 6,823.2340 | 9020.093 |
STRIKE DATE 27/07/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.90% Quarterly (7.60% 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 XS2377612861
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 6382.59 |
| Nasdaq 100 | 11,503.7200 | 29482.32 |
| Nikkei 225 | 26,393.0400 | 64214.48 |
STRIKE DATE 30/06/2022
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: 2.80% Semi-Annually (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2477053842
NEXT POTENTIAL MATURITY DATE 30/06/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 6382.59 |
| Nasdaq 100 | 11,503.7200 | 29482.32 |
| Nikkei 225 | 26,393.0400 | 64214.48 |
STRIKE DATE 30/06/2022
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: 3.55% Semi-Annually (7.10% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2477053768
NEXT POTENTIAL MATURITY DATE 30/06/2023