INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Classic Autocall Oct 2022 GBP
ISIN: XS2424427842
STRIKE DATE: 25/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,585.58006168.26
FTSE 1007,013.480010840.35
SMI10,773.340014349.51
S&P 5003,859.11007744.06

STRIKE DATE 25/10/2022
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: 7.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2424427842
NEXT POTENTIAL MATURITY DATE 25/04/2024

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 USD
ISIN: XS2441852402
STRIKE DATE: 25/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,026.12007744.06
Nikkei 22528,283.030064425.95
S&P/ASX 2007,259.48308719.719
Eurostoxx 503,962.41006168.26

STRIKE DATE 25/11/2022
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: 3.525% Semi Annually (7.05% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS2441852402
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Nov 2022 GBP
ISIN: XS2441852311
STRIKE DATE: 25/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,026.12007744.06
Nikkei 22528,283.030064425.95
S&P/ASX 2007,259.48308719.719
Eurostoxx 503,962.41006168.26

STRIKE DATE 25/11/2022
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: 3.30% Semi Annually (6.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2441852311
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
CIBC US Banks Fixed Income Autocall USD January 2022
ISIN: XS2436696269
STRIKE DATE: 18/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Wells Fargo & Co56.690082.75
Citi Bank65.3000
Bank of America46.260051.7

STRIKE DATE 18/01/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 2% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2436696269
NEXT POTENTIAL MATURITY DATE 18/01/2024

EXPAND CLOSE
CIBC AIG Fixed Income Autocall Nov 2021 USD
ISIN: XS2410493378
STRIKE DATE: 11/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
American Airlines Group58.860012.28

STRIKE DATE 11/11/2021
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2410493378
NEXT POTENTIAL MATURITY DATE 11/11/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 GBP
    ISIN: XS2533839333
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02006168.26
    S&P 5003,901.06007744.06
    Nikkei 22527,105.200064425.95

    STRIKE DATE 28/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 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 XS2533839333
    NEXT POTENTIAL MATURITY DATE 28/10/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Oct 2022 USD
    ISIN: XS2533839259
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02006168.26
    S&P 5003,901.06007744.06
    Nikkei 22527,105.200064425.95

    STRIKE DATE 28/10/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 15.00% p.a.
    ISIN XS2533839259
    NEXT POTENTIAL MATURITY DATE 30/10/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2022 USD
    ISIN: DE000HB9TUS0
    STRIKE DATE: 30/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,318.20006168.26
    Nasdaq 10010,971.220029935.59
    Nikkei 22525,937.210064425.95
    FTSE MIB20,648.850049397.55

    STRIKE DATE 30/09/2022
    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: 2.05% Quarterly (8.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.20% p.a.
    ISIN DE000HB9TUS0
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2022 GBP
    ISIN: DE000HB9TUR2
    STRIKE DATE: 30/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,318.20006168.26
    Nasdaq 10010,971.220029935.59
    Nikkei 22525,937.210064425.95
    FTSE MIB20,648.850049397.55

    STRIKE DATE 30/09/2022
    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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN DE000HB9TUR2
    NEXT POTENTIAL MATURITY DATE 29/09/2023

    EXPAND CLOSE
    Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 USD
    ISIN: XS2437047314
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,974.27703256.08
    S&P 5003,901.06007744.06
    Nikkei 22527,105.200064425.95

    STRIKE DATE 28/10/2022
    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 XS2437047314
    NEXT POTENTIAL MATURITY DATE 28/10/2023

    EXPAND CLOSE
    Barclays 80-60 Triple Index Memory Income Autocall Oct 2022 GBP
    ISIN: XS2437047231
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301,974.27703256.08
    S&P 5003,901.06007744.06
    Nikkei 22527,105.200064425.95

    STRIKE DATE 28/10/2022
    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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2437047231
    NEXT POTENTIAL MATURITY DATE 29/01/2024

    EXPAND CLOSE
    BBVA 4 Year Triple Index Autocall Oct 2022 GBP
    ISIN: XS2424431364
    STRIKE DATE: 26/10/2022
    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 601,166.00002138.906
    S&P/ASX 2006,810.86908719.719
    HSI15,317.670024062.72

    STRIKE DATE 26/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 10.50% p.a.
    ISIN XS2424431364
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    BBVA 4 Year Triple Index Autocall Oct 2022 USD
    ISIN: XS2424431448
    STRIKE DATE: 26/10/2022
    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 601,166.00002138.906
    S&P/ASX 2006,810.86908719.719
    HSI15,317.670024062.72

    STRIKE DATE 26/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.60% Semi-Annually (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 11.20% p.a.
    ISIN XS2424431448
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Oct 2022 USD
    ISIN: XS2533865338
    STRIKE DATE: 28/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,613.02006168.26
    Nasdaq 10011,546.210029935.59
    Nikkei 22527,105.200064425.95

    STRIKE DATE 28/10/2022
    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: 4.05% Semi-Annually (8.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 8.10% p.a.
    ISIN XS2533865338
    NEXT POTENTIAL MATURITY DATE 28/10/2024

    EXPAND CLOSE
    Barclays Developed Markets Memory Income Autocall Sep 2022 USD
    ISIN: XS2426250218
    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
    Nasdaq 10011,861.380029935.59
    Russell 20001,798.18902767.269
    S&P/ASX 2006,739.07808719.719
    FTSE 1007,236.680010840.35

    STRIKE DATE 16/09/2022
    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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 77.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2426250218
    NEXT POTENTIAL MATURITY DATE 11/09/2023

    EXPAND CLOSE
    UniCredit Global Markets Memory Income Autocall Sep 2022 USD
    ISIN: DE000HB9TDJ5
    STRIKE DATE: 16/09/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,500.41006168.26
    S&P 5003,873.33007744.06
    Nikkei 22527,567.650064425.95
    FTSE MIB22,110.890049397.55

    STRIKE DATE 16/09/2022
    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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 79% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9% p.a.
    ISIN DE000HB9TDJ5
    NEXT POTENTIAL MATURITY DATE 18/09/2023

    EXPAND CLOSE
    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 5003,583.07007744.06
    Nikkei 22527,090.760064425.95
    S&P/ASX 2006,758.82808719.719
    Eurostoxx 503,381.73006168.26

    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 5003,583.07007744.06
    Nikkei 22527,090.760064425.95
    S&P/ASX 2006,758.82808719.719
    Eurostoxx 503,381.73006168.26

    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: 100.02%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 100.02% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com113.7900254.76
    Etsy Inc98.120089.18
    Mercadolibre Inc850.66001856.98
    Shopify Inc27.7600178.14

    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: 99.81%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 99.81% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com113.7900254.76
    Etsy Inc98.120089.18
    Mercadolibre Inc850.66001856.98
    Shopify Inc27.7600178.14

    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