INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall Dec 2022 GBP
ISIN: XS2425357741
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19006231.54
S&P/TSX 601,211.99302118.223
Nikkei 22527,885.870061077.9
S&P/ASX 2007,291.26609065.067

STRIKE DATE 06/12/2022
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: 2.08% Quarterly ( 8.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.32% p.a.
ISIN XS2425357741
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Dec 2022 USD
ISIN: XS2425358046
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19006231.54
S&P/TSX 601,211.99302118.223
Nikkei 22527,885.870061077.9
S&P/ASX 2007,291.26609065.067

STRIKE DATE 06/12/2022
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: 2.31% Quarterly (9.24% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.24% p.a.
ISIN XS2425358046
NEXT POTENTIAL MATURITY DATE 06/03/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Oct 2022 GBP
ISIN: DE000HC0HFD6
STRIKE DATE: 31/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,617.54006231.54
Nasdaq 10011,405.570026629.81
Nikkei 22527,587.460061077.9
FTSE 1007,094.530010782.66

STRIKE DATE 31/10/2022
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: GBP: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFD6
NEXT POTENTIAL MATURITY DATE 31/10/2023

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Oct 2022 USD
ISIN: DE000HC0HFE4
STRIKE DATE: 31/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,617.54006231.54
Nasdaq 10011,405.570026629.81
Nikkei 22527,587.460061077.9
FTSE 1007,094.530010782.66

STRIKE DATE 31/10/2022
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: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFE4
NEXT POTENTIAL MATURITY DATE 31/10/2023

EXPAND CLOSE
Goldman Sachs Memory Income Reducing Autocall Jan 2021 GBP
ISIN: XS2274013627
STRIKE DATE: 28/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,526.150010782.66
S&P/ASX 2006,649.69409065.067
MSCI Taiwan639.72001864.45
Russell 20002,106.60902729.887

STRIKE DATE 28/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2274013627
NEXT POTENTIAL MATURITY DATE 28/07/2023

EXPAND CLOSE
Barclays 4 Year 60-60 Memory Income Autocall Oct 2022 EUR
ISIN: XS2441851693
STRIKE DATE: 27/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,604.51006231.54
S&P 5003,807.30007353.73
FTSE 1007,073.690010782.66

STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2441851693
NEXT POTENTIAL MATURITY DATE 27/10/2023

EXPAND CLOSE
Barclays 3 Year 60-60 Memory Income Autocall Oct 2022 EUR
ISIN: XS2441851776
STRIKE DATE: 27/10/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,604.51006231.54
S&P 5003,807.30007353.73
FTSE 1007,073.690010782.66

STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2441851776
NEXT POTENTIAL MATURITY DATE 27/10/2023

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Nov 2022 GBP
ISIN: XS2533988098
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006231.54
Nasdaq 10012,030.060026629.81
Nikkei 22527,968.990061077.9

STRIKE DATE 30/11/2022
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: GBP 4.20% Semi Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 8.40% p.a.
ISIN XS2533988098
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Nov 2022 USD
ISIN: XS2533987959
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006231.54
Nasdaq 10012,030.060026629.81
Nikkei 22527,968.990061077.9

STRIKE DATE 30/11/2022
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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.15% p.a.
ISIN XS2533987959
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
BBVA Drop Down Autocall Nov 2022 USD
ISIN: XS2392205097
STRIKE DATE: 29/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,934.44006231.54
HSI18,204.680024796.98
Nikkei 22528,027.840061077.9
S&P 5003,957.63007353.73

STRIKE DATE 29/11/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 7.20 % Semi Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.40% p.a.
ISIN XS2392205097
NEXT POTENTIAL MATURITY DATE 29/05/2024

EXPAND CLOSE
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 503,585.58006231.54
FTSE 1007,013.480010782.66
SMI10,773.340014967.73
S&P 5003,859.11007353.73

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 5004,026.12007353.73
Nikkei 22528,283.030061077.9
S&P/ASX 2007,259.48309065.067
Eurostoxx 503,962.41006231.54

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 5004,026.12007353.73
Nikkei 22528,283.030061077.9
S&P/ASX 2007,259.48309065.067
Eurostoxx 503,962.41006231.54

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 & Co56.690084.8
Citi Bank65.3000
Bank of America46.260049.76

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 Group58.860012.93

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 503,613.02006231.54
    S&P 5003,901.06007353.73
    Nikkei 22527,105.200061077.9

    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 503,613.02006231.54
    S&P 5003,901.06007353.73
    Nikkei 22527,105.200061077.9

    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 503,318.20006231.54
    Nasdaq 10010,971.220026629.81
    Nikkei 22525,937.210061077.9
    FTSE MIB20,648.850050505.87

    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 503,318.20006231.54
    Nasdaq 10010,971.220026629.81
    Nikkei 22525,937.210061077.9
    FTSE MIB20,648.850050505.87

    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 301,974.27703301.091
    S&P 5003,901.06007353.73
    Nikkei 22527,105.200061077.9

    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