INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Classic Autocall Sep 2022 USD
ISIN: XS2477550631
STRIKE DATE: 20/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,467.09006231.54
Nasdaq 10011,851.540026629.81
Nikkei 22527,688.420061077.9

STRIKE DATE 20/09/2022
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: 3.00% Semi Annually (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2477550631
NEXT POTENTIAL MATURITY DATE 20/09/2024

EXPAND CLOSE
Barclays Global Markets 60-60 Memory Income Autocall Sep 2022 GBP
ISIN: XS2414639075
STRIKE DATE: 16/09/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,873.33007353.73
Nikkei 22527,567.650061077.9
S&P/ASX 2006,739.07809065.067
Eurostoxx 503,500.41006231.54

STRIKE DATE 16/09/2022
RETURN & BARRIERS
Maximum Term: 5 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 : 2.65 % Semi Annually (5.3 0 % p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.30% p.a.
ISIN XS2414639075
NEXT POTENTIAL MATURITY DATE 19/09/2023

EXPAND CLOSE
Barclays Global Market 60-60 Memory Income Autocall Sep 2022 USD
ISIN: XS2414639158
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
S&P 5003,873.33007353.73
Nikkei 22527,567.650061077.9
S&P/ASX 2006,739.07809065.067
Eurostoxx 503,500.41006231.54

STRIKE DATE 16/09/2022
RETURN & BARRIERS
Maximum Term: 5 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: 3.10 % Semi Annually (6.20 % p.a.) Income Trigger: 60 % of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2414639158
NEXT POTENTIAL MATURITY DATE 19/09/2023

EXPAND CLOSE
Barclays 70-70 Semi Annual Memory Income Autocall August 2022 GBP
ISIN: XS2414620489
STRIKE DATE: 17/08/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.750010782.66
S&P 5004,274.04007353.73
Eurostoxx 503,756.06006231.54

STRIKE DATE 17/08/2022
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: 3.20% Semi Annually (6.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2414620489
NEXT POTENTIAL MATURITY DATE 18/08/2025

    EXPAND CLOSE
    BNP MSCI World Participation Growth Note Aug 2022 USD
    ISIN: XS2414008677
    STRIKE DATE: 15/08/2022
    INDICATIVE PRICE: 118.42%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.42% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI World IMI Select Trend Accelerators Index1639.031933.58

    STRIKE DATE 15/08/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 124.40% participation in the Index (Capped at 45% growth returning 155.98%) Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2414008677
    NEXT POTENTIAL MATURITY DATE 23/08/2027

    EXPAND CLOSE
    EFG 5y Banks Step Down Autocall Aug 2022 GBP
    ISIN: CH1188157718
    STRIKE DATE: 05/08/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY EFG International
    TYPE
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays164.0000424
    BNP Paribas SA48.840091.94
    Credit Agricole SA9.731015.78

    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= 2.838% Quarterly (11.352% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN CH1188157718
    NEXT POTENTIAL MATURITY DATE 06/02/2023

      EXPAND CLOSE
      EFG 5y Car Manufacturers Step Down Autocall Aug 2022 GBP
      ISIN: CH1188157700
      STRIKE DATE: 05/08/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY EFG International
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BMW AG76.610061.34
      Mercedes-Benz Group AG58.910042.91
      Volkswagen AG123.416871.92

      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

        EXPAND CLOSE
        GS Core Global Equity Accelerator Aug 2022 USD
        ISIN: XS2467240169
        STRIKE DATE: 03/08/2022
        INDICATIVE PRICE: 1.64%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 1.64% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,565.80006231.54
        FTSE 1007,247.430010782.66
        S&P 5003,878.09007353.73
        Nikkei 22527,195.990061077.9
        iShares MSCI Emerging Markets (EEM)37.420058.05

        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

        EXPAND CLOSE
        BBVA E-Commerce Fixed Income Autocall Sep 2022 GBP
        ISIN: XS2380335278
        STRIKE DATE: 06/09/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com126.1100260.21
        Etsy Inc103.860091.53
        Mercadolibre Inc857.93001530.28
        Shopify Inc29.8400143.75

        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

        EXPAND CLOSE
        BBVA E-Commerce Fixed Income Autocall Sep 2022 USD
        ISIN: XS2380335351
        STRIKE DATE: 06/09/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com126.1100260.21
        Etsy Inc103.860091.53
        Mercadolibre Inc857.93001530.28
        Shopify Inc29.8400143.75

        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

        EXPAND CLOSE
        Barclays 80-60 Quarterly Memory Income Autocall Aug 2022 GBP
        ISIN: XS2409640401
        STRIKE DATE: 31/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5003,955.00007353.73
        Nikkei 22528,091.530061077.9
        S&P/ASX 2006,986.75609065.067
        Eurostoxx 503,517.25006231.54

        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

        EXPAND CLOSE
        Barclays 80-60 Quarterly Memory Income Autocall Aug 2022 USD
        ISIN: XS2409640583
        STRIKE DATE: 31/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5003,955.00007353.73
        Nikkei 22528,091.530061077.9
        S&P/ASX 2006,986.75609065.067
        Eurostoxx 503,517.25006231.54

        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

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall Jul 2022 GBP
        ISIN: DE000HB89PD3
        STRIKE DATE: 29/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,708.10006231.54
        Nasdaq 10012,947.970026629.81
        Nikkei 22527,801.640061077.9
        FTSE 1007,423.430010782.66

        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

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall Jul 2022 USD
        ISIN: DE000HB89PC5
        STRIKE DATE: 29/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,708.10006231.54
        Nasdaq 10012,947.970026629.81
        Nikkei 22527,801.640061077.9
        FTSE 1007,423.430010782.66

        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

        EXPAND CLOSE
        BBVA Major Markets Classic Autocall Jul 2022 GBP
        ISIN: XS2392187337
        STRIKE DATE: 28/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,652.20006231.54
        FTSE 1007,345.250010782.66
        Nikkei 22527,815.480061077.9
        S&P 5004,072.43007353.73

        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

        EXPAND CLOSE
        Morgan Stanley Triple Index Classic Autocall Aug 2022 GBP
        ISIN: XS2477425651
        STRIKE DATE: 25/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,674.546231.54
        Nasdaq 10013,143.5826629.81
        Nikkei 22528,479.0161077.9

        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

        EXPAND CLOSE
        Morgan Stanley Triple Index Classic Autocall Aug 2022 USD
        ISIN: XS2477425578
        STRIKE DATE: 25/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,674.546231.54
        Nasdaq 10013,143.5826629.81
        Nikkei 22528,479.0161077.9

        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

        EXPAND CLOSE
        Morgan Stanley Triple Index Classic Autocall Aug 2022 EUR
        ISIN: XS2477425495
        STRIKE DATE: 25/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,674.546231.54
        Nasdaq 10013,143.5826629.81
        Nikkei 22528,479.0161077.9

        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

        EXPAND CLOSE
        Morgan Stanley Diversified Markets Memory Income Autocall Jul 2022 USD
        ISIN: XS2477253699
        STRIKE DATE: 15/07/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,477.20006231.54
        Nasdaq 10011,983.620026629.81
        Nikkei 22526,788.470061077.9

        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

        EXPAND CLOSE
        BBVA Global Banks Defensive Autocall Aug 2022 GBP
        ISIN: XS2392192501
        STRIKE DATE: 16/08/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG7.154038.73
        Societe Generale23.630064.52
        Barclays170.5000424
        Bank of New York Mellon45.0300147.49

        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

        EXPAND CLOSE