INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Triple Index Classic Autocall May 2022 GBP
ISIN: XS2466946485
STRIKE DATE: 31/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,607.660010840.35
S&P 5004,132.15007744.06
Eurostoxx 503,789.21006168.26

STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 48 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466946485
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Morgan Stanley 80-60 Memory Income Autocall Jun 2022 GBP
ISIN: XS2477065770
STRIKE DATE: 30/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,454.86006168.26
Nasdaq 10011,503.720029935.59
Nikkei 22526,393.040064425.95

STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) AutocallTrigger: 100% of initial level Memory Income Rate: GBP: 2.90% Semi-Annually (5.80% p.a.) Income Trigger:80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2477065770
NEXT POTENTIAL MATURITY DATE 28/06/2024

EXPAND CLOSE
Morgan Stanley 80-60 Memory Income Autocall Jun 2022 USD
ISIN: XS2477066661
STRIKE DATE: 30/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,454.86006168.26
Nasdaq 10011,503.720029935.59
Nikkei 22526,393.040064425.95

STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) AutocallTrigger: 100% of initial level Memory Income Rate: USD: 3.60% Semi-Annually (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS2477066661
NEXT POTENTIAL MATURITY DATE 28/06/2024

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall May 2022 USD
ISIN: XS2425222499
STRIKE DATE: 27/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,808.86006168.26
Nasdaq 10012,681.420029935.59
Nikkei 22526,781.680064425.95

STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.60% Semi Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2425222499
NEXT POTENTIAL MATURITY DATE 30/05/2023

EXPAND CLOSE
Morgan Stanley Diversified Markets Memory Income Autocall May 2022 GBP
ISIN: XS2425222572
STRIKE DATE: 27/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,808.86006168.26
Nasdaq 10012,681.420029935.59
Nikkei 22526,781.680064425.95

STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 2.80% Semi Annually 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 XS2425222572
NEXT POTENTIAL MATURITY DATE 30/05/2023

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jun 2022 GBP
ISIN: XS2378607134
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com107.4000254.76
Etsy Inc74.040089.18
Paypal71.820057.16
Wayfair Inc50.3200111.93

STRIKE DATE 28/06/2022
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 12.00% p.a.
ISIN XS2378607134
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jun 2022 USD
ISIN: XS2378607217
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com107.4000254.76
Etsy Inc74.040089.18
Paypal71.820057.16
Wayfair Inc50.3200111.93

STRIKE DATE 28/06/2022
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 12.00% p.a.
ISIN XS2378607217
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall May 2022 GBP
ISIN: XS2378595883
STRIKE DATE: 23/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,708.39006168.26
CAC 406,358.74007934.7
FTSE 1007,513.440010840.35

STRIKE DATE 23/05/2022
RETURN & BARRIERS

P.A. RETURN 8.80% p.a.
ISIN XS2378595883
NEXT POTENTIAL MATURITY DATE 23/05/2023

EXPAND CLOSE
BNP 85-75 Memory Income Autocall May 2022 ZAR
ISIN: ZAE000311015
STRIKE DATE: 13/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.150010840.35
Eurostoxx 503,703.42006168.26
HSI19,898.770024062.72
S&P 5004,023.89007744.06

STRIKE DATE 13/05/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR = 6.20% Semi Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style
P.A. RETURN 12.40% p.a.
ISIN ZAE000311015
NEXT POTENTIAL MATURITY DATE 13/05/2025

    EXPAND CLOSE
    Goldman Sachs 85-65 Memory Income Autocall May 2022 USD
    ISIN: XS2466485229
    STRIKE DATE: 20/05/2022
    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 2007,145.64408719.719
    CAC 406,285.24007934.7
    FTSE MIB24,095.000049397.55
    FTSE 1007,389.980010840.35

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 1.90% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2466485229
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    BNP 85-65 Memory Income Autocall With One Star May 2022 USD
    ISIN: XS2367915308
    STRIKE DATE: 20/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 406,285.24007934.7
    FTSE MIB24,095.000049397.55
    FTSE 1007,389.980010840.35
    S&P 5003,901.36007744.06

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.50% Semi Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
    P.A. RETURN 7.00% p.a.
    ISIN XS2367915308
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall June 2022 GBP
    ISIN: XS2477010875
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006168.26
    Nasdaq 10011,527.710029935.59
    Nikkei 22526,149.550064425.95

    STRIKE DATE 22/06/2022
    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 = 5.40% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 10.80% p.a.
    ISIN XS2477010875
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Jun 2022 USD
    ISIN: XS2477011097
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006168.26
    Nasdaq 10011,527.710029935.59
    Nikkei 22526,149.550064425.95

    STRIKE DATE 22/06/2022
    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 = 6.75% Semi-Annually Capital Risk: Not capital protected
    P.A. RETURN 13.50% p.a.
    ISIN XS2477011097
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    BNP FTSE 100 Classic Autocall May 2022 GBP
    ISIN: XS2379653707
    STRIKE DATE: 09/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,216.580010840.35

    STRIKE DATE 09/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.10% p.a.
    ISIN XS2379653707
    NEXT POTENTIAL MATURITY DATE 09/05/2024

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 USD
      ISIN: XS2378591205
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364037.7
      Societe Generale25.200064.6
      Barclays169.0000432.4
      Goldman Sachs321.5100891.28

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon 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 XS2378591205
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 GBP
      ISIN: XS2378591114
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364037.7
      Societe Generale25.200064.6
      Barclays169.0000432.4
      Goldman Sachs321.5100891.28

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon 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 XS2378591114
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BNP Capital Protected Growth Note May 2022 USD
      ISIN: XS2358161136
      STRIKE DATE: 09/05/2022
      INDICATIVE PRICE: 125.27%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 125.27% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index273.4002302.1678

      STRIKE DATE 09/05/2022
      RETURN & BARRIERS
      Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 320% Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2358161136
      NEXT POTENTIAL MATURITY DATE 01/05/2028

      EXPAND CLOSE
      BNP Paribas Triple Index Memory Income Autocall with One Star Apr 2022 GBP
      ISIN: XS2358197676
      STRIKE DATE: 29/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,544.550010840.35
      Nikkei 22527,003.560064425.95
      FTSE MIB24,252.160049397.55

      STRIKE DATE 29/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 1.35% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) One Star Effect Trigger: 100% of initial level
      P.A. RETURN 5.40% p.a.
      ISIN XS2358197676
      NEXT POTENTIAL MATURITY DATE 08/05/2023

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall May 2022 GBP
      ISIN: XS2370425816
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,585.460010840.35
      Eurostoxx 503,808.86006168.26
      Nikkei 22526,781.680064425.95
      S&P 5004,158.24007744.06

      STRIKE DATE 27/05/2022
      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 = 3.175% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.35% p.a.
      ISIN XS2370425816
      NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall May 2022 USD
      ISIN: XS2370425907
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,585.460010840.35
      Eurostoxx 503,808.86006168.26
      Nikkei 22526,781.680064425.95
      S&P 5004,158.24007744.06

      STRIKE DATE 27/05/2022
      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 = 3.75% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 7.50% p.a.
      ISIN XS2370425907
      NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE