INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 85-65 Memory Income Autocall Jul 2022 GBP
ISIN: XS2477219161
STRIKE DATE: 15/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,477.20006231.54
Nasdaq 10011,983.620026629.81
S&P/ASX 2006,605.57009065.067

STRIKE DATE 15/07/2022
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: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00%
ISIN XS2477219161
NEXT POTENTIAL MATURITY DATE 17/07/2023

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Jul 2022 USD
ISIN: XS2477219245
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
S&P/ASX 2006,605.57009065.067

STRIKE DATE 15/07/2022
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: 4.10% Semi-Annually (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2477219245
NEXT POTENTIAL MATURITY DATE 17/07/2023

EXPAND CLOSE
Société Générale Issuer Callable Growth Participation Jul 2022 USD
ISIN: XS2476389460
STRIKE DATE: 14/07/2022
INDICATIVE PRICE: 127.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 127.36% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,790.38007353.73

STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 500% times growth above initial level Callable Observations: Quarterly (First Observation at 12 months) Callable Coupon Rate: USD: 1.90% Quarterly (7.60% p.a.) Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476389460
NEXT POTENTIAL MATURITY DATE 13/01/2027

EXPAND CLOSE
Société Générale Issuer Callable Growth Participation July 2022 GBP
ISIN: XS2476392761
STRIKE DATE: 14/07/2022
INDICATIVE PRICE: 127.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE 127.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,039.810010782.66

STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 500% times growth above initial level Callable Observations: Quarterly (First Observation at 12 months) Callable Coupon Rate: GBP: 1.95% Quarterly (7.80% p.a.) Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476392761
NEXT POTENTIAL MATURITY DATE 14/01/2027

EXPAND CLOSE
Société Générale Issuer Callable Growth Participation July 2022 EUR
ISIN: XS2476392845
STRIKE DATE: 14/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,396.61006231.54

STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 500% times growth above initial level Callable Observations: Quarterly (First Observation at 12 months) Callable Coupon Rate: EUR: 1.55% Quarterly (6.20% p.a.) Capital Protection Barrier: 60% Capital Protected
P.A. RETURN 6.2% p.a.
ISIN XS2476392845
NEXT POTENTIAL MATURITY DATE 14/10/2025

EXPAND CLOSE
BNP Paribas US Large Cap Memory Income Autocall Jun 2022 USD
ISIN: XS2380270392
STRIKE DATE: 14/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices86.9900404.4
Carnival Corp9.520029.59
Meta Platform Inc163.7300605.08
Tesla Motors220.89

STRIKE DATE 14/06/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 7.40% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 29.60% p.a.
ISIN XS2380270392
NEXT POTENTIAL MATURITY DATE 14/06/2023

EXPAND CLOSE
BBVA Global Banks Defensive Autocall Jul 2022 GBP
ISIN: XS2378619063
STRIKE DATE: 12/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.032038.73
Societe Generale20.355064.52
Barclays152.1400424
Bank of New York Mellon41.7700147.49

STRIKE DATE 12/07/2022
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 XS2378619063
NEXT POTENTIAL MATURITY DATE 13/01/2023

EXPAND CLOSE
BBVA Global Banks Defensive Autocall Jul 2022 USD
ISIN: XS2378619147
STRIKE DATE: 12/07/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.032038.73
Societe Generale20.355064.52
Barclays152.1400424
Bank of New York Mellon41.7700147.49

STRIKE DATE 12/07/2022
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 XS2378619147
NEXT POTENTIAL MATURITY DATE 13/01/2023

EXPAND CLOSE
UniCredit AG Triple Index Memory Income Autocall Jun 2022 USD
ISIN: DE000HB6AZP1
STRIKE DATE: 06/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,838.42006231.54
Nasdaq 10012,599.630026629.81
Nikkei 22527,915.890061077.9

STRIKE DATE 06/06/2022
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= 4.25% Semi Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN DE000HB6AZP1
NEXT POTENTIAL MATURITY DATE 06/09/2023

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall May 2022 USD
ISIN: XS2466943383
STRIKE DATE: 31/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,607.660010782.66
S&P 5004,132.15007353.73
Eurostoxx 503,789.21006231.54

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: USD= 7.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466943383
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
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 1007,607.660010782.66
S&P 5004,132.15007353.73
Eurostoxx 503,789.21006231.54

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 503,454.86006231.54
Nasdaq 10011,503.720026629.81
Nikkei 22526,393.040061077.9

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 503,454.86006231.54
Nasdaq 10011,503.720026629.81
Nikkei 22526,393.040061077.9

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 503,808.86006231.54
Nasdaq 10012,681.420026629.81
Nikkei 22526,781.680061077.9

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 503,808.86006231.54
Nasdaq 10012,681.420026629.81
Nikkei 22526,781.680061077.9

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.com107.4000260.21
Etsy Inc74.040091.53
Paypal71.820058.96
Wayfair Inc50.3200113.38

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.com107.4000260.21
Etsy Inc74.040091.53
Paypal71.820058.96
Wayfair Inc50.3200113.38

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 503,708.39006231.54
CAC 406,358.74008205.37
FTSE 1007,513.440010782.66

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 1007,418.150010782.66
Eurostoxx 503,703.42006231.54
HSI19,898.770024796.98
S&P 5004,023.89007353.73

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 2007,145.64409065.067
    CAC 406,285.24008205.37
    FTSE MIB24,095.000050505.87
    FTSE 1007,389.980010782.66

    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