INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 85-65 Memory Income Autocall Apr 2022 GBP
ISIN: XS2366932791
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,425.610010782.66
Eurostoxx 503,734.64006231.54
Nikkei 22526,386.630061077.9
S&P 5004,183.96007353.73

STRIKE DATE 28/04/2022
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 = 3.125% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS2366932791
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Apr 2022 USD
ISIN: XS2366932874
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,509.190010782.66
Eurostoxx 503,777.02006231.54
Nikkei 22526,847.900061077.9
S&P 5004,287.50007353.73

STRIKE DATE 28/04/2022
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 = 3.650% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.3% p.a.
ISIN XS2366932874
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
Marex Pharma Classic Autocall Mar 2022 GBP
ISIN: XS2329170083
STRIKE DATE: 28/03/2022
INDICATIVE PRICE: 139.02%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 139.02% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Merck & Co Inc81.2100146.94
Amgen Inc240.4700460.28
Medtronic PLC109.9300104.84

STRIKE DATE 28/03/2022
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 = 8.76% Semi Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2329170083
NEXT POTENTIAL MATURITY DATE 29/03/2027

EXPAND CLOSE
BNP European Banks Defensive Autocall March 2022 GBP
ISIN: XS2358529423
STRIKE DATE: 21/03/2022
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA9.668077.18
Commerzbank AG7.058038.73
Lloyds48.630096.94
Societe Generale24.480064.52

STRIKE DATE 21/03/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2358529423
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
BIL Dual Index Memory Income Mar 2022 USD
ISIN: CH1156469681
STRIKE DATE: 18/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BIL
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 406,620.24008205.37
S&P 5004,463.12007353.73

STRIKE DATE 18/03/2022
RETURN & BARRIERS
Maximum Term: 3 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 = 4.70% Semi- Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN CH1156469681
NEXT POTENTIAL MATURITY DATE 18/03/2024

    EXPAND CLOSE
    Barclays 50-50 Memory Income Autocall March 2022 USD
    ISIN: XS2354961273
    STRIKE DATE: 15/03/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Adobe Inc421.6600246.44
    Meta Platform Inc192.0300605.08
    Upstart Holdings Inc97.480022.14

    STRIKE DATE 15/03/2022
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 25.00% p.a.
    ISIN XS2354961273
    NEXT POTENTIAL MATURITY DATE 17/03/2025

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 GBP
      ISIN: XS2425012767
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006231.54
      Nasdaq 10014,217.290026629.81
      Nikkei 22526,843.490061077.9

      STRIKE DATE 13/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: GBP = 4.69% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 9.38% p.a.
      ISIN XS2425012767
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 USD
      ISIN: XS2425011520
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006231.54
      Nasdaq 10014,217.290026629.81
      Nikkei 22526,843.490061077.9

      STRIKE DATE 13/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: USD = 5.39% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.78% p.a.
      ISIN XS2425011520
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 GBP
      ISIN: XS2349100359
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230050505.87
      CAC 406,624.91008205.37
      Nikkei 22527,217.850061077.9
      HSI20,944.670024796.98

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.00%
      ISIN XS2349100359
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 USD
      ISIN: XS2349100433
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230050505.87
      CAC 406,624.91008205.37
      Nikkei 22527,217.850061077.9
      HSI20,944.670024796.98

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50%
      ISIN XS2349100433
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE
      MedioBanca Dual Index Classic Autocall Mar 2022 GBP
      ISIN: XS2459463688
      STRIKE DATE: 11/03/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY MedioBanca
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,155.640010782.66
      SMI11,495.690014967.73

      STRIKE DATE 11/03/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi- Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 5.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN 11.00% p.a.
      ISIN XS2459463688
      NEXT POTENTIAL MATURITY DATE 11/03/2024

        EXPAND CLOSE
        BBVA Global Banks Memory Income Autocall Mar 2022 USD
        ISIN: XS2349076203
        STRIKE DATE: 11/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Banco Santander2.864010.824
        Commerzbank AG6.245038.73
        Intesa Sanpaolo1.91946.265
        Goldman Sachs327.0000868.95

        STRIKE DATE 11/03/2022
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.00% p.a.
        ISIN XS2349076203
        NEXT POTENTIAL MATURITY DATE 12/06/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 EUR
        ISIN: XS2358221138
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006231.54
        FTSE 1007,099.090010782.66
        Nikkei 22525,162.780061077.9
        S&P 5004,259.52007353.73

        STRIKE DATE 10/03/2022
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall with One Star Effect Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.60% Quarterly (9.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
        P.A. RETURN 9.20% p.a.
        ISIN XS2358221138
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 USD
        ISIN: XS2358218423
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006231.54
        FTSE 1007,099.090010782.66
        Nikkei 22525,162.780061077.9
        S&P 5004,259.52007353.73

        STRIKE DATE 10/03/2022
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall with One Star Effect Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.92% Quarterly (11.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
        P.A. RETURN 11.84% p.a.
        ISIN XS2358218423
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 GBP
        ISIN: XS2358220916
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006231.54
        FTSE 1007,099.090010782.66
        Nikkei 22525,162.780061077.9
        S&P 5004,259.52007353.73

        STRIKE DATE 10/03/2022
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall with One Star Effect Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.37% Semi Annually (10.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
        P.A. RETURN 10.74% p.a.
        ISIN XS2358220916
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        SocGen Triple Index Classic Autocall Mar 2022 GBP
        ISIN: XS2436329192
        STRIKE DATE: 08/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1006,964.110010782.66
        S&P 5004,170.70007353.73
        S&P/ASX 2006,980.32909065.067

        STRIKE DATE 08/03/2022
        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 = 7.05% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
        P.A. RETURN 7.05% p.a.
        ISIN XS2436329192
        NEXT POTENTIAL MATURITY DATE 08/09/2023

          EXPAND CLOSE
          Goldman Sachs 70-60 Low Hurdle Autocall Mar 2022 GBP
          ISIN: XS2444550854
          STRIKE DATE: 08/03/2022
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Euro Stoxx Banks79.6300290.24
          FTSE 1006,964.110010782.66
          Nikkei 22524,790.950061077.9
          S&P/ASX 2006,980.32909065.067

          STRIKE DATE 08/03/2022
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% Coupon Rate: GBP = 4.80% Semi-Annually Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.60% p.a.
          ISIN XS2444550854
          NEXT POTENTIAL MATURITY DATE 08/03/2024

          EXPAND CLOSE
          BNP FTSE Classic Autocall Mar 2022 GBP
          ISIN: XS2355965984
          STRIKE DATE: 02/03/2022
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1007,429.560010782.66

          STRIKE DATE 02/03/2022
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.35% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.35% p.a.
          ISIN XS2355965984
          NEXT POTENTIAL MATURITY DATE 04/03/2024

            EXPAND CLOSE
            BNP Eurostoxx Classic Autocall Mar 2022 USD
            ISIN: XS2355965638
            STRIKE DATE: 02/03/2022
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 506231.54

            STRIKE DATE 02/03/2022
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.80% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 8.80% p.a.
            ISIN XS2355965638
            NEXT POTENTIAL MATURITY DATE 04/03/2024

              EXPAND CLOSE
              BNP Eurostoxx Classic Autocall Mar 2022 GBP
              ISIN: XS2355965398
              STRIKE DATE: 02/03/2022
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY BNP Paribas
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 503,820.59006231.54

              STRIKE DATE 02/03/2022
              RETURN & BARRIERS
              Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.11% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 8.11% p.a.
              ISIN XS2355965398
              NEXT POTENTIAL MATURITY DATE 04/03/2024

                EXPAND CLOSE