INTERNATIONAL PRODUCTS
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 54.27% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 34.81 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.20% Semi-Annually (8.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2365548481
NEXT POTENTIAL MATURITY DATE 19/08/2026
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 53.35% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 34.81 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
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 (6.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2365549372
NEXT POTENTIAL MATURITY DATE 19/08/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,511.0300 | 9188.494 |
| FTSE MIB | 26,224.7900 | 53693.27 |
| IBEX 35 | 8,865.7000 | 20168.6 |
| MSCI Taiwan | 662.0800 | 2076.8 |
STRIKE DATE 17/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.00% Semi-Annually (16.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2318400954
NEXT POTENTIAL MATURITY DATE 19/02/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,588.1860 | 9188.494 |
| IBEX 35 | 8,979.4000 | 20168.6 |
| Nasdaq 100 | 15,088.9800 | 30084.5 |
| MSCI Taiwan | 678.6600 | 2076.8 |
STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: USD = 3.75% Semi-Annually (7.50% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2318378333
NEXT POTENTIAL MATURITY DATE 15/02/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,588.1860 | 9188.494 |
| IBEX 35 | 8,979.4000 | 20168.6 |
| Nasdaq 100 | 15,088.9800 | 30084.5 |
| MSCI Taiwan | 678.6600 | 2076.8 |
STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: GBP = 3.00% Semi-Annually (6.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2318513210
NEXT POTENTIAL MATURITY DATE 15/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 179.4809 | 72.94 |
| General Motor Co | 54.6200 | 86.39 |
| Tesla Motors | 240.75 | |
| Mercedes-Benz Group AG | 62.98182573 | 45.44 |
STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 3.50% Quarterly (14.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2288692101
NEXT POTENTIAL MATURITY DATE 12/08/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 132.13% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,344.5400 | 25396.51 |
| CAC 40 | 6,529.4200 | 8650.56 |
| S&P 500 | 4,369.5500 | 7798.99 |
| FTSE MIB | 25,051.8200 | 53693.27 |
STRIKE DATE 09/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Maximum Term: 6 years
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level then 70% at final observation
Coupon Rate: 3.92% Semi Annually (7.84% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CCA0
NEXT POTENTIAL MATURITY DATE 11/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.33% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,078.5300 | 6545.47 |
| FTSE 100 | 7,151.0200 | 10772.67 |
| HSI | 27,960.6200 | 25396.51 |
| S&P 500 | 4,358.1300 | 7798.99 |
STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277243072
NEXT POTENTIAL MATURITY DATE 07/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,120.4300 | 10772.67 |
| CAC 40 | 6,781.1900 | 8650.56 |
| Dow Jones Industrial Average | 35,064.2500 | 53839.99 |
| HSI | 26,204.6900 | 25396.51 |
STRIKE DATE 05/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.65% Semi-Annually (7.30% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2288685311
NEXT POTENTIAL MATURITY DATE 05/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,120.4300 | 10772.67 |
| CAC 40 | 6,781.1900 | 8650.56 |
| Dow Jones Industrial Average | 35,064.2500 | 53839.99 |
| HSI | 26,204.6900 | 25396.51 |
STRIKE DATE 05/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 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 XS2288685402
NEXT POTENTIAL MATURITY DATE 05/02/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.51% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,310.4200 | 25396.51 |
| CAC 40 | 6,552.8600 | 8650.56 |
| S&P 500 | 4,352.3400 | 7798.99 |
| FTSE MIB | 25,282.4100 | 53693.27 |
STRIKE DATE 02/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.20% Semi Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BTL3
NEXT POTENTIAL MATURITY DATE 04/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 6,062.0000 | 7166 |
| BHP Group PLC | 2,160.0000 | 3266 |
| Barrick Gold Corp | 20.8900 | |
| Glencore | 315.2000 | 560.9 |
STRIKE DATE 25/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Maximum Term: 6 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: 8.25% Quarterly (33.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190707641
NEXT POTENTIAL MATURITY DATE 25/03/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.91% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 25396.51 |
| CAC 40 | 6,507.8300 | 8650.56 |
| Nasdaq 100 | 14,554.8000 | 30084.5 |
| FTSE MIB | 25,102.0400 | 53693.27 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: usd = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.17% (as at 14/08/2026 08:49 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 25396.51 |
| CAC 40 | 6,507.8300 | 8650.56 |
| Nasdaq 100 | 14,554.8000 | 30084.5 |
| FTSE MIB | 25,102.0400 | 53693.27 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Hilton Worldwide Holdings Inc | 120.6200 | 320.82 |
| Airbnb Inc | 153.1400 | 185.13 |
| Expedia | 163.7100 | 328.31 |
| Norwegian Cruise Line Holdings Ltd | 29.4100 | 19.55 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall
Maximum Term: 4 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter
Coupon Rate: 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.1800 | 104.56 |
| Advanced Micro Devices | 91.0300 | 483.01 |
| 367.8100 | 594.97 | |
| Tesla Motors | 214.93 |
STRIKE DATE 27/07/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025
COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,811.1500 | 7798.99 |
| Russell 2000 | 2,201.0510 | 3052.847 |
| Nasdaq 100 | 12,909.4400 | 30084.5 |
| S&P/TSX 60 | 1,073.4190 | 2168.34 |
STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi annually
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,348.1230 | 9188.494 |
| IBEX 35 | 8,506.2000 | 20168.6 |
| Nasdaq 100 | 14,681.3800 | 30084.5 |
| MSCI Taiwan | 698.0200 | 2076.8 |
STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: GBP = 3.05% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,348.1230 | 9188.494 |
| IBEX 35 | 8,506.2000 | 20168.6 |
| Nasdaq 100 | 14,681.3800 | 30084.5 |
| MSCI Taiwan | 698.0200 | 2076.8 |
STRIKE DATE 16/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: USD = 4.00% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.1570 | 39.86 |
| Barclays | 172.9400 | 519 |
| Wells Fargo & Co | 43.2800 | 88.11 |
STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.875% Quarterly (7.50% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024