INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 80-70 Memory Income Autocall May 2021 USD
ISIN: XS2319872748
STRIKE DATE: 19/05/2021
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 2006,931.66209065.067
FTSE 1006,950.200010782.66
SMI11,045.200014967.73
Nasdaq 10013,237.910026629.81

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.3125% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.25
ISIN XS2319872748
NEXT POTENTIAL MATURITY DATE 19/05/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 GBP
ISIN: XS2275903941
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.4989.33
Hyundai Motor Co238,500293500
Toyota Motor Corp1,972.20003533
Volkswagen AG200.733071.92

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275903941
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 USD
ISIN: XS2275904089
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.490089.33
Hyundai Motor Co238,500293500
Toyota Motor Corp1,972.20003533
Volkswagen AG200.733071.92

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.00% Quarterly (24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275904089
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
UniCredit Triple Index Memory Income Autocall May 2021 USD
ISIN: DE000HV4MBN3
STRIKE DATE: 07/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10013,719.6326629.81
HSCEI10,699.008369.08
FTSE MIB24,612.0450505.87

STRIKE DATE 07/05/2021
RETURN & BARRIERS
1.625% Memory Quarterly Coupon if above 80%, 95% Autocall Trigger from 12 Months, 60% European Barrier.
P.A. RETURN 6.50%
ISIN DE000HV4MBN3
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 GBP
ISIN: XS2331024070
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 25.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 25.46% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390024.74

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.40% Quarterly (5.60% 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 XS2331024070
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 USD
ISIN: XS2331037643
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 28.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 28.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390024.74

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.75% Quarterly (7.00% 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 XS2331037643
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall Jun 2021 GBP
ISIN: XS2272079224
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497771.92
General Motor Co63.370089.33
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479342.91

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 3.50% Quarterly (14% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079224
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2272079497
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497771.92
General Motor Co63.370089.33
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479342.91

STRIKE DATE 04/06/2021
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% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079497
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 GBP
ISIN: XS2272075073
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 96.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.24% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010782.66
CAC 406,507.92008205.37
Dow Jones Industrial Average34,577.040051523.06
HSI28,966.030024796.98

STRIKE DATE 03/06/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075073
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 USD
ISIN: XS2272075156
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 96.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.98% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010782.66
CAC 406,507.92008205.37
Dow Jones Industrial Average34,577.040051523.06
HSI28,966.030024796.98

STRIKE DATE 03/06/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075156
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April 2021 USD
ISIN: XS2319843301
STRIKE DATE: 29/04/2021
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 2007,082.28009065.067
CAC 406,302.57008205.37
MSCI Taiwan701.03001864.45

STRIKE DATE 29/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2319843301
NEXT POTENTIAL MATURITY DATE 29/04/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April 2021 GBP
ISIN: XS2319843210
STRIKE DATE: 29/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,082.28009065.067
CAC 406,302.57008205.37
MSCI Taiwan701.03001864.45

STRIKE DATE 29/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2319843210
NEXT POTENTIAL MATURITY DATE 29/04/2024

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall April 2021 GBP
ISIN: XS2319629643
STRIKE DATE: 28/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,064.66709065.067
FTSE 1006,963.670010782.66
SMI11,103.460014967.73
Eurostoxx 504,015.03006231.54

STRIKE DATE 28/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 3.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2319629643
NEXT POTENTIAL MATURITY DATE 28/04/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall – USD Issue 2
ISIN: XS2252323931
STRIKE DATE: 18/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.890089.33
Hyundai Motor Co231,000.0000293500
Toyota Motor Corp1,763.80003533
Volkswagen AG184.729471.92

STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.514% p.a.
ISIN XS2252323931
NEXT POTENTIAL MATURITY DATE 19/05/2026

EXPAND CLOSE
Société Générale 95% Capital Protected Growth Note May 2021 USD
ISIN: XS2278271221
STRIKE DATE: 21/05/2021
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Solactive New World Trend Index AR 5%177.1300233.44

STRIKE DATE 21/05/2021
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 215% Strike Level: 95% of the closing level on the Strike Date Capital Risk: Max 5% capital at risk Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2278271221
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 GBP
ISIN: XS2318495483
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,019.56309065.067
Nikkei 22528,098.250061077.9
S&P 5004,159.12007353.73
Eurostoxx 503,999.91006231.54

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318495483
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 USD
ISIN: XS2319597931
STRIKE DATE: 20/05/2021
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 2007,019.56309065.067
Nikkei 22528,098.250061077.9
S&P 5004,159.12007353.73
Eurostoxx 503,999.91006231.54

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2319597931
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall May 2021 EUR
ISIN: XS2318495137
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,019.56309065.067
Nikkei 22528,098.250061077.9
S&P 5004,159.12007353.73
Eurostoxx 503,999.91006231.54

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.50% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2318495137
NEXT POTENTIAL MATURITY DATE 22/05/2023

EXPAND CLOSE
Goldman Sachs Developed Markets Classic Autocall April 2021 GBP
ISIN: XS2319632514
STRIKE DATE: 22/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,938.240010782.66
S&P/ASX 2007,055.44909065.067
S&P/TSX 601,132.46902118.223
Eurostoxx 504,014.80006231.54

STRIKE DATE 22/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2319632514
NEXT POTENTIAL MATURITY DATE 24/04/2023

EXPAND CLOSE
Barclays European Banks 50-50 Memory Income Autocall USD May 2021
ISIN: XS2271082666
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.318010.824
HSBC445.95001307.4
Lloyds48.220096.94
ING Groep NV10.922029.225

STRIKE DATE 20/05/2021
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 = 2.00% Quarterly (8.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2271082666
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE