INVESTMENTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/01/2025
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2912654303
NEXT POTENTIAL MATURITY DATE 23/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Marex Group
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/12/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2851775531
NEXT POTENTIAL MATURITY DATE 13/06/2025

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 13/12/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.35% p.a.
ISIN XS2912590739
NEXT POTENTIAL MATURITY DATE 15/12/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/12/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2892519526
NEXT POTENTIAL MATURITY DATE 12/12/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/12/2024
RETURN & BARRIERS
Maximum Term: 6 years 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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2892519799
NEXT POTENTIAL MATURITY DATE 12/12/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/12/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
P.A. RETURN
ISIN XS2688622856
NEXT POTENTIAL MATURITY DATE 13/12/2027

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/12/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 108% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2902286462
NEXT POTENTIAL MATURITY DATE 06/12/2029

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/01/2025
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a.
ISIN XS2903145188
NEXT POTENTIAL MATURITY DATE 13/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/01/2025
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: 4.85% Semi-Annual (9.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.70% p.a.
ISIN XS2903145006
NEXT POTENTIAL MATURITY DATE 13/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 10/01/2025
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: EUR: 3.00% Semi-Annual (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2903144967
NEXT POTENTIAL MATURITY DATE 13/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/01/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2903143647
NEXT POTENTIAL MATURITY DATE 07/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/01/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS2903143563
NEXT POTENTIAL MATURITY DATE 07/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/11/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 30 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 12.45% Quarterly (24.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2926197232
NEXT POTENTIAL MATURITY DATE 27/05/2027

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 200% Uncapped Participation (No Maximum Return at Maturity) on the Rainbow Basket (70% of best performing underlying, 30% of the worst) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2883786225
NEXT POTENTIAL MATURITY DATE 01/11/2029

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 140% Capped Participation in the averaged in and out basket at Maturity, Capped at 40% Growth = Max Return: 56.00% at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2769566048
NEXT POTENTIAL MATURITY DATE 30/10/2029

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/10/2024
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-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2877655253
NEXT POTENTIAL MATURITY DATE 09/10/2025

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 17.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000340568
NEXT POTENTIAL MATURITY DATE 12/10/2027

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 17/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 118% Uncapped Participation on the performance of the SPX. Return is multiplied by the difference in the USDZAR Exchange Rate Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000339586
NEXT POTENTIAL MATURITY DATE 17/09/2029

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 20/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000339743
NEXT POTENTIAL MATURITY DATE 20/09/2029

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/11/2024
RETURN & BARRIERS
Maximum Term: 6 years 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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN DE000UG0FD00
NEXT POTENTIAL MATURITY DATE 24/11/2025