INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas Triple Index Classic Autocall Mar 2024 EUR
ISIN: XS2712394753
STRIKE DATE: 08/03/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,961.11006009.95
HSI16,353.390024407.96
S&P 5005,123.69007266.99

STRIKE DATE 08/03/2024
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: EUR: 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 XS2712394753
NEXT POTENTIAL MATURITY DATE 10/03/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2024 USD
ISIN: XS2696235865
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.020010254.81
Eurostoxx 504,885.74006009.95
Nikkei 22539,239.520064179.27
S&P 5005,078.18007266.99

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2696235865
NEXT POTENTIAL MATURITY DATE 27/08/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD
ISIN: DE000HD1SA50
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,630.570010254.81
S&P 5004,845.65007266.99
Nikkei 22536,286.710064179.27
Eurostoxx 504,648.40006009.95

STRIKE DATE 31/01/2024
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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HD1SA50
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jan 2024 GBP
ISIN: DE000HD1SA68
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,630.570010254.81
S&P 5004,845.65007266.99
Nikkei 22536,286.710064179.27
Eurostoxx 504,648.40006009.95

STRIKE DATE 31/01/2024
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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN DE000HD1SA68
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall GBP Jan 2024
ISIN: XS2691681535
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB30,744.240050029.17
Nikkei 22536,286.710064179.27
Nasdaq 10017,137.240028508.03
Eurostoxx 504,648.40006009.95

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2691681535
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
BNP Global Growth Note Jan 2024 USD
ISIN: XS2703288816
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,648.40006009.95
Nikkei 22536,286.710064179.27
S&P 5004,845.65007266.99

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2703288816
NEXT POTENTIAL MATURITY DATE 31/01/2029

    EXPAND CLOSE
    BNP Paribas Capital Protected Income & Growth Feb 2024 USD
    ISIN: XS2705282106
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010254.81
    Eurostoxx 504,885.74006009.95
    S&P 5005,078.18007266.99
    Nikkei 22539,239.520064179.27

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2705282106
    NEXT POTENTIAL MATURITY DATE 08/03/2027

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Jan 2024 USD
    ISIN: XS2663312408
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,564.11006009.95
    FTSE 1007,527.670010254.81
    Nikkei 22536,226.480064179.27
    S&P 5004,868.55007266.99

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2663312408
    NEXT POTENTIAL MATURITY DATE 24/01/2027

      EXPAND CLOSE
      Citi European Banks 1 Year Fixed Income Jan 2024 GBP
      ISIN: XS2742620524
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG10.790036.22
      UniCredit SpA26.995070.65
      BBVA8.226019.24

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 8.27% p.a.
      ISIN XS2742620524
      NEXT POTENTIAL MATURITY DATE 24/01/2025

        EXPAND CLOSE
        UniCredit 3 Year HSCEI Recovery Note USD Jan 2024
        ISIN: DE000HD1YLK1
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        HSCEI12,382.08008318.73

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
        P.A. RETURN
        ISIN DE000HD1YLK1
        NEXT POTENTIAL MATURITY DATE 22/01/2027

          EXPAND CLOSE
          Morgan Stanley 85-60 Memory Income Autocall Jan 2024 GBP
          ISIN: XS2722730491
          STRIKE DATE: 24/01/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,564.11006009.95
          Nikkei 22536,226.480064179.27
          S&P 5004,868.55007266.99

          STRIKE DATE 24/01/2024
          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= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.24% p.a.
          ISIN XS2722730491
          NEXT POTENTIAL MATURITY DATE 24/01/2025

            EXPAND CLOSE
            UniCredit 85-60 Memory Income Autocall Jan 2024 GBP
            ISIN: DE000HD1WF67
            STRIKE DATE: 24/01/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY UniCredit
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1007,527.670010254.81
            Eurostoxx 504,564.11006009.95
            Nikkei 22536,226.480064179.27
            S&P 5004,868.55007266.99

            STRIKE DATE 24/01/2024
            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= 3.47% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 6.94% p.a.
            ISIN DE000HD1WF67
            NEXT POTENTIAL MATURITY DATE 24/01/2025

              EXPAND CLOSE
              Barclays Major Markets Fixed Income Jan 2024 USD
              ISIN: XS2694376422
              STRIKE DATE: 24/01/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Barclays
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,564.11006009.95
              S&P 5004,868.55007266.99
              Nikkei 22536,226.480064179.27

              STRIKE DATE 24/01/2024
              RETURN & BARRIERS
              Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
              P.A. RETURN
              ISIN XS2694376422
              NEXT POTENTIAL MATURITY DATE 25/01/2027

                EXPAND CLOSE
                Goldman Sachs Dual Index Capital Protected Accelerator Jan 2024 USD
                ISIN: XS2688781140
                STRIKE DATE: 24/01/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY Goldman Sachs
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI11,196.820013463.33
                Eurostoxx 504,564.11006009.95

                STRIKE DATE 24/01/2024
                RETURN & BARRIERS
                Maximum Term: 3 years Investment Structure: Participation Participation Rate: USD: 200% participation in the Equally Weighted Basket (Capped at 15% Growth: Max Return: 30%) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
                P.A. RETURN
                ISIN XS2688781140
                NEXT POTENTIAL MATURITY DATE 25/01/2027

                  EXPAND CLOSE
                  Natixis 3 Year Triple Index Fixed Income feb 2024 USD
                  ISIN: XS2662069504
                  STRIKE DATE: 20/02/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY Natixis
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,760.28006009.95
                  S&P 5004,975.51007266.99
                  Nikkei 22538,363.610064179.27

                  STRIKE DATE 20/02/2024
                  RETURN & BARRIERS
                  Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                  P.A. RETURN
                  ISIN XS2662069504
                  NEXT POTENTIAL MATURITY DATE 22/02/2027

                  EXPAND CLOSE
                  Natixis 3 Year Triple Index Fixed Income feb 2024 GBP
                  ISIN: XS2662069686
                  STRIKE DATE: 20/02/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY Natixis
                  TYPE Note
                  CURRENCY GBP
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,760.28006009.95
                  S&P 5004,975.51007266.99
                  Nikkei 22538,363.610064179.27

                  STRIKE DATE 20/02/2024
                  RETURN & BARRIERS
                  Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                  P.A. RETURN
                  ISIN XS2662069686
                  NEXT POTENTIAL MATURITY DATE 22/02/2027

                  EXPAND CLOSE
                  BBVA US Tech Low Hurdle Autocall Feb 2024 GBP
                  ISIN: XS2695914981
                  STRIKE DATE: 16/02/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY GBP
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Alphabet-C141.7600353.32
                  Amazon.com169.5100238
                  Meta Platform Inc473.3200570.98
                  Tesla Motors199.9500

                  STRIKE DATE 16/02/2024
                  RETURN & BARRIERS
                  Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                  P.A. RETURN 15.64% p.a.
                  ISIN XS2695914981
                  NEXT POTENTIAL MATURITY DATE 16/08/2024

                  EXPAND CLOSE
                  BBVA US Tech Low Hurdle Autocall Feb 2024 USD
                  ISIN: XS2695914718
                  STRIKE DATE: 16/02/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Alphabet-C141.7600353.32
                  Amazon.com169.5100238
                  Meta Platform Inc473.3200570.98
                  Tesla Motors199.9500

                  STRIKE DATE 16/02/2024
                  RETURN & BARRIERS
                  Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 4.62% Quarterly (18.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                  P.A. RETURN 18.48% p.a.
                  ISIN XS2695914718
                  NEXT POTENTIAL MATURITY DATE 16/08/2024

                  EXPAND CLOSE
                  Goldman Sachs 7 Year Fixed Rate Note Jan 2024 ZAR
                  ISIN: ZAE000330999
                  STRIKE DATE: 17/01/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: CONTACT

                  COUNTERPARTY Goldman Sachs
                  TYPE Note
                  CURRENCY ZAR
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,403.08006009.95

                  STRIKE DATE 17/01/2024
                  RETURN & BARRIERS
                  Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 191.75% Fixed Rate at Maturity if Underlying > Strike Level, 191.70% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
                  P.A. RETURN
                  ISIN ZAE000330999
                  NEXT POTENTIAL MATURITY DATE 03/01/2031

                    EXPAND CLOSE
                    Citi European Banks 1 Year Fixed Income January 2024 EUR
                    ISIN: XS2725158674
                    STRIKE DATE: 19/01/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Previous
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Citi
                    TYPE Note
                    CURRENCY EUR
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Commerzbank AG11.065036.22
                    UniCredit SpA26.440070.65
                    BBVA7.996019.24

                    STRIKE DATE 19/01/2024
                    RETURN & BARRIERS
                    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                    P.A. RETURN 7.25% p.a.
                    ISIN XS2725158674
                    NEXT POTENTIAL MATURITY DATE 20/01/2025

                    EXPAND CLOSE