INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Memory Income Autocall Jan 2024 GBP
ISIN: XS2676635134
STRIKE DATE: 19/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB30,283.610050029.17
HSCEI5,127.24008318.73
TOPIX2,510.03003847.6
KOSPI 200332.99001227.12

STRIKE DATE 19/01/2024
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: GBP: 4.02% Semi-Annual (8.04% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.04% p.a.
ISIN XS2676635134
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Jan 2024 GBP
ISIN: XS2676635050
STRIKE DATE: 19/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,421.2370
Eurostoxx 504,448.83006009.95
Nikkei 22535,963.270064179.27
Nasdaq 10017,314.000028508.03

STRIKE DATE 19/01/2024
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: GBP: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.62% p.a.
ISIN XS2676635050
NEXT POTENTIAL MATURITY DATE 20/01/2025

EXPAND CLOSE
Goldman Sachs Semi-Annual Classic Autocall Nov 2023 ZAR
ISIN: ZAE000329553
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010254.81
Nikkei 22533,408.390064179.27
S&P 5004,554.89007266.99
Eurostoxx 504,348.02006009.95

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 6.875% Semi-Annually (13.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN ZAE000329553
NEXT POTENTIAL MATURITY DATE 23/11/2026

    EXPAND CLOSE
    UBS Triple Index Switch To Autocall Nov 2023 USD
    ISIN: XS2710834594
    STRIKE DATE: 30/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,567.80007266.99
    Eurostoxx 504,382.47006009.95
    Nikkei 22533,486.890064179.27

    STRIKE DATE 30/11/2023
    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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
    P.A. RETURN
    ISIN XS2710834594
    NEXT POTENTIAL MATURITY DATE 30/11/2026

      EXPAND CLOSE
      BNP Paribas Issuer Callable Growth Participation Dec 2023
      ISIN: XS2664101230
      STRIKE DATE: 15/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP
      TYPE Note
      CURRENCY JPY
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,549.44006009.95

      STRIKE DATE 15/12/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon JPY: 5.00% p.a. if called by Issuer (from 12 months) Participation Rate: JPY: 150% participation in the Index at maturity Capital Risk: Not Capital protected Barrier: 65% European
      P.A. RETURN
      ISIN XS2664101230
      NEXT POTENTIAL MATURITY DATE 15/12/2026

      EXPAND CLOSE
      Barclays 60-60 Memory Income Autocall Dec 2023 EUR
      ISIN: XS2674279687
      STRIKE DATE: 15/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,576.360010254.81
      S&P 5004,719.19007266.99
      Nikkei 22532,970.550064179.27

      STRIKE DATE 15/12/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 5.80% p.a.
      ISIN XS2674279687
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income Dec 2023 EUR
      ISIN: XS2674279760
      STRIKE DATE: 15/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,576.360010254.81
      S&P 5004,719.19007266.99
      Eurostoxx 504,549.44006009.95

      STRIKE DATE 15/12/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2674279760
      NEXT POTENTIAL MATURITY DATE 14/12/2026

      EXPAND CLOSE
      MS Triple Index Capital Protected Autocall December 2023 USD
      ISIN: XS2722303315
      STRIKE DATE: 14/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,377.8560
      FTSE 1007,648.980010254.81
      S&P 5004,719.55007266.99

      STRIKE DATE 14/12/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.25% Semi-Annually (8.50% p.a.)
      P.A. RETURN
      ISIN XS2722303315
      NEXT POTENTIAL MATURITY DATE 14/12/2026

      EXPAND CLOSE
      UniCredit Diversified Markets Memory Income Autocall Dec 2023 GBP
      ISIN: DE000HD0Z6S3
      STRIKE DATE: 14/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,648.980010254.81
      S&P 5004,719.55007266.99
      Nikkei 22532,686.250064179.27
      Eurostoxx 504,539.16006009.95

      STRIKE DATE 14/12/2023
      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: 1.75% 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 DE000HD0Z6S3
      NEXT POTENTIAL MATURITY DATE 15/12/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Dec 2023 GBP
      ISIN: XS2662791164
      STRIKE DATE: 14/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,377.8560
      Eurostoxx 504,539.16006009.95
      Nikkei 22532,686.250064179.27
      S&P 5004,719.55007266.99

      STRIKE DATE 14/12/2023
      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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.50% p.a.
      ISIN XS2662791164
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      UniCredit Diversified Markets Memory Income Autocall Dec 2023
      ISIN: DE000HD0Z6T1
      STRIKE DATE: 14/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Unicredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,648.980010254.81
      S&P 5004,719.55007266.99
      Nikkei 22532,686.250064179.27
      Eurostoxx 504,539.16006009.95

      STRIKE DATE 14/12/2023
      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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.40% p.a.
      ISIN DE000HD0Z6T1
      NEXT POTENTIAL MATURITY DATE 15/12/2025

      EXPAND CLOSE
      Barclays European Banks 1Y Fixed Income September 2023 GBP
      ISIN: XS2581045791
      STRIKE DATE: 08/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG36.22
      UniCredit SpA70.65
      Credit Agricole SA16.315

      STRIKE DATE 08/09/2023
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 9.12% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 9.12% p.a.
      ISIN XS2581045791
      NEXT POTENTIAL MATURITY DATE 09/09/2024

      EXPAND CLOSE
      BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 GBP
      ISIN: XS2676596567
      STRIKE DATE: 30/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,666.310010254.81
      Eurostoxx 504,662.70006009.95
      Nikkei 22536,065.860064179.27
      S&P 5004,924.97007266.99

      STRIKE DATE 30/01/2024
      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: GBP: 5.20% Semi-Annually (10.40% p.a.)
      P.A. RETURN 10.40% p.a.
      ISIN XS2676596567
      NEXT POTENTIAL MATURITY DATE 30/01/2025

      EXPAND CLOSE
      BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 USD
      ISIN: XS2676596484
      STRIKE DATE: 30/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,666.310010254.81
      Eurostoxx 504,662.70006009.95
      Nikkei 22536,065.860064179.27
      S&P 5004,924.97007266.99

      STRIKE DATE 30/01/2024
      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: USD: 6.25% Semi-Annually (12.50% p.a.)
      P.A. RETURN 12.50% p.a.
      ISIN XS2676596484
      NEXT POTENTIAL MATURITY DATE 30/01/2025

      EXPAND CLOSE
      BBVA Global Markets Memory Income Autocall Jan 2024 USD
      ISIN: XS2676590362
      STRIKE DATE: 23/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/TSX 601,267.5620
      DAX16,889.920024195.31
      IBEX 359,974.000018142.7
      HSI15,899.870024407.96

      STRIKE DATE 23/01/2024
      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: 4.025% Semi-Annual (8.05% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.05% p.a.
      ISIN XS2676590362
      NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Jan 2024 USD
      ISIN: XS2676590289
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/TSX 601,267.5620
      DAX16,889.920024195.31
      IBEX 359,974.000018142.7
      HSI15,899.870024407.96

      STRIKE DATE 24/01/2024
      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: USD: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.80% p.a.
      ISIN XS2676590289
      NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      BNP Paribas Capital Protected Income & Growth Jan 2024 USD
      ISIN: XS2676683886
      STRIKE DATE: 23/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,485.730010254.81
      Eurostoxx 504,465.91006009.95
      S&P 5004,864.60007266.99
      Nikkei 22536,517.570064179.27

      STRIKE DATE 23/01/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & 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 XS2676683886
      NEXT POTENTIAL MATURITY DATE 01/02/2027

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Jan 2024 EUR
      ISIN: XS2663319593
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,196.820013463.33
      Eurostoxx 504,564.11006009.95
      Nikkei 22536,226.480064179.27
      S&P 5004,868.55007266.99

      STRIKE DATE 24/01/2024
      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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 9.50% p.a.
      ISIN XS2663319593
      NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income Jan 2024 EUR
      ISIN: XS2674270462
      STRIKE DATE: 17/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,403.08006009.95
      S&P 5004,739.21007266.99
      Nikkei 22535,477.750064179.27

      STRIKE DATE 17/01/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2674270462
      NEXT POTENTIAL MATURITY DATE 19/01/2027

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income Jan 2024 GBP
      ISIN: XS2674270207
      STRIKE DATE: 17/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,403.08006009.95
      S&P 5004,739.21007266.99
      Nikkei 22535,477.750064179.27

      STRIKE DATE 17/01/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2674270207
      NEXT POTENTIAL MATURITY DATE 25/01/2027

      EXPAND CLOSE