INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 3 Year Triple Index Fixed Income Jan 2024 USD
ISIN: XS2674270389
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
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: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
UniCredit Global Markets Memory Income Autocall Dec 2023
ISIN: DE000HD10SD9
STRIKE DATE: 06/12/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.380010254.81
S&P 5004,549.34007266.99
Nikkei 22533,445.900064179.27
Eurostoxx 504,483.26006009.95

STRIKE DATE 06/12/2023
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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.80% p.a.
ISIN DE000HD10SD9
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BNP UK Banks 70-70 Low Hurdle Autocall Nov 2023
ISIN: XS2669935285
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays141.0400445.8
HSBC587.88441293.4
Lloyds43.470097.22

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2669935285
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 USD
ISIN: DE000HD0A9L1
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010254.81
S&P 5004,567.80007266.99
Nikkei 22533,486.890064179.27
Eurostoxx 504,382.47006009.95

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.025% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN DE000HD0A9L1
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 GBP
ISIN: DE000HD0A9M9
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010254.81
S&P 5004,567.80007266.99
Nikkei 22533,486.890064179.27
Eurostoxx 504,382.47006009.95

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN DE000HD0A9M9
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
BBVA Dual Index Fixed Income Nov 2023
ISIN: XS2641317073
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010254.81
S&P 5004,554.89007266.99

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2641317073
NEXT POTENTIAL MATURITY DATE 29/11/2027

EXPAND CLOSE
Leonteq US Stock Classic Autocall Nov 2023 USD
ISIN: CH1300960593
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Carnival Corp14.630025.99
Meta Platform Inc338.9900570.98
Microsoft382.7000397.36
Tesla Motors246.7200

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 20.0%
ISIN CH1300960593
NEXT POTENTIAL MATURITY DATE 29/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 GBP
ISIN: XS2663289077
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY XS2663289077
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000013463.33
Eurostoxx 504,468.98006009.95
Nikkei 22534,441.720064179.27
S&P 5004,783.45007266.99

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2663289077
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663289150
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000013463.33
Eurostoxx 504,468.98006009.95
Nikkei 22534,441.720064179.27
S&P 5004,783.45007266.99

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2663289150
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 GBP
ISIN: XS2722337214
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

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: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337214
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 USD
ISIN: XS2722337305
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
Eurostoxx 504,539.16006009.95
S&P/ASX 2007,377.8560
Nikkei 22532,686.250064179.27

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: 4.10% Semi-Annually (8.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337305
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
GS CPI & Technology Linked Participation Growth Nov 2023 USD
ISIN: XS2688912349
STRIKE DATE: 01/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.7890335.123
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index170.7000196.1

STRIKE DATE 01/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in both the CPI and Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688912349
NEXT POTENTIAL MATURITY DATE 01/11/2028

    EXPAND CLOSE
    GS CPI & Multi Asset Linked Participation Growth Nov 2023 USD
    ISIN: XS2688913230
    STRIKE DATE: 24/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    US CPI Urban Consumers NSA307.6710335.123
    Goldman Sachs Global Multi-Asset Allocator 6% Index139.0500148.83

    STRIKE DATE 24/11/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the CPI and 120% participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2688913230
    NEXT POTENTIAL MATURITY DATE 24/11/2028

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Dec 2023 GBP
      ISIN: XS2662791321
      STRIKE DATE: 13/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,548.440010254.81
      Eurostoxx 504,530.19006009.95
      Nikkei 22532,926.350064179.27
      S&P 5004,707.09007266.99

      STRIKE DATE 13/12/2023
      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: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.50% p.a.
      ISIN XS2662791321
      NEXT POTENTIAL MATURITY DATE 13/12/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Dec 2023 USD
      ISIN: XS2662791248
      STRIKE DATE: 13/12/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,548.440010254.81
      Eurostoxx 504,530.19006009.95
      Nikkei 22532,926.350064179.27
      S&P 5004,707.09007266.99

      STRIKE DATE 13/12/2023
      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: USD: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.30% p.a.
      ISIN XS2662791248
      NEXT POTENTIAL MATURITY DATE 13/12/2024

      EXPAND CLOSE
      Soc Gen Capital Protected Income & Growth Nov 2023 GBP
      ISIN: XS2699611393
      STRIKE DATE: 20/11/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,496.360010254.81
      Eurostoxx 504,342.41006009.95
      S&P 5004,547.38007266.99
      Nikkei 22533,388.030064179.27

      STRIKE DATE 20/11/2023
      RETURN & BARRIERS
      Term: 6 Years Strike Level for Growth: 100% of initial level Fixed Income Rate: USD 20% Paid at Year 3 on 50% of initial investment Participation Rate: 100% participation in the growth above the strike level, capped 125% paid on remaining 50% at maturity Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2699611393
      NEXT POTENTIAL MATURITY DATE 20/11/2026

      EXPAND CLOSE
      Morgan Stanley Triple Index Classic Autocall Nov 2023 USD
      ISIN: XS2682906057
      STRIKE DATE: 08/11/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10015,313.240028508.03
      Eurostoxx 504,178.49006009.95
      Nikkei 22532,166.480064179.27

      STRIKE DATE 08/11/2023
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.50% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2682906057
      NEXT POTENTIAL MATURITY DATE 08/11/2024

        EXPAND CLOSE
        BNP Capital Protected Autocall November 2023 ZAR
        ISIN: ZAE000327946
        STRIKE DATE: 07/11/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas Issuance B.V.
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,153.37006009.95
        Nikkei 22532,271.820064179.27
        S&P/ASX 2006,977.0730

        STRIKE DATE 07/11/2023
        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: ZAR: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN ZAE000327946
        NEXT POTENTIAL MATURITY DATE 09/11/2026

          EXPAND CLOSE
          CIBC Capital Protected Income & Growth Dec 2023 USD
          ISIN: XS2716096636
          STRIKE DATE: 12/12/2023
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Canadian Imperial Bank of Commerce
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1007,542.770010254.81
          Eurostoxx 504,536.61006009.95
          S&P 5004,643.70007266.99
          Nikkei 22532,843.700064179.27

          STRIKE DATE 12/12/2023
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 20% at year 3 based on 50% of capital Participation Rate: 100% Capped at 137% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2716096636
          NEXT POTENTIAL MATURITY DATE 21/12/2026

          EXPAND CLOSE
          Soc Gen 4 Year Fixed Income Autocall November 2023 USD
          ISIN: XS2659731082
          STRIKE DATE: 06/11/2023
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Societe generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Carnival Corp12.260025.99
          Enphase Energy Inc78.180050.57
          Solaredge Technologies Inc71.770054.54
          Meta Platform Inc315.8000570.98

          STRIKE DATE 06/11/2023
          RETURN & BARRIERS
          Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.48% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN
          ISIN XS2659731082
          NEXT POTENTIAL MATURITY DATE 06/11/2026

          EXPAND CLOSE