INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2641299230
STRIKE DATE: 16/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,058.4160
Eurostoxx 504,302.45006009.95
Nikkei 22533,424.410064179.27
S&P 5004,508.24007266.99

STRIKE DATE 16/11/2023
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2641299230
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 GBP
ISIN: XS2641298349
STRIKE DATE: 24/11/2023
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 2007,040.7550
Eurostoxx 504,372.10006009.95
Nikkei 22533,625.530064179.27
S&P 5004,559.34007266.99

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.375% Quarterly (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.50% p.a.
ISIN XS2641298349
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 USD
ISIN: XS2641298422
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,040.7550
Eurostoxx 504,372.10006009.95
Nikkei 22533,625.530064179.27
S&P 5004,559.34007266.99

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.80% Quarterly (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.20% p.a.
ISIN XS2641298422
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 GBP
ISIN: XS2641298182
STRIKE DATE: 15/11/2023
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 2007,105.9010
Eurostoxx 504,315.53006009.95
Nikkei 22533,519.700064179.27
S&P 5004,502.88007266.99

STRIKE DATE 15/11/2023
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: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30%
ISIN XS2641298182
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 USD
ISIN: XS2641298265
STRIKE DATE: 15/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,105.9010
Eurostoxx 504,315.53006009.95
Nikkei 22533,519.700064179.27
S&P 5004,502.88007266.99

STRIKE DATE 15/11/2023
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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2641298265
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE LOW HURDLE MEMORY KNOCK-OUT AUTOCALL NOV 2023 USD
ISIN: XS2699512732
STRIKE DATE: 17/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA8.284019.24
Morgan Stanley80.2800206.66
Commerzbank AG11.185036.22
UniCredit SpA25.035070.65

STRIKE DATE 17/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20% p.a.
ISIN XS2699512732
NEXT POTENTIAL MATURITY DATE 17/05/2024

EXPAND CLOSE
BBVA 65-60 Memory Income Autocall Oct 2023 USD
ISIN: XS2608953977
STRIKE DATE: 12/10/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,090.9760
Eurostoxx 504,198.23006009.95
Nikkei 22532,494.660064179.27
Nasdaq 10015,184.100028508.03

STRIKE DATE 12/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.11% Quarterly (6.22% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.22% p.a.
ISIN XS2608953977
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 GBP
ISIN: XS2682578534
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006009.95
Nikkei 22530,991.690064179.27
S&P 5004,117.37007266.99

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 5 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: 3.44% Semi-Annual (6.88% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.88% p.a.
ISIN XS2682578534
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 USD
ISIN: XS2682578617
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006009.95
Nikkei 22530,991.690064179.27
S&P 5004,117.37007266.99

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 5 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: 3.51% Semi-Annual (7.02% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.02% p.a.
ISIN XS2682578617
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2705603699
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

STRIKE DATE 07/11/2023
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: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.15% p.a.
ISIN XS2705603699
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2705603426
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

STRIKE DATE 07/11/2023
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2705603426
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
BNP Capital Protected Multi-Asset Accelerator Oct 2023
ISIN: ZAE000327813
STRIKE DATE: 05/10/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index322.7624368.583

STRIKE DATE 05/10/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD = 961.84% in the Underlying Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000327813
NEXT POTENTIAL MATURITY DATE 05/10/2028

    EXPAND CLOSE
    BBVA Global Banks Defensive Autocall Oct 2023 GBP
    ISIN: XS2608952227
    STRIKE DATE: 05/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    ING Groep NV12.526025.05
    Barclays152.5200445.8
    Bank of America26.060054.54

    STRIKE DATE 05/10/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 85% of initial level Coupon Rate: Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 16% p.a.
    ISIN XS2608952227
    NEXT POTENTIAL MATURITY DATE 07/10/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2023 USD
    ISIN: DE000HC90PS7
    STRIKE DATE: 29/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,608.080010254.81
    S&P 5004,288.05007266.99
    Nikkei 22531,857.620064179.27
    Eurostoxx 504,174.66006009.95

    STRIKE DATE 29/09/2023
    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 = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.84%
    ISIN DE000HC90PS7
    NEXT POTENTIAL MATURITY DATE 30/09/2024

    EXPAND CLOSE
    BBVA 4 Year Dual Index Fixed Income Sep 2023 USD
    ISIN: XS2608297342
    STRIKE DATE: 29/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,288.05007266.99
    Eurostoxx 504,174.66006009.95

    STRIKE DATE 29/09/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Monthly) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN
    ISIN XS2608297342
    NEXT POTENTIAL MATURITY DATE 29/09/2027

    EXPAND CLOSE
    Natixis 5 Year Triple Index Fixed Income Sep 2023 USD
    ISIN: XS2374497464
    STRIKE DATE: 29/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,608.080010254.81
    Eurostoxx 504,174.66006009.95
    S&P 5004,288.05007266.99

    STRIKE DATE 29/09/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Monthly) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2374497464
    NEXT POTENTIAL MATURITY DATE 29/09/2028

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Sep 2023 GBP
    ISIN: DE000HC90PR9
    STRIKE DATE: 29/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,608.080010254.81
    S&P 5004,288.05007266.99
    Nikkei 22531,857.620064179.27
    Eurostoxx 504,174.66006009.95

    STRIKE DATE 29/09/2023
    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 = 1.95% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.80% p.a.
    ISIN DE000HC90PR9
    NEXT POTENTIAL MATURITY DATE 30/09/2024

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall OCT 2023 GBP
    ISIN: XS2682619312
    STRIKE DATE: 30/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,028.32006009.95
    S&P/ASX 2006,772.9270
    Nikkei 22530,696.960064179.27
    Nikkei 22564179.27

    STRIKE DATE 30/10/2023
    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: 4.125% Semi-Annually (8.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682619312
    NEXT POTENTIAL MATURITY DATE 30/10/2026

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall OCT 2023 USD
    ISIN: XS2682619239
    STRIKE DATE: 30/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,028.32006009.95
    S&P/ASX 2006,772.9270
    Nikkei 22530,696.960064179.27

    STRIKE DATE 30/10/2023
    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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682619239
    NEXT POTENTIAL MATURITY DATE 30/10/2026

    EXPAND CLOSE
    Goldman Sachs Issuer Callable Growth Participation Sep 2023 USD
    ISIN: XS2658334466
    STRIKE DATE: 27/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,593.220010254.81

    STRIKE DATE 27/09/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Issuer Callable Capital Protected Participation Issuer Callable Coupon USD: 6.00% p.a. if called by Issuer (from 12 months) Participation Rate: USD: 145% participation in the Index at maturity Capital Risk: 100% Capital protected
    P.A. RETURN 6.00% p.a.
    ISIN XS2658334466
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE