INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Global Markets Capital Protected Autocall Jul 2023 USD
ISIN: XS2538959938
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks113.9100265.77
FTSE 1007,699.410010254.81
S&P 5004,588.96007266.99

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.91% Semi Annually (7.82% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.82% p.a.
ISIN XS2538959938
NEXT POTENTIAL MATURITY DATE 31/07/2025

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 GBP
ISIN: DE000HC7PSC9
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010254.81
S&P 5004,588.96007266.99
Nikkei 22533,172.220064179.27
Eurostoxx 504,471.31006009.95

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.02% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
UniCredit Diversified Mkts Memory Income Autocall Jul 2023 USD
ISIN: DE000HC7NRP8
STRIKE DATE: 31/07/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,699.410010254.81
S&P 5004,588.96007266.99
Nikkei 22533,172.220064179.27
Eurostoxx 504,471.31006009.95

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 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% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024

EXPAND CLOSE
GS CPI & Equity Linked Participation Growth Aug 2023 USD
ISIN: XS2482811549
STRIKE DATE: 15/08/2023
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 NSA335.123
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index196.1

STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028

    EXPAND CLOSE
    Barclays European Banks 1Y Fixed Income Jul 2023 EUR
    ISIN: XS2517475476
    STRIKE DATE: 28/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Deutsche Bank AG10.112027.095
    Banco Santander3.677510.444
    Commerzbank AG10.815036.22

    STRIKE DATE 28/07/2023
    RETURN & BARRIERS
    8.32% Annual Fixed Income paid quarterly Capital Protection: 50% Final Barrier
    P.A. RETURN 8.32% p.a.
    ISIN XS2517475476
    NEXT POTENTIAL MATURITY DATE 29/07/2024

    EXPAND CLOSE
    BNP Paribas US Stocks Memory Income Autocall Jul 2023 USD
    ISIN: XS2538960274
    STRIKE DATE: 28/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Advanced Micro Devices112.9600452.4
    Carnival Corp18.490025.99
    Meta Platform Inc325.4800570.98
    Tesla Motors266.4400

    STRIKE DATE 28/07/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 20.20% p.a.
    ISIN XS2538960274
    NEXT POTENTIAL MATURITY DATE 29/07/2024

    EXPAND CLOSE
    SG Global Miners Memory Income Autocall Jul 2023 EUR
    ISIN: XS2627585081
    STRIKE DATE: 27/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Rio Tinto5,213.00007479
    BHP Group PLC2,438.00003135
    Anglo American2,427.00003712
    Barrick Mining Corp16.780037.19

    STRIKE DATE 27/07/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
    P.A. RETURN 8.80% p.a.
    ISIN XS2627585081
    NEXT POTENTIAL MATURITY DATE 27/01/2026

    EXPAND CLOSE
    BNP Core Global Accelerator Uncapped Jul 2023 ZAR
    ISIN: ZAE000324463
    STRIKE DATE: 25/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,391.30006009.95
    Nikkei 22532,682.510064179.27
    S&P 5004,567.46007266.99

    STRIKE DATE 25/07/2023
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
    P.A. RETURN
    ISIN ZAE000324463
    NEXT POTENTIAL MATURITY DATE 08/08/2028

      EXPAND CLOSE
      BBVA 3 Year Triple Index Fixed Income Aug 2023 USD
      ISIN: XS2543359918
      STRIKE DATE: 24/08/2023
      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 2007,182.1090
      S&P 5004,376.31007266.99
      Eurostoxx 504,232.22006009.95

      STRIKE DATE 24/08/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.40% p.a.
      ISIN XS2543359918
      NEXT POTENTIAL MATURITY DATE 31/08/2026

      EXPAND CLOSE
      BNP Core Global Accelerator Capped July 2023 ZAR
      ISIN: ZAE000324471
      STRIKE DATE: 25/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,391.30006009.95
      Nikkei 22532,682.510064179.27
      S&P 5004,567.46007266.99

      STRIKE DATE 25/07/2023
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 355% participation (capped at 30%) Capital Protection: Not Capital Protected Capital Risk: 60% European
      P.A. RETURN
      ISIN ZAE000324471
      NEXT POTENTIAL MATURITY DATE 25/07/2028

      EXPAND CLOSE
      Barclays Cyber Security 1 Year Fixed Income Aug 2023 USD
      ISIN: XS2542331538
      STRIKE DATE: 22/08/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barlcays Bank PLC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      CrowdStrike Holdings Inc153.9000647.74
      Fortinet Inc58.3900138.88
      Zscaler Inc142.7800124.73

      STRIKE DATE 22/08/2023
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.00 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 11.00% p.a.
      ISIN XS2542331538
      NEXT POTENTIAL MATURITY DATE 22/08/2024

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income Jul 2023 GBP
      ISIN: XS2517325408
      STRIKE DATE: 24/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,678.590010254.81
      S&P 5004,554.64007266.99
      Eurostoxx 504,383.03006009.95

      STRIKE DATE 24/07/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.80% p.a.
      ISIN XS2517325408
      NEXT POTENTIAL MATURITY DATE 24/07/2026

        EXPAND CLOSE
        BBVA Miners Semi-Annual Reducing Autocall Jul 2023 USD
        ISIN: XS2515366354
        STRIKE DATE: 21/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Anglo American2,389.00003712
        Glencore472.5500564
        Barrick Mining Corp17.400037.19
        Freeport-McMoRan Inc40.610062.08

        STRIKE DATE 21/07/2023
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 9.00% Semi Annual(18.00% p.a.) Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level, 5.00% reducing every 6 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 18.00% p.a.
        ISIN XS2515366354
        NEXT POTENTIAL MATURITY DATE 21/01/2026

        EXPAND CLOSE
        BBVA Global Markets Low Hurdle Autocall Jul 2023 GBP
        ISIN: XS2515339898
        STRIKE DATE: 21/07/2023
        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 2007,313.8870
        Eurostoxx 504,391.41006009.95
        Nikkei 22532,304.250064179.27
        S&P 5004,536.34007266.99

        STRIKE DATE 21/07/2023
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 2.625% Quarterly Low Hurdle Trigger: 75% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.50% p.a.
        ISIN XS2515339898
        NEXT POTENTIAL MATURITY DATE 21/07/2024

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall Aug 2023 GBP
        ISIN: XS2543354018
        STRIKE DATE: 17/08/2023
        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 2007,146.0000
        Eurostoxx 504,227.83006009.95
        Nikkei 22531,626.000064179.27
        S&P 5004,370.36007266.99

        STRIKE DATE 17/08/2023
        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: 4.00% Semi Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2543354018
        NEXT POTENTIAL MATURITY DATE 19/08/2024

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall Aug 2023 USD
        ISIN: XS2543354109
        STRIKE DATE: 17/08/2023
        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 2007,146.0000
        Eurostoxx 504,227.83006009.95
        Nikkei 22531,626.000064179.27
        S&P 5004,370.36007266.99

        STRIKE DATE 17/08/2023
        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: 4.05% Semi Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.10% p.a.
        ISIN XS2543354109
        NEXT POTENTIAL MATURITY DATE 19/08/2024

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall Aug 2023 EUR
        ISIN: XS2543354281
        STRIKE DATE: 17/08/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2007,146.0000
        Eurostoxx 504,227.83006009.95
        Nikkei 22531,626.000064179.27
        S&P 5004,370.36007266.99

        STRIKE DATE 17/08/2023
        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: EUR: 3.10% Semi Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.20% p.a.
        ISIN XS2543354281
        NEXT POTENTIAL MATURITY DATE 19/08/2024

        EXPAND CLOSE
        Barclays 2 Year Fixed Rate Income Note USD July 2023
        ISIN: XS2542258863
        STRIKE DATE: 18/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5004,554.98007266.99

        STRIKE DATE 18/07/2023
        RETURN & BARRIERS
        Maximum Term: 2 year Investment Structure: Fixed Income Fixed Income Rate: USD: 5.15% p.a. (Paid Annually) Capital Risk: Capital protected
        P.A. RETURN 5.20% p.a.
        ISIN XS2542258863
        NEXT POTENTIAL MATURITY DATE 18/07/2025

        EXPAND CLOSE
        BBVA Semi Annual Classic Autocall Aug 2023 GBP
        ISIN: XS2543347236
        STRIKE DATE: 15/08/2023
        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 2007,304.9610
        Eurostoxx 504,288.57006009.95
        Nikkei 22532,238.890064179.27
        S&P 5004,437.86007266.99

        STRIKE DATE 15/08/2023
        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: 6.5 0 % Semi Annually ( 13.00 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 13.00% p.a.
        ISIN XS2543347236
        NEXT POTENTIAL MATURITY DATE 15/08/2024

        EXPAND CLOSE
        BBVA Semi Annual Classic Autocall Aug 2023 USD
        ISIN: XS2543347152
        STRIKE DATE: 15/08/2023
        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 2007,304.9610
        Eurostoxx 504,288.57006009.95
        Nikkei 22532,238.890064179.27
        S&P 5004,437.86007266.99

        STRIKE DATE 15/08/2023
        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: 6.50 % Semi Annually ( 13.00 % p.a .) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 13.00% p.a.
        ISIN XS2543347152
        NEXT POTENTIAL MATURITY DATE 15/08/2024

        EXPAND CLOSE