INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Technology Participation Growth Note Jul 2023 ZAR
ISIN: ZAE000324398
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Technology Balanced Index230.5526239.1958

STRIKE DATE 13/07/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: ZAR = 738% Participation in the Index Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000324398
NEXT POTENTIAL MATURITY DATE 13/01/2027

    EXPAND CLOSE
    BNP Nikkei Classic Autocall Jul 2023 ZAR
    ISIN: ZAE000324406
    STRIKE DATE: 13/07/2023
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22532,419.330064179.27

    STRIKE DATE 13/07/2023
    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: Annually (20.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN ZAE000324406
    NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      SocGen 50-50 Memory Income Reducing Autocall July 2023 USD
      ISIN: XS2627560092
      STRIKE DATE: 12/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Alphabet-C119.6200353.32
      Etsy Inc91.500068.73
      Tesla Inc271.9900381.59
      CrowdStrike Holdings Inc146.1300647.74

      STRIKE DATE 12/07/2023
      RETURN & BARRIERS
      Investment Structure: Quarterly Memory Income Reducing Autocall Autocall Opportunities: Quarterly (From 6 Months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.67% Per Quarter (14.68% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2627560092
      NEXT POTENTIAL MATURITY DATE 13/07/2026

      EXPAND CLOSE
      Barclays Capital Protected Autocall AUD Jul 2023
      ISIN: XS2517398207
      STRIKE DATE: 11/07/2023
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY AUD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,282.520010254.81
      S&P 5004,439.26007266.99
      Nikkei 22532,203.570064179.27

      STRIKE DATE 11/07/2023
      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: AUD: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2517398207
      NEXT POTENTIAL MATURITY DATE 13/07/2026

        EXPAND CLOSE
        Barclays European Banks 1Y Fixed Income June 2023 EUR
        ISIN: XS2517293101
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG10.150036.22
        UniCredit SpA21.265070.65
        BBVA7.032019.24

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 8.18% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 8.18% p.a.
        ISIN XS2517293101
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        UniCredit Diversified Mkts Memory Income Autocall Jun 2023 USD
        ISIN: DE000HC71751
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit AG
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,531.530010254.81
        S&P 5004,450.38007266.99
        Nikkei 22533,189.040064179.27
        Eurostoxx 504,399.09006009.95

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.95% 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 DE000HC71751
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        UniCredit Diversified Mkts Memory Income Autocall Jun 2023 GBP
        ISIN: DE000HC71389
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit AG
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,531.530010254.81
        S&P 5004,450.38007266.99
        Nikkei 22533,189.040064179.27
        Eurostoxx 504,399.09006009.95

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN DE000HC71389
        NEXT POTENTIAL MATURITY DATE 01/07/2024

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Jun 2023 USD
        ISIN: XS2515286750
        STRIKE DATE: 30/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,399.09006009.95
        FTSE 1007,531.530010254.81
        Nikkei 22533,189.040064179.27
        S&P 5004,450.38007266.99

        STRIKE DATE 30/06/2023
        RETURN & BARRIERS
        Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.80% p.a. (1.95% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
        P.A. RETURN 7.80% p.a.
        ISIN XS2515286750
        NEXT POTENTIAL MATURITY DATE 02/07/2024

        EXPAND CLOSE
        BNP Paribas Capital Protected Classic Autocall Jul 2023 USD
        ISIN: XS2529545548
        STRIKE DATE: 27/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,447.44006009.95
        S&P 5004,537.41007266.99
        Nikkei 22532,891.160064179.27

        STRIKE DATE 27/07/2023
        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: 3.75% Semi Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.50% p.a.
        ISIN XS2529545548
        NEXT POTENTIAL MATURITY DATE 27/07/2026

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jul 2023 GBP
        ISIN: XS2629824918
        STRIKE DATE: 27/07/2023
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,447.44006009.95
        Nasdaq 10015,464.930028508.03
        Nikkei 22532,891.160064179.27

        STRIKE DATE 27/07/2023
        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: 4.50% Semi Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 9.00% p.a.
        ISIN XS2629824918
        NEXT POTENTIAL MATURITY DATE 27/07/2026

        EXPAND CLOSE
        GS ESG & Inflation Linked Participation Growth June 2023
        ISIN: XS2482831810
        STRIKE DATE: 26/06/2023
        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 NSA304.1270335.123
        MSCI Global Climate Change Multi-Asset Select Index1,376.40301380.319

        STRIKE DATE 26/06/2023
        RETURN & BARRIERS
        Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 140% Participation in the Underlying Index at maturity Capital Risk: Capital protected
        P.A. RETURN
        ISIN XS2482831810
        NEXT POTENTIAL MATURITY DATE 11/05/2028

          EXPAND CLOSE
          BNP US Large Cap Memory Income Autocall Jun 2023 USD
          ISIN: XS2523680358
          STRIKE DATE: 23/06/2023
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BNP
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Advanced Micro Devices110.0100452.4
          Carnival Corp15.800025.99
          Meta Platform Inc288.7300570.98
          Tesla Motors256.6000

          STRIKE DATE 23/06/2023
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 2% per Quarter. Memory Income Rate: USD= 6.00% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 24.00% p.a.
          ISIN XS2523680358
          NEXT POTENTIAL MATURITY DATE 22/03/2024

          EXPAND CLOSE
          BBVA Enhanced Protection Classic Autocall Jul 2023 USD
          ISIN: XS2515353709
          STRIKE DATE: 25/07/2023
          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 2007,339.6710
          Eurostoxx 504,391.30006009.95
          Nikkei 22532,682.510064179.27
          S&P 5004,567.46007266.99

          STRIKE DATE 25/07/2023
          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: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
          P.A. RETURN 11.00% p.a.
          ISIN XS2515353709
          NEXT POTENTIAL MATURITY DATE 25/07/2024

          EXPAND CLOSE
          BBVA 3 YEAR TRIPLE INDEX FIXED INCOME Jul 2023 USD
          ISIN: XS2515351323
          STRIKE DATE: 24/07/2023
          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 2007,306.4110
          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: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 6.60% p.a.
          ISIN XS2515351323
          NEXT POTENTIAL MATURITY DATE 31/07/2026

          EXPAND CLOSE
          Barclays Equally Weighted Classic Autocall Jun 2023 USD
          ISIN: XS2514232375
          STRIKE DATE: 20/06/2023
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1007,569.310010254.81
          S&P 5004,388.71007266.99
          Nikkei 22533,388.910064179.27

          STRIKE DATE 20/06/2023
          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: Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 11.80%
          ISIN XS2514232375
          NEXT POTENTIAL MATURITY DATE 22/06/2026

            EXPAND CLOSE
            BBVA Triple Index Memory Income Autocall Jun 2023 USD
            ISIN: XS2515315013
            STRIKE DATE: 20/06/2023
            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 2007,357.8330
            FTSE 1007,569.310010254.81
            S&P 5004,388.71007266.99

            STRIKE DATE 20/06/2023
            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: GBP: 3.65% Semi Annually (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
            P.A. RETURN 7.30% p.a.
            ISIN XS2515315013
            NEXT POTENTIAL MATURITY DATE 20/06/2024

            EXPAND CLOSE
            UniCredit 70-65 Memory Income Autocall June 2023 USD
            ISIN: DE000HC78Z80
            STRIKE DATE: 16/06/2023
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UniCredit AG
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1007,642.7210254.81
            S&P 5004,409.597266.99
            Nikkei 22533,706.0864179.27
            Eurostoxx 504,394.826009.95

            STRIKE DATE 16/06/2023
            RETURN & BARRIERS
            2.25% Quarterly Memory Coupon if all above 70% 100% Annual Autocall Trigger from 12 Months 65% Final Level Barrier (European Style)
            P.A. RETURN 9% p.a.
            ISIN DE000HC78Z80
            NEXT POTENTIAL MATURITY DATE 17/06/2024

            EXPAND CLOSE
            Soc Gen Developed Market Basket Autocall Jun 2023 USD
            ISIN: XS2627431526
            STRIKE DATE: 12/06/2023
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1007,570.690010254.81
            S&P 5004,338.93007266.99
            Nikkei 22532,434.000064179.27

            STRIKE DATE 12/06/2023
            RETURN & BARRIERS
            Maximum Term: 4.5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Annual (First Observation at 29 months) Autocall Trigger: 100% of initial level, reduced to 96% on the final observation Coupon Rate: USD = 10.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.30% p.a.
            ISIN XS2627431526
            NEXT POTENTIAL MATURITY DATE 03/11/2027

              EXPAND CLOSE
              SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUL 2023 USD – FACTSHEET UPON REQUEST
              ISIN: XS2627431369
              STRIKE DATE: 13/07/2023
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Société Générale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Tesla Inc277.9000381.59
              NIO Inc10.76005.18
              Rivian Automotive Inc25.520014.76

              STRIKE DATE 13/07/2023
              RETURN & BARRIERS
              Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger 90% of initial level then reduced by 5% quarterly (floored at 40%) Memory Income Rate: USD: 5.15% Quarterly (20.60 % p.a.) Income Trigger: 40% of initial level Capital Risk Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
              P.A. RETURN 20.60% p.a.
              ISIN XS2627431369
              NEXT POTENTIAL MATURITY DATE 13/01/2026

              EXPAND CLOSE
              Barclays European Banks 1Y Fixed Income July 2023 USD
              ISIN: XS2517238775
              STRIKE DATE: 19/07/2023
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Barclays
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Commerzbank AG11.095036.22
              UniCredit SpA21.975070.65
              BBVA7.104019.24

              STRIKE DATE 19/07/2023
              RETURN & BARRIERS
              Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 10.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 10% p.a.
              ISIN XS2517238775
              NEXT POTENTIAL MATURITY DATE 26/07/2024

              EXPAND CLOSE