+
|
FTSE 100 Income Kick Out Plan - August 2022
|
Citigroup (CGMFL Issuer) |
XS2482354466 |
05/08/2022 |
19/08/2032 |
08/08/2022 |
|
|
|
Barrier: 65% (European)
Return: 1.375% p.q.
Next KO Observation: 05/08/2024
Next KO Trigger: 105%
Next Income Observation: 07/11/2022
Next Income Trigger: 75%
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
TBC
|
Last CoB Level
7,439.74
|
% Change
|
+
|
Defensive DM Memory Income Note (GBP) – July 2022
|
Morgan Stanley International PLC (MSIP) |
XS2477261874 |
01/07/2022 |
17/07/2028 |
05/08/2022 |
96.53 |
|
|
Barrier: 70% (European)
Return: 5.1% s.a.
Next KO Observation: 03/07/2023
Next KO Trigger: 100%
Next Income Observation: 03/01/2023
Next Income Trigger: 80%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
3,448.31 7,168.65 3,825.33
|
Last CoB Level
3,725.39 7,439.74 4,145.19
|
% Change
8.04% 3.78% 8.36%
|
+
|
Dominant Majors Defensive Memory Income Note (GBP) – July 2022
|
Morgan Stanley International PLC (MSIP) |
XS2477058486 |
08/07/2022 |
24/07/2028 |
05/08/2022 |
95.34 |
On Request |
|
Barrier: 65% (European)
Return: 3.05% s.a.
Next KO Observation: 08/01/2024
Next KO Trigger: 100%
Next Income Observation: 09/01/2023
Next Income Trigger: 85%
|
Underlyings
NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
26,517.19 7,196.24 3,899.38 |
Last CoB Level
28,175.87 7,439.74 4,145.19 |
% Change
6.26% 3.38% 6.3%
|
+
|
Dominant Majors Defensive Memory Income Note (USD) – July 2022
|
Morgan Stanley International PLC (MSIP) |
XS2477058213 |
08/07/2022 |
24/07/2028 |
05/08/2022 |
95.13 |
On Request |
|
Barrier: 65% (European)
Return: 3.44% s.a.
Next KO Observation: 08/01/2024
Next KO Trigger: 100%
Next Income Observation: 09/01/2023
Next Income Trigger: 85%
|
Underlyings
NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
26,517.19 7,196.24 3,899.38 |
Last CoB Level
28,175.87 7,439.74 4,145.19 |
% Change
6.26% 3.38% 6.3%
|
+
|
Simplicity Triple Index Defensive Phoenix Note (USD) – June 2022
|
Morgan Stanley International PLC (MSIP) |
XS2477017029 |
24/06/2022 |
10/07/2028 |
05/08/2022 |
97.93 |
|
|
Barrier: 70% (European)
Return: 2% p.q.
Next KO Observation: 26/06/2023
Next KO Trigger: 100%
Next Income Observation: 26/09/2022
Next Income Trigger: 80%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
3,533.17 7,208.81 3,911.74
|
Last CoB Level
3,725.39 7,439.74 4,145.19
|
% Change
5.44% 3.2% 5.97%
|
+
|
Simplicity Triple Index Defensive Phoenix Note (GBP) – June 2022
|
Morgan Stanley International PLC (MSIP) |
XS2477016997 |
24/06/2022 |
10/07/2028 |
05/08/2022 |
97.86 |
|
|
Barrier: 70% (European)
Return: 7% p.q.
Next KO Observation: 26/06/2023
Next KO Trigger: 100%
Next Income Observation: 26/09/2022
Next Income Trigger: 80%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
3,533.17 7,208.81 3,911.74
|
Last CoB Level
3,725.39 7,439.74 4,145.19
|
% Change
5.44% 3.2% 5.97%
|
+
|
FTSE 150 Kick Out Plan - June 2022
|
Citigroup (CGMFL Issuer) |
XS2472274237 |
24/06/2022 |
08/07/2032 |
05/08/2022 |
103.65 |
|
|
Barrier: 65% (European)
Return: 12.15% p.q.
Next KO Observation: 24/06/2025
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE Cstm150EqWtDscRt (UKX150EQ) |
Start Level
1,231.42
|
Last CoB Level
1,290.44
|
% Change
4.79%
|
+
|
FTSE 100 Step Down Kick Out Plan - June 2022
|
Citigroup (CGMFL Issuer) |
XS2472248074 |
24/06/2022 |
09/07/2029 |
05/08/2022 |
101.38 |
On Request |
|
Barrier: 65% (European)
Return: 7.5% p.a.
Next KO Observation: 24/06/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,208.81 |
Last CoB Level
7,439.74 |
% Change
3.2%
|
+
|
Goldman Sachs Triple Index Defensive Kick Out Plan - August 2022
|
Goldman Sachs |
XS2467171687 |
05/08/2022 |
20/08/2029 |
05/08/2022 |
100.56 |
|
|
Barrier: 65% (European)
Return: 7.75% p.a.
Next KO Observation: 05/08/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
TBC TBC TBC
|
Last CoB Level
7,439.74 3,725.39 4,145.19
|
% Change
|
+
|
Goldman Sachs FTSE 100 Defensive Kick Out - August 2022
|
Goldman Sachs |
XS2467163825 |
05/08/2022 |
20/08/2029 |
05/08/2022 |
100.46 |
|
|
Barrier: 65% (European)
Return: 8.3% p.a.
Next KO Observation: 05/08/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
TBC
|
Last CoB Level
7,439.74
|
% Change
|
+
|
Enhanced Oil Capital Builder (GBP) – May 2022
|
Goldman Sachs |
XS2466460230 |
06/05/2022 |
20/05/2026 |
05/08/2022 |
88.60 |
|
|
Barrier: 65% (European)
Return: 6% p.q.
Next KO Observation: 07/11/2022
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
BP PLC (BP/ LN) SHELL PLC (SHELL NA) TOTALENERGIES SE (TTE FP) EXXON MOBIL CORP (XOM US) SHELL PLC (SHELL NA) |
Start Level
426.65 26.865 50.60 91.69 26.865
|
Last CoB Level
411.15 25.52 48.89 88.45 25.52
|
% Change
-3.63% -5.01% -3.38% -3.53% -5.01%
|
+
|
FTSE 100 Kick Out Plan - June 2022
|
Citigroup (CGMFL Issuer) |
XS2460123776 |
17/06/2022 |
01/07/2030 |
05/08/2022 |
103.25 |
|
|
Barrier: 65% (European)
Return: 9.1% p.a.
Next KO Observation: 17/06/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,016.25
|
Last CoB Level
7,439.74
|
% Change
6.04%
|
+
|
FTSE100 Income Kick Out Plan - May 2022 - Option 1 (no memory)
|
Citigroup (CGMFL Issuer) |
XS2460118693 |
27/05/2022 |
10/06/2032 |
05/08/2022 |
96.11 |
|
|
Barrier: 65% (European)
Return: 6.2% p.q.
Next KO Observation: 27/05/2024
Next KO Trigger: 105%
Next Income Observation: 30/08/2022
Next Income Trigger: 75%
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,585.46
|
Last CoB Level
7,439.74
|
% Change
-1.92%
|
+
|
FTSE100 Income Kick Out Plan - May 2022 - Option 2 (with memory)
|
Citigroup (CGMFL Issuer) |
XS2460099539 |
27/05/2022 |
10/06/2032 |
05/08/2022 |
96.36 |
|
|
Barrier: 65% (European)
Return: 5.45% p.q.
Next KO Observation: 27/05/2024
Next KO Trigger: 105%
Next Income Observation: 30/08/2022
Next Income Trigger: 75%
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,585.46
|
Last CoB Level
7,439.74
|
% Change
-1.92%
|
+
|
Dual Index Step Down Kick Out Plan - April 2022
|
Citigroup (CGMFL Issuer) |
XS2460071017 |
29/04/2022 |
13/05/2030 |
05/08/2022 |
95.83 |
On Request |
|
Barrier: 65% (European)
Return: 10.75% p.a.
Next KO Observation: 02/05/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE Cstm150EqWtDscRt (UKX150EQ) Euro Stoxx 50 Pr (SX5E) |
Start Level
1,338.15 3,802.86 |
Last CoB Level
1,290.44 3,725.39 |
% Change
-3.57% -2.04%
|
+
|
Goldman Sachs FTSE 100 Defensive Kick Out - June 2022
|
Goldman Sachs |
XS2456911739 |
17/06/2022 |
02/07/2029 |
04/08/2022 |
99.88 |
|
|
Barrier: 65% (European)
Return: 7% p.a.
Next KO Observation: 17/06/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,016.25
|
Last CoB Level
7,439.74
|
% Change
6.04%
|
+
|
Dual Index Kick Out Plan - April 2022
|
Citigroup (CGMFL Issuer) |
XS2448571088 |
19/04/2022 |
03/05/2029 |
05/08/2022 |
96.44 |
On Request |
|
Barrier: 65% (European)
Return: 10.7% p.a.
Next KO Observation: 19/04/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE Cstm150EqWtDscRt (UKX150EQ) Euro Stoxx 50 Pr (SX5E) |
Start Level
1,349.95 3,830.76 |
Last CoB Level
1,290.44 3,725.39 |
% Change
-4.41% -2.75%
|
+
|
Simplicity Triple Index Defensive Phoenix Note (USD) – February 2022
|
Canadian Imperial Bank of Commerce |
XS2440244247 |
28/02/2022 |
13/03/2028 |
05/08/2022 |
91.52 |
|
|
Barrier: 70% (European)
Return: 3.625% s.a.
Next KO Observation: 28/02/2023
Next KO Trigger: 100%
Next Income Observation: 30/08/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
3,924.23 7,458.25 4,373.94
|
Last CoB Level
3,725.39 7,439.74 4,145.19
|
% Change
-5.07% -0.25% -5.23%
|
+
|
Simplicity Triple Index Defensive Phoenix Note (GBP) – February 2022
|
Canadian Imperial Bank of Commerce |
XS2440235849 |
28/02/2022 |
13/03/2028 |
05/08/2022 |
92.91 |
|
|
Barrier: 70% (European)
Return: 3.375% s.a.
Next KO Observation: 28/02/2023
Next KO Trigger: 100%
Next Income Observation: 30/08/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) S&P 500 INDEX (SPX) |
Start Level
3,924.23 7,458.25 4,373.94
|
Last CoB Level
3,725.39 7,439.74 4,145.19
|
% Change
-5.07% -0.25% -5.23%
|
+
|
Triple Index Defensive Kick Out Plan - April 2022
|
Citigroup (CGMFL Issuer) |
XS2439278545 |
19/04/2022 |
03/05/2029 |
05/08/2022 |
89.83 |
On Request |
|
Barrier: 65% (European)
Return: 7% p.a.
Next KO Observation: 19/04/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,601.28 3,830.76 4,462.21 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
-2.13% -2.75% -7.1%
|
+
|
FTSE100 EWFD Income Kick Out - April 2022 Tranche 2
|
Citigroup (CGMFL Issuer) |
XS2439269635 |
29/04/2022 |
13/05/2032 |
05/08/2022 |
87.94 |
On Request |
|
Barrier: 65% (European)
Return: 2.125% p.q.
Next KO Observation: 29/04/2024
Next KO Trigger: 105%
Next Income Observation: 31/10/2022
Next Income Trigger: 80%
|
Underlyings
FTSE100FixDivEqWgtCus (UKXFD) |
Start Level
957.26 |
Last CoB Level
926.288 |
% Change
-3.24%
|
+
|
FTSE100 EWFD Income Kick Out - April 2022
|
Citigroup (CGMFL Issuer) |
XS2430398433 |
08/04/2022 |
22/04/2032 |
05/08/2022 |
81.74 |
On Request |
|
Barrier: 65% (European)
Return: 1.875% p.q.
Next KO Observation: 08/04/2024
Next KO Trigger: 105%
Next Income Observation: 10/10/2022
Next Income Trigger: 80%
|
Underlyings
FTSE100FixDivEqWgtCus (UKXFD) |
Start Level
977.45 |
Last CoB Level
926.288 |
% Change
-5.23%
|
+
|
FTSE 100 Defensive Kick Out Plan - April 2022
|
Goldman Sachs |
XS2423234678 |
22/04/2022 |
07/05/2029 |
05/08/2022 |
94.97 |
|
|
Barrier: 65% (European)
Return: 7.1% p.a.
Next KO Observation: 22/04/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,521.68
|
Last CoB Level
7,439.74
|
% Change
-1.09%
|
+
|
Low Hurdle Developed Markets Memory Income Note (GBP) - March 2022
|
Goldman Sachs |
XS2423211544 |
31/03/2022 |
14/04/2028 |
04/08/2022 |
92.47 |
|
|
Barrier: 70% (European)
Return: 3% s.a.
Next KO Observation: 31/03/2023
Next KO Trigger: 100%
Next Income Observation: 30/09/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NASDAQ 100 STOCK INDX (NDX) TOPIX INDEX (TOKYO) (TPX) FTSE 100 INDEX (UKX) |
Start Level
3,902.52 14,838.49 1,946.40 7,515.68
|
Last CoB Level
3,725.39 13,207.69 1,947.17 7,439.74
|
% Change
-4.54% -10.99% 0.04% -1.01%
|
+
|
FTSE 100 Step Down Kick Out Plan - April 2022
|
Goldman Sachs |
XS2423183404 |
19/04/2022 |
03/05/2029 |
05/08/2022 |
93.76 |
|
|
Barrier: 65% (European)
Return: 6.73% p.a.
Next KO Observation: 19/04/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,601.28
|
Last CoB Level
7,439.74
|
% Change
-2.13%
|
+
|
Developed Markets Memory Income Note - February 2022
|
Goldman Sachs |
XS2423042766 |
17/02/2022 |
02/03/2028 |
05/08/2022 |
90.15 |
|
|
Barrier: 70% (European)
Return: 3% s.a.
Next KO Observation: 19/02/2024
Next KO Trigger: 100%
Next Income Observation: 17/08/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NASDAQ 100 STOCK INDX (NDX) TOPIX INDEX (TOKYO) (TPX) S&P/ASX 200 INDEX (AS51) |
Start Level
4,113.19 14,171.74 1,931.24 7,296.20
|
Last CoB Level
3,725.39 13,207.69 1,947.17 7,015.56
|
% Change
-9.43% -6.8% 0.82% -3.85%
|
+
|
Triple Index Step Down Kick Out Plan - February 2022
|
Citigroup (CGMFL Issuer) |
XS2420211349 |
25/02/2022 |
12/03/2029 |
05/08/2022 |
86.36 |
On Request |
|
Barrier: 60% (European)
Return: 6.3% p.a.
Next KO Observation: 26/02/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,489.46 3,970.69 4,384.65 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
-0.66% -6.18% -5.46%
|
+
|
FTSE 100 Daily Kick Out Plan - January 2022
|
Goldman Sachs |
XS2412858123 |
31/01/2022 |
14/02/2029 |
05/08/2022 |
95.65 |
On Request |
|
Barrier: 65% (European)
Return: 7.2% p.a.
Next KO Observation: 31/01/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,464.37 |
Last CoB Level
7,439.74 |
% Change
-0.33%
|
+
|
FTSE UK 30 Index Income Kick Out - February 2022
|
Goldman Sachs |
XS2412761129 |
11/02/2022 |
25/02/2030 |
05/08/2022 |
83.84 |
On Request |
|
Barrier: 65% (European)
Return: 1.75% p.q.
Next KO Observation: 12/02/2024
Next KO Trigger: 100%
Next Income Observation: 11/08/2022
Next Income Trigger: 80%
|
Underlyings
FTSE UK 30 Yield (UKXYWP) |
Start Level
1,263.62 |
Last CoB Level
1,071.204 |
% Change
-15.23%
|
+
|
10 10 Plan - Option 3 - December 2021
|
Citigroup (CGMFL Issuer) |
XS2398270988 |
17/12/2021 |
31/12/2031 |
05/08/2022 |
97.34 |
|
|
Barrier: 70% (European)
Return: 10.8% p.a.
Next KO Observation: 18/12/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
165.12
|
Last CoB Level
168.8042
|
% Change
2.23%
|
+
|
10 10 Plan - Option 2 - December 2021
|
Citigroup (CGMFL Issuer) |
XS2398270806 |
17/12/2021 |
31/12/2031 |
05/08/2022 |
96.50 |
|
|
Barrier: 70% (European)
Return: 8.85% p.a.
Next KO Observation: 18/12/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
165.12
|
Last CoB Level
168.8042
|
% Change
2.23%
|
+
|
10 10 Plan - Option 1 - December 2021
|
Citigroup (CGMFL Issuer) |
XS2398265558 |
17/12/2021 |
31/12/2031 |
05/08/2022 |
94.59 |
|
|
Barrier: 70% (European)
Return: 7% p.a.
Next KO Observation: 18/12/2023
Next KO Trigger: 102.5%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
165.12
|
Last CoB Level
168.8042
|
% Change
2.23%
|
+
|
Global Markets Autocall Note (GBP) – December 2021
|
Goldman Sachs |
XS2396762606 |
15/12/2021 |
29/12/2027 |
05/08/2022 |
84.97 |
|
|
Barrier: 70% (European)
Return: 4% s.a.
Next KO Observation: 15/06/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NIKKEI 225 (NKY) DOW JONES INDUS. AVG (INDU) TOPIX INDEX (TOKYO) (TPX) |
Start Level
4,159.68 28,459.72 35,927.43 1,984.10
|
Last CoB Level
3,725.39 28,175.87 32,803.47 1,947.17
|
% Change
-10.44% -1% -8.7% -1.86%
|
+
|
Global Markets Autocall Note (USD) – December 2021
|
Goldman Sachs |
XS2396761384 |
15/12/2021 |
29/12/2027 |
05/08/2022 |
83.66 |
|
|
Barrier: 70% (European)
Return: 5% s.a.
Next KO Observation: 15/06/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NIKKEI 225 (NKY) DOW JONES INDUS. AVG (INDU) TOPIX INDEX (TOKYO) (TPX) |
Start Level
4,159.68 28,459.72 35,927.43 1,984.10
|
Last CoB Level
3,725.39 28,175.87 32,803.47 1,947.17
|
% Change
-10.44% -1% -8.7% -1.86%
|
+
|
Global Markets Memory Income Note (USD) - December 2021
|
Goldman Sachs |
XS2396749843 |
15/12/2021 |
29/12/2027 |
05/08/2022 |
83.27 |
|
|
Barrier: 70% (European)
Return: 3.05% s.a.
Next KO Observation: 15/06/2023
Next KO Trigger: 100%
Next Income Observation: 15/12/2022
Next Income Trigger: 90%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NIKKEI 225 (NKY) DOW JONES INDUS. AVG (INDU) TOPIX INDEX (TOKYO) (TPX) |
Start Level
4,159.68 28,459.72 35,927.43 1,984.10
|
Last CoB Level
3,725.39 28,175.87 32,803.47 1,947.17
|
% Change
-10.44% -1% -8.7% -1.86%
|
+
|
Dual Index Kick Out Plan - December 2021
|
Goldman Sachs |
XS2396722303 |
17/12/2021 |
01/01/2028 |
05/08/2022 |
91.45 |
|
|
Barrier: 65% (European)
Return: 10% p.a.
Next KO Observation: 18/12/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) |
Start Level
7,269.92 4,161.35
|
Last CoB Level
7,439.74 3,725.39
|
% Change
2.34% -10.48%
|
+
|
FTSE UK 30 Index Income Kick Out - November 2021
|
Goldman Sachs |
XS2389926135 |
26/11/2021 |
10/12/2031 |
04/08/2022 |
89.29 |
On Request |
|
Barrier: 65% (European)
Return: 1.8125% p.q.
Next KO Observation: 28/11/2022
Next KO Trigger: 105%
Next Income Observation: 26/08/2022
Next Income Trigger: 80%
|
Underlyings
FTSE UK 30 Yield (UKXYWP) |
Start Level
1,154.12
|
Last CoB Level
1,071.204
|
% Change
-7.18%
|
+
|
FTSE CSDI Income Kick Out Plan - June 2022
|
Goldman Sachs |
XS2389877171 |
24/06/2022 |
08/07/2032 |
05/08/2022 |
99.11 |
On Request |
|
Barrier: 65% (European)
Return: 1.9125% p.q.
Next KO Observation: 24/06/2025
Next KO Trigger: 100%
Next Income Observation: 26/09/2022
Next Income Trigger: 80%
|
Underlyings
FTSE 100 Synthetic 4.5% (UKXS45TR) |
Start Level
126.98 |
Last CoB Level
130.6747 |
% Change
2.91%
|
+
|
High Yield Memory Income Note 65 65 (USD) - October 2021
|
Canadian Imperial Bank of Commerce |
XS2389699211 |
08/10/2021 |
22/04/2026 |
05/08/2022 |
60.52 |
|
|
Barrier: 65% (European)
Return: 4% s.a.
Next KO Observation: 10/10/2022
Next KO Trigger: 100%
Next Income Observation: 10/10/2022
Next Income Trigger: 65%
|
Underlyings
ABBVIE INC (ABBV US) GENERAL ELECTRIC CO (GE US) GENERAL MOTORS CO (GM US) FEDEX CORP (FDX US) |
Start Level
111.18 104.72 58.57 223.44
|
Last CoB Level
138.04 74.36 36.06 234.89
|
% Change
24.16% -28.99% -38.43% 5.12%
|
+
|
Capital Protected Gold Tracker (Max Return Version) (USD) – July 2022
|
Banco Bilbao Vizcaya Argentari |
XS2378609932 |
22/07/2022 |
05/08/2026 |
05/08/2022 |
101.98 |
On Request |
|
Barrier: 90% (Capital protected)
Return: 100%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
SPDR GOLD SHARES (GLD US) |
Start Level
160.67 |
Last CoB Level
165.29 |
% Change
2.88%
|
+
|
Capital Protected Gold Tracker (Max Return Version) (GBP) – July 2022
|
Banco Bilbao Vizcaya Argentari |
XS2378609858 |
22/07/2022 |
05/08/2026 |
05/08/2022 |
100.29 |
On Request |
|
Barrier: 90% (Capital protected)
Return: 100%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
SPDR GOLD SHARES (GLD US) |
Start Level
160.67 |
Last CoB Level
165.29 |
% Change
2.88%
|
+
|
Developed Markets Quarterly Income Note (USD) - June 2022
|
Marex Financial |
XS2375159949 |
21/06/2022 |
05/07/2028 |
05/08/2022 |
103.88 |
|
|
Barrier: 65% (European)
Return: 2% p.q.
Next KO Observation: 21/06/2023
Next KO Trigger: 100%
Next Income Observation: 21/09/2022
Next Income Trigger: 85%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) |
Start Level
11,546.76 26,246.31 3,494.00 7,152.05
|
Last CoB Level
13,207.69 28,175.87 3,725.39 7,439.74
|
% Change
14.38% 7.35% 6.62% 4.02%
|
+
|
Developed Markets Quarterly Income Note (GBP) - June 2022
|
Marex Financial |
XS2375144834 |
21/06/2022 |
05/07/2028 |
05/08/2022 |
103.42 |
|
|
Barrier: 65% (European)
Return: 1.75% p.q.
Next KO Observation: 21/06/2023
Next KO Trigger: 100%
Next Income Observation: 21/09/2022
Next Income Trigger: 85%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) |
Start Level
11,546.76 26,246.31 3,494.00 7,152.05
|
Last CoB Level
13,207.69 28,175.87 3,725.39 7,439.74
|
% Change
14.38% 7.35% 6.62% 4.02%
|
+
|
Global Markets Memory Income Note (GBP) - May 2022
|
Barclays Bank Plc |
XS2366982200 |
18/05/2022 |
01/06/2028 |
05/08/2022 |
91.92 |
|
|
Barrier: 70% (European)
Return: 3.35% s.a.
Next KO Observation: 18/05/2023
Next KO Trigger: 100%
Next Income Observation: 18/11/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) |
Start Level
3,690.74 11,928.31 26,911.20 7,438.09
|
Last CoB Level
3,725.39 13,207.69 28,175.87 7,439.74
|
% Change
0.94% 10.73% 4.7% 0.02%
|
+
|
Triple Index Step Down Kick Out Plan – September 2021
|
Goldman Sachs |
XS2364967328 |
24/09/2021 |
09/10/2028 |
05/08/2022 |
90.90 |
On Request |
|
Barrier: 65% (European)
Return: 6.45% p.a.
Next KO Observation: 25/09/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,051.48 4,158.51 4,455.48 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
5.51% -10.42% -6.96%
|
+
|
Enhanced Oil Capital Builder (GBP) – September 2021
|
Goldman Sachs |
XS2364906292 |
20/09/2021 |
06/10/2025 |
05/08/2022 |
KICKED OUT |
|
|
Barrier: 65% (European)
Return: 32.25% p.q.
Next KO Observation: N/A
Next KO Trigger: N/A
Next Income Observation:
Next Income Trigger:
|
Underlyings
BP PLC (BP/ LN) SHELL PLC (SHEL LN) TOTALENERGIES SE (TTE FP) EXXON MOBIL CORP (XOM US) |
Start Level
303.70 1,430.60 37.845 53.69
|
Last CoB Level
N/A N/A N/A N/A
|
% Change
N/A N/A N/A N/A
|
+
|
Global Markets Memory Income Note (GBP) - Step Down Autocall - August 2021
|
Goldman Sachs |
XS2359633455 |
31/08/2021 |
07/09/2027 |
05/08/2022 |
73.37 |
|
|
Barrier: 60% (European)
Return: 2.5% s.a.
Next KO Observation: 31/08/2023
Next KO Trigger: 100%
Next Income Observation: 31/08/2022
Next Income Trigger: 80%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) FTSE 100 INDEX (UKX) S&P/ASX 200 INDEX (AS51) ISHARES CHINA LARGE-CAP ETF (FXI US) |
Start Level
15,582.51 7,119.70 7,534.899 40.94
|
Last CoB Level
13,207.69 7,439.74 7,015.56 30.14
|
% Change
-15.24% 4.5% -6.89% -26.38%
|
+
|
Global Markets Memory Income Note (USD) - August 2021
|
Goldman Sachs |
XS2359619116 |
31/08/2021 |
07/09/2027 |
05/08/2022 |
69.00 |
|
|
Barrier: 70% (European)
Return: 2.75% s.a.
Next KO Observation: 31/08/2023
Next KO Trigger: 100%
Next Income Observation: 31/08/2022
Next Income Trigger: 80%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) Euro Stoxx 50 Pr (SX5E) S&P/ASX 200 INDEX (AS51) ISHARES CHINA LARGE-CAP ETF (FXI US) |
Start Level
15,582.51 4,196.41 7,534.899 40.94
|
Last CoB Level
13,207.69 3,725.39 7,015.56 30.14
|
% Change
-15.24% -11.22% -6.89% -26.38%
|
+
|
Defensive DM Memory Income Note (GBP) – March 2022
|
Barclays Bank Plc |
XS2357984173 |
31/03/2022 |
14/04/2028 |
05/08/2022 |
82.73 |
|
|
Barrier: 70% (European)
Return: 2.55% s.a.
Next KO Observation: 31/03/2023
Next KO Trigger: 100%
Next Income Observation: 30/09/2022
Next Income Trigger: 80%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) S&P/TSX 60 INDEX (SPTSX60) FTSE 100 INDEX (UKX) |
Start Level
3,902.52 4,530.41 1,322.67 7,515.68
|
Last CoB Level
3,725.39 4,145.19 1,186.24 7,439.74
|
% Change
-4.54% -8.5% -10.31% -1.01%
|
+
|
Low Hurdle Developed Markets Memory Income Note (USD) - April 2022
|
Barclays Bank Plc |
XS2355279360 |
19/04/2022 |
03/05/2028 |
05/08/2022 |
86.66 |
|
|
Barrier: 70% (European)
Return: 3.55% s.a.
Next KO Observation: 19/04/2023
Next KO Trigger: 100%
Next Income Observation: 19/10/2022
Next Income Trigger: 85%
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) |
Start Level
3,830.76 14,210.26 26,985.09 7,601.28
|
Last CoB Level
3,725.39 13,207.69 28,175.87 7,439.74
|
% Change
-2.75% -7.06% 4.41% -2.13%
|
+
|
10 Year FTSE CSDI Kick Out Plan - July 2021
|
Citigroup (CGMFL Issuer) |
XS2350722208 |
16/07/2021 |
30/07/2031 |
05/08/2022 |
104.62 |
On Request |
|
Barrier: 70% (European)
Return: 11.3% p.a.
Next KO Observation: 17/07/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
158.88
|
Last CoB Level
168.8042
|
% Change
6.25%
|
+
|
8 8 Plan - August 2021
|
Citigroup (CGMFL Issuer) |
XS2350665217 |
13/08/2021 |
28/08/2029 |
05/08/2022 |
97.85 |
|
|
Barrier: 65% (European)
Return: 3.25% s.a.
Next KO Observation: 14/08/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
164.26
|
Last CoB Level
168.8042
|
% Change
2.77%
|
+
|
10 10 Plan - Option 3 - July 2021
|
Citigroup (CGMFL Issuer) |
XS2338447480 |
16/07/2021 |
30/07/2031 |
05/08/2022 |
104.42 |
|
|
Barrier: 70% (European)
Return: 11.2% p.a.
Next KO Observation: 17/07/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
158.88
|
Last CoB Level
168.8042
|
% Change
6.25%
|
+
|
10 10 Plan - Option 2 - July 2021
|
Citigroup (CGMFL Issuer) |
XS2338437333 |
16/07/2021 |
30/07/2031 |
05/08/2022 |
103.07 |
|
|
Barrier: 70% (European)
Return: 9.2% p.a.
Next KO Observation: 17/07/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
158.88
|
Last CoB Level
168.8042
|
% Change
6.25%
|
+
|
10 10 Plan - Option 1 - July 2021
|
Citigroup (CGMFL Issuer) |
XS2338431054 |
16/07/2021 |
30/07/2031 |
05/08/2022 |
99.86 |
|
|
Barrier: 70% (European)
Return: 7% p.a.
Next KO Observation: 17/07/2023
Next KO Trigger: 102.5%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
158.88
|
Last CoB Level
168.8042
|
% Change
6.25%
|
+
|
Triple Index Step Down Kick Out - July 2021
|
Citigroup (CGMFL Issuer) |
XS2338417061 |
09/07/2021 |
24/07/2028 |
05/08/2022 |
90.91 |
On Request |
|
Barrier: 65% (European)
Return: 6% p.a.
Next KO Observation: 10/07/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,121.88 4,068.09 4,369.55 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
4.46% -8.42% -5.13%
|
+
|
Dual Index Income Kick Out Plan - August 2021
|
Goldman Sachs |
XS2335954546 |
27/08/2021 |
04/09/2029 |
05/08/2022 |
91.41 |
On Request |
|
Barrier: 65% (European)
Return: 1.55% p.q.
Next KO Observation: 30/08/2022
Next KO Trigger: 100%
Next Income Observation: 30/08/2022
Next Income Trigger: 80%
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) S&P 500 INDEX (SPX) |
Start Level
162.90 4,509.37 |
Last CoB Level
168.8042 4,145.19 |
% Change
3.62% -8.08%
|
+
|
Deep Barrier Global Markets Memory Income Note (GBP) - July 2021
|
Goldman Sachs |
XS2335658063 |
30/07/2021 |
06/08/2027 |
05/08/2022 |
82.21 |
|
|
Barrier: 60% (European)
Return: 2.4% s.a.
Next KO Observation: 31/07/2023
Next KO Trigger: 100%
Next Income Observation: 30/01/2023
Next Income Trigger: 80%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) FTSE 100 INDEX (UKX) S&P/ASX 200 INDEX (AS51) MSCI TAIWAN (TAMSCI) |
Start Level
14,959.90 7,032.30 7,392.624 676.06
|
Last CoB Level
13,207.69 7,439.74 7,015.56 588.79
|
% Change
-11.71% 5.79% -5.1% -12.91%
|
+
|
Semi-Annual Defensive Memory Income Builder (GBP) - June 2021
|
Goldman Sachs |
XS2335563354 |
25/06/2021 |
02/07/2027 |
05/08/2022 |
67.75 |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: 26/06/2023
Next KO Trigger: 100%
Next Income Observation: 28/12/2022
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) Euro Stoxx 50 Pr (SX5E) S&P/ASX 200 INDEX (AS51) ISHARES CHINA LARGE-CAP ETF (FXI US) |
Start Level
14,345.18 4,120.66 7,308.045 47.11
|
Last CoB Level
13,207.69 3,725.39 7,015.56 30.14
|
% Change
-7.93% -9.59% -4% -36.02%
|
+
|
5.5 Year 300% FTSE Supertracker - Monthly Callable Version - June 2021
|
Goldman Sachs |
XS2335283821 |
11/06/2021 |
18/12/2025 |
05/08/2022 |
92.76 |
|
|
Barrier: 70% (European)
Return: 6.5%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,134.06
|
Last CoB Level
7,439.74
|
% Change
4.28%
|
+
|
Enhanced Semi-Annual Defensive Memory Income Note (USD) - June 2021
|
Goldman Sachs |
XS2334845398 |
30/06/2021 |
08/07/2027 |
05/08/2022 |
81.94 |
|
|
Barrier: 70% (European)
Return: 3.25% s.a.
Next KO Observation: 30/06/2023
Next KO Trigger: 100%
Next Income Observation: 30/12/2022
Next Income Trigger: 80%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) MSCI TAIWAN (TAMSCI) |
Start Level
14,554.80 7,313.023 7,037.47 693.73
|
Last CoB Level
13,207.69 7,015.56 7,439.74 588.79
|
% Change
-9.26% -4.07% 5.72% -15.13%
|
+
|
Enhanced Semi-Annual Defensive Memory Income Note (GBP) - June 2021
|
Goldman Sachs |
XS2334845125 |
30/06/2021 |
07/07/2027 |
05/08/2022 |
85.83 |
|
|
Barrier: 70% (European)
Return: 3% s.a.
Next KO Observation: 30/06/2023
Next KO Trigger: 100%
Next Income Observation: 30/12/2022
Next Income Trigger: 80%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) MSCI TAIWAN (TAMSCI) |
Start Level
14,554.80 7,313.023 7,037.47 693.73
|
Last CoB Level
13,207.69 7,015.56 7,439.74 588.79
|
% Change
-9.26% -4.07% 5.72% -15.13%
|
+
|
5.5 Year 300% FTSE Supertracker - Monthly Callable Version (USD) - July 2021
|
Goldman Sachs |
XS2334756298 |
16/07/2021 |
25/01/2027 |
05/08/2022 |
94.63 |
|
|
Barrier: 70% (European)
Return: 0.7%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,008.09
|
Last CoB Level
7,439.74
|
% Change
6.16%
|
+
|
Triple Index Step Down Kick Out Plan - August 2021
|
Goldman Sachs |
XS2334668246 |
20/08/2021 |
29/08/2028 |
05/08/2022 |
92.16 |
On Request |
|
Barrier: 65% (European)
Return: 6.2% p.a.
Next KO Observation: 21/08/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,087.90 4,147.50 4,441.67 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
4.96% -10.18% -6.67%
|
+
|
Developed Markets Quarterly Phoenix Income Note - February 2022
|
Marex Financial |
XS2329237841 |
16/02/2022 |
01/03/2028 |
05/08/2022 |
83.13 |
|
|
Barrier: 65% (European)
Return: 1.5% p.q.
Next KO Observation: 16/08/2023
Next KO Trigger: 100%
Next Income Observation: 16/08/2022
Next Income Trigger: 85%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) Euro Stoxx 50 Pr (SX5E) S&P/ASX 200 INDEX (AS51) |
Start Level
14,603.64 27,460.40 4,137.22 7,284.932
|
Last CoB Level
13,207.69 28,175.87 3,725.39 7,015.56
|
% Change
-9.56% 2.61% -9.95% -3.7%
|
+
|
Global Markets Autocall Note (USD) - March 2022
|
Marex Financial |
XS2329226133 |
01/03/2022 |
15/03/2028 |
05/08/2022 |
88.77 |
|
|
Barrier: 65% (European)
Return: 2.5% p.q.
Next KO Observation: 01/03/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NIKKEI 225 (NKY) S&P/ASX 200 INDEX (AS51) NASDAQ 100 STOCK INDX (NDX) |
Start Level
3,765.85 26,844.72 7,096.547 14,005.99
|
Last CoB Level
3,725.39 28,175.87 7,015.56 13,207.69
|
% Change
-1.07% 4.96% -1.14% -5.7%
|
+
|
Global Markets Autocall Note (GBP) - March 2022
|
Marex Financial |
XS2329226059 |
01/03/2022 |
15/03/2028 |
05/08/2022 |
89.63 |
|
|
Barrier: 65% (European)
Return: 2.275% p.q.
Next KO Observation: 01/03/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
Euro Stoxx 50 Pr (SX5E) NIKKEI 225 (NKY) S&P/ASX 200 INDEX (AS51) NASDAQ 100 STOCK INDX (NDX) |
Start Level
3,765.85 26,844.72 7,096.547 14,005.99
|
Last CoB Level
3,725.39 28,175.87 7,015.56 13,207.69
|
% Change
-1.07% 4.96% -1.14% -5.7%
|
+
|
Developed Markets Quarterly Income Note (GBP) - March 2022
|
Marex Financial |
XS2328457671 |
31/03/2022 |
14/04/2028 |
05/08/2022 |
90.08 |
|
|
Barrier: 65% (European)
Return: 1.5% p.q.
Next KO Observation: 31/03/2023
Next KO Trigger: 100%
Next Income Observation: 30/09/2022
Next Income Trigger: 85%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) Euro Stoxx 50 Pr (SX5E) FTSE 100 INDEX (UKX) |
Start Level
14,838.49 27,821.43 3,902.52 7,515.68
|
Last CoB Level
13,207.69 28,175.87 3,725.39 7,439.74
|
% Change
-10.99% 1.27% -4.54% -1.01%
|
+
|
Semi-Annual Defensive Memory Income Builder (USD) - April 2021
|
Canadian Imperial Bank of Commerce |
XS2327440819 |
23/04/2021 |
07/05/2027 |
05/08/2022 |
84.06 |
|
|
Barrier: 70% (European)
Return: 2.8% s.a.
Next KO Observation: 24/04/2023
Next KO Trigger: 100%
Next Income Observation: 24/10/2022
Next Income Trigger: 80%
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) |
Start Level
1,136.401 13,941.44 7,060.707 6,938.56
|
Last CoB Level
1,186.24 13,207.69 7,015.56 7,439.74
|
% Change
4.39% -5.26% -0.64% 7.22%
|
+
|
Semi-Annual Defensive Memory Income Builder (GBP) - April 2021
|
Canadian Imperial Bank of Commerce |
XS2323290259 |
16/04/2021 |
30/04/2027 |
05/08/2022 |
88.10 |
|
|
Barrier: 70% (European)
Return: 2.55% s.a.
Next KO Observation: 17/04/2023
Next KO Trigger: 100%
Next Income Observation: 17/10/2022
Next Income Trigger: 75%
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) |
Start Level
1,153.578 14,041.91 7,063.454 7,019.53
|
Last CoB Level
1,186.24 13,207.69 7,015.56 7,439.74
|
% Change
2.83% -5.94% -0.68% 5.99%
|
+
|
10 10 Plan - Option 1 - May 2021
|
Citigroup (CGMFL Issuer) |
XS2320675197 |
21/05/2021 |
05/06/2031 |
05/08/2022 |
101.56 |
|
|
Barrier: 70% (European)
Return: 7.1% p.a.
Next KO Observation: 22/05/2023
Next KO Trigger: 102.5%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
159.87
|
Last CoB Level
168.8042
|
% Change
5.59%
|
+
|
10 10 Plan - Option 3 - May 2021
|
Citigroup (CGMFL Issuer) |
XS2320674034 |
21/05/2021 |
05/06/2031 |
05/08/2022 |
105.67 |
|
|
Barrier: 70% (European)
Return: 11.2% p.a.
Next KO Observation: 22/05/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
159.87
|
Last CoB Level
168.8042
|
% Change
5.59%
|
+
|
10 10 Plan - Option 2 - May 2021
|
Citigroup (CGMFL Issuer) |
XS2320649275 |
21/05/2021 |
05/06/2031 |
05/08/2022 |
104.24 |
|
|
Barrier: 70% (European)
Return: 9.15% p.a.
Next KO Observation: 22/05/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
159.87
|
Last CoB Level
168.8042
|
% Change
5.59%
|
+
|
8 8 Plan - June 2021
|
Goldman Sachs |
XS2319764424 |
25/06/2021 |
02/07/2029 |
05/08/2022 |
99.77 |
|
|
Barrier: 65% (European)
Return: 3.35% s.a.
Next KO Observation: 26/06/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 Synthetic (SUKX35FD) |
Start Level
162.35
|
Last CoB Level
168.8042
|
% Change
3.98%
|
+
|
Large Cap High Yield Quarterly Memory Income Note 60 60 (USD) - May 2021
|
Goldman Sachs |
XS2319641002 |
14/05/2021 |
21/11/2025 |
05/08/2022 |
69.86 |
|
|
Barrier: 60% (European)
Return: 2.25% p.q.
Next KO Observation: 15/08/2022
Next KO Trigger: 100%
Next Income Observation: 15/08/2022
Next Income Trigger: 60%
|
Underlyings
ABBVIE INC (ABBV US) GENERAL ELECTRIC CO (GE US) GENERAL MOTORS CO (GM US) FEDEX CORP (FDX US) |
Start Level
116.43 106.08 56.00 309.43
|
Last CoB Level
138.04 74.36 36.06 234.89
|
% Change
18.56% -29.9% -35.61% -24.09%
|
+
|
Low Hurdle Memory Income Note (GBP) - July 2021
|
Goldman Sachs |
XS2319633918 |
13/07/2021 |
20/07/2027 |
05/08/2022 |
73.34 |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: 13/07/2023
Next KO Trigger: 100%
Next Income Observation: 13/01/2023
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) FTSE 100 INDEX (UKX) S&P/ASX 200 INDEX (AS51) FTSE China 50 Index HKD (XIN0I) |
Start Level
14,874.54 7,124.72 7,332.056 19,721.79
|
Last CoB Level
13,207.69 7,439.74 7,015.56 13,614.58
|
% Change
-11.21% 4.42% -4.32% -30.97%
|
+
|
FTSE 100 Kick Out Plan - August 2022
|
Credit Agricole |
XS2317946544 |
05/08/2022 |
20/08/2029 |
08/08/2022 |
|
|
|
Barrier: 65% (European)
Return: 9.3% p.a.
Next KO Observation: 05/08/2024
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
TBC
|
Last CoB Level
7,439.74
|
% Change
|
+
|
Triple Index Defensive Kick Out Plan - July 2022
|
Credit Agricole |
XS2317946031 |
01/07/2022 |
16/07/2029 |
05/08/2022 |
100.83 |
On Request |
|
Barrier: 65% (European)
Return: 8% p.a.
Next KO Observation: 01/07/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,168.65 3,448.31 3,825.33 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
3.78% 8.04% 8.36%
|
+
|
Triple Index Defensive Kick Out Plan - May 2022
|
Credit Agricole |
XS2317944929 |
31/05/2022 |
14/06/2029 |
05/08/2022 |
96.52 |
On Request |
|
Barrier: 65% (European)
Return: 7.75% p.a.
Next KO Observation: 31/05/2024
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,607.66 3,789.21 4,132.15 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
-2.21% -1.68% 0.32%
|
+
|
DM AutoCallable Quarterly Memory Income Note (Reducing Coupon Trigger) GBP - December 2021
|
Barclays Bank Plc |
XS2315616099 |
10/12/2021 |
24/12/2027 |
05/08/2022 |
79.84 |
|
|
Barrier: 70% (European)
Return: 1.35% p.q.
Next KO Observation: 06/12/2023
Next KO Trigger: 100%
Next Income Observation: 06/09/2022
Next Income Trigger: 95%
|
Underlyings
S&P 500 INDEX (SPX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) |
Start Level
4,712.02 7,353.522 7,291.78 4,199.16
|
Last CoB Level
4,145.19 7,015.56 7,439.74 3,725.39
|
% Change
-12.03% -4.6% 2.03% -11.28%
|
+
|
Triple Index Kick Out Plan - November 2021
|
Barclays Bank Plc |
XS2305947082 |
12/11/2021 |
27/11/2028 |
05/08/2022 |
83.06 |
On Request |
|
Barrier: 65% (European)
Return: 6.9% p.a.
Next KO Observation: 13/11/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) Euro Stoxx 50 Pr (SX5E) S&P 500 INDEX (SPX) |
Start Level
7,347.91 4,370.33 4,682.85 |
Last CoB Level
7,439.74 3,725.39 4,145.19 |
% Change
1.25% -14.76% -11.48%
|
+
|
Semi-Annual Defensive Memory Income Builder (GBP) - March 2021
|
Canadian Imperial Bank of Commerce |
XS2303070325 |
12/03/2021 |
30/03/2027 |
05/08/2022 |
90.38 |
|
|
Barrier: 70% (European)
Return: 2.6% s.a.
Next KO Observation: 13/03/2023
Next KO Trigger: 105%
Next Income Observation: 12/09/2022
Next Income Trigger: 75%
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) FTSE 100 INDEX (UKX) |
Start Level
1,121.706 12,937.29 6,766.811 6,761.47
|
Last CoB Level
1,186.24 13,207.69 7,015.56 7,439.74
|
% Change
5.75% 2.09% 3.68% 10.03%
|
+
|
Defensive Digital Economy AutoCallable Tracker Note (Max. Return Version) (GBP) - October 2021
|
Barclays Bank Plc |
XS2302195248 |
29/10/2021 |
12/11/2027 |
08/08/2022 |
|
|
|
Barrier: 65% (European)
Return: 8% p.a.
Next KO Observation: 31/10/2022
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
MXWODE5N (MXWODE5N) |
Start Level
TBC
|
Last CoB Level
5,660.51
|
% Change
|
+
|
Quarterly Callable FTSE Performance Booster (GBP) - October 2021
|
Barclays Bank Plc |
XS2302195081 |
29/10/2021 |
13/05/2027 |
05/08/2022 |
90.42 |
|
|
Barrier: 70% (European)
Return: 1.75%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,237.57
|
Last CoB Level
7,439.74
|
% Change
2.79%
|
+
|
Developed Markets Memory Income Note (GBP) - October 2021
|
Marex Financial |
XS2301681990 |
14/10/2021 |
28/10/2027 |
05/08/2022 |
81.68 |
|
|
Barrier: 65% (European)
Return: 1.25% p.q.
Next KO Observation: 17/10/2023
Next KO Trigger: 100%
Next Income Observation: 14/10/2022
Next Income Trigger: 85%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
15,052.42 28,550.93 7,207.71 1,247.864
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-12.26% -1.31% 3.22% -4.94%
|
+
|
Developed Market Fixed Barrier Quarterly Phoenix (GBP) - December 2021
|
Marex Financial |
XS2301678426 |
17/12/2021 |
31/12/2027 |
05/08/2022 |
79.71 |
|
|
Barrier: 70% (European)
Return: 1.35% p.q.
Next KO Observation: 18/12/2023
Next KO Trigger: 100%
Next Income Observation: 19/09/2022
Next Income Trigger: 80%
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) FTSE 100 INDEX (UKX) NIKKEI 225 (NKY) |
Start Level
1,259.389 15,801.46 7,269.92 28,545.68
|
Last CoB Level
1,186.24 13,207.69 7,439.74 28,175.87
|
% Change
-5.81% -16.41% 2.34% -1.3%
|
+
|
Global Developed Markets Monthly Autocall (GBP) - December 2021
|
Marex Financial |
XS2301663824 |
29/12/2021 |
12/01/2028 |
05/08/2022 |
80.07 |
|
|
Barrier: 65% (European)
Return: 0.7% p.m.
Next KO Observation: 29/06/2023
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
16,491.01 28,906.88 7,420.69 1,296.336
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-19.91% -2.53% 0.26% -8.49%
|
+
|
Developed Markets Autocall Note (EUR) – December 2021
|
Marex Financial |
XS2301630732 |
02/12/2021 |
16/12/2027 |
05/08/2022 |
80.73 |
|
|
Barrier: 65% (European)
Return: 7.2% p.a.
Next KO Observation: 02/12/2022
Next KO Trigger: 100%
Next Income Observation:
Next Income Trigger:
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
15,990.76 27,753.37 7,129.21 1,257.813
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-17.4% 1.52% 4.36% -5.69%
|
+
|
Quarterly AutoCallable Income Builder (Reducing Coupon Trigger) GBP - December 2021
|
Marex Financial |
XS2301625906 |
06/12/2021 |
20/12/2027 |
05/08/2022 |
83.48 |
|
|
Barrier: 65% (European)
Return: 1.5% p.q.
Next KO Observation: 06/12/2023
Next KO Trigger: 100%
Next Income Observation: 06/09/2022
Next Income Trigger: 95%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
15,846.16 27,927.37 7,232.28 1,264.315
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-16.65% 0.89% 2.87% -6.18%
|
+
|
FTSE Only Kick Out Plan - September 2021
|
Barclays Bank Plc |
XS2300785560 |
30/09/2021 |
07/10/2026 |
05/08/2022 |
96.42 |
On Request |
|
Barrier: 65% (European)
Return: 6.15% p.a.
Next KO Observation: 29/09/2023
Next KO Trigger: 105%
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,086.42 |
Last CoB Level
7,439.74 |
% Change
4.99%
|
+
|
Deep Barrier Developed Market Index Defensive Memory Income Note (GBP) - August 2021
|
Marex Financial |
XS2290784961 |
19/08/2021 |
26/08/2027 |
05/08/2022 |
83.91 |
|
|
Barrier: 65% (European)
Return: 2.5% s.a.
Next KO Observation: 21/08/2023
Next KO Trigger: 80%
Next Income Observation: 19/08/2022
Next Income Trigger: 100%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
14,933.94 27,281.17 7,058.86 1,217.524
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-11.56% 3.28% 5.4% -2.57%
|
+
|
Developed Market Index Defensive Memory Income Note (GBP) - August 2021
|
Marex Financial |
XS2290782593 |
25/08/2021 |
02/09/2027 |
05/08/2022 |
82.01 |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: 25/08/2023
Next KO Trigger: 100%
Next Income Observation: 25/08/2022
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
15,368.92 27,724.80 7,150.12 1,236.297
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-14.06% 1.63% 4.05% -4.05%
|
+
|
Developed Market Index Defensive Memory Income Note (USD) - August 2021
|
Marex Financial |
XS2290775621 |
18/08/2021 |
25/08/2027 |
05/08/2022 |
81.64 |
|
|
Barrier: 70% (European)
Return: 2.75% s.a.
Next KO Observation: 18/08/2023
Next KO Trigger: 100%
Next Income Observation: 18/08/2022
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
14,857.92 27,585.91 7,169.32 1,221.682
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-11.11% 2.14% 3.77% -2.9%
|
+
|
AutoCallable FTSE Tracker (Max. Return Version) (GBP) - July 2021
|
Barclays Bank Plc |
XS2289987617 |
30/07/2021 |
13/08/2027 |
05/08/2022 |
KICKED OUT |
|
|
Barrier: 70% (European)
Return: 6% p.a.
Next KO Observation: N/A
Next KO Trigger: N/A
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
7,032.30
|
Last CoB Level
N/A
|
% Change
N/A
|
+
|
Semi-Annual Defensive Income Builder (GBP) - February 2021
|
Canadian Imperial Bank of Commerce |
XS2288109320 |
10/02/2021 |
24/02/2027 |
05/08/2022 |
67.40 |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: 10/02/2023
Next KO Trigger: 105%
Next Income Observation: 10/08/2022
Next Income Trigger: 75%
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) HANG SENG CHINA ENT INDX (HSCEI) |
Start Level
1,092.529 13,655.27 6,856.904 11,810.25
|
Last CoB Level
1,186.24 13,207.69 7,015.56 6,902.18
|
% Change
8.58% -3.28% 2.31% -41.56%
|
+
|
Developed Market Index Defensive Memory Income Note (GBP) - July 2021
|
Marex Financial |
XS2275830706 |
07/07/2021 |
21/07/2027 |
05/08/2022 |
80.31 |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: 07/07/2023
Next KO Trigger: 100%
Next Income Observation: 09/01/2023
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
14,810.54 28,366.95 7,151.02 1,218.669
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-10.82% -0.67% 4.04% -2.66%
|
+
|
Developed Market Index Defensive Memory Income Note (USD) - June 2021
|
Marex Financial |
XS2275803489 |
18/06/2021 |
25/06/2027 |
05/08/2022 |
79.99 |
|
|
Barrier: 70% (European)
Return: 2.75% s.a.
Next KO Observation: 16/06/2023
Next KO Trigger: 100%
Next Income Observation: 16/12/2022
Next Income Trigger: 75%
|
Underlyings
NASDAQ 100 STOCK INDX (NDX) NIKKEI 225 (NKY) FTSE 100 INDEX (UKX) S&P/TSX 60 INDEX (SPTSX60) |
Start Level
14,049.58 28,964.08 7,017.47 1,201.651
|
Last CoB Level
13,207.69 28,175.87 7,439.74 1,186.24
|
% Change
-5.99% -2.72% 6.02% -1.28%
|
+
|
Global Memory Income Note (EUR) - March 2021
|
Goldman Sachs |
XS2274298103 |
05/03/2021 |
12/03/2027 |
05/08/2022 |
KICKED OUT |
|
|
Barrier: 70% (European)
Return: 2.5% s.a.
Next KO Observation: N/A
Next KO Trigger: N/A
Next Income Observation: N/A
Next Income Trigger: N/A
|
Underlyings
S&P/TSX 60 INDEX (SPTSX60) NASDAQ 100 STOCK INDX (NDX) S&P/ASX 200 INDEX (AS51) MSCI TAIWAN (TAMSCI) |
Start Level
1,096.722 12,668.51 6,710.846 648.87
|
Last CoB Level
N/A N/A N/A N/A
|
% Change
N/A N/A N/A N/A
|
+
|
Callable FTSE 3x Performance Booster (USD) - March 2021
|
Goldman Sachs |
XS2274295422 |
05/03/2021 |
12/03/2027 |
04/08/2022 |
98.02 |
|
|
Barrier: 70% (European)
Return: 8%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
|
Underlyings
FTSE 100 INDEX (UKX) |
Start Level
6,630.52
|
Last CoB Level
7,439.74
|
% Change
12.2%
|
+
|
4.5 Year 300% FTSE Supertracker - Monthly Callable Version - April 2021
|
Goldman Sachs |
XS2274028658 |
30/04/2021 |
13/11/2025 |
05/08/2022 |
96.67 |
|
|
Barrier: 70% (European)
Return: 6.3%
Next KO Observation:
Next KO Trigger:
Next Income Observation:
Next Income Trigger:
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Underlyings
FTSE 100 INDEX (UKX) |
Start Level
6,969.81
|
Last CoB Level
7,439.74
|
% Change
6.74%
|