INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander 75-60 Memory Income Autocall February 2025 USD
ISIN: XS2992309372
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 96.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.44% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,114.63006846.61
Eurostoxx 505,493.40005725.7
SMI12,839.870012702.08
Nikkei 22539,149.430050842.93

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.8875% Quarterly (7.55% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2992309372
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Feb 2025 GBP
ISIN: XS2945413222
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 97.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.08% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40005725.7
FTSE 1008,732.46009899.6
Nikkei 22539,149.430050842.93
Russell 20002,279.98102458.279

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.7875% Quarterly (7.15% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2945413222
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Marex Financial US Stocks Defensive Autocall Feb 2025 USD
ISIN: XS2845257364
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise264.4300263.55
Nvidia Corporation129.8400193.16
Amazon.com229.1500249.1
Meta Platform Inc714.5200627.08

STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 3 years, 3 months Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 3.675% Quarterly (14.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.70% p.a.
ISIN XS2845257364
NEXT POTENTIAL MATURITY DATE 07/08/2025

    EXPAND CLOSE
    Barclays Memory Income Cap Protected Autocall Feb 2025 USD
    ISIN: Barclays
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY XS2945458839
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,700.53009899.6
    Eurostoxx 505,325.40005725.7
    Nikkei 22538,787.020050842.93
    S&P 5006,025.99006846.61

    STRIKE DATE 07/02/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Trigger: 90% of initial level Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN Barclays
    NEXT POTENTIAL MATURITY DATE 07/11/2027

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall Feb 2025 USD 
      ISIN: XS2941028925
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 102.06%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.06% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340012702.08
      Eurostoxx 505,325.40005725.7
      Nikkei 22538,787.020050842.93
      Russell 20002,279.70802458.279

      STRIKE DATE 07/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941028925
      NEXT POTENTIAL MATURITY DATE 09/02/2026

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall Feb 2025 GBP
      ISIN: XS2941028842
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 99.41%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.41% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340012702.08
      Eurostoxx 505,325.40005725.7
      Nikkei 22538,787.020050842.93
      Russell 20002,279.70802458.279

      STRIKE DATE 07/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941028842
      NEXT POTENTIAL MATURITY DATE 09/02/2026

      EXPAND CLOSE
      BBVA Diversified Indices Classic Autocall Feb 2025 GBP
      ISIN: XS2941028768
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 101.90%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 101.90% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      IBEX 3512,688.900016388.8
      Eurostoxx 505,325.40005725.7
      Nikkei 22538,787.020050842.93
      Russell 20002,279.70802458.279

      STRIKE DATE 07/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941028768
      NEXT POTENTIAL MATURITY DATE 09/02/2026

      EXPAND CLOSE
      BBVA 100% Capital Protected Autocall Feb 2025 USD
      ISIN: XS2941021599
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 102.32%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.32% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB37,055.700044438.88
      Nikkei 22538,787.020050842.93
      SMI12,593.340012702.08
      Russell 20002,279.70802458.279

      STRIKE DATE 07/02/2025
      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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2941021599
      NEXT POTENTIAL MATURITY DATE 07/02/2028

      EXPAND CLOSE
      Citi 100% Capital Protected Autocall Feb 2025 USD
      ISIN: XS2978641814
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 102.12%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.12% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,325.40005725.7
      SMI12,593.340012702.08
      Russell 20002,279.70802458.279
      Nikkei 22538,787.020050842.93

      STRIKE DATE 07/02/2025
      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: 4.67% Semi-Annually (9.34% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2978641814
      NEXT POTENTIAL MATURITY DATE 07/02/2028

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP Mar 2025
      ISIN: XS2941090727
      STRIKE DATE: 13/03/2025
      INDICATIVE PRICE: 94.69%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 94.69% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,836.190012702.08
      FTSE MIB37,999.730044438.88
      Nikkei 22536,790.030050842.93
      Russell 20001,993.69002458.279

      STRIKE DATE 13/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941090727
      NEXT POTENTIAL MATURITY DATE 13/03/2026

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall USD Mar 2025
      ISIN: XS2941090990
      STRIKE DATE: 13/03/2025
      INDICATIVE PRICE: 95.76%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 95.76% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,836.190012702.08
      FTSE MIB37,999.730044438.88
      Nikkei 22536,790.030050842.93
      Russell 20001,993.69002458.279

      STRIKE DATE 13/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941090990
      NEXT POTENTIAL MATURITY DATE 13/03/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Mar 2025
      ISIN: XS2941090305
      STRIKE DATE: 12/03/2025
      INDICATIVE PRICE: 99.61%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.61% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,868.430012702.08
      Eurostoxx 505,359.42005725.7
      Nikkei 22536,819.090050842.93
      S&P 5005,599.30006846.61

      STRIKE DATE 12/03/2025
      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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941090305
      NEXT POTENTIAL MATURITY DATE 12/03/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Mar 2025
      ISIN: XS2941090487
      STRIKE DATE: 12/03/2025
      INDICATIVE PRICE: 101.38%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 101.38% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,868.430012702.08
      Eurostoxx 505,359.42005725.7
      Nikkei 22536,819.090050842.93
      S&P 5005,599.30006846.61

      STRIKE DATE 12/03/2025
      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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2941090487
      NEXT POTENTIAL MATURITY DATE 12/03/2026

      EXPAND CLOSE
      Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
      ISIN: XS2938749301
      STRIKE DATE: 03/02/2025
      INDICATIVE PRICE: 98.06%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.06% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,217.91005725.7
      S&P 5005,994.57006846.61
      Nikkei 22538,520.090050842.93

      STRIKE DATE 03/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2938749301
      NEXT POTENTIAL MATURITY DATE 03/02/2026

      EXPAND CLOSE
      Citi Developed Markets Classic Autocall EUR March 2025
      ISIN: XS2984044193
      STRIKE DATE: 07/03/2025
      INDICATIVE PRICE: 104.47%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citigroup Global Markets Funding Luxembourg
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 104.47% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB38,592.810044438.88
      S&P 5005,770.20006846.61
      HSI24,231.300026696.41

      STRIKE DATE 07/03/2025
      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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2984044193
      NEXT POTENTIAL MATURITY DATE 09/03/2026

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income GBP March 2025
      ISIN: XS2736708749
      STRIKE DATE: 05/03/2025
      INDICATIVE PRICE: 96.91%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 96.91% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,489.12005725.7
      Russell 20002,100.74802458.279
      Nikkei 22537,418.240050842.93

      STRIKE DATE 05/03/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736708749
      NEXT POTENTIAL MATURITY DATE 06/03/2028

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income USD March 2025
      ISIN: XS2736708665
      STRIKE DATE: 05/03/2025
      INDICATIVE PRICE: 97.72%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.72% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,489.12005725.7
      Russell 20002,100.74802458.279
      Nikkei 22537,418.240050842.93

      STRIKE DATE 05/03/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736708665
      NEXT POTENTIAL MATURITY DATE 13/03/2028

      EXPAND CLOSE
      Morgan Stanley Capital Protected Autocall GBP March 2025
      ISIN: XS2937859705
      STRIKE DATE: 04/03/2025
      INDICATIVE PRICE: 103.16%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley B.V.
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 103.16% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22537,331.180050842.93
      FTSE MIB8,759.000044438.88
      FTSE 10037,736.16009899.6

      STRIKE DATE 04/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual(First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2937859705
      NEXT POTENTIAL MATURITY DATE 06/03/2028

      EXPAND CLOSE
      Morgan Stanley Capital Protected Autocall USD March 2025
      ISIN: XS2937860034
      STRIKE DATE: 04/03/2025
      INDICATIVE PRICE: 104.75%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley B.V.
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 104.75% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22537,331.180050842.93
      FTSE MIB8,759.000044438.88
      FTSE 10037,736.16009899.6

      STRIKE DATE 04/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2937860034
      NEXT POTENTIAL MATURITY DATE 06/03/2028

      EXPAND CLOSE
      Société Générale Banks Low Hurdle Basket Star Autocall USD Feb 2025 – Factsheet available upon request
      ISIN: XS2970974312
      STRIKE DATE: 28/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA50.610066.64
      Commerzbank AG20.610033.54
      BBVA12.825018.545
      Morgan Stanley133.1100166.5

      STRIKE DATE 28/02/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
      P.A. RETURN 15.00% p.a.
      ISIN XS2970974312
      NEXT POTENTIAL MATURITY DATE 28/08/2025

      EXPAND CLOSE