INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall GBP Jan 2025
ISIN: XS2903143647
STRIKE DATE: 06/01/2025
INDICATIVE PRICE: 106.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.79% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,830.770012702.08
Eurostoxx 505,011.82005725.7
Nikkei 22540,083.300050842.93
S&P 5005,909.03006846.61

STRIKE DATE 06/01/2025
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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2903143647
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jan 2025
ISIN: XS2903143563
STRIKE DATE: 07/01/2025
INDICATIVE PRICE: 108.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.82% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,830.770012702.08
Eurostoxx 505,011.82005725.7
Nikkei 22540,083.300050842.93
S&P 5005,909.03006846.61

STRIKE DATE 07/01/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2903143563
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
Goldman Sachs AI 70-70 Low Hurdle Autocall November 2024 USD
ISIN: XS2926197232
STRIKE DATE: 27/11/2024
INDICATIVE PRICE: 91.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 91.82% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle182.7000236.15
IBM226.9200313.72
UiPath Inc14.090014.37

STRIKE DATE 27/11/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 30 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 12.45% Quarterly (24.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2926197232
NEXT POTENTIAL MATURITY DATE 27/05/2027

EXPAND CLOSE
BNP Rainbow Basket Cap Protected Participation Note Nov 2024 ZAR
ISIN: XS2883786225
STRIKE DATE: 01/11/2024
INDICATIVE PRICE: 105.63%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 105.63% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER186.6492191.2255
S&P 500 Futures Excess Return Index487.9400560.48

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 200% Uncapped Participation (No Maximum Return at Maturity) on the Rainbow Basket (70% of best performing underlying, 30% of the worst) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2883786225
NEXT POTENTIAL MATURITY DATE 01/11/2029

EXPAND CLOSE
Goldman Sachs Weighted Basket Growth Participation Oct 2024 USD
ISIN: XS2769566048
STRIKE DATE: 30/10/2024
INDICATIVE PRICE: 108.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 108.51% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,159.63009899.6
S&P 5005,813.67006846.61
Eurostoxx 504,885.75005725.7
iShares MSCI Emerging Markets (EEM)44.740055.57
Nikkei 22539,277.390050842.93

STRIKE DATE 30/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 140% Capped Participation in the averaged in and out basket at Maturity, Capped at 40% Growth = Max Return: 56.00% at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2769566048
NEXT POTENTIAL MATURITY DATE 30/10/2029

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Oct 2024 USD
ISIN: XS2877655253
STRIKE DATE: 09/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22539,277.960050842.93
SMI12,122.930012702.08
S&P 5005,792.04006846.61
Eurostoxx 504,982.57005725.7

STRIKE DATE 09/10/2024
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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2877655253
NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    GS One Star Triple Index Classic Autocall Oct 2024 ZAR
    ISIN: ZAE000340568
    STRIKE DATE: 11/10/2024
    INDICATIVE PRICE: 115.10%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 115.10% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,605.800050842.93
    Nasdaq 10020,271.970025533.49
    Eurostoxx 505,003.92005725.7

    STRIKE DATE 11/10/2024
    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: ZAR: 17.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN ZAE000340568
    NEXT POTENTIAL MATURITY DATE 12/10/2027

    EXPAND CLOSE
    BNP 118% Uncapped Participation Growth Note Sep 2024 ZAR
    ISIN: ZAE000339586
    STRIKE DATE: 17/09/2024
    INDICATIVE PRICE: 117.36%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 117.36% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,634.58006846.61
    USDZAR17.640017.141

    STRIKE DATE 17/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 118% Uncapped Participation on the performance of the SPX. Return is multiplied by the difference in the USDZAR Exchange Rate Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339586
    NEXT POTENTIAL MATURITY DATE 17/09/2029

    EXPAND CLOSE
    BNP 800% Participation Capital Protected Note ZAR Sep 2024
    ISIN: ZAE000339743
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 114.06%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 114.06% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index283.1345296.1928

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339743
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: DE000UG0FD00
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: 100.14%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 100.14% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,494.830044438.88
    FTSE 1008,262.08009899.6
    Nikkei 22538,283.850050842.93
    Nasdaq 10020,776.230025533.49

    STRIKE DATE 22/11/2024
    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: 1.875% Quarterly (7.50% 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 DE000UG0FD00
    NEXT POTENTIAL MATURITY DATE 24/11/2025

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: XS2892505491
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: 97.13%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.13% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,789.08005725.7
    SMI11,716.500012702.08
    Nikkei 22538,283.850050842.93
    Russell 20002,406.67002458.279

    STRIKE DATE 22/11/2024
    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: 1.875% Quarterly (7.50% 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 XS2892505491
    NEXT POTENTIAL MATURITY DATE 25/11/2025

    EXPAND CLOSE
    Natixis 4 Year Annual Fixed Income Nov 2024 USD
    ISIN: XS2736691242
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: 102.46%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.46% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,789.08005725.7
    Russell 20002,406.67002458.279
    FTSE 1008,262.08009899.6
    Nikkei 22538,283.850050842.93

    STRIKE DATE 22/11/2024
    RETURN & BARRIERS
    7.01% Annual Fixed Income 60% European Barrier
    P.A. RETURN
    ISIN XS2736691242
    NEXT POTENTIAL MATURITY DATE 22/11/2028

    EXPAND CLOSE
    BBVA Low Hurdle Autocall Nov 2024 GBP
    ISIN: XS2892499232
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: 105.44%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 105.44% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,789.08005725.7
    FTSE 1008,262.08009899.6
    Nikkei 22538,283.850050842.93

    STRIKE DATE 22/11/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2892499232
    NEXT POTENTIAL MATURITY DATE 25/11/2025

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
    ISIN: XS2917923752
    STRIKE DATE: 20/12/2024
    INDICATIVE PRICE: 105.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 105.53% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,701.900050842.93
    FTSE MIB33,766.290044438.88
    S&P/ASX 2008,066.96208818.793

    STRIKE DATE 20/12/2024
    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 XS2917923752
    NEXT POTENTIAL MATURITY DATE 20/12/2027

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
    ISIN: XS2917923679
    STRIKE DATE: 20/12/2024
    INDICATIVE PRICE: 105.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.53% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,701.900050842.93
    FTSE MIB33,766.290044438.88
    S&P/ASX 2008,066.96208818.793

    STRIKE DATE 20/12/2024
    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: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2917923679
    NEXT POTENTIAL MATURITY DATE 20/12/2027

    EXPAND CLOSE
    BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
    ISIN: XS2880947135
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: 109.68%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 109.68% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    DAX19,189.190024088.06
    SMI11,639.600012702.08
    Nikkei 22538,220.850050842.93

    STRIKE DATE 18/11/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2880947135
    NEXT POTENTIAL MATURITY DATE 18/11/2027

    EXPAND CLOSE
    UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2937232499
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: 103.07%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.07% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,109.32009899.6
    FTSE MIB33,758.430044438.88
    Nikkei 22538,220.850050842.93
    Russell 20002,306.34002458.279

    STRIKE DATE 18/11/2024
    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: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2937232499
    NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2888310096
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: 103.47%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.47% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,109.32009899.6
    FTSE MIB33,758.430044438.88
    Nikkei 22538,220.850050842.93
    S&P 5005,893.62006846.61

    STRIKE DATE 18/11/2024
    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: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2888310096
    NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2916899144
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: 103.28%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.28% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,109.32009899.6
    FTSE MIB33,758.430044438.88
    Nikkei 22538,220.850050842.93
    S&P 5005,893.62006846.61

    STRIKE DATE 18/11/2024
    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: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2916899144
    NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
    ISIN: XS2893978507
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: 103.53%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.53% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,790.33005725.7
    Nikkei 22538,220.850050842.93
    Nasdaq 10020,539.190025533.49

    STRIKE DATE 18/11/2024
    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: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2893978507
    NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE