INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.92% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,404.1800 | 5891.95 |
| SMI | 12,916.8100 | 13147.93 |
| Nikkei 225 | 37,053.1000 | 53375.6 |
| Russell 2000 | 2,044.0950 | 2654.776 |
STRIKE DATE 14/03/2025
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: 1.75% Quarterly (7.00% 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 XS2959157491
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 107.11% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 35,947.8900 | 45075.6 |
| S&P 500 | 5,287.7600 | 6969.01 |
| HSI | 21,562.3200 | 27968.09 |
STRIKE DATE 22/04/2025
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 for first 36 months, reducing to 95% for final 36 months.
Coupon Rate: EUR: 5.10% Semi-Annually (10.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3030259363
NEXT POTENTIAL MATURITY DATE 22/04/2026
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.11% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,359.4200 | 5891.95 |
| Nasdaq 100 | 19,596.0200 | 25884.29 |
| Nikkei 225 | 36,819.0900 | 53375.6 |
| S&P/ASX 200 | 7,786.2380 | 8927.526 |
STRIKE DATE 12/03/2025
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: 2.00% Quarterly (8.00% p.a.)
Income Trigger: 90% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3022292877
NEXT POTENTIAL MATURITY DATE 12/03/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.71% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,359.4200 | 5891.95 |
| Nasdaq 100 | 19,596.0200 | 25884.29 |
| Nikkei 225 | 36,819.0900 | 53375.6 |
| S&P/ASX 200 | 7,786.2380 | 8927.526 |
STRIKE DATE 12/03/2025
RETURN & BARRIERS
2.125% Quarterly Memory Coupon if all above 90%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS2972157874
NEXT POTENTIAL MATURITY DATE 12/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.08% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,609.8400 | 13147.93 |
| FTSE MIB | 35,843.8200 | 45075.6 |
| Nikkei 225 | 34,267.5400 | 53375.6 |
| Russell 2000 | 1,882.9210 | 2654.776 |
STRIKE DATE 14/04/2025
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: 2.00% Quarterly (8.00% 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 XS2958109048
NEXT POTENTIAL MATURITY DATE 15/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.29% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,609.8400 | 13147.93 |
| FTSE MIB | 35,843.8200 | 45075.6 |
| Nikkei 225 | 34,267.5400 | 53375.6 |
| Russell 2000 | 1,882.9210 | 2654.776 |
STRIKE DATE 14/04/2025
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: 2.15% Quarterly (8.60% 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 XS2958108826
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.14% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,499.4600 | 13147.93 |
| Eurostoxx 50 | 4,911.3900 | 5891.95 |
| Nikkei 225 | 33,982.3600 | 53375.6 |
| S&P 500 | 5,405.9700 | 6969.01 |
STRIKE DATE 13/04/2025
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: 6.35% Semi-Annually (12.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958109394
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 113.16% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,499.4600 | 13147.93 |
| Eurostoxx 50 | 4,911.3900 | 5891.95 |
| Nikkei 225 | 33,982.3600 | 53375.6 |
| S&P 500 | 5,405.9700 | 6969.01 |
STRIKE DATE 13/04/2025
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: 7.00% Semi-Annually (14.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958109121
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Microsoft | 380.4500 | 433.5 |
| Intel | 19.7800 | 48.66 |
| Tesla Motors | 230.5800 | |
| Nvidia Corporation | 108.7600 | 192.51 |
STRIKE DATE 11/03/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Basket Star
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD: 3.25% Quarterly (13.00% 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 13.00% p.a
ISIN XS2971144170
NEXT POTENTIAL MATURITY DATE 11/09/2025
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.54% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 33,920.4000 | 53375.6 |
| FTSE MIB | 36,067.5700 | 45075.6 |
| IBEX 35 | 12,942.1000 | 17589.7 |
STRIKE DATE 16/04/2025
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: 4.40% Semi-Annually (8.80% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291634
NEXT POTENTIAL MATURITY DATE 18/04/2028
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 106.48% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 36,067.5700 | 53375.6 |
| FTSE MIB | 36,067.5700 | 45075.6 |
| IBEX 35 | 12,942.1000 | 17589.7 |
STRIKE DATE 16/04/2025
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: 4.30% Semi-Annually (8.60% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291477
NEXT POTENTIAL MATURITY DATE 18/04/2028
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.80% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,679.8800 | 10171.76 |
| Eurostoxx 50 | 5,468.4100 | 5891.95 |
| Nikkei 225 | 36,887.1700 | 53375.6 |
| Russell 2000 | 2,075.4830 | 2654.776 |
STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.)
Income Trigger: 90% of initial level
Capital Risk: 100% capital protected
P.A. RETURN
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 07/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.57% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,679.8800 | 10171.76 |
| Eurostoxx 50 | 5,468.4100 | 5891.95 |
| Nikkei 225 | 36,887.1700 | 53375.6 |
| Russell 2000 | 2,075.4830 | 2654.776 |
STRIKE DATE 07/03/2025
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: 1.25% Quarterly (5.00% p.a.)
Income Trigger: 90% of initial level
Capital Risk: 100% capital protected
P.A. RETURN
ISIN XS2958072964
NEXT POTENTIAL MATURITY DATE 07/03/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.39% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,878.3100 | 5891.95 |
| Russell 2000 | 1,827.0320 | 2654.776 |
| Nikkei 225 | 33,780.5800 | 53375.6 |
STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 6.30% p.a. (Paid Semi-Annually)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713582
NEXT POTENTIAL MATURITY DATE 04/04/2028
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.94% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,878.3100 | 5891.95 |
| Russell 2000 | 1,827.0320 | 2654.776 |
| Nikkei 225 | 33,780.5800 | 53375.6 |
STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.80% p.a. (Paid Semi-Annually)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713400
NEXT POTENTIAL MATURITY DATE 13/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.93% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 43,006.5900 | 49071.56 |
| FTSE 100 | 8,755.8400 | 10171.76 |
| SMI | 13,112.7500 | 13147.93 |
| Nikkei 225 | 37,418.2400 | 53375.6 |
STRIKE DATE 05/03/2025
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: 2.0875% Quarterly (8.35% 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 XS2958961240
NEXT POTENTIAL MATURITY DATE 05/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.85% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 43,006.5900 | 49071.56 |
| S&P/ASX 200 | 8,141.1130 | 8927.526 |
| FTSE 100 | 8,755.8400 | 10171.76 |
| FTSE MIB | 38,519.4000 | 45075.6 |
STRIKE DATE 05/03/2025
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: EUR: 1.16125% Quarterly (4.645% 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 XS2958961083
NEXT POTENTIAL MATURITY DATE 05/03/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nvidia Corporation | 109.6700 | 192.51 |
| Tesla Motors | 263.5500 | |
| Oracle | 140.8700 | 169.01 |
| Intel | 22.7100 | 48.66 |
STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 60% Glider at month 12
Coupon Rate: USD: 8.50% Quarterly (34.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 34.00% p.a.
ISIN XS3011424630
NEXT POTENTIAL MATURITY DATE 29/09/2025
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 53.2000 | 72.24 |
| Commerzbank AG | 21.7200 | 34.6 |
| BBVA | 12.7250 | 21.03 |
| Morgan Stanley | 115.3300 | 182.4 |
STRIKE DATE 28/03/2025
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: 4.00% Quarterly (16.00% 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 16.00% p.a.
ISIN XS3011425793
NEXT POTENTIAL MATURITY DATE 29/09/2025
COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,381.0800 | 5891.95 |
| Nikkei 225 | 37,799.9700 | 53375.6 |
| Russell 2000 | 2,065.6970 | 2654.776 |
STRIKE DATE 27/03/2025
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: 5.42% Semi-Annually (10.84% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.84% p.a.
ISIN XS3017933675
NEXT POTENTIAL MATURITY DATE 29/09/2025
