INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall USD Dec 2024
ISIN: XS2892525093
STRIKE DATE: 12/12/2024
INDICATIVE PRICE: 98.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.55% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,965.53005725.7
FTSE MIB34,857.370044438.88
Nikkei 22539,849.140050842.93
Russell 20002,361.08102458.279

STRIKE DATE 12/12/2024
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: 4.00% Semi-Annual (8.00% 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 XS2892525093
NEXT POTENTIAL MATURITY DATE 12/12/2025

EXPAND CLOSE
Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
ISIN: XS2814503525
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 96.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.82% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400150.63
US CPI Urban Consumers NSA315.6640324.8

STRIKE DATE 15/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2814503525
NEXT POTENTIAL MATURITY DATE 15/11/2029

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
ISIN: XS2922146696
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 100.07%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.07% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005725.7
SMI11,627.040012702.08
Russell 20002,303.83502458.279
Nikkei 22538,642.910050842.93

STRIKE DATE 15/11/2024
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: 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 XS2922146696
NEXT POTENTIAL MATURITY DATE 15/11/2025

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2922146423
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 100.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.17% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005725.7
SMI11,627.040012702.08
Russell 20002,303.83502458.279
Nikkei 22538,642.910050842.93

STRIKE DATE 15/11/2024
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: 1.85% Quarterly (7.40% 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 XS2922146423
NEXT POTENTIAL MATURITY DATE 15/11/2025

EXPAND CLOSE
Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
ISIN: XS2928180681
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander4.57659.309
Deutsche Bank AG16.060032.5
Commerzbank AG15.900033.54
UniCredit SpA40.770066.64

STRIKE DATE 15/11/2024
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 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.24% p.a.
ISIN XS2928180681
NEXT POTENTIAL MATURITY DATE 15/05/2025

    EXPAND CLOSE
    Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
    ISIN: XS2928239917
    STRIKE DATE: 16/12/2024
    INDICATIVE PRICE: 103.99%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.99% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com232.9300249.1
    Microsoft451.5900508.68
    Nvidia Corporation132.0000193.16
    Tesla Inc463.0200439.62

    STRIKE DATE 16/12/2024
    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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2928239917
    NEXT POTENTIAL MATURITY DATE 16/12/2025

    EXPAND CLOSE
    Natixis 3 Year Fixed Income GBP December 2024
    ISIN: XS2736691085
    STRIKE DATE: 11/12/2024
    INDICATIVE PRICE: 96.89%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.89% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,959.35005725.7
    Russell 20002,394.15902458.279
    Nikkei 22539,372.230050842.93

    STRIKE DATE 11/12/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736691085
    NEXT POTENTIAL MATURITY DATE 20/12/2027

    EXPAND CLOSE
    Santander 70-60 Memory Income Autocall Nov 2024 GBP
    ISIN: XS2922141465
    STRIKE DATE: 12/11/2024
    INDICATIVE PRICE: 101.51%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 101.51% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,744.69005725.7
    SMI11,712.090012702.08
    Nikkei 22539,376.090050842.93
    Russell 20002,391.84802458.279

    STRIKE DATE 12/11/2024
    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: GBP: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2922141465
    NEXT POTENTIAL MATURITY DATE 12/11/2025

    EXPAND CLOSE
    Citi 65-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2907340371
    STRIKE DATE: 12/11/2024
    INDICATIVE PRICE: 102.04%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.04% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,744.69005725.7
    SMI11,712.090012702.08
    Nikkei 22539,376.090050842.93
    Russell 20002,391.84802458.279

    STRIKE DATE 12/11/2024
    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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2907340371
    NEXT POTENTIAL MATURITY DATE 12/11/2025

    EXPAND CLOSE
    BBVA Memory Knock-Out Autocall Nov 2024 USD
    ISIN: XS2879186661
    STRIKE DATE: 12/11/2024
    INDICATIVE PRICE: 109.02%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 109.02% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,744.69005725.7
    S&P 5005,983.99006846.61
    Nikkei 22539,376.090050842.93
    FTSE MIB33,607.140044438.88

    STRIKE DATE 12/11/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2879186661
    NEXT POTENTIAL MATURITY DATE 12/11/2025

    EXPAND CLOSE
    BNP Capital Protected Uncapped Participation Note USD Nov 2024
    ISIN: XS2880922146
    STRIKE DATE: 08/11/2024
    INDICATIVE PRICE: 94.62%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 94.62% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Paribas World Futures RC8 Index225.4888231.1128

    STRIKE DATE 08/11/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2880922146
    NEXT POTENTIAL MATURITY DATE 08/11/2029

    EXPAND CLOSE
    Santander Quad Index Capital Protected Autocall Nov 2024 USD
    ISIN: XS2901358692
    STRIKE DATE: 08/11/2024
    INDICATIVE PRICE: 103.88%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.88% (as at 12/11/2025 09:48 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,797.720012702.08
    S&P 5005,995.54006846.61
    Nikkei 22539,500.370050842.93
    Eurostoxx 504,802.76005725.7

    STRIKE DATE 08/11/2024
    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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901358692
    NEXT POTENTIAL MATURITY DATE 08/11/2027

    EXPAND CLOSE
    Marex US Stocks Defensive Autocall Nov 2024 USD
    ISIN: XS2850806063
    STRIKE DATE: 08/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Meta Platform Inc589.3400627.08
    Royal Caribbean Cruise225.2700263.55
    Microsoft422.5400508.68
    Nvidia Corporation147.6300193.16

    STRIKE DATE 08/11/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 18.25% p.a.
    ISIN XS2850806063
    NEXT POTENTIAL MATURITY DATE 08/08/2025

      EXPAND CLOSE
      Natixis 3 Year Fixed Income USD December 2024
      ISIN: XS2736690947
      STRIKE DATE: 11/12/2024
      INDICATIVE PRICE: 96.91%
      STATUS: Live
      FACTSHEET: DOWNLOAD

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

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,959.35005725.7
      Russell 20002,394.15902458.279
      Nikkei 22539,372.230050842.93

      STRIKE DATE 11/12/2024
      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 XS2736690947
      NEXT POTENTIAL MATURITY DATE 20/12/2027

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall GBP December 2024
      ISIN: XS2885763438
      STRIKE DATE: 11/12/2024
      INDICATIVE PRICE: 99.30%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.30% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,959.35005725.7
      Nikkei 22539,372.230050842.93
      Russell 20002,394.15902458.279

      STRIKE DATE 11/12/2024
      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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2885763438
      NEXT POTENTIAL MATURITY DATE 11/12/2025

      EXPAND CLOSE
      Santander 85-60 Memory Income Autocall GBP December 2024
      ISIN: XS2922138917
      STRIKE DATE: 10/12/2024
      INDICATIVE PRICE: 102.30%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 102.30% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,951.74005725.7
      FTSE MIB34,524.700044438.88
      Nikkei 22539,367.580050842.93
      S&P 5006,034.91006846.61

      STRIKE DATE 10/12/2024
      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: GBP: 4.55% Semi-Annual (9.10% 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 XS2922138917
      NEXT POTENTIAL MATURITY DATE 10/12/2025

      EXPAND CLOSE
      Santander 85-60 Memory Income Autocall USD December 2024
      ISIN: XS2922139139
      STRIKE DATE: 10/12/2024
      INDICATIVE PRICE: 102.75%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.75% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,951.74005725.7
      FTSE MIB34,524.700044438.88
      Nikkei 22539,367.580050842.93
      S&P 5006,034.91006846.61

      STRIKE DATE 10/12/2024
      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: 5.00% Semi-Annual (10.00% 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 XS2922139139
      NEXT POTENTIAL MATURITY DATE 10/12/2025

      EXPAND CLOSE
      Santander 85-60 Memory Income Autocall EUR December 2024
      ISIN: XS2922139055
      STRIKE DATE: 10/12/2024
      INDICATIVE PRICE: 101.56%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 101.56% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 50XS29221390555725.7
      FTSE MIB34,524.700044438.88
      Nikkei 22539,367.580050842.93
      S&P 5006,034.91006846.61

      STRIKE DATE 10/12/2024
      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: EUR: 3.60% Semi-Annual (7.20% 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 XS2922139055
      NEXT POTENTIAL MATURITY DATE 10/12/2025

      EXPAND CLOSE
      BNP Paribas Digi Plus Growth Participation Note Oct 2024 ZAR
      ISIN: ZAE000341301
      STRIKE DATE: 31/10/2024
      INDICATIVE PRICE: 108.25%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 108.25% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008,160.02908818.793

      STRIKE DATE 31/10/2024
      RETURN & BARRIERS
      Investment Structure: Digi Plus Growth Participation Maximum Term: 4 years Coupon at Maturity: 45% if at or above initial level and below 45% growth in the underlying Participation: 100% Uncapped Participation anywhere above 45% growth in the underlying Final Barrier: 70% European Barrier
      P.A. RETURN
      ISIN ZAE000341301
      NEXT POTENTIAL MATURITY DATE 01/05/2028

      EXPAND CLOSE
      BNP Paribas 755% Uncapped Participation Growth Note Oct 2024 ZAR
      ISIN: ZAE000338539
      STRIKE DATE: 31/10/2024
      INDICATIVE PRICE: 115.13%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 115.13% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index280.2577296.1928

      STRIKE DATE 31/10/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 755% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN ZAE000338539
      NEXT POTENTIAL MATURITY DATE 31/10/2029

      EXPAND CLOSE