INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale US Tech Memory Income Knock-Out Autocall USD Mar 2025 – Factsheet on request
ISIN: XS2971115311
STRIKE DATE: 21/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft391.2600433.5
Intel24.260048.66
Tesla Motors248.7100
Nvidia Corporation117.7000192.51

STRIKE DATE 21/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger:60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2971115311
NEXT POTENTIAL MATURITY DATE 22/09/2025

EXPAND CLOSE
BNP Averaged Weighted Basket Capped Participation Note Feb 25 ZAR
ISIN: ZAE000342994
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 116.58%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 116.58% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40005891.95
Nikkei 22539,149.430053375.6
S&P 5006,114.63006969.01

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 290% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 30% Growth Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000342994
NEXT POTENTIAL MATURITY DATE 14/02/2030

EXPAND CLOSE
BNP Rainbow Basket Cap Protected 125% Participation Feb 2025 USD
ISIN: XS2940991073
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 100.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 100.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER185.1158189.3212
S&P 500 Futures Excess Return Index513.6500565.43

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 125% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2940991073
NEXT POTENTIAL MATURITY DATE 21/02/2030

EXPAND CLOSE
UBS 75-60 Memory Income Autocall February 2025 GBP
ISIN: XS2969698005
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 99.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.02% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40005891.95
SMI12,839.870013147.93
Nikkei 22539,149.430053375.6
Russell 20002,279.98102654.776

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: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% 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 XS2969698005
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
UBS 75-60 Memory Income Autocall February 2025 USD
ISIN: XS2969698187
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 99.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 99.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40005891.95
SMI12,839.870013147.93
Nikkei 22539,149.430053375.6
Russell 20002,279.98102654.776

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: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% 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 XS2969698187
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall February 2025 USD
ISIN: XS2992309372
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 98.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.94% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,114.63006969.01
Eurostoxx 505,493.40005891.95
SMI12,839.870013147.93
Nikkei 22539,149.430053375.6

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: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40005891.95
FTSE 1008,732.460010171.76
Nikkei 22539,149.430053375.6
Russell 20002,279.98102654.776

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 Cruise264.4300345.98
Nvidia Corporation129.8400192.51
Amazon.com229.1500241.73
Meta Platform Inc714.5200738.31

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 1008,700.530010171.76
    Eurostoxx 505,325.40005891.95
    Nikkei 22538,787.020053375.6
    S&P 5006,025.99006969.01

    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: 109.50%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 109.50% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340013147.93
      Eurostoxx 505,325.40005891.95
      Nikkei 22538,787.020053375.6
      Russell 20002,279.70802654.776

      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: 106.87%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 106.87% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340013147.93
      Eurostoxx 505,325.40005891.95
      Nikkei 22538,787.020053375.6
      Russell 20002,279.70802654.776

      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: 107.16%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 107.16% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      IBEX 3512,688.900017589.7
      Eurostoxx 505,325.40005891.95
      Nikkei 22538,787.020053375.6
      Russell 20002,279.70802654.776

      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: 105.30%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 105.30% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB37,055.700045075.6
      Nikkei 22538,787.020053375.6
      SMI12,593.340013147.93
      Russell 20002,279.70802654.776

      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: 104.75%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 104.75% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,325.40005891.95
      SMI12,593.340013147.93
      Russell 20002,279.70802654.776
      Nikkei 22538,787.020053375.6

      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: 96.33%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 96.33% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,836.190013147.93
      FTSE MIB37,999.730045075.6
      Nikkei 22536,790.030053375.6
      Russell 20001,993.69002654.776

      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: 97.02%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.02% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,836.190013147.93
      FTSE MIB37,999.730045075.6
      Nikkei 22536,790.030053375.6
      Russell 20001,993.69002654.776

      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: 107.93%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 107.93% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,868.430013147.93
      Eurostoxx 505,359.42005891.95
      Nikkei 22536,819.090053375.6
      S&P 5005,599.30006969.01

      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: 108.22%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 108.22% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,868.430013147.93
      Eurostoxx 505,359.42005891.95
      Nikkei 22536,819.090053375.6
      S&P 5005,599.30006969.01

      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: 100.92%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.92% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,217.91005891.95
      S&P 5005,994.57006969.01
      Nikkei 22538,520.090053375.6

      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: 107.30%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citigroup Global Markets Funding Luxembourg
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 107.30% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB38,592.810045075.6
      S&P 5005,770.20006969.01
      HSI24,231.300027968.09

      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