INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2879207251
STRIKE DATE: 04/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,712.69006846.61
FTSE MIB34,540.730044438.88
HSI20,567.520026696.41
FTSE 1008,184.24009899.6

STRIKE DATE 04/11/2024
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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2879207251
NEXT POTENTIAL MATURITY DATE 04/11/2025

EXPAND CLOSE
Soc-Gen 60-60 Memory Income Autocall November 2024 USD
ISIN: XS2882005130
STRIKE DATE: 01/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc222.9100275.25
Nvidia Corporation135.4000193.16
Amazon.com197.9300249.1
Microsoft410.3700508.68

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.66% Semi-Annual (10.64% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.64% p.a.
ISIN XS2882005130
NEXT POTENTIAL MATURITY DATE 03/11/2025

    EXPAND CLOSE
    Morgan Stanley Dual Index Classic Autocall November 2024 GBP
    ISIN: GB00BQRRGF25
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,877.75005725.7
    FTSE 1008,177.15009899.6

    STRIKE DATE 01/11/2024
    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: 4.86% Semi-Annually (9.72% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
    P.A. RETURN 9.72% p.a.
    ISIN GB00BQRRGF25
    NEXT POTENTIAL MATURITY DATE 03/11/2025

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall October 2024 USD
      ISIN: XS2879207178
      STRIKE DATE: 31/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,196.65202458.279
      S&P 5005,705.45006846.61
      FTSE MIB34,281.240044438.88
      Nikkei 22539,081.250050842.93

      STRIKE DATE 31/10/2024
      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: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.80% p.a.
      ISIN XS2879207178
      NEXT POTENTIAL MATURITY DATE 31/10/2025

      EXPAND CLOSE
      BBVA Global Markets Semi-Annual Classic Autocall EUR November 2024
      ISIN: XS2879216674
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: 107.29%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 107.29% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB33,494.830044438.88
      HSI19,229.970026696.41
      S&P 5005,969.34006846.61

      STRIKE DATE 22/11/2024
      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: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2879216674
      NEXT POTENTIAL MATURITY DATE 24/11/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP December 2024
      ISIN: XS2879216914
      STRIKE DATE: 04/12/2024
      INDICATIVE PRICE: 109.02%
      STATUS: Live
      FACTSHEET: DOWNLOAD

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

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610012702.08
      Eurostoxx 504,919.02005725.7
      Nikkei 22539,276.390050842.93
      S&P 5006,086.49006846.61

      STRIKE DATE 04/12/2024
      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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2879216914
      NEXT POTENTIAL MATURITY DATE 04/12/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD December 2024
      ISIN: XS2879217052
      STRIKE DATE: 04/12/2024
      INDICATIVE PRICE: 110.81%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 110.81% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610012702.08
      Eurostoxx 504,919.02005725.7
      Nikkei 22539,276.390050842.93
      S&P 5006,086.49006846.61

      STRIKE DATE 04/12/2024
      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 XS2879217052
      NEXT POTENTIAL MATURITY DATE 04/12/2025

      EXPAND CLOSE
      Natixis 3 Year Banks Fixed Income USD November 2024
      ISIN: XS2736690350
      STRIKE DATE: 03/12/2024
      INDICATIVE PRICE: 104.88%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 104.88% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Barclays264.6000422.85
      UniCredit SpA37.500066.64
      BBVA9.150018.545
      Deutsche Bank AG16.730032.5

      STRIKE DATE 03/12/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.04% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2736690350
      NEXT POTENTIAL MATURITY DATE 03/12/2027

      EXPAND CLOSE
      BNP Paribas 400% Participation Growth Note USD July 2024
      ISIN: XS2804806730
      STRIKE DATE: 24/07/2024
      INDICATIVE PRICE: 101.46%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 101.46% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261350.4985

      STRIKE DATE 24/07/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 400% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2804806730
      NEXT POTENTIAL MATURITY DATE 24/07/2029

      EXPAND CLOSE
      BNP Paribas 850% Participation Growth Note ZAR July 2024
      ISIN: ZAE000337069
      STRIKE DATE: 24/07/2024
      INDICATIVE PRICE: 110.30%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 110.30% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261350.4985

      STRIKE DATE 24/07/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 850% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN ZAE000337069
      NEXT POTENTIAL MATURITY DATE 24/07/2029

      EXPAND CLOSE
      ABSA 505% Participation Lookback Growth Note June 2024 ZAR
      ISIN: ZAE000336632
      STRIKE DATE: 14/06/2024
      INDICATIVE PRICE: 106.47%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY ABSA
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 106.47% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index340.1965350.4985

      STRIKE DATE 14/06/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 505% Participation (Uncapped/No Maximum Return) Participation worked out on the Best % Growth of the Index over the 5 observations from Strike (Lookback Feature) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN ZAE000336632
      NEXT POTENTIAL MATURITY DATE 14/06/2029

      EXPAND CLOSE
      Santander Low Hurdle Autocall October 2024 GBP
      ISIN: XS2901358262
      STRIKE DATE: 24/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,935.45005725.7
      FTSE 1008,269.38009899.6
      S&P 5005,809.86006846.61
      Nikkei 22538,143.290050842.93

      STRIKE DATE 24/10/2024
      RETURN & BARRIERS
      4.80% Semi-Annual Snowballing Coupon 100% Autocall Trigger from 6 Months with 90% Low Hurdle Trigger on final observation date 60% European Barrier
      P.A. RETURN 9.60% p.a.
      ISIN XS2901358262
      NEXT POTENTIAL MATURITY DATE 24/10/2025

      EXPAND CLOSE
      BBVA Low Hurdle Autocall October 2024 GBP
      ISIN: XS2802417845
      STRIKE DATE: 24/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB34,698.81044438.88
      Nikkei 22538,143.29050842.93
      SMI12,173.04012702.08
      Nasdaq 10020,232.8725533.49

      STRIKE DATE 24/10/2024
      RETURN & BARRIERS
      2.55% Quarterly Snowballing Coupon 100% Autocall Trigger from 12 Months with 75% Low Hurdle Trigger on final observation date 60% European Barrier
      P.A. RETURN 10.20% p.a.
      ISIN XS2802417845
      NEXT POTENTIAL MATURITY DATE 24/10/2025

      EXPAND CLOSE
      Santander 100% Capital Protected Autocall GBP Nov 2024
      ISIN: XS2922143834
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: 102.28%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 102.28% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08005725.7
      Nikkei 22538,283.850050842.93
      S&P 5005,969.34006846.61
      SMI11,716.500012702.08

      STRIKE DATE 22/11/2024
      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: GBP: 3.70% Semi-Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2922143834
      NEXT POTENTIAL MATURITY DATE 22/11/2027

      EXPAND CLOSE
      Santander 100% Capital Protected Autocall USD Nov 2024
      ISIN: XS2922143677
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: 103.95%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 103.95% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08005725.7
      Nikkei 22538,283.850050842.93
      S&P 5005,969.34006846.61
      SMI11,716.500012702.08

      STRIKE DATE 22/11/2024
      RETURN & BARRIERS
      Source: Santander 23.10.2024 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 XS2922143677
      NEXT POTENTIAL MATURITY DATE 22/11/2027

      EXPAND CLOSE
      Citi 75-60 Memory Income Autocall October 2024 USD
      ISIN: XS2885373725
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: 96.54%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 96.54% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27005725.7
      FTSE 1008,358.25009899.6
      Nikkei 22538,981.750050842.93
      Russell 20002,276.09002458.279

      STRIKE DATE 18/10/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.725% Quarterly (6.90% 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 XS2885373725
      NEXT POTENTIAL MATURITY DATE 20/04/2026

      EXPAND CLOSE
      Citi 75-60 Memory Income Autocall October 2024 GBP
      ISIN: XS2885373212
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: 97.11%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.11% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27005725.7
      FTSE 1008,358.25009899.6
      Nikkei 22538,981.750050842.93
      Russell 20002,276.09002458.279

      STRIKE DATE 18/10/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 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 XS2885373212
      NEXT POTENTIAL MATURITY DATE 20/04/2026

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall GBP November 2024
      ISIN: XS2879181431
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: 100.37%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 100.37% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,794.85005725.7
      FTSE MIB34,191.790044438.88
      Nikkei 22538,642.910050842.93
      Russell 20002,303.83502458.279

      STRIKE DATE 15/11/2024
      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: 3.55% Semi-Annual (7.10% 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 XS2879181431
      NEXT POTENTIAL MATURITY DATE 17/11/2025

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall USD November 2024
      ISIN: XS2879181357
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: 100.83%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.83% (as at 12/11/2025 09:48 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,794.85005725.7
      FTSE MIB34,191.790044438.88
      Nikkei 22538,642.910050842.93
      Russell 20002,303.83502458.279

      STRIKE DATE 15/11/2024
      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: 3.90% Semi-Annual (7.80% 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 XS2879181357
      NEXT POTENTIAL MATURITY DATE 17/11/2025

      EXPAND CLOSE
      Société Générale US Tech early low hurdle autocall USD November 2024 – Factsheet upon request
      ISIN: XS2882050607
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com202.6100249.1
      Microsoft415.0000508.68
      Tesla Motors320.7200
      Nvidia Corporation141.9800193.16

      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 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 23.00% p.a.
      ISIN XS2882050607
      NEXT POTENTIAL MATURITY DATE 15/08/2025

      EXPAND CLOSE