INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income GBP March 2025
ISIN: XS2736708749
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.41% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,489.12005891.95
Russell 20002,100.74802654.776
Nikkei 22537,418.240053375.6

STRIKE DATE 05/03/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736708749
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD March 2025
ISIN: XS2736708665
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: 98.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.27% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,489.12005891.95
Russell 20002,100.74802654.776
Nikkei 22537,418.240053375.6

STRIKE DATE 05/03/2025
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 XS2736708665
NEXT POTENTIAL MATURITY DATE 13/03/2028

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall GBP March 2025
ISIN: XS2937859705
STRIKE DATE: 04/03/2025
INDICATIVE PRICE: 104.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.78% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,331.180053375.6
FTSE MIB8,759.000045075.6
FTSE 10037,736.160010171.76

STRIKE DATE 04/03/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937859705
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall USD March 2025
ISIN: XS2937860034
STRIKE DATE: 04/03/2025
INDICATIVE PRICE: 106.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY USD
CURRENT PRICE 106.36% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,331.180053375.6
FTSE MIB8,759.000045075.6
FTSE 10037,736.160010171.76

STRIKE DATE 04/03/2025
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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937860034
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Société Générale Banks Low Hurdle Basket Star Autocall USD Feb 2025 – Factsheet available upon request
ISIN: XS2970974312
STRIKE DATE: 28/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA50.610072.24
Commerzbank AG20.610034.6
BBVA12.825021.03
Morgan Stanley133.1100182.4

STRIKE DATE 28/02/2025
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: 3.75% Quarterly (15.00% 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 15.00% p.a.
ISIN XS2970974312
NEXT POTENTIAL MATURITY DATE 28/08/2025

EXPAND CLOSE
CIBC Triple Index Classic Autocall GBP Feb 2025
ISIN: XS2991326419
STRIKE DATE: 26/02/2025
INDICATIVE PRICE: 107.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.68% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,527.99005891.95
Nikkei 22538,142.370053375.6
Russell 20002,174.17402654.776

STRIKE DATE 26/02/2025
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: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2991326419
NEXT POTENTIAL MATURITY DATE 26/02/2026

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Feb 2025
ISIN: XS2991435467
STRIKE DATE: 26/02/2025
INDICATIVE PRICE: 109.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
TYPE Note
CURRENCY USD
CURRENT PRICE 109.04% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,527.99005891.95
Nikkei 22538,142.370053375.6
Russell 20002,174.17402654.776

STRIKE DATE 26/02/2025
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: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2991435467
NEXT POTENTIAL MATURITY DATE 26/02/2026

EXPAND CLOSE
Natixis 4 Year Global Markets Fixed Income Jan 2025 USD
ISIN: XS2736696803
STRIKE DATE: 24/01/2025
INDICATIVE PRICE: 104.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.86% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,219.37005891.95
Russell 20002,307.73802654.776
FTSE 1008,502.350010171.76
Nikkei 22539,931.980053375.6

STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736696803
NEXT POTENTIAL MATURITY DATE 24/01/2029

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Jan 2025 EUR 
ISIN: XS2978682925
STRIKE DATE: 24/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA43.755072.24
Commerzbank AG18.105034.6
BBVA10.720021.03
Deutsche Bank AG19.050032.455

STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.85% p.a.
ISIN XS2978682925
NEXT POTENTIAL MATURITY DATE 26/01/2026

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Feb 2025 – Factsheet upon request
    ISIN: XS2970940255
    STRIKE DATE: 26/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nvidia Corporation131.2800192.51
    Tesla Motors290.8000
    Oracle172.4700169.01
    Intel23.520048.66

    STRIKE DATE 26/02/2025
    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: 8.25% Quarterly (33.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 33.00% p.a.
    ISIN XS2970940255
    NEXT POTENTIAL MATURITY DATE 26/08/2025

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP Feb 2025
    ISIN: XS2938850109
    STRIKE DATE: 21/02/2025
    INDICATIVE PRICE: 101.25%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 101.25% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,195.34902654.776
    FTSE MIB38,421.050045075.6
    OMX Stockholm 302,724.26003031.392

    STRIKE DATE 21/02/2025
    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: 3.875% Semi-Annual (7.75% 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 XS2938850109
    NEXT POTENTIAL MATURITY DATE 21/02/2026

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall USD Feb 2025
    ISIN: XS2938850281
    STRIKE DATE: 21/02/2025
    INDICATIVE PRICE: 102.31%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.31% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,195.34902654.776
    FTSE MIB38,421.050045075.6
    OMX Stockholm 302,724.26003031.392

    STRIKE DATE 21/02/2025
    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: 4.125% Semi-Annual (8.25% 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 XS2938850281
    NEXT POTENTIAL MATURITY DATE 21/02/2026

    EXPAND CLOSE
    Societe Generale US Stocks Defensive Autocall January 2025 USD
    ISIN: XS2928472112
    STRIKE DATE: 17/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Royal Caribbean Cruise241.8100345.98
    Nvidia Corporation137.7100192.51
    Amazon.com225.9400241.73
    Meta Platform Inc612.7700738.31

    STRIKE DATE 17/01/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 4.65% Quarterly (18.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 18.60% p.a.
    ISIN XS2928472112
    NEXT POTENTIAL MATURITY DATE 17/07/2025

    EXPAND CLOSE
    Natixis 4 Year Digi Fixed Income Note January 2025 USD
    ISIN: XS2736695748
    STRIKE DATE: 17/01/2025
    INDICATIVE PRICE: 105.25%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.25% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,505.220010171.76
    Eurostoxx 505,148.30005891.95
    Russell 20002,275.88202654.776
    Nikkei 22538,451.460053375.6

    STRIKE DATE 17/01/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 29.85% paid at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2736695748
    NEXT POTENTIAL MATURITY DATE 17/01/2029

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall GBP Feb 2024
    ISIN: XS2926364071
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: 102.44%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 102.44% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,325.40005891.95
    FTSE MIB37,055.700045075.6
    Nikkei 22538,787.020053375.6
    Russell 20002,279.70802654.776

    STRIKE DATE 07/02/2025
    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: 4.45% Semi-Annual (8.90% 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 XS2926364071
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall USD Feb 2024
    ISIN: XS2926364311
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: 103.00%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.00% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,325.40005891.95
    FTSE MIB37,055.700045075.6
    Nikkei 22538,787.020053375.6
    Russell 20002,279.70802654.776

    STRIKE DATE 07/02/2025
    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: 4.90% Semi-Annual (9.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2926364311
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Income Autocall January 2025 USD
    ISIN: XS2918020525
    STRIKE DATE: 07/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,909.03006969.01
    Nikkei 22540,083.300053375.6
    FTSE 1008,245.280010171.76

    STRIKE DATE 07/01/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.375% Semi Annual (4.75% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 4.75% p.a.
    ISIN XS2918020525
    NEXT POTENTIAL MATURITY DATE 07/01/2031

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Feb 2025
    ISIN: XS2926366019
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: 110.91%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 110.91% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,624.200013147.93
    Eurostoxx 505,356.63005891.95
    Nikkei 22539,066.530053375.6
    S&P 5006,083.57006969.01

    STRIKE DATE 06/02/2025
    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 XS2926366019
    NEXT POTENTIAL MATURITY DATE 06/02/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Feb 2025
    ISIN: XS2926366100
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: 113.07%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 113.07% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,624.200013147.93
    Eurostoxx 505,356.63005891.95
    Nikkei 22539,066.530053375.6
    S&P 5006,083.57006969.01

    STRIKE DATE 06/02/2025
    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 XS2926366100
    NEXT POTENTIAL MATURITY DATE 06/02/2026

    EXPAND CLOSE
    Société Générale Banks Low Hurdle Memory Knock-Out Autocall USD Feb 2025 – Factsheet on request
    ISIN: XS2928447197
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA46.205072.24
    Commerzbank AG18.945034.6
    BBVA11.635021.03
    Morgan Stanley141.0800182.4

    STRIKE DATE 06/02/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level 70% on the Final Observation Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 17.00% p.a.
    ISIN XS2928447197
    NEXT POTENTIAL MATURITY DATE 06/08/2025

    EXPAND CLOSE