INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander 85-60 Memory Income Autocall GBP December 2024
ISIN: XS2922138917
STRIKE DATE: 10/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,951.74005891.95
FTSE MIB34,524.700045075.6
Nikkei 22539,367.580053375.6
S&P 5006,034.91006969.01

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 9.10% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,951.74005891.95
FTSE MIB34,524.700045075.6
Nikkei 22539,367.580053375.6
S&P 5006,034.91006969.01

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 10.00% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 50XS29221390555891.95
FTSE MIB34,524.700045075.6
Nikkei 22539,367.580053375.6
S&P 5006,034.91006969.01

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 7.20% p.a.
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: 111.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 111.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,160.02908927.526

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: 126.98%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 126.98% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index280.2577302.7471

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
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 5005,712.69006969.01
FTSE MIB34,540.730045075.6
HSI20,567.520027968.09
FTSE 1008,184.240010171.76

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 Inc222.9100258.28
Nvidia Corporation135.4000192.51
Amazon.com197.9300241.73
Microsoft410.3700433.5

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 504,877.75005891.95
    FTSE 1008,177.150010171.76

    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 20002,196.65202654.776
      S&P 5005,705.45006969.01
      FTSE MIB34,281.240045075.6
      Nikkei 22539,081.250053375.6

      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB33,494.830045075.6
      HSI19,229.970027968.09
      S&P 5005,969.34006969.01

      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 10.30% p.a.
      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610013147.93
      Eurostoxx 504,919.02005891.95
      Nikkei 22539,276.390053375.6
      S&P 5006,086.49006969.01

      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 12.80% p.a.
      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610013147.93
      Eurostoxx 504,919.02005891.95
      Nikkei 22539,276.390053375.6
      S&P 5006,086.49006969.01

      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 14.50% p.a.
      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: 105.87%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 105.87% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Barclays264.6000479.6
      UniCredit SpA37.500072.24
      BBVA9.150021.03
      Deutsche Bank AG16.730032.455

      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: 106.77%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 106.77% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261358.491

      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: 122.61%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 122.61% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261358.491

      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: 118.85%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY ABSA
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 118.85% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index340.1965358.491

      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 504,935.45005891.95
      FTSE 1008,269.380010171.76
      S&P 5005,809.86006969.01
      Nikkei 22538,143.290053375.6

      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 MIB34,698.81045075.6
      Nikkei 22538,143.29053375.6
      SMI12,173.04013147.93
      Nasdaq 10020,232.8725884.29

      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: 104.23%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 104.23% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08005891.95
      Nikkei 22538,283.850053375.6
      S&P 5005,969.34006969.01
      SMI11,716.500013147.93

      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: 106.12%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 106.12% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08005891.95
      Nikkei 22538,283.850053375.6
      S&P 5005,969.34006969.01
      SMI11,716.500013147.93

      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