INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi 75-60 Memory Income Autocall October 2024 USD
ISIN: XS2885373725
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: 97.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.81% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27005891.95
FTSE 1008,358.250010171.76
Nikkei 22538,981.750053375.6
Russell 20002,276.09002654.776

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: 97.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.84% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27005891.95
FTSE 1008,358.250010171.76
Nikkei 22538,981.750053375.6
Russell 20002,276.09002654.776

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005891.95
FTSE MIB34,191.790045075.6
Nikkei 22538,642.910053375.6
Russell 20002,303.83502654.776

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 7.10% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005891.95
FTSE MIB34,191.790045075.6
Nikkei 22538,642.910053375.6
Russell 20002,303.83502654.776

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 7.80% p.a.
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.com202.6100241.73
Microsoft415.0000433.5
Tesla Motors320.7200
Nvidia Corporation141.9800192.51

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
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 USD
ISIN: XS2881894633
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 115.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 115.36% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030065.13
Glencore424.2500507.9
Newmont Corp54.3000126.93

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: USD: 6.90% Semi-Annually (13.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881894633
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 GBP
ISIN: XS2881895796
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 113.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030065.13
Glencore424.2500507.9
Newmont Corp54.3000126.93

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months 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 XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income October 2024 USD
ISIN: XS2736686671
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 96.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.94% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92005891.95
Russell 20002,234.41002654.776
FTSE 1008,253.650010171.76
Nikkei 22539,605.800053375.6

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.55% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL GBP November 2024
ISIN: XS2920448284
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96005891.95
FTSE MIB33,981.230045075.6
Nikkei 22539,381.410053375.6
S&P 5005,973.10006969.01

STRIKE DATE 07/11/2024
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: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL USD November 2024
ISIN: XS2920448367
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96005891.95
FTSE MIB33,981.230045075.6
Nikkei 22539,381.410053375.6
S&P 5005,973.10006969.01

STRIKE DATE 07/11/2024
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 XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income GBP November 2024 
ISIN: XS2901354436
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 97.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.77% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76005891.95
S&P 5005,995.54006969.01
Nikkei 22539,500.370053375.6

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income USD November 2024
ISIN: XS2901354519
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.29% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76005891.95
S&P 5005,995.54006969.01
Nikkei 22539,500.370053375.6

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall October 2024 USD
ISIN: XS2877606710
STRIKE DATE: 04/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10020,035.020025884.29
Nikkei 22538,635.620053375.6
Eurostoxx 504,954.94005891.95

STRIKE DATE 04/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.00% Semi-Annually (14.00% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 14% p.a.
ISIN XS2877606710
NEXT POTENTIAL MATURITY DATE 06/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD November 2024
    ISIN: XS2802449533
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200013147.93
    Eurostoxx 504,877.75005891.95
    Nikkei 22538,053.670053375.6
    S&P 5005,728.80006969.01

    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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.00% p.a.
    ISIN XS2802449533
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP November 2024
    ISIN: XS2802449459
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200013147.93
    Eurostoxx 504,877.75005891.95
    Nikkei 22538,053.670053375.6
    S&P 5005,728.80006969.01

    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: GBP: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2802449459
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    Soc-Gen Memory Income Reducing Autocall September 2024 USD
    ISIN: XS2881880848
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: 92.57%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 92.57% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Starbucks Corp97.470093.88
    Nvidia Corporation124.0400192.51
    Carnival Corp18.680031.15
    Oracle168.1000169.01

    STRIKE DATE 26/09/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2.00% quarterly Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
    P.A. RETURN
    ISIN XS2881880848
    NEXT POTENTIAL MATURITY DATE 26/03/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Sept 2024 GBP
    ISIN: XS2860580518
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,284.910010171.76
    S&P 5005,745.37006969.01
    Nikkei 22538,925.630053375.6
    Eurostoxx 505,032.59005891.95

    STRIKE DATE 26/09/2024
    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: 1.675% Quarterly (6.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2860580518
    NEXT POTENTIAL MATURITY DATE 26/09/2025

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 GBP
    ISIN: XS2901356647
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 103.20%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 103.20% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.455891.95
    Nikkei 22538,143.2953375.6
    Russell 20002,218.9222654.776
    SMI2,173.0413147.93

    STRIKE DATE 24/10/2024
    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: GBP: 3.60% Semi-Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356647
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 USD
    ISIN: XS2901356563
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 104.22%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 104.22% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.45005891.95
    Nikkei 22538,143.290053375.6
    Russell 20002,218.92202654.776
    SMI12,173.040013147.93

    STRIKE DATE 24/10/2024
    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: 3.70% Semi- Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356563
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    Marex Oil Commodities Participation Note Sept 2024 GBP
    ISIN: XS2794288113
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 67.92%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 67.92% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF134.8100138.97
    Active Brent Crude Oil Future74.490070.71
    Active WTI Crude Oil Future71.000065.42

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 310% participation Capital Protection: 60% European Barrier
    P.A. RETURN 60% European Barrier
    ISIN XS2794288113
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE