INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi Developed Markets Semi-Annual Classic Autocall EUR Jul 2024 – Factsheet upon request
ISIN: XS2814639857
STRIKE DATE: 11/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citigroup Global Markets Funding Luxembourg
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB34,318.110044792.64
HSI17,832.330026922.73
S&P 5005,584.54006850.92

STRIKE DATE 11/07/2024
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: 5.44% Semi-Annually (10.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.88% p.a.
ISIN XS2814639857
NEXT POTENTIAL MATURITY DATE 11/07/2025

EXPAND CLOSE
Marex 75-60 Memory Income Autocall USD Jul 2024
ISIN: XS2748056095
STRIKE DATE: 11/07/2024
INDICATIVE PRICE: 95.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 95.65% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22542,224.020051063.31
Eurostoxx 504,976.13005787.31
SMI12,255.780012793.74
Russell 20002,125.03702450.797

STRIKE DATE 11/07/2024
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: 3.70% Semi-Annual (7.40% 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 XS2748056095
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
ISIN: XS2814640780
STRIKE DATE: 01/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citigroup Global Markets Funding Luxembourg
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,929.99005787.31
FTSE MIB33,716.540044792.64
Nikkei 22539,631.060051063.31
S&P 5005,475.09006850.92

STRIKE DATE 01/07/2024
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: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.05% p.a.
ISIN XS2814640780
NEXT POTENTIAL MATURITY DATE 01/07/2025

EXPAND CLOSE
UBS Triple Index Classic Autocall Jun 2024 USD
ISIN: XS2807331058
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 116.23%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 116.23% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930051063.31
Eurostoxx 505,051.31005787.31
S&P 5005,346.99006850.92

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2807331058
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
UBS Triple Index Reducing Autocall Jun 2024 USD
ISIN: XS2806465717
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 110.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 110.17% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930051063.31
Eurostoxx 505,051.31005787.31
S&P 5005,346.99006850.92

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2806465717
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
ISIN: XS2760247796
STRIKE DATE: 06/06/2024
INDICATIVE PRICE: 115.88%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 115.88% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,241.250012793.74
Eurostoxx 505,069.09005787.31
Nikkei 22538,703.510051063.31
S&P 5005,352.96006850.92

STRIKE DATE 06/06/2024
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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2760247796
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 GBP
ISIN: XS2812385826
STRIKE DATE: 05/06/2024
INDICATIVE PRICE: 99.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.68% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,035.66005787.31
FTSE 1008,246.95009911.42
Nikkei 22538,490.170051063.31
Russell 20002,063.87302450.797

STRIKE DATE 05/06/2024
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: 1.725% 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 XS2812385826
NEXT POTENTIAL MATURITY DATE 05/12/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 USD
ISIN: XS2812385743
STRIKE DATE: 05/06/2024
INDICATIVE PRICE: 99.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.89% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,035.66005787.31
FTSE 1008,246.95009911.42
Nikkei 22538,490.170051063.31
Russell 20002,063.87302450.797

STRIKE DATE 05/06/2024
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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2812385743
NEXT POTENTIAL MATURITY DATE 05/12/2025

EXPAND CLOSE
Marex Fixed Income Geared Put June 2024 USD
ISIN: XS2748050130
STRIKE DATE: 03/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Adobe Inc439.0200337.05
Nvidia Corporation115.0000193.8
Meta Platform Inc477.4900609.01
Netflix633.79001157.5

STRIKE DATE 03/06/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
P.A. RETURN 10.332% p.a.
ISIN XS2748050130
NEXT POTENTIAL MATURITY DATE 03/12/2024

    EXPAND CLOSE
    SocGen Banks Early Low Hurdle Autocall June 2024 USD
    ISIN: XS2813989113
    STRIKE DATE: 31/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY SocGen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas SA67.700069.29
    Deutsche Bank AG15.226033.35
    BBVA9.940018.905
    UniCredit SpA36.385068.06

    STRIKE DATE 31/05/2024
    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 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 20.00% p.a.
    ISIN XS2813989113
    NEXT POTENTIAL MATURITY DATE 28/02/2025

      EXPAND CLOSE
      Barclays European Banks 1 Year Fixed Income May 2024 EUR
      ISIN: XS2772419276
      STRIKE DATE: 31/05/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG15.540034.88
      UniCredit SpA36.385068.06
      BBVA9.940018.905

      STRIKE DATE 31/05/2024
      RETURN & BARRIERS
      Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 6.25% p.a.
      ISIN XS2772419276
      NEXT POTENTIAL MATURITY DATE 02/06/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall May 2024 USD
      ISIN: XS2809257996
      STRIKE DATE: 31/05/2024
      INDICATIVE PRICE: 99.77%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.77% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,983.67005787.31
      FTSE 1008,275.38009911.42
      S&P/ASX 2007,701.73908799.531
      S&P 5005,277.51006850.92

      STRIKE DATE 31/05/2024
      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: 1.625% Quarterly (6.50% 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 XS2809257996
      NEXT POTENTIAL MATURITY DATE 01/12/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP JUL 2024
      ISIN: XS2760231014
      STRIKE DATE: 01/07/2024
      INDICATIVE PRICE: 111.53%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 111.53% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,049.610012793.74
      Eurostoxx 504,929.99005787.31
      Nikkei 22539,631.060051063.31
      S&P 5005,475.09006850.92

      STRIKE DATE 01/07/2024
      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: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2760231014
      NEXT POTENTIAL MATURITY DATE 05/01/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD JUL 2024
      ISIN: XS2760229463
      STRIKE DATE: 01/07/2024
      INDICATIVE PRICE: 114.24%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 114.24% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,049.610012793.74
      Eurostoxx 504,929.99005787.31
      Nikkei 22539,631.060051063.31
      S&P 5005,475.09006850.92

      STRIKE DATE 01/07/2024
      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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2760229463
      NEXT POTENTIAL MATURITY DATE 05/01/2026

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
      ISIN: XS2814005844
      STRIKE DATE: 03/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com197.5900244.2
      Microsoft460.7700511.14
      Nvidia Corporation128.2800193.8
      Tesla Motors246.3900

      STRIKE DATE 03/07/2024
      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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 21.00% p.a.
      ISIN XS2814005844
      NEXT POTENTIAL MATURITY DATE 03/07/2025

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
      ISIN: XS2814006735
      STRIKE DATE: 24/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA35.365068.06
      Commerzbank AG14.230034.88
      BBVA9.392018.905
      Morgan Stanley97.1000169.92

      STRIKE DATE 24/06/2024
      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, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.20% p.a.
      ISIN XS2814006735
      NEXT POTENTIAL MATURITY DATE 27/12/2024

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
      ISIN: XS2736676102
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 98.34%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 98.34% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005787.31
      S&P 5005,509.01006850.92
      Nikkei 22540,074.690051063.31

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676102
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income USD JUL 2024
      ISIN: XS2736676284
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 98.54%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.54% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005787.31
      S&P 5005,509.01006850.92
      Nikkei 22540,074.690051063.31

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676284
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income EUR JUL 2024
      ISIN: XS2736676367
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 98.55%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 98.55% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005787.31
      S&P 5005,509.01006850.92
      Nikkei 22540,074.690051063.31

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.00% p.a. (paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676367
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
      ISIN: XS2773287714
      STRIKE DATE: 24/05/2024
      INDICATIVE PRICE: 94.83%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 94.83% (as at 13/11/2025 09:54 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      ABB Limited49.320057.42
      Bloom Energy Corporation16.2900126.72
      General Electric Co167.3300309.02
      Vestas Wind System A/S189.3500164.1

      STRIKE DATE 24/05/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Quarterly (13.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2773287714
      NEXT POTENTIAL MATURITY DATE 01/12/2025

      EXPAND CLOSE