INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP 80% Cap Protected Uncapped Participation Sep 2024 USD
ISIN: XS2821112922
STRIKE DATE: 19/09/2024
INDICATIVE PRICE: 187.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 187.50% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,013.160027968.09
KOSPI 200343.2800765.59
Nikkei 22537,155.330053375.6
Taiwan TAIEX22,042.690032536.27

STRIKE DATE 19/09/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Uncapped Participation Growth Participation Rate: 170.00% Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 20% Capital at Risk Capital Protection Barrier: 80% Capital Protected (1-for-1 downside between 100% - 80%)
P.A. RETURN
ISIN XS2821112922
NEXT POTENTIAL MATURITY DATE 19/09/2029

EXPAND CLOSE
Citi Global Markets 70-60 Memory Income Autocall Sep 2024 USD
ISIN: XS2885405782
STRIKE DATE: 19/09/2024
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.70502654.776
Nikkei 22537,155.330053375.6
Eurostoxx 504,943.38005891.95
FTSE 1008,328.720010171.76

STRIKE DATE 19/09/2024
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: 1.7625% Semi-Annually (7.05% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2885405782
NEXT POTENTIAL MATURITY DATE 19/06/2026

EXPAND CLOSE
BBVA 75-60 MEMORY INCOME AUTOCALL GBP OCT 2024
ISIN: XS2834760816
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27005891.95
FTSE MIB35,204.260045075.6
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: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (7.00% p.a.)
P.A. RETURN 7.00% p.a.
ISIN XS2834760816
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
BBVA 75-60 MEMORY INCOME AUTOCALL USD OCT 2024
ISIN: XS2834760907
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27005891.95
FTSE MIB35,204.260045075.6
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: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Semi-Annual (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2834760907
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Sep 2024 GBP
ISIN: XS2834712411
STRIKE DATE: 17/09/2024
INDICATIVE PRICE: 97.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.31% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,860.78005891.95
FTSE 1008,309.860010171.76
Nikkei 22536,203.220053375.6
Russell 20002,205.47702654.776

STRIKE DATE 17/09/2024
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: 1.625% 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 XS2834712411
NEXT POTENTIAL MATURITY DATE 17/03/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Sep 2024 USD
ISIN: XS2834712338
STRIKE DATE: 17/09/2024
INDICATIVE PRICE: 97.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.34% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,860.78005891.95
FTSE 1008,309.860010171.76
Nikkei 22536,203.220053375.6
Russell 20002,205.47702654.776

STRIKE DATE 17/09/2024
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: 1.70% Quarterly (6.80% 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 XS2834712338
NEXT POTENTIAL MATURITY DATE 17/03/2026

EXPAND CLOSE
Marex Commodities Participation Note Sep 2024 GBP
ISIN: XS2794288972
STRIKE DATE: 13/09/2024
INDICATIVE PRICE: 244.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 244.18% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares238.6800495.9
Ishares Silver Trust28.0200105.57
Global X Copper Miners ETF41.350094.23

STRIKE DATE 13/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 265% participation Capital Protection: 60% European Barrier
P.A. RETURN
ISIN XS2794288972
NEXT POTENTIAL MATURITY DATE 13/09/2029

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall Oct 2024 USD -FACTSHEET UPON REQUEST
ISIN: XS2881880921
STRIKE DATE: 15/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com187.6900241.73
Microsoft418.7400433.5
Tesla Motors219.5700
Nvidia Corporation131.6000192.51

STRIKE DATE 15/10/2024
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: 6.35% Quarterly (25.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 25.40% p.a.
ISIN XS2881880921
NEXT POTENTIAL MATURITY DATE 22/07/2025

EXPAND CLOSE
Citi 60-60 Memory Income Autocall Sept 2024 USD – FACTSHEET UPON REQUEST
ISIN: XS2873367994
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,590.340045075.6
Nikkei 22536,215.750053375.6
S&P 5005,471.05006969.01
Eurostoxx 504,778.66005891.95

STRIKE DATE 09/09/2024
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: 3.19% Semi-Annually (6.38% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.38% p.a.
ISIN XS2873367994
NEXT POTENTIAL MATURITY DATE 09/09/2025

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income Oct 2024 USD
    ISIN: XS2736684114
    STRIKE DATE: 08/10/2024
    INDICATIVE PRICE: 97.14%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.14% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,949.00005891.95
    S&P 5005,751.13006969.01
    Nikkei 22538,937.540053375.6

    STRIKE DATE 08/10/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.36% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736684114
    NEXT POTENTIAL MATURITY DATE 08/10/2027

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall Oct 2024 GBP
    ISIN: XS2901474689
    STRIKE DATE: 09/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,982.57005891.95
    FTSE MIB33,933.030045075.6
    Nikkei 22539,277.960053375.6
    S&P 5005,792.04006969.01

    STRIKE DATE 09/10/2024
    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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2901474689
    NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall Oct 2024 USD
    ISIN: XS2901474762
    STRIKE DATE: 09/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,982.57005891.95
    FTSE MIB33,933.030045075.6
    Nikkei 22539,277.960053375.6
    S&P 5005,792.04006969.01

    STRIKE DATE 09/10/2024
    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: 4.075% Semi-Annual (8.15% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.15% p.a.
    ISIN XS2901474762
    NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    Citi Memory Knock Out Autocall Oct 2024 GBP
    ISIN: XS2885390067
    STRIKE DATE: 02/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,963.29005891.95
    S&P 5005,709.54006969.01
    Nikkei 22537,808.760053375.6
    FTSE MIB33,675.260045075.6

    STRIKE DATE 02/10/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: GBP: 5.965% Semi-Annually (11.93% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 11.93% p.a.
    ISIN XS2885390067
    NEXT POTENTIAL MATURITY DATE 02/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall October 2024 GBP
    ISIN: XS2834733920
    STRIKE DATE: 01/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,086.660013147.93
    Eurostoxx 504,954.15005891.95
    Nikkei 22538,651.970053375.6
    S&P 5005,708.75006969.01

    STRIKE DATE 01/10/2024
    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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.40% p.a.
    ISIN XS2834733920
    NEXT POTENTIAL MATURITY DATE 01/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall October 2024 USD
    ISIN: XS2834734068
    STRIKE DATE: 01/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,086.660013147.93
    Eurostoxx 504,954.15005891.95
    Nikkei 22538,651.970053375.6
    S&P 5005,708.75006969.01

    STRIKE DATE 01/10/2024
    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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.40% p.a.
    ISIN XS2834734068
    NEXT POTENTIAL MATURITY DATE 01/10/2025

    EXPAND CLOSE
    Citi Triple Index Semi-Annual Classic Autocall Oct 2024 EUR
    ISIN: XS2885410782
    STRIKE DATE: 07/10/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citigroup
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,814.520045075.6
    HSI23,099.780027968.09
    S&P 5005,695.94006969.01

    STRIKE DATE 07/10/2024
    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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.00% p.a.
    ISIN XS2885410782
    NEXT POTENTIAL MATURITY DATE 08/10/2025

    EXPAND CLOSE
    BBVA European Banks Income Reducing Autocall Aug 2024 USD
    ISIN: XS2608300310
    STRIKE DATE: 30/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander4.496010.626
    Deutsche Bank AG14.748032.455
    ING Groep NV16.394024.63
    Societe Generale21.830071.8

    STRIKE DATE 30/08/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level then reduced by 2.50% quarterly Memory Income Rate: USD: 5.05% Semi-Annually (10.10% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 10.10% p.a.
    ISIN XS2608300310
    NEXT POTENTIAL MATURITY DATE 01/09/2025

    EXPAND CLOSE
    Marex US Tech Low Hurdle Classic Autocall Aug 2024 GBP
    ISIN: XS2774152750
    STRIKE DATE: 30/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Meta Platform Inc521.3100738.31
    Microsoft417.1400433.5
    Amazon.com178.5000241.73
    Tesla Motors214.1100

    STRIKE DATE 30/08/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 5.788% Quarterly (23.152% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 23.152% p.a.
    ISIN XS2774152750
    NEXT POTENTIAL MATURITY DATE 28/02/2025

    EXPAND CLOSE
    Goldman Sachs Capital Protected Callable Income Note Oct 2024 USD
    ISIN: XS2836595269
    STRIKE DATE: 16/10/2024
    INDICATIVE PRICE: 96.41%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 96.41% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    US SOFR Rate4.86003.64

    STRIKE DATE 16/10/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Callable Range Accrual Income Payments: Quarterly Income Rate: 6.50% p.a. (1.625% per quarter) SOFR Range: 3.25%-5.50% Issuer Callable: Quarterly from 12 Months Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS2836595269
    NEXT POTENTIAL MATURITY DATE 16/04/2026

    EXPAND CLOSE
    Citi 85-60 Memory Income Autocall EUR Sep 2024 EUR
    ISIN: XS2873431329
    STRIKE DATE: 27/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,320.760010171.76
    FTSE MIB34,727.400045075.6
    HSI20,632.300027968.09
    S&P 5005,738.17006969.01

    STRIKE DATE 27/09/2024
    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: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS2873431329
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE