INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Indices Classic Autocall Feb 2025 GBP
ISIN: XS2941028768
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3512,688.900018142.6
Eurostoxx 505,325.40005930.25
Nikkei 22538,787.020059349.17
Russell 20002,279.70802764.97

STRIKE DATE 07/02/2025
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2941028768
NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    BBVA 100% Capital Protected Autocall Feb 2025 USD
    ISIN: XS2941021599
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: 107.83%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 107.83% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB37,055.700047903.29
    Nikkei 22538,787.020059349.17
    SMI12,593.340013134.14
    Russell 20002,279.70802764.97

    STRIKE DATE 07/02/2025
    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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2941021599
    NEXT POTENTIAL MATURITY DATE 07/02/2028

    EXPAND CLOSE
    Citi 100% Capital Protected Autocall Feb 2025 USD
    ISIN: XS2978641814
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: 105.90%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.90% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,325.40005930.25
    SMI12,593.340013134.14
    Russell 20002,279.70802764.97
    Nikkei 22538,787.020059349.17

    STRIKE DATE 07/02/2025
    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: 4.67% Semi-Annually (9.34% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2978641814
    NEXT POTENTIAL MATURITY DATE 07/02/2028

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Mar 2025
    ISIN: XS2941090727
    STRIKE DATE: 13/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,836.190013134.14
    FTSE MIB37,999.730047903.29
    Nikkei 22536,790.030059349.17
    Russell 20001,993.69002764.97

    STRIKE DATE 13/03/2025
    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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.80% p.a.
    ISIN XS2941090727
    NEXT POTENTIAL MATURITY DATE 13/03/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Mar 2025
    ISIN: XS2941090990
    STRIKE DATE: 13/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,836.190013134.14
    FTSE MIB37,999.730047903.29
    Nikkei 22536,790.030059349.17
    Russell 20001,993.69002764.97

    STRIKE DATE 13/03/2025
    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: USD: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.80% p.a.
    ISIN XS2941090990
    NEXT POTENTIAL MATURITY DATE 13/03/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Mar 2025
    ISIN: XS2941090305
    STRIKE DATE: 12/03/2025
    INDICATIVE PRICE: 108.82%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 108.82% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,868.430013134.14
    Eurostoxx 505,359.42005930.25
    Nikkei 22536,819.090059349.17
    S&P 5005,599.30007064.01

    STRIKE DATE 12/03/2025
    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 XS2941090305
    NEXT POTENTIAL MATURITY DATE 14/09/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Mar 2025
    ISIN: XS2941090487
    STRIKE DATE: 12/03/2025
    INDICATIVE PRICE: 109.92%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 109.92% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,868.430013134.14
    Eurostoxx 505,359.42005930.25
    Nikkei 22536,819.090059349.17
    S&P 5005,599.30007064.01

    STRIKE DATE 12/03/2025
    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 XS2941090487
    NEXT POTENTIAL MATURITY DATE 14/09/2026

    EXPAND CLOSE
    Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
    ISIN: XS2938749301
    STRIKE DATE: 03/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,217.91005930.25
    S&P 5005,994.57007064.01
    Nikkei 22538,520.090059349.17

    STRIKE DATE 03/02/2025
    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: USD: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.51% p.a.
    ISIN XS2938749301
    NEXT POTENTIAL MATURITY DATE 03/02/2026

    EXPAND CLOSE
    Citi Developed Markets Classic Autocall EUR March 2025
    ISIN: XS2984044193
    STRIKE DATE: 07/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB38,592.810047903.29
    S&P 5005,770.20007064.01
    HSI24,231.300026487.48

    STRIKE DATE 07/03/2025
    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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2984044193
    NEXT POTENTIAL MATURITY DATE 09/03/2026

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income GBP March 2025
    ISIN: XS2736708749
    STRIKE DATE: 05/03/2025
    INDICATIVE PRICE: 96.61%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.61% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,489.12005930.25
    Russell 20002,100.74802764.97
    Nikkei 22537,418.240059349.17

    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: 97.93%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.93% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,489.12005930.25
    Russell 20002,100.74802764.97
    Nikkei 22537,418.240059349.17

    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: 106.24%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley B.V.
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 106.24% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,331.180059349.17
    FTSE MIB8,759.000047903.29
    FTSE 10037,736.160010498.09

    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: 108.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley B.V.
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.53% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,331.180059349.17
    FTSE MIB8,759.000047903.29
    FTSE 10037,736.160010498.09

    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 SpA50.610067.01
    Commerzbank AG20.610035.94
    BBVA12.825019.23
    Morgan Stanley133.1100189.31

    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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,527.99005930.25
    Nikkei 22538,142.370059349.17
    Russell 20002,174.17402764.97

    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 10.80% p.a.
    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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,527.99005930.25
    Nikkei 22538,142.370059349.17
    Russell 20002,174.17402764.97

    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 12.20% p.a.
    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: 98.66%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.66% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,219.37005930.25
    Russell 20002,307.73802764.97
    FTSE 1008,502.350010498.09
    Nikkei 22539,931.980059349.17

    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 SpA43.755067.01
    Commerzbank AG18.105035.94
    BBVA10.720019.23
    Deutsche Bank AG19.050028.06

    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 Corporation131.2800199.88
      Tesla Motors290.8000
      Oracle172.4700181.17
      Intel23.520066.26

      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,195.34902764.97
      FTSE MIB38,421.050047903.29
      OMX Stockholm 302,724.26003133.289

      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 7.75% p.a.
      ISIN XS2938850109
      NEXT POTENTIAL MATURITY DATE 23/02/2026

      EXPAND CLOSE