INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Sep 2024
ISIN: XS2458713505
STRIKE DATE: 03/09/2024
INDICATIVE PRICE: 114.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 114.16% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,348.190013147.93
Eurostoxx 504,912.52005891.95
Nikkei 22538,686.310053375.6
S&P 5005,528.93006969.01

STRIKE DATE 03/09/2024
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2458713505
NEXT POTENTIAL MATURITY DATE 03/03/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 GBP
ISIN: XS2861135163
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: 100.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.12% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94005891.95
FTSE 1008,367.980010171.76
Nikkei 22539,101.820053375.6
Russell 20002,254.48402654.776

STRIKE DATE 31/07/2024
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 XS2861135163
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 USD
ISIN: XS2861135247
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: 100.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94005891.95
FTSE 1008,367.980010171.76
Nikkei 22539,101.820053375.6
Russell 20002,254.48402654.776

STRIKE DATE 31/07/2024
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: 1.75% 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 XS2861135247
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
SocGen Diversified Stocks Memory Income Autocall July 2024 USD
ISIN: XS2845938047
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: 85.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 85.69% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
YUM! Brands Inc.132.8300155.48
Nvidia Corporation117.0200192.51
Lululemon Athletica Inc258.6600172.54
The Estee Lauder Companies Inc99.6100115.21

STRIKE DATE 31/07/2024
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% quarterly Memory Income Rate: USD: 3.35% Quarterly(13.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2845938047
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall July 2024 USD
ISIN: XS2760227335
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170013147.93
Eurostoxx 504,861.87005891.95
Nikkei 22539,154.850053375.6
S&P 5005,427.13006969.01

STRIKE DATE 24/07/2024
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: 3.45% Semi-annual (6.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 6.90% p.a.
ISIN XS2760227335
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall July 2024 USD
ISIN: XS2760227251
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170013147.93
Eurostoxx 504,861.87005891.95
S&P 5005,427.13006969.01
Nikkei 22539,154.850053375.6

STRIKE DATE 24/07/2024
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: 5.85% Quarterly (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.70%
ISIN XS2760227251
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
Citi Enhanced Protection Classic Autocall July 2024 GBP
ISIN: XS2814683087
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,153.690010171.76
S&P/TSX 601,351.62301907.604
Nasdaq 10019,032.390025884.29
Nikkei 22539,154.850053375.6

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Fixed Income Rate: GBP: 8.50% p.a. (Paid Semi-annual) Capital Risk: Not capital protected Capital Protection Barrier: 55% Geared put strike
P.A. RETURN 8.50% p.a.
ISIN XS2814683087
NEXT POTENTIAL MATURITY DATE 24/07/2025

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2024 GBP
ISIN: XS2805591133
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 113.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.50% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.340034.6
UniCredit SpA39.100072.24
BBVA10.100021.03

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.00%
ISIN XS2805591133
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Aug 2024
ISIN: XS2856233833
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 104.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.83% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69005891.95
Nikkei 22538,110.220053375.6
S&P 5005,616.84006969.01
SMI12,354.350013147.93

STRIKE DATE 23/08/2024
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: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856233833
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall USD Aug 2024
ISIN: XS2856234567
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 106.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 106.69% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69005891.95
Nikkei 22538,110.220053375.6
S&P 5005,616.84006969.01
SMI12,354.350013147.93

STRIKE DATE 23/08/2024
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: 4.00% Semi- Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856234567
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Index & ETF Reducing Autocall Jul 2024 USD
ISIN: XS2846407489
STRIKE DATE: 22/07/2024
INDICATIVE PRICE: 111.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 111.40% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF145.76138.97
Nikkei 22539,599.0053375.6
Nasdaq 10019,822.8725884.29

STRIKE DATE 22/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level, reducing to 80% at Yr 2 and 65% on Yr 3 Coupon Rate: USD: 10.90% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2846407489
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
CITI DEVELOPED MARKETS SEMI-ANNUAL CLASSIC AUTOCALL EUR aug 2024 – Factsheet Upon request
ISIN: XS2856281055
STRIKE DATE: 22/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,310.930045075.6
HSI17,641.000027968.09
S&P 5005,570.64006969.01

STRIKE DATE 22/08/2024
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: 5.00% 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 XS2856281055
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924775
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

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: GBP: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2868924775
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924692
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2868924692
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2024
ISIN: XS2802393210
STRIKE DATE: 18/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52005891.95
FTSE 1008,311.410010171.76
Nikkei 22538,062.670053375.6
S&P 5005,554.25006969.01

STRIKE DATE 18/08/2024
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: 3.16% Semi-Annual (6.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.32% p.a.
ISIN XS2802393210
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2024
ISIN: XS2802393137
STRIKE DATE: 16/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52005891.95
FTSE 1008,311.410010171.76
Nikkei 22538,062.670053375.6
S&P 5005,554.25006969.01

STRIKE DATE 16/08/2024
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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2802393137
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall July 2024 USD
ISIN: XS2845821797
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc498.8700738.31
Tesla Motors248.2300
Carnival Corp18.230031.15
Advanced Micro Devices181.6100252.18

STRIKE DATE 12/07/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 5.825% Quarterly (23.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 23.30% p.a.
ISIN XS2845821797
NEXT POTENTIAL MATURITY DATE 14/07/2025

EXPAND CLOSE
Goldman Sachs Cap Protected Uncapped Participation Jul 2024 USD
ISIN: XS2482852907
STRIKE DATE: 05/07/2024
INDICATIVE PRICE: 109.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 109.64% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,567.19006969.01
Eurostoxx 504,979.39005891.95

STRIKE DATE 05/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 140% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482852907
NEXT POTENTIAL MATURITY DATE 05/07/2029

EXPAND CLOSE
Citi 60-60 Memory Income Autocall July 2024 USD
ISIN: XS2814638701
STRIKE DATE: 09/07/2024
INDICATIVE PRICE: 98.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.45% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,139.810010171.76
Nikkei 22541,580.170053375.6
S&P 5005,576.98006969.01

STRIKE DATE 09/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.735% Quarterly (6.94% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2814638701
NEXT POTENTIAL MATURITY DATE 09/07/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income July 2024 USD
ISIN: XS2801463311
STRIKE DATE: 08/07/2024
INDICATIVE PRICE: 97.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.53% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,763.16508927.526
Nikkei 22540,780.700053375.6
OMX Stockholm 302,564.30303031.392

STRIKE DATE 08/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 3.00% p.a. (Semi-Annual) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2801463311
NEXT POTENTIAL MATURITY DATE 15/07/2027

EXPAND CLOSE