INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Autocall USD March 2025
ISIN: XS2937860034
STRIKE DATE: 04/03/2025
INDICATIVE PRICE: 108.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY USD
CURRENT PRICE 108.54% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,331.180062654.05
FTSE MIB8,759.000050050.27
FTSE 10037,736.160010372.93

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 SpA50.610072.35
Commerzbank AG20.610036.63
BBVA12.825018.965
Morgan Stanley133.1100194.53

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 505,527.99005934.96
Nikkei 22538,142.370062654.05
Russell 20002,174.17402863.086

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 505,527.99005934.96
Nikkei 22538,142.370062654.05
Russell 20002,174.17402863.086

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: 99.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.31% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,219.37005934.96
Russell 20002,307.73802863.086
FTSE 1008,502.350010372.93
Nikkei 22539,931.980062654.05

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 SpA43.755072.35
Commerzbank AG18.105036.63
BBVA10.720018.965
Deutsche Bank AG19.050027.41

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 Corporation131.2800235.74
    Tesla Motors290.8000
    Oracle172.4700195.61
    Intel23.5200115.93

    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 20002,195.34902863.086
    FTSE MIB38,421.050050050.27
    OMX Stockholm 302,724.26003048.114

    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
    Barclays 85-65 Memory Income Autocall USD Feb 2025
    ISIN: XS2938850281
    STRIKE DATE: 21/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,195.34902863.086
    FTSE MIB38,421.050050050.27
    OMX Stockholm 302,724.26003048.114

    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: USD: 4.125% Semi-Annual (8.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.25% p.a.
    ISIN XS2938850281
    NEXT POTENTIAL MATURITY DATE 23/02/2026

    EXPAND CLOSE
    Societe Generale US Stocks Defensive Autocall January 2025 USD
    ISIN: XS2928472112
    STRIKE DATE: 17/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Royal Caribbean Cruise241.8100265.38
    Nvidia Corporation137.7100235.74
    Amazon.com225.9400267.22
    Meta Platform Inc612.7700618.43

    STRIKE DATE 17/01/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 4.65% Quarterly (18.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 18.60% p.a.
    ISIN XS2928472112
    NEXT POTENTIAL MATURITY DATE 17/07/2025

    EXPAND CLOSE
    Natixis 4 Year Digi Fixed Income Note January 2025 USD
    ISIN: XS2736695748
    STRIKE DATE: 17/01/2025
    INDICATIVE PRICE: 106.71%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 106.71% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,505.220010372.93
    Eurostoxx 505,148.30005934.96
    Russell 20002,275.88202863.086
    Nikkei 22538,451.460062654.05

    STRIKE DATE 17/01/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 29.85% paid at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2736695748
    NEXT POTENTIAL MATURITY DATE 17/01/2029

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall GBP Feb 2024
    ISIN: XS2926364071
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,325.40005934.96
    FTSE MIB37,055.700050050.27
    Nikkei 22538,787.020062654.05
    Russell 20002,279.70802863.086

    STRIKE DATE 07/02/2025
    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: 4.45% Semi-Annual (8.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.90% p.a.
    ISIN XS2926364071
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall USD Feb 2024
    ISIN: XS2926364311
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,325.40005934.96
    FTSE MIB37,055.700050050.27
    Nikkei 22538,787.020062654.05
    Russell 20002,279.70802863.086

    STRIKE DATE 07/02/2025
    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: USD: 4.90% Semi-Annual (9.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.80% p.a.
    ISIN XS2926364311
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Income Autocall January 2025 USD
    ISIN: XS2918020525
    STRIKE DATE: 07/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,909.03007501.24
    Nikkei 22540,083.300062654.05
    FTSE 1008,245.280010372.93

    STRIKE DATE 07/01/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.375% Semi Annual (4.75% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 4.75% p.a.
    ISIN XS2918020525
    NEXT POTENTIAL MATURITY DATE 07/01/2031

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Feb 2025
    ISIN: XS2926366019
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,624.200013212.96
    Eurostoxx 505,356.63005934.96
    Nikkei 22539,066.530062654.05
    S&P 5006,083.57007501.24

    STRIKE DATE 06/02/2025
    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 13.00% p.a.
    ISIN XS2926366019
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Feb 2025
    ISIN: XS2926366100
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,624.200013212.96
    Eurostoxx 505,356.63005934.96
    Nikkei 22539,066.530062654.05
    S&P 5006,083.57007501.24

    STRIKE DATE 06/02/2025
    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 15.00% p.a.
    ISIN XS2926366100
    NEXT POTENTIAL MATURITY DATE 09/02/2026

    EXPAND CLOSE
    Société Générale Banks Low Hurdle Memory Knock-Out Autocall USD Feb 2025 – Factsheet on request
    ISIN: XS2928447197
    STRIKE DATE: 06/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA46.205072.35
    Commerzbank AG18.945036.63
    BBVA11.635018.965
    Morgan Stanley141.0800194.53

    STRIKE DATE 06/02/2025
    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 70% on the Final Observation Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 17.00% p.a.
    ISIN XS2928447197
    NEXT POTENTIAL MATURITY DATE 06/08/2025

    EXPAND CLOSE
    BNP Paribas US Tech Early Low Hurdle December 2024 USD
    ISIN: XS2911454424
    STRIKE DATE: 23/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com225.0600267.22
    Microsoft435.2500409.43
    Nvidia Corporation139.6700235.74
    Advanced Micro Devices124.6000449.7

    STRIKE DATE 23/12/2024
    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: 6.75% Quarterly (27.00% p.a.) If it reaches maturity: 208% participation if above 95% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 27.00% p.a.
    ISIN XS2911454424
    NEXT POTENTIAL MATURITY DATE 23/09/2025

      EXPAND CLOSE
      Morgan Stanley 100% Capital Protected Triple Index Autocall December 2024 GBP
      ISIN: XS2918056479
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: 107.77%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY
      CURRENT PRICE 107.77% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      IBEX 3511,435.700017809.2
      FTSE MIB33,739.900050050.27
      SMI11,488.280013212.96

      STRIKE DATE 23/12/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2918056479
      NEXT POTENTIAL MATURITY DATE 23/12/2026

      EXPAND CLOSE
      Goldman Sachs Weighted Basket Participation Note December 2024 USD
      ISIN: XS2814245564
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: 111.27%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs Weighted Basket Participation Note December 2024 USD
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 111.27% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,102.720010372.93
      S&P 5005,974.07007501.24
      Eurostoxx 504,852.93005934.96
      iShares MSCI Emerging Markets (EEM)42.510067.38
      Nikkei 22539,161.340062654.05

      STRIKE DATE 23/12/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation on the Performance of the Weighted Basket at Maturity, Capped at 40% Growth Capital Risk: 60% European
      P.A. RETURN
      ISIN XS2814245564
      NEXT POTENTIAL MATURITY DATE 27/12/2029

      EXPAND CLOSE