INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
SOCIÉTÉ GÉNÉRALE 60-60 MEMORY INCOME KNOCK-OUT USD AUG 2024
ISIN: XS2845792915
STRIKE DATE: 14/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com170.1000241.73
Microsoft416.8600433.5
Tesla Motors201.3800
Nvidia Corporation118.0800192.51

STRIKE DATE 14/08/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2845792915
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Jul 2024
ISIN: XS2848100827
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 105.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.28% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820013147.93
Eurostoxx 504,916.80005891.95
Nikkei 22539,594.390053375.6
S&P 5005,555.74006969.01

STRIKE DATE 23/07/2024
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: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2848100827
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income GBP AUG 2024
ISIN: XS2805592537
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 98.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.65% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72005891.95
OMX Stockholm 302,547.17603031.392
Nikkei 22538,126.330053375.6

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Source: Barclays: 03.07.2024 Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.23% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2805592537
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
CITI 85-65 Memory Income Autocall EUR JUL 2024
ISIN: XS2828710330
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10019,754.340025884.29
Eurostoxx 504,916.80005891.95
Nikkei 22539,594.390053375.6
SMI12,278.820013147.93

STRIKE DATE 23/07/2024
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: EUR: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2828710330
NEXT POTENTIAL MATURITY DATE 23/01/2026

EXPAND CLOSE
BBVA Dual Index 90% Cap Protected Participation Note Jun 2024 USD
ISIN: XS2759826287
STRIKE DATE: 21/06/2024
INDICATIVE PRICE: 109.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,907.30005891.95
S&P 5005,464.62006969.01

STRIKE DATE 21/06/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Protected Participation Participation Rate: 155% Cap: 15% Basket Growth Averaging: EQW Basket growth Averaged over last 6 months Capital Risk: Capital protected Capital Protection Barrier: 90% capital Protected ( 1-1 downside between 90-100%)
P.A. RETURN
ISIN XS2759826287
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Aug 2024
ISIN: XS2736679627
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 99.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.22% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72005891.95
S&P 5005,446.68006969.01
Nikkei 22538,126.330053375.6

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736679627
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Aug 2024
ISIN: XS2845773295
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com161.9300241.73
Microsoft399.6100433.5
Tesla Motors200.6400
Nvidia Corporation104.2500192.51

STRIKE DATE 06/08/2024
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2845773295
NEXT POTENTIAL MATURITY DATE 06/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Aug 2024
ISIN: XS2802359625
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: 113.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.39% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520013147.93
Eurostoxx 504,638.70005891.95
Nikkei 22535,909.700053375.6
S&P 5005,346.56006969.01

STRIKE DATE 02/08/2024
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: GBP: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2802359625
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Aug 2024
ISIN: XS2802359542
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: 116.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 116.21% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520013147.93
Eurostoxx 504,638.70005891.95
Nikkei 22535,909.700053375.6
S&P 5005,346.56006969.01

STRIKE DATE 02/08/2024
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: USD: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2802359542
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
SocGen US Stock Memory Income Reducing Autocall June 2024 USD
ISIN: XS2814027657
STRIKE DATE: 28/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp77.850093.88
Advanced Micro Devices162.2100252.18
Meta Platform Inc504.2200738.31
Wayfair Inc52.7300107.54

STRIKE DATE 28/06/2024
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: 3.50% Quarterly(14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 14.00% p.a.
ISIN XS2814027657
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall June 2024 USD
ISIN: XS2759856516
STRIKE DATE: 25/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,247.790010171.76
Eurostoxx 504,935.97005891.95
Nikkei 22539,173.150053375.6
S&P 5005,469.30006969.01

STRIKE DATE 25/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2759856516
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
CIBC S&P 500 Capital Protected USD July 2024
ISIN: XS2853089253
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 115.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 115.05% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,399.22006969.01

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 135% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2853089253
NEXT POTENTIAL MATURITY DATE 24/07/2030

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD July 2024
ISIN: XS2759875573
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 107.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 107.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820013147.93
Eurostoxx 504,916.80005891.95
Nikkei 22539,594.390053375.6
S&P 5005,555.74006969.01

STRIKE DATE 23/07/2024
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759875573
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 GBP
ISIN: XS2759868289
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,252.910010171.76
Eurostoxx 505,043.02005891.95
Nikkei 22541,190.680053375.6
Russell 20002,148.26702654.776

STRIKE DATE 12/07/2024
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: 1.875% Quarterly (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 7.00% p.a.
ISIN XS2759868289
NEXT POTENTIAL MATURITY DATE 13/01/2026

    EXPAND CLOSE
    BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 USD
    ISIN: XS2759868107
    STRIKE DATE: 12/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,043.02005891.95
    FTSE 1008,252.910010171.76
    Nikkei 22541,190.680053375.6
    Russell 20002,148.26702654.776

    STRIKE DATE 12/07/2024
    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: 1.875% Quarterly (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 XS2759868107
    NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall GBP July 2024 – FACTSHEET UPON REQUEST
      ISIN: XS2850497509
      STRIKE DATE: 18/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,870.12005891.95
      FTSE MIB34,529.130045075.6
      Nikkei 22540,126.350053375.6
      S&P 5005,544.59006969.01

      STRIKE DATE 18/07/2024
      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: 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 XS2850497509
      NEXT POTENTIAL MATURITY DATE 20/01/2026

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall USD July 2024 – FACTSHEET UPON REQUEST
      ISIN: XS2850496873
      STRIKE DATE: 18/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,870.12005891.95
      FTSE MIB34,529.130045075.6
      Nikkei 22540,126.350053375.6
      S&P 5005,544.59006969.01

      STRIKE DATE 18/07/2024
      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: 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 XS2850496873
      NEXT POTENTIAL MATURITY DATE 20/01/2026

      EXPAND CLOSE
      Leonteq US Stocks Memory Income Autocall June 2024 USD
      ISIN: CH1349987748
      STRIKE DATE: 18/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Leonteq
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Advanced Micro Devices154.6300252.18
      Carnival Corp15.950031.15
      Microsoft446.3400433.5
      Tesla Motors184.8600

      STRIKE DATE 18/06/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 9 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD = 3.708% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.832% p.a.
      ISIN CH1349987748
      NEXT POTENTIAL MATURITY DATE 20/06/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall June 2024 USD
      ISIN: XS2842883600
      STRIKE DATE: 18/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB33,315.680045075.6
      S&P 5005,487.03006969.01
      TOPIX2,715.76003545.3
      S&P/ASX 2007,778.08408927.526

      STRIKE DATE 18/06/2024
      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: 1.875% Quarterly (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 XS2842883600
      NEXT POTENTIAL MATURITY DATE 18/12/2025

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP July 2024
      ISIN: XS2759864536
      STRIKE DATE: 16/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,164.900010171.76
      Eurostoxx 504,947.83005891.95
      Nikkei 22541,275.080053375.6
      S&P 5005,667.20006969.01

      STRIKE DATE 16/07/2024
      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: GBP: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.70% p.a.
      ISIN XS2759864536
      NEXT POTENTIAL MATURITY DATE 16/01/2026

      EXPAND CLOSE