INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Classic Autocall Bespoke 2 February 2025 GBP
ISIN: XS2941053444
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,948.600014424.24
Eurostoxx 505,474.85006412.68
FTSE 1008,659.370010679.03
Russell 20002,195.34902996.11

STRIKE DATE 21/02/2025
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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 9.15% p.a.
ISIN XS2941053444
NEXT POTENTIAL MATURITY DATE 23/02/2026

EXPAND CLOSE
BBVA Classic Autocall Bespoke 1 Feb 2025 USD
ISIN: XS2941053360
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,724.26003247.031
Eurostoxx 505,474.85006412.68
FTSE 1008,659.370010679.03
Russell 20002,195.34902996.11

STRIKE DATE 21/02/2025
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: 3.85% Semi-Annually (7.70%p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 7.70% p.a.
ISIN XS2941053360
NEXT POTENTIAL MATURITY DATE 23/02/2026

EXPAND CLOSE
BNP Rainbow Basket Cap Protected 120% Participation Feb 2025 USD
ISIN: XS2931411693
STRIKE DATE: 19/02/2025
INDICATIVE PRICE: 101.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 101.84% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER184.5072185.9857
S&P 500 Futures Excess Return Index516.2500599.14

STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 120% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2931411693
NEXT POTENTIAL MATURITY DATE 26/02/2030

EXPAND CLOSE
Barclays 85-60 Memory Income Autocall Feb 2025 GBP
ISIN: XS2945488745
STRIKE DATE: 19/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,461.17006412.68
Nikkei 22539,164.610069744.07
S&P 5006,144.15007483.24

STRIKE DATE 19/02/2025
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: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2945488745
NEXT POTENTIAL MATURITY DATE 19/02/2026

    EXPAND CLOSE
    CIBC 85-60 Memory Income Autocall Feb 2025 GBP
    ISIN: XS2999586980
    STRIKE DATE: 19/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,461.17006412.68
    Nikkei 22539,164.610069744.07
    S&P 5006,144.15007483.24

    STRIKE DATE 19/02/2025
    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: GBP: 3.43% Semi-Annual (6.86% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.86% p.a.
    ISIN XS2999586980
    NEXT POTENTIAL MATURITY DATE 19/02/2026

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall GBP Mar 2025
      ISIN: XS2959660767
      STRIKE DATE: 21/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,056.98302996.11
      FTSE MIB39,035.710052818.85
      S&P/ASX 2007,931.23108844.412

      STRIKE DATE 21/03/2025
      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: 3.95% Semi-Annual (7.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 7.90% p.a.
      ISIN XS2959660767
      NEXT POTENTIAL MATURITY DATE 23/03/2026

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall USD Mar 2025
      ISIN: XS2959660684
      STRIKE DATE: 21/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,056.98302996.11
      FTSE MIB39,035.710052818.85
      S&P/ASX 2007,931.23108844.412

      STRIKE DATE 21/03/2025
      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: 4.30% Semi-Annual (8.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 8.60% p.a.
      ISIN XS2959660684
      NEXT POTENTIAL MATURITY DATE 23/03/2026

      EXPAND CLOSE
      Société Générale US Tech Memory Income Knock-Out Autocall USD Mar 2025 – Factsheet on request
      ISIN: XS2971115311
      STRIKE DATE: 21/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft391.2600390.49
      Intel24.2600120.35
      Tesla Motors248.7100
      Nvidia Corporation117.7000194.83

      STRIKE DATE 21/03/2025
      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 Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger:60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 16.00% p.a.
      ISIN XS2971115311
      NEXT POTENTIAL MATURITY DATE 22/09/2025

      EXPAND CLOSE
      BNP Averaged Weighted Basket Capped Participation Note Feb 25 ZAR
      ISIN: ZAE000342994
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: 124.60%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 124.60% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,493.40006412.68
      Nikkei 22539,149.430069744.07
      S&P 5006,114.63007483.24

      STRIKE DATE 14/02/2025
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 290% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 30% Growth Capital Risk: 60% European
      P.A. RETURN
      ISIN ZAE000342994
      NEXT POTENTIAL MATURITY DATE 14/02/2030

      EXPAND CLOSE
      BNP Rainbow Basket Cap Protected 125% Participation Feb 2025 USD
      ISIN: XS2940991073
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: 102.56%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.56% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 10Y T-Note Fut ER185.1158185.9857
      S&P 500 Futures Excess Return Index513.6500599.14

      STRIKE DATE 14/02/2025
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 125% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
      P.A. RETURN
      ISIN XS2940991073
      NEXT POTENTIAL MATURITY DATE 21/02/2030

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall February 2025 GBP
      ISIN: XS2969698005
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,493.40006412.68
      SMI12,839.870014424.24
      Nikkei 22539,149.430069744.07
      Russell 20002,279.98102996.11

      STRIKE DATE 14/02/2025
      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: GBP: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.30% p.a.
      ISIN XS2969698005
      NEXT POTENTIAL MATURITY DATE 17/02/2026

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall February 2025 USD
      ISIN: XS2969698187
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,493.40006412.68
      SMI12,839.870014424.24
      Nikkei 22539,149.430069744.07
      Russell 20002,279.98102996.11

      STRIKE DATE 14/02/2025
      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: GBP: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.75% p.a.
      ISIN XS2969698187
      NEXT POTENTIAL MATURITY DATE 17/02/2026

      EXPAND CLOSE
      Santander 75-60 Memory Income Autocall February 2025 USD
      ISIN: XS2992309372
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5006,114.63007483.24
      Eurostoxx 505,493.40006412.68
      SMI12,839.870014424.24
      Nikkei 22539,149.430069744.07

      STRIKE DATE 14/02/2025
      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: 1.8875% Quarterly (7.55% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.55% p.a.
      ISIN XS2992309372
      NEXT POTENTIAL MATURITY DATE 17/02/2026

      EXPAND CLOSE
      Barclays 75-60 Memory Income Autocall Feb 2025 GBP
      ISIN: XS2945413222
      STRIKE DATE: 14/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,493.40006412.68
      FTSE 1008,732.460010679.03
      Nikkei 22539,149.430069744.07
      Russell 20002,279.98102996.11

      STRIKE DATE 14/02/2025
      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: GBP: 1.7875% Quarterly (7.15% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.15% p.a.
      ISIN XS2945413222
      NEXT POTENTIAL MATURITY DATE 17/02/2026

      EXPAND CLOSE
      Marex Financial US Stocks Defensive Autocall Feb 2025 USD
      ISIN: XS2845257364
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex Financial
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Royal Caribbean Cruise264.4300296.3
      Nvidia Corporation129.8400194.83
      Amazon.com229.1500242.67
      Meta Platform Inc714.5200582.9

      STRIKE DATE 07/02/2025
      RETURN & BARRIERS
      Maximum Term: 3 years, 3 months Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 3.675% Quarterly (14.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.70% p.a.
      ISIN XS2845257364
      NEXT POTENTIAL MATURITY DATE 07/08/2025

        EXPAND CLOSE
        Barclays Memory Income Cap Protected Autocall Feb 2025 USD
        ISIN: Barclays
        STRIKE DATE: 07/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY XS2945458839
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1008,700.530010679.03
        Eurostoxx 505,325.40006412.68
        Nikkei 22538,787.020069744.07
        S&P 5006,025.99007483.24

        STRIKE DATE 07/02/2025
        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 Trigger: 90% of initial level Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN Barclays
        NEXT POTENTIAL MATURITY DATE 07/11/2027

          EXPAND CLOSE
          BBVA Developed Indices Classic Autocall Feb 2025 USD 
          ISIN: XS2941028925
          STRIKE DATE: 07/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,593.340014424.24
          Eurostoxx 505,325.40006412.68
          Nikkei 22538,787.020069744.07
          Russell 20002,279.70802996.11

          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: USD: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 12.90% p.a.
          ISIN XS2941028925
          NEXT POTENTIAL MATURITY DATE 09/02/2026

            EXPAND CLOSE
            BBVA Developed Indices Classic Autocall Feb 2025 GBP
            ISIN: XS2941028842
            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
            SMI12,593.340014424.24
            Eurostoxx 505,325.40006412.68
            Nikkei 22538,787.020069744.07
            Russell 20002,279.70802996.11

            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: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.30% p.a.
            ISIN XS2941028842
            NEXT POTENTIAL MATURITY DATE 09/02/2026

              EXPAND CLOSE
              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 3512,688.900019852.4
              Eurostoxx 505,325.40006412.68
              Nikkei 22538,787.020069744.07
              Russell 20002,279.70802996.11

              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: 112.11%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE 112.11% (as at 06/07/2026 10:07 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE MIB37,055.700052818.85
                Nikkei 22538,787.020069744.07
                SMI12,593.340014424.24
                Russell 20002,279.70802996.11

                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