INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Income Dec 2024 USD
ISIN: XS2918020103
STRIKE DATE: 20/12/2024
INDICATIVE PRICE: 101.03%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 101.03% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,862.28005934.96
FTSE 1008,084.610010372.93
S&P 5005,930.85007501.24

STRIKE DATE 20/12/2024
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Memory Income Rate: USD: 6.83% Annually Income Trigger: 90% of initial level Capital Risk: Yes Capital Protection: 95% Capital Protected at maturity
P.A. RETURN
ISIN XS2918020103
NEXT POTENTIAL MATURITY DATE 21/12/2026

EXPAND CLOSE
Soc Gen US Tech Reducing Autocall Dec 2024 GBP
ISIN: XS2928328348
STRIKE DATE: 20/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com224.9200267.22
Microsoft436.6000409.43
Nvidia Corporation134.7000235.74
Tesla Motors421.0600

STRIKE DATE 20/12/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level (Reducing by 2.50% per quarter) Coupon Rate: GBP: 4.18% Quarterly (16.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.72% p.a.
ISIN XS2928328348
NEXT POTENTIAL MATURITY DATE 22/09/2025

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall December 2024 GBP
    ISIN: XS2961099756
    STRIKE DATE: 19/12/2024
    INDICATIVE PRICE: 99.27%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 99.27% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,879.00005934.96
    SMI11,414.840013212.96
    Nikkei 22538,813.580062654.05
    Russell 20002,221.49802863.086

    STRIKE DATE 19/12/2024
    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 XS2961099756
    NEXT POTENTIAL MATURITY DATE 19/06/2026

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall December 2024 USD
    ISIN: XS2961099673
    STRIKE DATE: 19/12/2024
    INDICATIVE PRICE: 99.31%
    STATUS: Live
    FACTSHEET: CONTACT

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,879.00005934.96
    SMI11,414.840013212.96
    Nikkei 22538,813.580062654.05
    Russell 20002,221.49802863.086

    STRIKE DATE 19/12/2024
    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: 1.7575% Semi-Annual (7.03% 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 XS2961099673
    NEXT POTENTIAL MATURITY DATE 19/06/2026

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Jan 2025
    ISIN: XS2736694345
    STRIKE DATE: 31/01/2025
    INDICATIVE PRICE: 96.93%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 96.93% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,286.87005934.96
    Russell 20002,287.69202863.086
    Nikkei 22539,572.490062654.05

    STRIKE DATE 31/01/2025
    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 XS2736694345
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income GBP Jan 2025
    ISIN: XS2736694261
    STRIKE DATE: 31/01/2025
    INDICATIVE PRICE: 96.30%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.30% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,286.87005934.96
    Russell 20002,287.69202863.086
    Nikkei 22539,572.490062654.05

    STRIKE DATE 31/01/2025
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736694261
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
    ISIN: XS2918073052
    STRIKE DATE: 29/01/2025
    INDICATIVE PRICE: 108.18%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 108.18% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,414.780062654.05
    FTSE MIB36,371.670050050.27
    FTSE 1008,557.810010372.93

    STRIKE DATE 29/01/2025
    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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2918073052
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
    ISIN: XS2918073136
    STRIKE DATE: 29/01/2025
    INDICATIVE PRICE: 109.64%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 109.64% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,414.780062654.05
    FTSE MIB36,371.670050050.27
    FTSE 1008,557.810010372.93

    STRIKE DATE 29/01/2025
    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 XS2918073136
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall USD Jan 2025
    ISIN: XS2913771221
    STRIKE DATE: 30/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,282.21005934.96
    FTSE MIB36,429.720050050.27
    Nikkei 22539,513.970062654.05
    Russell 20002,307.45102863.086

    STRIKE DATE 30/01/2025
    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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2913771221
    NEXT POTENTIAL MATURITY DATE 30/01/2026

    EXPAND CLOSE
    Barclays European Banks 1 Year Fixed Income December 2024 GBP
    ISIN: XS2912599870
    STRIKE DATE: 17/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG15.380036.63
    UniCredit SpA38.200072.35
    Deutsche Bank AG16.790027.41

    STRIKE DATE 17/12/2024
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.50% p.a.
    ISIN XS2912599870
    NEXT POTENTIAL MATURITY DATE 17/12/2025

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
    ISIN: XS2928390496
    STRIKE DATE: 24/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com234.8500267.22
    Microsoft444.0600409.43
    Nvidia Corporation142.6200235.74
    Tesla Motors406.5800

    STRIKE DATE 24/01/2025
    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: 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 XS2928390496
    NEXT POTENTIAL MATURITY DATE 24/10/2025

    EXPAND CLOSE
    BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
    ISIN: XS2911451248
    STRIKE DATE: 16/12/2024
    INDICATIVE PRICE: 110.11%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 110.11% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    DAX20,313.810024456.26
    Nikkei 22539,457.490062654.05
    SMI11,701.510013212.96

    STRIKE DATE 16/12/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2911451248
    NEXT POTENTIAL MATURITY DATE 16/12/2027

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP Jan 2025
    ISIN: XS2912654303
    STRIKE DATE: 23/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,217.50005934.96
    Nikkei 22539,958.870062654.05
    Russell 20002,314.59702863.086

    STRIKE DATE 23/01/2025
    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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2912654303
    NEXT POTENTIAL MATURITY DATE 23/01/2026

    EXPAND CLOSE
    Marex US Stocks Defensive Autocall Dec 2024 USD
    ISIN: XS2851775531
    STRIKE DATE: 13/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Marex Group
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Royal Caribbean Cruise245.1700265.38
    Meta Platform Inc620.3500618.43
    Amazon.com227.4600267.22
    Nvidia Corporation134.2500235.74

    STRIKE DATE 13/12/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 16.00% p.a.
    ISIN XS2851775531
    NEXT POTENTIAL MATURITY DATE 13/06/2025

      EXPAND CLOSE
      Barclays European Banks 1 Year Fixed Income December 2024 EUR
      ISIN: XS2912590739
      STRIKE DATE: 13/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG15.105036.63
      UniCredit SpA38.930072.35
      BBVA9.704018.965
      Deutsche Bank AG17.064027.41

      STRIKE DATE 13/12/2024
      RETURN & BARRIERS
      Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 6.35% p.a.
      ISIN XS2912590739
      NEXT POTENTIAL MATURITY DATE 15/12/2025

        EXPAND CLOSE
        BBVA Diversified Markets Memory Income Autocall December 2024 GBP
        ISIN: XS2892519526
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,965.53005934.96
        SMI11,715.850013212.96
        Nikkei 22539,849.140062654.05
        Russell 20002,361.08102863.086

        STRIKE DATE 12/12/2024
        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: 1.75% 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 7.00% p.a.
        ISIN XS2892519526
        NEXT POTENTIAL MATURITY DATE 12/12/2025

        EXPAND CLOSE
        BBVA Diversified Markets Memory Income Autocall December 2024 USD
        ISIN: XS2892519799
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,965.53005934.96
        SMI11,715.850013212.96
        Nikkei 22539,849.140062654.05
        Russell 20002,361.08102863.086

        STRIKE DATE 12/12/2024
        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: 1.875% 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 XS2892519799
        NEXT POTENTIAL MATURITY DATE 12/12/2025

        EXPAND CLOSE
        Goldman Sachs Triple Index Classic Autocall December 2024 USD
        ISIN: XS2688622856
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: 112.54%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 112.54% (as at 15/05/2026 09:55 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nasdaq 10021,615.270029580.3
        Nikkei 22539,849.140062654.05
        Eurostoxx 504,965.53005934.96

        STRIKE DATE 12/12/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
        P.A. RETURN
        ISIN XS2688622856
        NEXT POTENTIAL MATURITY DATE 13/12/2027

        EXPAND CLOSE
        BNP Rainbow Basket Cap Protected Participation Note Dec 2024 USD
        ISIN: XS2902286462
        STRIKE DATE: 06/12/2024
        INDICATIVE PRICE: 100.08%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 100.08% (as at 15/05/2026 09:55 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 10Y T-Note Fut ER188.7408186.4621
        S&P 500 Futures Excess Return Index516.8100603.98

        STRIKE DATE 06/12/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 108% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
        P.A. RETURN
        ISIN XS2902286462
        NEXT POTENTIAL MATURITY DATE 06/12/2029

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall GBP Jan 2025
        ISIN: XS2903145188
        STRIKE DATE: 10/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,977.26005934.96
        FTSE MIB35,090.230050050.27
        Nikkei 22539,190.400062654.05
        Russell 20002,189.23302863.086

        STRIKE DATE 10/01/2025
        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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.80% p.a.
        ISIN XS2903145188
        NEXT POTENTIAL MATURITY DATE 13/01/2026

        EXPAND CLOSE