INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI12,593.340013708.02
Eurostoxx 505,325.40006187.63
Nikkei 22538,787.020066020.04
Russell 20002,279.70802943.992

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
    SMI12,593.340013708.02
    Eurostoxx 505,325.40006187.63
    Nikkei 22538,787.020066020.04
    Russell 20002,279.70802943.992

    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 3512,688.900018764.4
      Eurostoxx 505,325.40006187.63
      Nikkei 22538,787.020066020.04
      Russell 20002,279.70802943.992

      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: 110.27%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 110.27% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE MIB37,055.700051497.21
        Nikkei 22538,787.020066020.04
        SMI12,593.340013708.02
        Russell 20002,279.70802943.992

        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
        Citi 100% Capital Protected Autocall Feb 2025 USD
        ISIN: XS2978641814
        STRIKE DATE: 07/02/2025
        INDICATIVE PRICE: 108.98%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 108.98% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,325.40006187.63
        SMI12,593.340013708.02
        Russell 20002,279.70802943.992
        Nikkei 22538,787.020066020.04

        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: 4.67% Semi-Annually (9.34% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2978641814
        NEXT POTENTIAL MATURITY DATE 07/02/2028

        EXPAND CLOSE
        BBVA 80-60 Memory Income Autocall GBP Mar 2025
        ISIN: XS2941090727
        STRIKE DATE: 13/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,836.190013708.02
        FTSE MIB37,999.730051497.21
        Nikkei 22536,790.030066020.04
        Russell 20001,993.69002943.992

        STRIKE DATE 13/03/2025
        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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.80% p.a.
        ISIN XS2941090727
        NEXT POTENTIAL MATURITY DATE 13/03/2026

        EXPAND CLOSE
        BBVA 80-60 Memory Income Autocall USD Mar 2025
        ISIN: XS2941090990
        STRIKE DATE: 13/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,836.190013708.02
        FTSE MIB37,999.730051497.21
        Nikkei 22536,790.030066020.04
        Russell 20001,993.69002943.992

        STRIKE DATE 13/03/2025
        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: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.80% p.a.
        ISIN XS2941090990
        NEXT POTENTIAL MATURITY DATE 13/03/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Mar 2025
        ISIN: XS2941090305
        STRIKE DATE: 12/03/2025
        INDICATIVE PRICE: 114.72%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 114.72% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,868.430013708.02
        Eurostoxx 505,359.42006187.63
        Nikkei 22536,819.090066020.04
        S&P 5005,599.30007431.46

        STRIKE DATE 12/03/2025
        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
        ISIN XS2941090305
        NEXT POTENTIAL MATURITY DATE 14/09/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall USD Mar 2025
        ISIN: XS2941090487
        STRIKE DATE: 12/03/2025
        INDICATIVE PRICE: 115.59%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 115.59% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,868.430013708.02
        Eurostoxx 505,359.42006187.63
        Nikkei 22536,819.090066020.04
        S&P 5005,599.30007431.46

        STRIKE DATE 12/03/2025
        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
        ISIN XS2941090487
        NEXT POTENTIAL MATURITY DATE 14/09/2026

        EXPAND CLOSE
        Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
        ISIN: XS2938749301
        STRIKE DATE: 03/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,217.91006187.63
        S&P 5005,994.57007431.46
        Nikkei 22538,520.090066020.04

        STRIKE DATE 03/02/2025
        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: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 9.51% p.a.
        ISIN XS2938749301
        NEXT POTENTIAL MATURITY DATE 03/02/2026

        EXPAND CLOSE
        Citi Developed Markets Classic Autocall EUR March 2025
        ISIN: XS2984044193
        STRIKE DATE: 07/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

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

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE MIB38,592.810051497.21
        S&P 5005,770.20007431.46
        HSI24,231.300024718.1

        STRIKE DATE 07/03/2025
        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: 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 XS2984044193
        NEXT POTENTIAL MATURITY DATE 09/03/2026

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income GBP March 2025
        ISIN: XS2736708749
        STRIKE DATE: 05/03/2025
        INDICATIVE PRICE: 97.90%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 97.90% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,489.12006187.63
        Russell 20002,100.74802943.992
        Nikkei 22537,418.240066020.04

        STRIKE DATE 05/03/2025
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736708749
        NEXT POTENTIAL MATURITY DATE 06/03/2028

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income USD March 2025
        ISIN: XS2736708665
        STRIKE DATE: 05/03/2025
        INDICATIVE PRICE: 98.85%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.85% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,489.12006187.63
        Russell 20002,100.74802943.992
        Nikkei 22537,418.240066020.04

        STRIKE DATE 05/03/2025
        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 XS2736708665
        NEXT POTENTIAL MATURITY DATE 13/03/2028

        EXPAND CLOSE
        Morgan Stanley Capital Protected Autocall GBP March 2025
        ISIN: XS2937859705
        STRIKE DATE: 04/03/2025
        INDICATIVE PRICE: 108.78%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley B.V.
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 108.78% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,331.180066020.04
        FTSE MIB8,759.000051497.21
        FTSE 10037,736.160010471.72

        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: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2937859705
        NEXT POTENTIAL MATURITY DATE 06/03/2028

        EXPAND CLOSE
        Morgan Stanley Capital Protected Autocall USD March 2025
        ISIN: XS2937860034
        STRIKE DATE: 04/03/2025
        INDICATIVE PRICE: 110.33%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley B.V.
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 110.33% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,331.180066020.04
        FTSE MIB8,759.000051497.21
        FTSE 10037,736.160010471.72

        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 SpA50.610073.3
        Commerzbank AG20.610036.83
        BBVA12.825020.09
        Morgan Stanley133.1100214.04

        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 505,527.99006187.63
        Nikkei 22538,142.370066020.04
        Russell 20002,174.17402943.992

        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 505,527.99006187.63
        Nikkei 22538,142.370066020.04
        Russell 20002,174.17402943.992

        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: 100.03%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 100.03% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,219.37006187.63
        Russell 20002,307.73802943.992
        FTSE 1008,502.350010471.72
        Nikkei 22539,931.980066020.04

        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 SpA43.755073.3
        Commerzbank AG18.105036.83
        BBVA10.720020.09
        Deutsche Bank AG19.050028.74

        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