INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall USD Jan 2025
ISIN: XS2903145006
STRIKE DATE: 10/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 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: USD: 4.85% Semi-Annual (9.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.70% p.a.
ISIN XS2903145006
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Jan 2025
ISIN: XS2903144967
STRIKE DATE: 10/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
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: EUR: 3.00% Semi-Annual (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2903144967
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jan 2025
ISIN: XS2903143647
STRIKE DATE: 06/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,830.770013212.96
Eurostoxx 505,011.82005934.96
Nikkei 22540,083.300062654.05
S&P 5005,909.03007501.24

STRIKE DATE 06/01/2025
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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2903143647
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jan 2025
ISIN: XS2903143563
STRIKE DATE: 07/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,830.770013212.96
Eurostoxx 505,011.82005934.96
Nikkei 22540,083.300062654.05
S&P 5005,909.03007501.24

STRIKE DATE 07/01/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS2903143563
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
Goldman Sachs AI 70-70 Low Hurdle Autocall November 2024 USD
ISIN: XS2926197232
STRIKE DATE: 27/11/2024
INDICATIVE PRICE: 70.20%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 70.20% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle182.7000195.61
IBM226.9200218.37
UiPath Inc14.09009.67

STRIKE DATE 27/11/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 30 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 12.45% Quarterly (24.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2926197232
NEXT POTENTIAL MATURITY DATE 27/05/2027

EXPAND CLOSE
BNP Rainbow Basket Cap Protected Participation Note Nov 2024 ZAR
ISIN: XS2883786225
STRIKE DATE: 01/11/2024
INDICATIVE PRICE: 114.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 114.24% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER186.6492186.4621
S&P 500 Futures Excess Return Index487.9400603.98

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 200% Uncapped Participation (No Maximum Return at Maturity) on the Rainbow Basket (70% of best performing underlying, 30% of the worst) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2883786225
NEXT POTENTIAL MATURITY DATE 01/11/2029

EXPAND CLOSE
Goldman Sachs Weighted Basket Growth Participation Oct 2024 USD
ISIN: XS2769566048
STRIKE DATE: 30/10/2024
INDICATIVE PRICE: 112.74%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 112.74% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,159.630010372.93
S&P 5005,813.67007501.24
Eurostoxx 504,885.75005934.96
iShares MSCI Emerging Markets (EEM)44.740067.38
Nikkei 22539,277.390062654.05

STRIKE DATE 30/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 140% Capped Participation in the averaged in and out basket at Maturity, Capped at 40% Growth = Max Return: 56.00% at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2769566048
NEXT POTENTIAL MATURITY DATE 30/10/2029

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Oct 2024 USD
ISIN: XS2877655253
STRIKE DATE: 09/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22539,277.960062654.05
SMI12,122.930013212.96
S&P 5005,792.04007501.24
Eurostoxx 504,982.57005934.96

STRIKE DATE 09/10/2024
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: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2877655253
NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    GS One Star Triple Index Classic Autocall Oct 2024 ZAR
    ISIN: ZAE000340568
    STRIKE DATE: 11/10/2024
    INDICATIVE PRICE: 121.87%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 121.87% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,605.800062654.05
    Nasdaq 10020,271.970029580.3
    Eurostoxx 505,003.92005934.96

    STRIKE DATE 11/10/2024
    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: ZAR: 17.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN ZAE000340568
    NEXT POTENTIAL MATURITY DATE 12/10/2027

    EXPAND CLOSE
    BNP 118% Uncapped Participation Growth Note Sep 2024 ZAR
    ISIN: ZAE000339586
    STRIKE DATE: 17/09/2024
    INDICATIVE PRICE: 126.55%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 126.55% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,634.58007501.24
    USDZAR17.640016.4816

    STRIKE DATE 17/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 118% Uncapped Participation on the performance of the SPX. Return is multiplied by the difference in the USDZAR Exchange Rate Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339586
    NEXT POTENTIAL MATURITY DATE 17/09/2029

    EXPAND CLOSE
    BNP 800% Participation Capital Protected Note ZAR Sep 2024
    ISIN: ZAE000339743
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 128.36%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 128.36% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index283.1345305.3387

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339743
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: DE000UG0FD00
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,494.830050050.27
    FTSE 1008,262.080010372.93
    Nikkei 22538,283.850062654.05
    Nasdaq 10020,776.230029580.3

    STRIKE DATE 22/11/2024
    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 DE000UG0FD00
    NEXT POTENTIAL MATURITY DATE 24/11/2025

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
      ISIN: XS2892505491
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08005934.96
      SMI11,716.500013212.96
      Nikkei 22538,283.850062654.05
      Russell 20002,406.67002863.086

      STRIKE DATE 22/11/2024
      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 XS2892505491
      NEXT POTENTIAL MATURITY DATE 25/11/2025

        EXPAND CLOSE
        Natixis 4 Year Annual Fixed Income Nov 2024 USD
        ISIN: XS2736691242
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: 99.30%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 99.30% (as at 15/05/2026 09:55 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08005934.96
        Russell 20002,406.67002863.086
        FTSE 1008,262.080010372.93
        Nikkei 22538,283.850062654.05

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        7.01% Annual Fixed Income 60% European Barrier
        P.A. RETURN
        ISIN XS2736691242
        NEXT POTENTIAL MATURITY DATE 22/11/2028

        EXPAND CLOSE
        BBVA Low Hurdle Autocall Nov 2024 GBP
        ISIN: XS2892499232
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08005934.96
        FTSE 1008,262.080010372.93
        Nikkei 22538,283.850062654.05

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.70% p.a.
        ISIN XS2892499232
        NEXT POTENTIAL MATURITY DATE 25/11/2025

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
          ISIN: XS2917923752
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 107.11%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 107.11% (as at 15/05/2026 09:55 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900062654.05
          FTSE MIB33,766.290050050.27
          S&P/ASX 2008,066.96208640.714

          STRIKE DATE 20/12/2024
          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 XS2917923752
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
          ISIN: XS2917923679
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 107.11%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 107.11% (as at 15/05/2026 09:55 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900062654.05
          FTSE MIB33,766.290050050.27
          S&P/ASX 2008,066.96208640.714

          STRIKE DATE 20/12/2024
          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: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2917923679
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
          ISIN: XS2880947135
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: 116.37%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE 116.37% (as at 15/05/2026 09:55 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          DAX19,189.190024456.26
          SMI11,639.600013212.96
          Nikkei 22538,220.850062654.05

          STRIKE DATE 18/11/2024
          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: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2880947135
          NEXT POTENTIAL MATURITY DATE 18/11/2027

          EXPAND CLOSE
          UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2937232499
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,109.320010372.93
          FTSE MIB33,758.430050050.27
          Nikkei 22538,220.850062654.05
          Russell 20002,306.34002863.086

          STRIKE DATE 18/11/2024
          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: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.60% p.a.
          ISIN XS2937232499
          NEXT POTENTIAL MATURITY DATE 18/11/2025

            EXPAND CLOSE
            BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2888310096
            STRIKE DATE: 18/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,109.320010372.93
            FTSE MIB33,758.430050050.27
            Nikkei 22538,220.850062654.05
            S&P 5005,893.62007501.24

            STRIKE DATE 18/11/2024
            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: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.45% p.a.
            ISIN XS2888310096
            NEXT POTENTIAL MATURITY DATE 18/11/2025

              EXPAND CLOSE