INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 4 Year Digi Fixed Income Note January 2025 USD
ISIN: XS2736695748
STRIKE DATE: 17/01/2025
INDICATIVE PRICE: 107.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 107.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,505.220010679.03
Eurostoxx 505,148.30006412.68
Russell 20002,275.88202996.11
Nikkei 22538,451.460069744.07

STRIKE DATE 17/01/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 29.85% paid at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736695748
NEXT POTENTIAL MATURITY DATE 17/01/2029

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall GBP Feb 2024
ISIN: XS2926364071
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,325.40006412.68
FTSE MIB37,055.700052818.85
Nikkei 22538,787.020069744.07
Russell 20002,279.70802996.11

STRIKE DATE 07/02/2025
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: 4.45% Semi-Annual (8.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.90% p.a.
ISIN XS2926364071
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall USD Feb 2024
ISIN: XS2926364311
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,325.40006412.68
FTSE MIB37,055.700052818.85
Nikkei 22538,787.020069744.07
Russell 20002,279.70802996.11

STRIKE DATE 07/02/2025
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: 4.90% Semi-Annual (9.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.80% p.a.
ISIN XS2926364311
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Income Autocall January 2025 USD
ISIN: XS2918020525
STRIKE DATE: 07/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,909.03007483.24
Nikkei 22540,083.300069744.07
FTSE 1008,245.280010679.03

STRIKE DATE 07/01/2025
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: 2.375% Semi Annual (4.75% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 4.75% p.a.
ISIN XS2918020525
NEXT POTENTIAL MATURITY DATE 07/01/2031

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Feb 2025
ISIN: XS2926366019
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,624.200014424.24
Eurostoxx 505,356.63006412.68
Nikkei 22539,066.530069744.07
S&P 5006,083.57007483.24

STRIKE DATE 06/02/2025
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2926366019
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Feb 2025
ISIN: XS2926366100
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,624.200014424.24
Eurostoxx 505,356.63006412.68
Nikkei 22539,066.530069744.07
S&P 5006,083.57007483.24

STRIKE DATE 06/02/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2926366100
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
Société Générale Banks Low Hurdle Memory Knock-Out Autocall USD Feb 2025 – Factsheet on request
ISIN: XS2928447197
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA46.205081.96
Commerzbank AG18.945037.72
BBVA11.635022.74
Morgan Stanley141.0800213.93

STRIKE DATE 06/02/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level 70% on the Final Observation Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 17.00% p.a.
ISIN XS2928447197
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
BNP Paribas US Tech Early Low Hurdle December 2024 USD
ISIN: XS2911454424
STRIKE DATE: 23/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com225.0600242.67
Microsoft435.2500390.49
Nvidia Corporation139.6700194.83
Advanced Micro Devices124.6000517.82

STRIKE DATE 23/12/2024
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: 6.75% Quarterly (27.00% p.a.) If it reaches maturity: 208% participation if above 95% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 27.00% p.a.
ISIN XS2911454424
NEXT POTENTIAL MATURITY DATE 23/09/2025

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Triple Index Autocall December 2024 GBP
    ISIN: XS2918056479
    STRIKE DATE: 23/12/2024
    INDICATIVE PRICE: 110.13%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY
    CURRENT PRICE 110.13% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    IBEX 3511,435.700019852.4
    FTSE MIB33,739.900052818.85
    SMI11,488.280014424.24

    STRIKE DATE 23/12/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2918056479
    NEXT POTENTIAL MATURITY DATE 23/12/2026

    EXPAND CLOSE
    Goldman Sachs Weighted Basket Participation Note December 2024 USD
    ISIN: XS2814245564
    STRIKE DATE: 23/12/2024
    INDICATIVE PRICE: 113.61%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs Weighted Basket Participation Note December 2024 USD
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 113.61% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,102.720010679.03
    S&P 5005,974.07007483.24
    Eurostoxx 504,852.93006412.68
    iShares MSCI Emerging Markets (EEM)42.510065.7
    Nikkei 22539,161.340069744.07

    STRIKE DATE 23/12/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation on the Performance of the Weighted Basket at Maturity, Capped at 40% Growth Capital Risk: 60% European
    P.A. RETURN
    ISIN XS2814245564
    NEXT POTENTIAL MATURITY DATE 27/12/2029

    EXPAND CLOSE
    Morgan Stanley Capital Protected Income Dec 2024 USD
    ISIN: XS2918020103
    STRIKE DATE: 20/12/2024
    INDICATIVE PRICE: 102.40%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.40% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,862.28006412.68
    FTSE 1008,084.610010679.03
    S&P 5005,930.85007483.24

    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.com224.9200242.67
    Microsoft436.6000390.49
    Nvidia Corporation134.7000194.83
    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: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00006412.68
      SMI11,414.840014424.24
      Nikkei 22538,813.580069744.07
      Russell 20002,221.49802996.11

      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 7.00% p.a.
      ISIN XS2961099756
      NEXT POTENTIAL MATURITY DATE 22/06/2026

        EXPAND CLOSE
        UBS 75-60 Memory Income Autocall December 2024 USD
        ISIN: XS2961099673
        STRIKE DATE: 19/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,879.00006412.68
        SMI11,414.840014424.24
        Nikkei 22538,813.580069744.07
        Russell 20002,221.49802996.11

        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 ( ) 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 22/06/2026

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income USD Jan 2025
          ISIN: XS2736694345
          STRIKE DATE: 31/01/2025
          INDICATIVE PRICE: 98.39%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 98.39% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,286.87006412.68
          Russell 20002,287.69202996.11
          Nikkei 22539,572.490069744.07

          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: 98.57%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 98.57% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,286.87006412.68
          Russell 20002,287.69202996.11
          Nikkei 22539,572.490069744.07

          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: 111.34%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 111.34% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22539,414.780069744.07
          FTSE MIB36,371.670052818.85
          FTSE 1008,557.810010679.03

          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: 111.84%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 111.84% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22539,414.780069744.07
          FTSE MIB36,371.670052818.85
          FTSE 1008,557.810010679.03

          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 505,282.21006412.68
          FTSE MIB36,429.720052818.85
          Nikkei 22539,513.970069744.07
          Russell 20002,307.45102996.11

          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 AG15.380037.72
          UniCredit SpA38.200081.96
          Deutsche Bank AG16.790031.83

          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