INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2916899144
STRIKE DATE: 18/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
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: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.87% p.a.
ISIN XS2916899144
NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
    ISIN: XS2893978507
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,790.33005934.96
    Nikkei 22538,220.850062654.05
    Nasdaq 10020,539.190029580.3

    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: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.42% p.a.
    ISIN XS2893978507
    NEXT POTENTIAL MATURITY DATE 18/11/2025

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall USD Dec 2024
      ISIN: XS2892525093
      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
      FTSE MIB34,857.370050050.27
      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: 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 XS2892525093
      NEXT POTENTIAL MATURITY DATE 12/12/2025

      EXPAND CLOSE
      Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
      ISIN: XS2814503525
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: 98.03%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 98.03% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400150.76
      US CPI Urban Consumers NSA315.6640333.02

      STRIKE DATE 15/11/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2814503525
      NEXT POTENTIAL MATURITY DATE 15/11/2029

      EXPAND CLOSE
      Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
      ISIN: XS2922146696
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,794.85005934.96
      SMI11,627.040013212.96
      Russell 20002,303.83502863.086
      Nikkei 22538,642.910062654.05

      STRIKE DATE 15/11/2024
      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: 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 XS2922146696
      NEXT POTENTIAL MATURITY DATE 17/02/2026

        EXPAND CLOSE
        Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
        ISIN: XS2922146423
        STRIKE DATE: 15/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,794.85005934.96
        SMI11,627.040013212.96
        Russell 20002,303.83502863.086
        Nikkei 22538,642.910062654.05

        STRIKE DATE 15/11/2024
        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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.40% p,a.
        ISIN XS2922146423
        NEXT POTENTIAL MATURITY DATE 17/02/2026

          EXPAND CLOSE
          Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
          ISIN: XS2928180681
          STRIKE DATE: 15/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Banco Santander4.576510.246
          Deutsche Bank AG16.060027.41
          Commerzbank AG15.900036.63
          UniCredit SpA40.770072.35

          STRIKE DATE 15/11/2024
          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 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 21.24% p.a.
          ISIN XS2928180681
          NEXT POTENTIAL MATURITY DATE 15/05/2025

            EXPAND CLOSE
            Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
            ISIN: XS2928239917
            STRIKE DATE: 16/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Amazon.com232.9300267.22
            Microsoft451.5900409.43
            Nvidia Corporation132.0000235.74
            Tesla Inc463.0200443.3

            STRIKE DATE 16/12/2024
            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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 23.00% p.a.
            ISIN XS2928239917
            NEXT POTENTIAL MATURITY DATE 16/12/2025

            EXPAND CLOSE
            Natixis 3 Year Fixed Income GBP December 2024
            ISIN: XS2736691085
            STRIKE DATE: 11/12/2024
            INDICATIVE PRICE: 97.63%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE 97.63% (as at 15/05/2026 09:55 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,959.35005934.96
            Russell 20002,394.15902863.086
            Nikkei 22539,372.230062654.05

            STRIKE DATE 11/12/2024
            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 XS2736691085
            NEXT POTENTIAL MATURITY DATE 20/12/2027

            EXPAND CLOSE
            Santander 70-60 Memory Income Autocall Nov 2024 GBP
            ISIN: XS2922141465
            STRIKE DATE: 12/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,744.69005934.96
            SMI11,712.090013212.96
            Nikkei 22539,376.090062654.05
            Russell 20002,391.84802863.086

            STRIKE DATE 12/11/2024
            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: GBP: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 6.00% p.a.
            ISIN XS2922141465
            NEXT POTENTIAL MATURITY DATE 12/11/2025

              EXPAND CLOSE
              Citi 65-60 Memory Income Autocall Nov 2024 USD
              ISIN: XS2907340371
              STRIKE DATE: 12/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Citi
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,744.69005934.96
              SMI11,712.090013212.96
              Nikkei 22539,376.090062654.05
              Russell 20002,391.84802863.086

              STRIKE DATE 12/11/2024
              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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 6.44% p.a.
              ISIN XS2907340371
              NEXT POTENTIAL MATURITY DATE 12/11/2025

                EXPAND CLOSE
                BBVA Memory Knock-Out Autocall Nov 2024 USD
                ISIN: XS2879186661
                STRIKE DATE: 12/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,744.69005934.96
                S&P 5005,983.99007501.24
                Nikkei 22539,376.090062654.05
                FTSE MIB33,607.140050050.27

                STRIKE DATE 12/11/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 12.00% p.a.
                ISIN XS2879186661
                NEXT POTENTIAL MATURITY DATE 12/11/2025

                  EXPAND CLOSE
                  BNP Capital Protected Uncapped Participation Note USD Nov 2024
                  ISIN: XS2880922146
                  STRIKE DATE: 08/11/2024
                  INDICATIVE PRICE: 96.74%
                  STATUS: Live
                  FACTSHEET: CONTACT

                  COUNTERPARTY BNP Paribas
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE 96.74% (as at 15/05/2026 09:55 UK Time)

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  BNP Paribas Paribas World Futures RC8 Index225.4888238.3537

                  STRIKE DATE 08/11/2024
                  RETURN & BARRIERS
                  Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                  P.A. RETURN
                  ISIN XS2880922146
                  NEXT POTENTIAL MATURITY DATE 08/11/2029

                  EXPAND CLOSE
                  Santander Quad Index Capital Protected Autocall Nov 2024 USD
                  ISIN: XS2901358692
                  STRIKE DATE: 08/11/2024
                  INDICATIVE PRICE: 107.93%
                  STATUS: Live
                  FACTSHEET: CONTACT

                  COUNTERPARTY Santander
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE 107.93% (as at 15/05/2026 09:55 UK Time)

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  SMI11,797.720013212.96
                  S&P 5005,995.54007501.24
                  Nikkei 22539,500.370062654.05
                  Eurostoxx 504,802.76005934.96

                  STRIKE DATE 08/11/2024
                  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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
                  P.A. RETURN
                  ISIN XS2901358692
                  NEXT POTENTIAL MATURITY DATE 08/11/2027

                  EXPAND CLOSE
                  Marex US Stocks Defensive Autocall Nov 2024 USD
                  ISIN: XS2850806063
                  STRIKE DATE: 08/11/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: CONTACT

                  COUNTERPARTY Marex
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Meta Platform Inc589.3400618.43
                  Royal Caribbean Cruise225.2700265.38
                  Microsoft422.5400409.43
                  Nvidia Corporation147.6300235.74

                  STRIKE DATE 08/11/2024
                  RETURN & BARRIERS
                  Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 18.25% p.a.
                  ISIN XS2850806063
                  NEXT POTENTIAL MATURITY DATE 08/08/2025

                    EXPAND CLOSE
                    Natixis 3 Year Fixed Income USD December 2024
                    ISIN: XS2736690947
                    STRIKE DATE: 11/12/2024
                    INDICATIVE PRICE: 98.02%
                    STATUS: Live
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Natixis
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE 98.02% (as at 15/05/2026 09:55 UK Time)

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,959.35005934.96
                    Russell 20002,394.15902863.086
                    Nikkei 22539,372.230062654.05

                    STRIKE DATE 11/12/2024
                    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 XS2736690947
                    NEXT POTENTIAL MATURITY DATE 20/12/2027

                    EXPAND CLOSE
                    Barclays 85-65 Memory Income Autocall GBP December 2024
                    ISIN: XS2885763438
                    STRIKE DATE: 11/12/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Barclays
                    TYPE Note
                    CURRENCY GBP
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,959.35005934.96
                    Nikkei 22539,372.230062654.05
                    Russell 20002,394.15902863.086

                    STRIKE DATE 11/12/2024
                    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: 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 XS2885763438
                    NEXT POTENTIAL MATURITY DATE 11/12/2025

                    EXPAND CLOSE
                    Santander 85-60 Memory Income Autocall GBP December 2024
                    ISIN: XS2922138917
                    STRIKE DATE: 10/12/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Santander
                    TYPE Note
                    CURRENCY GBP
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,951.74005934.96
                    FTSE MIB34,524.700050050.27
                    Nikkei 22539,367.580062654.05
                    S&P 5006,034.91007501.24

                    STRIKE DATE 10/12/2024
                    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: GBP: 4.55% Semi-Annual (9.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                    P.A. RETURN 9.10% p.a.
                    ISIN XS2922138917
                    NEXT POTENTIAL MATURITY DATE 10/12/2025

                    EXPAND CLOSE
                    Santander 85-60 Memory Income Autocall USD December 2024
                    ISIN: XS2922139139
                    STRIKE DATE: 10/12/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Santander
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,951.74005934.96
                    FTSE MIB34,524.700050050.27
                    Nikkei 22539,367.580062654.05
                    S&P 5006,034.91007501.24

                    STRIKE DATE 10/12/2024
                    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: 5.00% Semi-Annual (10.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                    P.A. RETURN 10.00% p.a.
                    ISIN XS2922139139
                    NEXT POTENTIAL MATURITY DATE 10/12/2025

                    EXPAND CLOSE
                    Santander 85-60 Memory Income Autocall EUR December 2024
                    ISIN: XS2922139055
                    STRIKE DATE: 10/12/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: DOWNLOAD

                    COUNTERPARTY Santander
                    TYPE Note
                    CURRENCY EUR
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 50XS29221390555934.96
                    FTSE MIB34,524.700050050.27
                    Nikkei 22539,367.580062654.05
                    S&P 5006,034.91007501.24

                    STRIKE DATE 10/12/2024
                    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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                    P.A. RETURN 7.20% p.a.
                    ISIN XS2922139055
                    NEXT POTENTIAL MATURITY DATE 10/12/2025

                    EXPAND CLOSE