INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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.com234.8500242.67
Microsoft444.0600390.49
Nvidia Corporation142.6200194.83
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: 115.23%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 115.23% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX20,313.810025779.31
Nikkei 22539,457.490069744.07
SMI11,701.510014424.24

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 505,217.50006412.68
Nikkei 22539,958.870069744.07
Russell 20002,314.59702996.11

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 Cruise245.1700296.3
Meta Platform Inc620.3500582.9
Amazon.com227.4600242.67
Nvidia Corporation134.2500194.83

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 AG15.105037.72
    UniCredit SpA38.930081.96
    BBVA9.704022.74
    Deutsche Bank AG17.064031.83

    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 504,965.53006412.68
      SMI11,715.850014424.24
      Nikkei 22539,849.140069744.07
      Russell 20002,361.08102996.11

      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 504,965.53006412.68
      SMI11,715.850014424.24
      Nikkei 22539,849.140069744.07
      Russell 20002,361.08102996.11

      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: 115.77%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 115.77% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10021,615.270029329.21
      Nikkei 22539,849.140069744.07
      Eurostoxx 504,965.53006412.68

      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: 99.72%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.72% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 10Y T-Note Fut ER188.7408185.9857
      S&P 500 Futures Excess Return Index516.8100599.14

      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 504,977.26006412.68
      FTSE MIB35,090.230052818.85
      Nikkei 22539,190.400069744.07
      Russell 20002,189.23302996.11

      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
      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 504,977.26006412.68
      FTSE MIB35,090.230052818.85
      Nikkei 22539,190.400069744.07
      Russell 20002,189.23302996.11

      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 504,977.26006412.68
      FTSE MIB35,090.230052818.85
      Nikkei 22539,190.400069744.07
      Russell 20002,189.23302996.11

      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
      SMI11,830.770014424.24
      Eurostoxx 505,011.82006412.68
      Nikkei 22540,083.300069744.07
      S&P 5005,909.03007483.24

      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
      SMI11,830.770014424.24
      Eurostoxx 505,011.82006412.68
      Nikkei 22540,083.300069744.07
      S&P 5005,909.03007483.24

      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: 73.61%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 73.61% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle182.7000140.27
      IBM226.9200289.52
      UiPath Inc14.090011.71

      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: 114.64%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 114.64% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 10Y T-Note Fut ER186.6492185.9857
      S&P 500 Futures Excess Return Index487.9400599.14

      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: 115.12%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 115.12% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,159.630010679.03
      S&P 5005,813.67007483.24
      Eurostoxx 504,885.75006412.68
      iShares MSCI Emerging Markets (EEM)44.740065.7
      Nikkei 22539,277.390069744.07

      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 22539,277.960069744.07
      SMI12,122.930014424.24
      S&P 5005,792.04007483.24
      Eurostoxx 504,982.57006412.68

      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: 127.24%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 127.24% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22539,605.800069744.07
        Nasdaq 10020,271.970029329.21
        Eurostoxx 505,003.92006412.68

        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: 127.91%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 127.91% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5005,634.58007483.24
        USDZAR17.640016.2228

        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