INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 year triple index fixed income USD May 2024
ISIN: XS2662083919
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: 100.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.00% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,037.60005891.95
S&P 5005,267.84006969.01
Nikkei 22539,103.220053375.6

STRIKE DATE 23/05/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662083919
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2024 USD
ISIN: XS2696277867
STRIKE DATE: 19/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,307.47101907.604
IBEX 3510,729.500017589.7
Nikkei 22537,068.350053375.6
S&P 5004,967.23006969.01

STRIKE DATE 19/04/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2696277867
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall April 2024 USD
ISIN: XS2696277784
STRIKE DATE: 19/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,502.07003031.392
IBEX 3510,729.500017589.7
Nikkei 22537,068.350053375.6
S&P 5004,967.23006969.01

STRIKE DATE 19/04/2024
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: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.32% p.a.
ISIN XS2696277784
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
UBS 85-70 Memory Income Autocall GBP Apr 2024
ISIN: XS2806491804
STRIKE DATE: 17/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,914.13005891.95
Nikkei 22537,961.800053375.6
Russell 20001,947.94702654.776

STRIKE DATE 17/04/2024
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: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2806491804
NEXT POTENTIAL MATURITY DATE 17/10/2025

    EXPAND CLOSE
    Citi 85-65 Memory Income Autocall GBP May 2024 – Factsheet upon request
    ISIN: XS2795457709
    STRIKE DATE: 17/05/2024
    INDICATIVE PRICE: 99.33%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citigroup Global Markets Limited
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 99.33% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,420.260010171.76
    FTSE MIB35,398.820045075.6
    S&P 5005,303.27006969.01

    STRIKE DATE 17/05/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2795457709
    NEXT POTENTIAL MATURITY DATE 18/05/2026

    EXPAND CLOSE
    Citi 85-65 Memory Income Autocall USD May 2024 – Factsheet upon request
    ISIN: XS2795457881
    STRIKE DATE: 17/05/2024
    INDICATIVE PRICE: 99.71%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citigroup Global Markets Limited
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.71% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,420.260010171.76
    FTSE MIB35,398.820045075.6
    S&P 5005,303.27006969.01

    STRIKE DATE 17/05/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2795457881
    NEXT POTENTIAL MATURITY DATE 18/05/2026

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall GBP May 2024
    ISIN: XS2805535817
    STRIKE DATE: 15/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,100.90005891.95
    FTSE 1008,445.800010171.76
    Nikkei 22538,385.730053375.6
    S&P 5005,308.15006969.01

    STRIKE DATE 15/05/2024
    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: 3.6250% Semi-Annual (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.25% p.a.
    ISIN XS2805535817
    NEXT POTENTIAL MATURITY DATE 17/11/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall USD May 2024
    ISIN: XS2805535734
    STRIKE DATE: 15/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,100.90005891.95
    FTSE 1008,445.800010171.76
    Nikkei 22538,385.730053375.6
    S&P 5005,308.15006969.01

    STRIKE DATE 15/05/2024
    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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2805535734
    NEXT POTENTIAL MATURITY DATE 17/11/2025

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Apr 2024 AUD
    ISIN: XS2720304307
    STRIKE DATE: 09/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY AUD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,824.24408927.526
    Eurostoxx 504,990.90005891.95
    Nikkei 22539,773.130053375.6
    S&P 5005,209.91006969.01

    STRIKE DATE 09/04/2024
    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: AUD: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.15% p.a.
    ISIN XS2720304307
    NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall EUR Apr 2024 – Factsheet upon request
    ISIN: XS2749313370
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,746.660045075.6
    HSI17,763.030027968.09
    S&P 5005,035.69006969.01

    STRIKE DATE 30/04/2024
    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: 4.80% Semi-Annually (9.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.60% p.a.
    ISIN XS2749313370
    NEXT POTENTIAL MATURITY DATE 30/04/2025

    EXPAND CLOSE
    BBVA Dual Index 90% Capital Protected Participation Note USD Apr 2024
    ISIN: XS2720286561
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 110.88%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 110.88% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,008.17005891.95
    S&P 5005,070.55006969.01

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Capped Participation Growth Participation Rate: 155.00% Basket Growth Cap: 15.00% Maximum Return: 23.25% plus Capital at Maturity Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 10% Capital at Risk Capital Protection Barrier: 90% Capital Protected (1-for-1 downside between 100% - 90%)
    P.A. RETURN
    ISIN XS2720286561
    NEXT POTENTIAL MATURITY DATE 23/04/2027

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Mar 2024 GBP
    ISIN: XS2720253983
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,083.42005891.95
    FTSE 1007,952.620010171.76
    Nikkei 22540,168.070053375.6
    Russell 20002,124.54702654.776

    STRIKE DATE 28/03/2024
    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: GBP: 1.575% Semi-Annual (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.30% p.a.
    ISIN XS2720253983
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Mar 2024 USD
    ISIN: XS2720253801
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,083.42005891.95
    FTSE 1007,952.620010171.76
    Nikkei 22540,168.070053375.6
    Russell 20002,124.54702654.776

    STRIKE DATE 28/03/2024
    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: 1.80% Semi-Annual (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN XS2720253801
    NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Soc Gen Global Banks 55-55 Memory Income Autocall Mar 2024 GBP
      ISIN: XS2781129692
      STRIKE DATE: 28/03/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Société Générale
      TYPE
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG12.730034.6
      UniCredit SpA35.175072.24
      BBVA11.040021.03
      Barclays183.2000479.6

      STRIKE DATE 28/03/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.55% Quarterly (10.20% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final Level Barrier (European Style)
      P.A. RETURN 10.20% p.a.
      ISIN XS2781129692
      NEXT POTENTIAL MATURITY DATE 28/03/2025

      EXPAND CLOSE
      BBVA World Indices Drop Down Autocall Mar 2024 GBP
      ISIN: XS2720280952
      STRIKE DATE: 28/03/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB34,750.350045075.6
      HSCEI5,810.79009552.58
      TOPIX2,750.81003545.3
      KOSPI 200373.2200765.59

      STRIKE DATE 28/03/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.5% every quarter, floored at 90%. Coupon Rate: GBP: 2.26% Quartlery (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.04% p.a.
      ISIN XS2720280952
      NEXT POTENTIAL MATURITY DATE 30/06/2025

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall March 2024 USD
      ISIN: XS2720292965
      STRIKE DATE: 28/03/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,952.620010171.76
      Eurostoxx 505,083.42005891.95
      Nikkei 22540,168.070053375.6
      Nasdaq 10018,254.690025884.29

      STRIKE DATE 28/03/2024
      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: 5.77% Semi-Annually (11.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 11.54% p.a.
      ISIN XS2720292965
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Mar 2024 USD
      ISIN: XS2720293005
      STRIKE DATE: 28/03/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,730.430013147.93
      FTSE MIB34,750.350045075.6
      TOPIX2,750.81003545.3
      KOSPI 200373.2200765.59

      STRIKE DATE 28/03/2024
      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: 7.41% Semi-Annually (14.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
      P.A. RETURN 14.82% p.a.
      ISIN XS2720293005
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      UBS Global Markets Classic Autocall Mar 2024 USD
      ISIN: XS2793131603
      STRIKE DATE: 28/03/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,730.430013147.93
      FTSE MIB34,750.350045075.6
      TOPIX2,750.81003545.3
      KOSPI 200373.2200765.59

      STRIKE DATE 28/03/2024
      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: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
      P.A. RETURN 14.20% p.a.
      ISIN XS2793131603
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Apr 2024
      ISIN: XS2720314017
      STRIKE DATE: 30/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,260.910013147.93
      Eurostoxx 504,921.22005891.95
      Nikkei 22538,405.660053375.6
      S&P 5005,035.69006969.01

      STRIKE DATE 30/04/2024
      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: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.75% p.a.
      ISIN XS2720314017
      NEXT POTENTIAL MATURITY DATE 30/10/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Apr 2024
      ISIN: XS2720314108
      STRIKE DATE: 30/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,260.910013147.93
      Eurostoxx 504,921.22005891.95
      Nikkei 22538,405.660053375.6
      S&P 5005,035.69006969.01

      STRIKE DATE 30/04/2024
      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: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.20% p.a.
      ISIN XS2720314108
      NEXT POTENTIAL MATURITY DATE 30/10/2025

      EXPAND CLOSE