INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Semi-Annual Classic Autocall EUR November 2024
ISIN: XS2879216674
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,494.830051497.21
HSI19,229.970024718.1
S&P 5005,969.34007431.46

STRIKE DATE 22/11/2024
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: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.30% p.a.
ISIN XS2879216674
NEXT POTENTIAL MATURITY DATE 24/11/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP December 2024
ISIN: XS2879216914
STRIKE DATE: 04/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,783.610013708.02
Eurostoxx 504,919.02006187.63
Nikkei 22539,276.390066020.04
S&P 5006,086.49007431.46

STRIKE DATE 04/12/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.80% p.a.
ISIN XS2879216914
NEXT POTENTIAL MATURITY DATE 04/12/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD December 2024
ISIN: XS2879217052
STRIKE DATE: 04/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,783.610013708.02
Eurostoxx 504,919.02006187.63
Nikkei 22539,276.390066020.04
S&P 5006,086.49007431.46

STRIKE DATE 04/12/2024
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: 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 XS2879217052
NEXT POTENTIAL MATURITY DATE 04/12/2025

EXPAND CLOSE
Natixis 3 Year Banks Fixed Income USD November 2024
ISIN: XS2736690350
STRIKE DATE: 03/12/2024
INDICATIVE PRICE: 102.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.47% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays264.6000472.85
UniCredit SpA37.500073.3
BBVA9.150020.09
Deutsche Bank AG16.730028.74

STRIKE DATE 03/12/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.04% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736690350
NEXT POTENTIAL MATURITY DATE 03/12/2027

EXPAND CLOSE
BNP Paribas 400% Participation Growth Note USD July 2024
ISIN: XS2804806730
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 116.20%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 116.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261370.9883

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 400% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2804806730
NEXT POTENTIAL MATURITY DATE 24/07/2029

EXPAND CLOSE
BNP Paribas 850% Participation Growth Note ZAR July 2024
ISIN: ZAE000337069
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 139.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
TYPE Note
CURRENCY ZAR
CURRENT PRICE 139.06% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261370.9883

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 850% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000337069
NEXT POTENTIAL MATURITY DATE 24/07/2029

EXPAND CLOSE
ABSA 505% Participation Lookback Growth Note June 2024 ZAR
ISIN: ZAE000336632
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 131.46%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY ZAR
CURRENT PRICE 131.46% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index340.1965370.9883

STRIKE DATE 14/06/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 505% Participation (Uncapped/No Maximum Return) Participation worked out on the Best % Growth of the Index over the 5 observations from Strike (Lookback Feature) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000336632
NEXT POTENTIAL MATURITY DATE 14/06/2029

EXPAND CLOSE
Santander Low Hurdle Autocall October 2024 GBP
ISIN: XS2901358262
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.45006187.63
FTSE 1008,269.380010471.72
S&P 5005,809.86007431.46
Nikkei 22538,143.290066020.04

STRIKE DATE 24/10/2024
RETURN & BARRIERS
4.80% Semi-Annual Snowballing Coupon 100% Autocall Trigger from 6 Months with 90% Low Hurdle Trigger on final observation date 60% European Barrier
P.A. RETURN 9.60% p.a.
ISIN XS2901358262
NEXT POTENTIAL MATURITY DATE 24/10/2025

EXPAND CLOSE
BBVA Low Hurdle Autocall October 2024 GBP
ISIN: XS2802417845
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB34,698.81051497.21
Nikkei 22538,143.29066020.04
SMI12,173.04013708.02
Nasdaq 10020,232.8729635.95

STRIKE DATE 24/10/2024
RETURN & BARRIERS
2.55% Quarterly Snowballing Coupon 100% Autocall Trigger from 12 Months with 75% Low Hurdle Trigger on final observation date 60% European Barrier
P.A. RETURN 10.20% p.a.
ISIN XS2802417845
NEXT POTENTIAL MATURITY DATE 24/10/2025

EXPAND CLOSE
Santander 100% Capital Protected Autocall GBP Nov 2024
ISIN: XS2922143834
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: 107.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.81% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006187.63
Nikkei 22538,283.850066020.04
S&P 5005,969.34007431.46
SMI11,716.500013708.02

STRIKE DATE 22/11/2024
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: GBP: 3.70% Semi-Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2922143834
NEXT POTENTIAL MATURITY DATE 22/11/2027

EXPAND CLOSE
Santander 100% Capital Protected Autocall USD Nov 2024
ISIN: XS2922143677
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: 109.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 109.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006187.63
Nikkei 22538,283.850066020.04
S&P 5005,969.34007431.46
SMI11,716.500013708.02

STRIKE DATE 22/11/2024
RETURN & BARRIERS
Source: Santander 23.10.2024 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 XS2922143677
NEXT POTENTIAL MATURITY DATE 22/11/2027

EXPAND CLOSE
Citi 75-60 Memory Income Autocall October 2024 USD
ISIN: XS2885373725
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27006187.63
FTSE 1008,358.250010471.72
Nikkei 22538,981.750066020.04
Russell 20002,276.09002943.992

STRIKE DATE 18/10/2024
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: 1.725% Quarterly (6.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2885373725
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
Citi 75-60 Memory Income Autocall October 2024 GBP
ISIN: XS2885373212
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27006187.63
FTSE 1008,358.250010471.72
Nikkei 22538,981.750066020.04
Russell 20002,276.09002943.992

STRIKE DATE 18/10/2024
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: 1.75% 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 XS2885373212
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall GBP November 2024
ISIN: XS2879181431
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006187.63
FTSE MIB34,191.790051497.21
Nikkei 22538,642.910066020.04
Russell 20002,303.83502943.992

STRIKE DATE 15/11/2024
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: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2879181431
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall USD November 2024
ISIN: XS2879181357
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006187.63
FTSE MIB34,191.790051497.21
Nikkei 22538,642.910066020.04
Russell 20002,303.83502943.992

STRIKE DATE 15/11/2024
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: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2879181357
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
Société Générale US Tech early low hurdle autocall USD November 2024 – Factsheet upon request
ISIN: XS2882050607
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com202.6100238.55
Microsoft415.0000390.74
Tesla Motors320.7200
Nvidia Corporation141.9800205.19

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 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 XS2882050607
NEXT POTENTIAL MATURITY DATE 15/08/2025

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 USD
ISIN: XS2881894633
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030068.41
Glencore424.2500588.9
Newmont Corp54.3000100.23

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: USD: 6.90% Semi-Annually (13.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881894633
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 GBP
ISIN: XS2881895796
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030068.41
Glencore424.2500588.9
Newmont Corp54.3000100.23

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: GBP: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income October 2024 USD
ISIN: XS2736686671
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 98.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.96% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92006187.63
Russell 20002,234.41002943.992
FTSE 1008,253.650010471.72
Nikkei 22539,605.800066020.04

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.55% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL GBP November 2024
ISIN: XS2920448284
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006187.63
FTSE MIB33,981.230051497.21
Nikkei 22539,381.410066020.04
S&P 5005,973.10007431.46

STRIKE DATE 07/11/2024
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: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE