INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi 85-65 Memory Income Autocall Feb 2024 GBP 
ISIN: XS2758845023
STRIKE DATE: 28/02/2024
INDICATIVE PRICE: 99.44%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.44% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,883.77005891.95
FTSE 1007,624.980010171.76
Nasdaq 10017,874.500025884.29
Nikkei 22539,208.030053375.6

STRIKE DATE 28/02/2024
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: 1.835% Quarterly 7.34% p.a.) Income Trigger: 85.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.34% p.a.
ISIN XS2758845023
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2024
ISIN: XS2720243323
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,637.050013147.93
Eurostoxx 505,044.19005891.95
Nikkei 22540,414.120053375.6
S&P 5005,218.19006969.01

STRIKE DATE 26/03/2024
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: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2720243323
NEXT POTENTIAL MATURITY DATE 26/09/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2024
ISIN: XS2720243240
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,637.050013147.93
Eurostoxx 505,044.19005891.95
Nikkei 22540,414.120053375.6
S&P 5005,218.19006969.01

STRIKE DATE 26/03/2024
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: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.40% p.a.
ISIN XS2720243240
NEXT POTENTIAL MATURITY DATE 26/09/2025

EXPAND CLOSE
BNP Paribas Memory Income Autocall Feb 2024 ZAR
ISIN: ZAE000331823
STRIKE DATE: 07/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks117.4200270.55
Nasdaq 10017,755.070025884.29
Nikkei 22536,119.920053375.6

STRIKE DATE 07/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR: 6.50% Semi-Annually (13.00% p.a.) Income Trigger: 75.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000331823
NEXT POTENTIAL MATURITY DATE 07/08/2025

    EXPAND CLOSE
    Barclays 100% Capital Protected GBP Mar 2024
    ISIN: XS2724075929
    STRIKE DATE: 26/03/2024
    INDICATIVE PRICE: 111.55%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 111.55% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,044.19005891.95
    Nikkei 22540,414.120053375.6
    HSI16,473.640027968.09

    STRIKE DATE 26/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.825% Semi-Annually
    P.A. RETURN
    ISIN XS2724075929
    NEXT POTENTIAL MATURITY DATE 30/03/2027

    EXPAND CLOSE
    Barclays 100% Capital Protected USD Mar 2024
    ISIN: XS2724075846
    STRIKE DATE: 26/03/2024
    INDICATIVE PRICE: 114.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 114.53% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,044.19005891.95
    Nikkei 22540,414.120053375.6
    HSI16,473.640027968.09

    STRIKE DATE 26/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.325% Semi-Annually (8.65% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2724075846
    NEXT POTENTIAL MATURITY DATE 30/03/2027

    EXPAND CLOSE
    UniCredit 3 Year HSI Recovery Note USD Jan 2024 
    ISIN: DE000HD21J38
    STRIKE DATE: 25/01/2024
    INDICATIVE PRICE: 186.23%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 186.23% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI30,844.720027968.09

    STRIKE DATE 25/01/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
    P.A. RETURN
    ISIN DE000HD21J38
    NEXT POTENTIAL MATURITY DATE 22/01/2027

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 50-50 MEMORY INCOME March 2024 USD – Factsheet upon request
    ISIN: XS2746319297
    STRIKE DATE: 15/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Rivian Automotive Inc11.040015.17
    NIO Inc5.58004.77
    BYD Company Limited210.2000101.8

    STRIKE DATE 15/03/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
    P.A. RETURN 20.80% p.a.
    ISIN XS2746319297
    NEXT POTENTIAL MATURITY DATE 17/03/2025

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income Mar 2024 GBP
    ISIN: XS2662072128
    STRIKE DATE: 21/03/2024
    INDICATIVE PRICE: 97.99%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 97.99% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,052.31005891.95
    S&P 5005,241.53006969.01
    Nikkei 22540,815.660053375.6

    STRIKE DATE 21/03/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2662072128
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income Mar 2024 USD
    ISIN: XS2662072045
    STRIKE DATE: 21/03/2024
    INDICATIVE PRICE: 98.08%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.08% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,052.31005891.95
    S&P 5005,241.53006969.01
    Nikkei 22540,815.660053375.6

    STRIKE DATE 21/03/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2662072045
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE
    Goldman Sachs Growth Participation Note February 2024 ZAR
    ISIN: ZAE000330676
    STRIKE DATE: 16/02/2024
    INDICATIVE PRICE: 127.52%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 127.52% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,005.57006969.01
    Eurostoxx 504,765.65005891.95

    STRIKE DATE 16/02/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN ZAE000330676
    NEXT POTENTIAL MATURITY DATE 16/02/2029

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Mar 2024 GBP
    ISIN: XS2696264295
    STRIKE DATE: 14/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,720.700013147.93
    Eurostoxx 504,993.12005891.95
    Nikkei 22538,807.380053375.6
    S&P 5005,150.48006969.01

    STRIKE DATE 14/03/2024
    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: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70
    ISIN XS2696264295
    NEXT POTENTIAL MATURITY DATE 15/09/2025

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Mar 2024 USD
    ISIN: XS2696263990
    STRIKE DATE: 14/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,720.700013147.93
    Eurostoxx 504,993.12005891.95
    Nikkei 22538,807.380053375.6
    S&P 5005,150.48006969.01

    STRIKE DATE 14/03/2024
    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 XS2696263990
    NEXT POTENTIAL MATURITY DATE 15/09/2025

    EXPAND CLOSE
    Soc Gen US Stocks 80-60 Memory Income Autocall Feb 2024 USD
    ISIN: XS2746251714
    STRIKE DATE: 13/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Microsoft406.3200433.5
    Apple Inc185.0400258.28
    Honeywell International193.9400227.35
    Verizon Communications Inc40.130039.81

    STRIKE DATE 13/02/2024
    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 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.60% p.a.
    ISIN XS2746251714
    NEXT POTENTIAL MATURITY DATE 13/02/2025

    EXPAND CLOSE
    BBVA Microchips 70-70 Low Hurdle Autocall Feb 2024 GBP
    ISIN: XS2696243539
    STRIKE DATE: 05/02/2024
    INDICATIVE PRICE: 136.11%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 136.11% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Advanced Micro Devices174.2300252.18
    Intel42.770048.66
    Nvidia Corporation69.3320192.51

    STRIKE DATE 05/02/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2696243539
    NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall Mar 2024 EUR
    ISIN: XS2712394753
    STRIKE DATE: 08/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,961.11005891.95
    HSI16,353.390027968.09
    S&P 5005,123.69006969.01

    STRIKE DATE 08/03/2024
    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: EUR: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2712394753
    NEXT POTENTIAL MATURITY DATE 10/03/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2024 USD
    ISIN: XS2696235865
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010171.76
    Eurostoxx 504,885.74005891.95
    Nikkei 22539,239.520053375.6
    S&P 5005,078.18006969.01

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.50% p.a.
    ISIN XS2696235865
    NEXT POTENTIAL MATURITY DATE 27/08/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD
    ISIN: DE000HD1SA50
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010171.76
    S&P 5004,845.65006969.01
    Nikkei 22536,286.710053375.6
    Eurostoxx 504,648.40005891.95

    STRIKE DATE 31/01/2024
    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: 1.80% Quarterly (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 DE000HD1SA50
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: DE000HD1SA68
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010171.76
    S&P 5004,845.65006969.01
    Nikkei 22536,286.710053375.6
    Eurostoxx 504,648.40005891.95

    STRIKE DATE 31/01/2024
    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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN DE000HD1SA68
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    Goldman Sachs 80-70 Memory Income Autocall GBP Jan 2024
    ISIN: XS2691681535
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB30,744.240045075.6
    Nikkei 22536,286.710053375.6
    Nasdaq 10017,137.240025884.29
    Eurostoxx 504,648.40005891.95

    STRIKE DATE 31/01/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2691681535
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE