INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas 400% Participation Growth Note USD July 2024
ISIN: XS2804806730
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 114.78%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 114.78% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261369.5112

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: 137.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
TYPE Note
CURRENCY ZAR
CURRENT PRICE 137.09% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261369.5112

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: 134.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY ZAR
CURRENT PRICE 134.42% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index340.1965369.5112

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 504,935.45006412.68
FTSE 1008,269.380010679.03
S&P 5005,809.86007483.24
Nikkei 22538,143.290069744.07

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 MIB34,698.81052818.85
Nikkei 22538,143.29069744.07
SMI12,173.04014424.24
Nasdaq 10020,232.8729329.21

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: 109.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.31% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006412.68
Nikkei 22538,283.850069744.07
S&P 5005,969.34007483.24
SMI11,716.500014424.24

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: 110.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 110.69% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006412.68
Nikkei 22538,283.850069744.07
S&P 5005,969.34007483.24
SMI11,716.500014424.24

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 504,986.27006412.68
FTSE 1008,358.250010679.03
Nikkei 22538,981.750069744.07
Russell 20002,276.09002996.11

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 504,986.27006412.68
FTSE 1008,358.250010679.03
Nikkei 22538,981.750069744.07
Russell 20002,276.09002996.11

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 504,794.85006412.68
FTSE MIB34,191.790052818.85
Nikkei 22538,642.910069744.07
Russell 20002,303.83502996.11

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 504,794.85006412.68
FTSE MIB34,191.790052818.85
Nikkei 22538,642.910069744.07
Russell 20002,303.83502996.11

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.com202.6100242.67
Microsoft415.0000390.49
Tesla Motors320.7200
Nvidia Corporation141.9800194.83

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 Inc50.030060.97
Glencore424.2500513.6
Newmont Corp54.300097.04

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 Inc50.030060.97
Glencore424.2500513.6
Newmont Corp54.300097.04

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: 99.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.74% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92006412.68
Russell 20002,234.41002996.11
FTSE 1008,253.650010679.03
Nikkei 22539,605.800069744.07

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 504,851.96006412.68
FTSE MIB33,981.230052818.85
Nikkei 22539,381.410069744.07
S&P 5005,973.10007483.24

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
UBS 85-60 MEMORY INCOME AUTOCALL USD November 2024
ISIN: XS2920448367
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006412.68
FTSE MIB33,981.230052818.85
Nikkei 22539,381.410069744.07
S&P 5005,973.10007483.24

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: USD: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income GBP November 2024 
ISIN: XS2901354436
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.25% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006412.68
S&P 5005,995.54007483.24
Nikkei 22539,500.370069744.07

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income USD November 2024
ISIN: XS2901354519
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.46% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006412.68
S&P 5005,995.54007483.24
Nikkei 22539,500.370069744.07

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall October 2024 USD
ISIN: XS2877606710
STRIKE DATE: 04/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10020,035.020029329.21
Nikkei 22538,635.620069744.07
Eurostoxx 504,954.94006412.68

STRIKE DATE 04/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.00% Semi-Annually (14.00% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 14% p.a.
ISIN XS2877606710
NEXT POTENTIAL MATURITY DATE 06/10/2025

    EXPAND CLOSE