INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Rainbow Basket Cap Protected Participation Note Dec 2024 USD
ISIN: XS2902286462
STRIKE DATE: 06/12/2024
INDICATIVE PRICE: 98.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 98.37% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER188.7408183.4664
S&P 500 Futures Excess Return Index516.8100592.51

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 504,977.26006210.17
FTSE MIB35,090.230051315.84
Nikkei 22539,190.400066422.6
Russell 20002,189.23302940.163

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 504,977.26006210.17
FTSE MIB35,090.230051315.84
Nikkei 22539,190.400066422.6
Russell 20002,189.23302940.163

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 504,977.26006210.17
FTSE MIB35,090.230051315.84
Nikkei 22539,190.400066422.6
Russell 20002,189.23302940.163

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
SMI11,830.770014214.95
Eurostoxx 505,011.82006210.17
Nikkei 22540,083.300066422.6
S&P 5005,909.03007408.3

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
SMI11,830.770014214.95
Eurostoxx 505,011.82006210.17
Nikkei 22540,083.300066422.6
S&P 5005,909.03007408.3

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: 58.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 58.32% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle182.7000120.04
IBM226.9200206.65
UiPath Inc14.090010.2

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: 112.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 112.31% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER186.6492183.4664
S&P 500 Futures Excess Return Index487.9400592.51

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: 113.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.36% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,159.630010639.17
S&P 5005,813.67007408.3
Eurostoxx 504,885.75006210.17
iShares MSCI Emerging Markets (EEM)44.740064.6
Nikkei 22539,277.390066422.6

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 22539,277.960066422.6
SMI12,122.930014214.95
S&P 5005,792.04007408.3
Eurostoxx 504,982.57006210.17

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: 125.62%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 125.62% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,605.800066422.6
    Nasdaq 10020,271.970028454.81
    Eurostoxx 505,003.92006210.17

    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: 127.42%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 127.42% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,634.58007408.3
    USDZAR17.640016.8227

    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
    BNP 800% Participation Capital Protected Note ZAR Sep 2024
    ISIN: ZAE000339743
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 122.58%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 122.58% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index283.1345301.7733

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339743
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: DE000UG0FD00
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,494.830051315.84
    FTSE 1008,262.080010639.17
    Nikkei 22538,283.850066422.6
    Nasdaq 10020,776.230028454.81

    STRIKE DATE 22/11/2024
    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 DE000UG0FD00
    NEXT POTENTIAL MATURITY DATE 24/11/2025

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
      ISIN: XS2892505491
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006210.17
      SMI11,716.500014214.95
      Nikkei 22538,283.850066422.6
      Russell 20002,406.67002940.163

      STRIKE DATE 22/11/2024
      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 XS2892505491
      NEXT POTENTIAL MATURITY DATE 25/11/2025

        EXPAND CLOSE
        Natixis 4 Year Annual Fixed Income Nov 2024 USD
        ISIN: XS2736691242
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: 100.51%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 100.51% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08006210.17
        Russell 20002,406.67002940.163
        FTSE 1008,262.080010639.17
        Nikkei 22538,283.850066422.6

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        7.01% Annual Fixed Income 60% European Barrier
        P.A. RETURN
        ISIN XS2736691242
        NEXT POTENTIAL MATURITY DATE 22/11/2028

        EXPAND CLOSE
        BBVA Low Hurdle Autocall Nov 2024 GBP
        ISIN: XS2892499232
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08006210.17
        FTSE 1008,262.080010639.17
        Nikkei 22538,283.850066422.6

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.70% p.a.
        ISIN XS2892499232
        NEXT POTENTIAL MATURITY DATE 25/11/2025

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
          ISIN: XS2917923752
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 109.33%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 109.33% (as at 24/07/2026 10:18 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900066422.6
          FTSE MIB33,766.290051315.84
          S&P/ASX 2008,066.96208838.994

          STRIKE DATE 20/12/2024
          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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2917923752
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
          ISIN: XS2917923679
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 109.33%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 109.33% (as at 24/07/2026 10:18 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900066422.6
          FTSE MIB33,766.290051315.84
          S&P/ASX 2008,066.96208838.994

          STRIKE DATE 20/12/2024
          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: USD: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2917923679
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
          ISIN: XS2880947135
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: 120.74%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE 120.74% (as at 24/07/2026 10:18 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          DAX19,189.190024763.12
          SMI11,639.600014214.95
          Nikkei 22538,220.850066422.6

          STRIKE DATE 18/11/2024
          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: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2880947135
          NEXT POTENTIAL MATURITY DATE 18/11/2027

          EXPAND CLOSE