INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 504,851.96006187.63
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: 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: 97.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.74% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006187.63
S&P 5005,995.54007431.46
Nikkei 22539,500.370066020.04

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: 98.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.21% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006187.63
S&P 5005,995.54007431.46
Nikkei 22539,500.370066020.04

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 10020,035.020029635.95
Nikkei 22538,635.620066020.04
Eurostoxx 504,954.94006187.63

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
    BBVA Semi-Annual Classic Autocall USD November 2024
    ISIN: XS2802449533
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200013708.02
    Eurostoxx 504,877.75006187.63
    Nikkei 22538,053.670066020.04
    S&P 5005,728.80007431.46

    STRIKE DATE 01/11/2024
    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: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.00% p.a.
    ISIN XS2802449533
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP November 2024
    ISIN: XS2802449459
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200013708.02
    Eurostoxx 504,877.75006187.63
    Nikkei 22538,053.670066020.04
    S&P 5005,728.80007431.46

    STRIKE DATE 01/11/2024
    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: GBP: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2802449459
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    Soc-Gen Memory Income Reducing Autocall September 2024 USD
    ISIN: XS2881880848
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: 99.97%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.97% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Starbucks Corp97.4700103.04
    Nvidia Corporation124.0400205.19
    Carnival Corp18.680029.18
    Oracle168.1000184.13

    STRIKE DATE 26/09/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2.00% quarterly Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
    P.A. RETURN
    ISIN XS2881880848
    NEXT POTENTIAL MATURITY DATE 26/06/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Sept 2024 GBP
    ISIN: XS2860580518
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,284.910010471.72
    S&P 5005,745.37007431.46
    Nikkei 22538,925.630066020.04
    Eurostoxx 505,032.59006187.63

    STRIKE DATE 26/09/2024
    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: 1.675% Quarterly (6.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2860580518
    NEXT POTENTIAL MATURITY DATE 26/09/2025

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 GBP
    ISIN: XS2901356647
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 107.24%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 107.24% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.456187.63
    Nikkei 22538,143.2966020.04
    Russell 20002,218.9222943.992
    SMI2,173.0413708.02

    STRIKE DATE 24/10/2024
    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: 3.60% Semi-Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356647
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 USD
    ISIN: XS2901356563
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 107.97%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 107.97% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.45006187.63
    Nikkei 22538,143.290066020.04
    Russell 20002,218.92202943.992
    SMI12,173.040013708.02

    STRIKE DATE 24/10/2024
    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: 3.70% Semi- Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356563
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    Marex Oil Commodities Participation Note Sept 2024 GBP
    ISIN: XS2794288113
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 109.44%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 109.44% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF134.8100165.34
    Active Brent Crude Oil Future74.490087.33
    Active WTI Crude Oil Future71.000084.88

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 310% participation Capital Protection: 60% European Barrier
    P.A. RETURN 60% European Barrier
    ISIN XS2794288113
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    BNP 80% Cap Protected Uncapped Participation Sep 2024 USD
    ISIN: XS2821112922
    STRIKE DATE: 19/09/2024
    INDICATIVE PRICE: 281.00%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 281.00% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI18,013.160024718.1
    KOSPI 200343.28001291.32
    Nikkei 22537,155.330066020.04
    Taiwan TAIEX22,042.690044169.04

    STRIKE DATE 19/09/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Uncapped Participation Growth Participation Rate: 170.00% Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 20% Capital at Risk Capital Protection Barrier: 80% Capital Protected (1-for-1 downside between 100% - 80%)
    P.A. RETURN
    ISIN XS2821112922
    NEXT POTENTIAL MATURITY DATE 19/09/2029

    EXPAND CLOSE
    Citi Global Markets 70-60 Memory Income Autocall Sep 2024 USD
    ISIN: XS2885405782
    STRIKE DATE: 19/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.70502943.992
    Nikkei 22537,155.330066020.04
    Eurostoxx 504,943.38006187.63
    FTSE 1008,328.720010471.72

    STRIKE DATE 19/09/2024
    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: 1.7625% Semi-Annually (7.05% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2885405782
    NEXT POTENTIAL MATURITY DATE 19/06/2026

      EXPAND CLOSE
      BBVA 75-60 MEMORY INCOME AUTOCALL GBP OCT 2024
      ISIN: XS2834760816
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27006187.63
      FTSE MIB35,204.260051497.21
      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: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (7.00% p.a.)
      P.A. RETURN 7.00% p.a.
      ISIN XS2834760816
      NEXT POTENTIAL MATURITY DATE 20/10/2025

      EXPAND CLOSE
      BBVA 75-60 MEMORY INCOME AUTOCALL USD OCT 2024
      ISIN: XS2834760907
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27006187.63
      FTSE MIB35,204.260051497.21
      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: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Semi-Annual (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 XS2834760907
      NEXT POTENTIAL MATURITY DATE 20/10/2025

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Sep 2024 GBP
      ISIN: XS2834712411
      STRIKE DATE: 17/09/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,860.78006187.63
      FTSE 1008,309.860010471.72
      Nikkei 22536,203.220066020.04
      Russell 20002,205.47702943.992

      STRIKE DATE 17/09/2024
      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: 1.625% Quarterly (6.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.50% p.a.
      ISIN XS2834712411
      NEXT POTENTIAL MATURITY DATE 17/03/2026

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Sep 2024 USD
        ISIN: XS2834712338
        STRIKE DATE: 17/09/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,860.78006187.63
        FTSE 1008,309.860010471.72
        Nikkei 22536,203.220066020.04
        Russell 20002,205.47702943.992

        STRIKE DATE 17/09/2024
        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: 1.70% Quarterly (6.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.80% p.a.
        ISIN XS2834712338
        NEXT POTENTIAL MATURITY DATE 17/03/2026

        EXPAND CLOSE
        Marex Commodities Participation Note Sep 2024 GBP
        ISIN: XS2794288972
        STRIKE DATE: 13/09/2024
        INDICATIVE PRICE: 206.60%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Marex
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 206.60% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SPDR Gold Shares238.6800386.54
        Ishares Silver Trust28.020061.29
        Global X Copper Miners ETF41.350085.97

        STRIKE DATE 13/09/2024
        RETURN & BARRIERS
        Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 265% participation Capital Protection: 60% European Barrier
        P.A. RETURN
        ISIN XS2794288972
        NEXT POTENTIAL MATURITY DATE 13/09/2029

        EXPAND CLOSE
        Société Générale US Tech Early Low Hurdle Autocall Oct 2024 USD -FACTSHEET UPON REQUEST
        ISIN: XS2881880921
        STRIKE DATE: 15/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com187.6900238.55
        Microsoft418.7400390.74
        Tesla Motors219.5700
        Nvidia Corporation131.6000205.19

        STRIKE DATE 15/10/2024
        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: 6.35% Quarterly (25.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 25.40% p.a.
        ISIN XS2881880921
        NEXT POTENTIAL MATURITY DATE 22/07/2025

        EXPAND CLOSE
        Citi 60-60 Memory Income Autocall Sept 2024 USD – FACTSHEET UPON REQUEST
        ISIN: XS2873367994
        STRIKE DATE: 09/09/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE MIB33,590.340051497.21
        Nikkei 22536,215.750066020.04
        S&P 5005,471.05007431.46
        Eurostoxx 504,778.66006187.63

        STRIKE DATE 09/09/2024
        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: 3.19% Semi-Annually (6.38% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.38% p.a.
        ISIN XS2873367994
        NEXT POTENTIAL MATURITY DATE 09/09/2025

          EXPAND CLOSE