INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen US Tech Reducing Autocall Dec 2024 GBP
ISIN: XS2928328348
STRIKE DATE: 20/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com224.9200265.13
Microsoft436.6000496.88
Nvidia Corporation134.7000225.3
Tesla Motors421.0600

STRIKE DATE 20/12/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level (Reducing by 2.50% per quarter) Coupon Rate: GBP: 4.18% Quarterly (16.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.72% p.a.
ISIN XS2928328348
NEXT POTENTIAL MATURITY DATE 22/09/2025

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall December 2024 GBP
    ISIN: XS2961099756
    STRIKE DATE: 19/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,879.00006545.47
    SMI11,414.840014475.13
    Nikkei 22538,813.580068308.59
    Russell 20002,221.49803052.847

    STRIKE DATE 19/12/2024
    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: 1.75% 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 XS2961099756
    NEXT POTENTIAL MATURITY DATE 22/06/2026

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall December 2024 USD
      ISIN: XS2961099673
      STRIKE DATE: 19/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00006545.47
      SMI11,414.840014475.13
      Nikkei 22538,813.580068308.59
      Russell 20002,221.49803052.847

      STRIKE DATE 19/12/2024
      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: 1.7575% Semi-Annual ( ) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2961099673
      NEXT POTENTIAL MATURITY DATE 22/06/2026

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income USD Jan 2025
        ISIN: XS2736694345
        STRIKE DATE: 31/01/2025
        INDICATIVE PRICE: 98.70%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.70% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,286.87006545.47
        Russell 20002,287.69203052.847
        Nikkei 22539,572.490068308.59

        STRIKE DATE 31/01/2025
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736694345
        NEXT POTENTIAL MATURITY DATE 31/01/2028

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income GBP Jan 2025
        ISIN: XS2736694261
        STRIKE DATE: 31/01/2025
        INDICATIVE PRICE: 98.12%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 98.12% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,286.87006545.47
        Russell 20002,287.69203052.847
        Nikkei 22539,572.490068308.59

        STRIKE DATE 31/01/2025
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736694261
        NEXT POTENTIAL MATURITY DATE 31/01/2028

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
        ISIN: XS2918073052
        STRIKE DATE: 29/01/2025
        INDICATIVE PRICE: 111.92%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 111.92% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22539,414.780068308.59
        FTSE MIB36,371.670053693.27
        FTSE 1008,557.810010772.67

        STRIKE DATE 29/01/2025
        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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2918073052
        NEXT POTENTIAL MATURITY DATE 31/01/2028

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
        ISIN: XS2918073136
        STRIKE DATE: 29/01/2025
        INDICATIVE PRICE: 112.81%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 112.81% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22539,414.780068308.59
        FTSE MIB36,371.670053693.27
        FTSE 1008,557.810010772.67

        STRIKE DATE 29/01/2025
        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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2918073136
        NEXT POTENTIAL MATURITY DATE 31/01/2028

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall USD Jan 2025
        ISIN: XS2913771221
        STRIKE DATE: 30/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,282.21006545.47
        FTSE MIB36,429.720053693.27
        Nikkei 22539,513.970068308.59
        Russell 20002,307.45103052.847

        STRIKE DATE 30/01/2025
        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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2913771221
        NEXT POTENTIAL MATURITY DATE 30/01/2026

        EXPAND CLOSE
        Barclays European Banks 1 Year Fixed Income December 2024 GBP
        ISIN: XS2912599870
        STRIKE DATE: 17/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG15.380039.86
        UniCredit SpA38.200085.41
        Deutsche Bank AG16.790033.14

        STRIKE DATE 17/12/2024
        RETURN & BARRIERS
        Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 7.50% p.a.
        ISIN XS2912599870
        NEXT POTENTIAL MATURITY DATE 17/12/2025

        EXPAND CLOSE
        Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
        ISIN: XS2928390496
        STRIKE DATE: 24/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Société Générale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com234.8500265.13
        Microsoft444.0600496.88
        Nvidia Corporation142.6200225.3
        Tesla Motors406.5800

        STRIKE DATE 24/01/2025
        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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 24.00% p.a.
        ISIN XS2928390496
        NEXT POTENTIAL MATURITY DATE 24/10/2025

        EXPAND CLOSE
        BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
        ISIN: XS2911451248
        STRIKE DATE: 16/12/2024
        INDICATIVE PRICE: 117.54%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 117.54% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        DAX20,313.810026299.74
        Nikkei 22539,457.490068308.59
        SMI11,701.510014475.13

        STRIKE DATE 16/12/2024
        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: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2911451248
        NEXT POTENTIAL MATURITY DATE 16/12/2027

        EXPAND CLOSE
        Barclays 85-65 Memory Income Autocall GBP Jan 2025
        ISIN: XS2912654303
        STRIKE DATE: 23/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,217.50006545.47
        Nikkei 22539,958.870068308.59
        Russell 20002,314.59703052.847

        STRIKE DATE 23/01/2025
        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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2912654303
        NEXT POTENTIAL MATURITY DATE 23/01/2026

        EXPAND CLOSE
        Marex US Stocks Defensive Autocall Dec 2024 USD
        ISIN: XS2851775531
        STRIKE DATE: 13/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Marex Group
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Royal Caribbean Cruise245.1700309.88
        Meta Platform Inc620.3500594.97
        Amazon.com227.4600265.13
        Nvidia Corporation134.2500225.3

        STRIKE DATE 13/12/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 16.00% p.a.
        ISIN XS2851775531
        NEXT POTENTIAL MATURITY DATE 13/06/2025

          EXPAND CLOSE
          Barclays European Banks 1 Year Fixed Income December 2024 EUR
          ISIN: XS2912590739
          STRIKE DATE: 13/12/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Commerzbank AG15.105039.86
          UniCredit SpA38.930085.41
          BBVA9.704024.91
          Deutsche Bank AG17.064033.14

          STRIKE DATE 13/12/2024
          RETURN & BARRIERS
          Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 6.35% p.a.
          ISIN XS2912590739
          NEXT POTENTIAL MATURITY DATE 15/12/2025

            EXPAND CLOSE
            BBVA Diversified Markets Memory Income Autocall December 2024 GBP
            ISIN: XS2892519526
            STRIKE DATE: 12/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,965.53006545.47
            SMI11,715.850014475.13
            Nikkei 22539,849.140068308.59
            Russell 20002,361.08103052.847

            STRIKE DATE 12/12/2024
            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: 1.75% 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 XS2892519526
            NEXT POTENTIAL MATURITY DATE 12/12/2025

            EXPAND CLOSE
            BBVA Diversified Markets Memory Income Autocall December 2024 USD
            ISIN: XS2892519799
            STRIKE DATE: 12/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,965.53006545.47
            SMI11,715.850014475.13
            Nikkei 22539,849.140068308.59
            Russell 20002,361.08103052.847

            STRIKE DATE 12/12/2024
            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 XS2892519799
            NEXT POTENTIAL MATURITY DATE 12/12/2025

            EXPAND CLOSE
            Goldman Sachs Triple Index Classic Autocall December 2024 USD
            ISIN: XS2688622856
            STRIKE DATE: 12/12/2024
            INDICATIVE PRICE: 118.15%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY Goldman Sachs
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 118.15% (as at 14/08/2026 08:49 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Nasdaq 10021,615.270030084.5
            Nikkei 22539,849.140068308.59
            Eurostoxx 504,965.53006545.47

            STRIKE DATE 12/12/2024
            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: USD= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
            P.A. RETURN
            ISIN XS2688622856
            NEXT POTENTIAL MATURITY DATE 13/12/2027

            EXPAND CLOSE
            BNP Rainbow Basket Cap Protected Participation Note Dec 2024 USD
            ISIN: XS2902286462
            STRIKE DATE: 06/12/2024
            INDICATIVE PRICE: 102.08%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 102.08% (as at 14/08/2026 08:49 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P 10Y T-Note Fut ER188.7408184.872
            S&P 500 Futures Excess Return Index516.8100622.55

            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 504,977.26006545.47
            FTSE MIB35,090.230053693.27
            Nikkei 22539,190.400068308.59
            Russell 20002,189.23303052.847

            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 504,977.26006545.47
            FTSE MIB35,090.230053693.27
            Nikkei 22539,190.400068308.59
            Russell 20002,189.23303052.847

            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