INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi Twin Win Growth Note August 2024 USD
ISIN: XS2873373372
STRIKE DATE: 22/08/2024
INDICATIVE PRICE: 93.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 93.80% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,570.64007501.24

STRIKE DATE 22/08/2024
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 59% and 141% If barrier is breached 5.30% flat coupon is paid at maturity. 5.00% guaranteed coupon. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2873373372
NEXT POTENTIAL MATURITY DATE 22/08/2028

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE 60-60 MEMORY INCOME KNOCK-OUT USD SEP 2024 – FACTSHEET UPON REQUEST
ISIN: XS2846058969
STRIKE DATE: 20/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com191.6000 (Knocked out)267.22
Microsoft435.2700409.43
Tesla Motors238.2500 (Knocked out)
Nvidia Corporation116.0000 (Knocked out)235.74

STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2846058969
NEXT POTENTIAL MATURITY DATE 20/06/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall August 2024 USD
ISIN: XS2873478551
STRIKE DATE: 16/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52005934.96
FTSE 1008,311.410010372.93
Nikkei 22538,062.670062654.05
Russell 20002,141.92102863.086

STRIKE DATE 16/08/2024
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 XS2873478551
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
UBS 75-60 Memory Income Autocall August 2024 GBP
ISIN: XS2873478635
STRIKE DATE: 16/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52005934.96
FTSE 1008,311.410010372.93
Nikkei 22538,062.670062654.05
Russell 20002,141.92102863.086

STRIKE DATE 16/08/2024
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 XS2873478635
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall August 2024 GBP
ISIN: XS2580454242
STRIKE DATE: 19/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,871.41005934.96
SMI12,275.240013212.96
Nikkei 22537,388.620062654.05
Nasdaq 10019,766.490029580.3

STRIKE DATE 19/08/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580454242
NEXT POTENTIAL MATURITY DATE 19/11/2025

EXPAND CLOSE
CITI 70-60 Memory Income Autocall GBP Sep 2024 GBP
ISIN: XS2873371327
STRIKE DATE: 17/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CITI
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,780.2850050.27
Nikkei 22536,203.220062654.05
Eurostoxx 504,860.78005934.96
S&P 5005,634.58007501.24

STRIKE DATE 17/09/2024
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: GBP: 3.375% Semi-Annually (6.75% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS2873371327
NEXT POTENTIAL MATURITY DATE 17/09/2025

EXPAND CLOSE
CITI 70-60 Memory Income Autocall Sep 2024 USD
ISIN: XS2873368299
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
FTSE MIB33,780.280050050.27
Nikkei 22536,203.220062654.05
S&P 5005,634.58007501.24
Eurostoxx 504,860.78005934.96

STRIKE DATE 17/09/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.525% 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 7.05% p.a.
ISIN XS2873368299
NEXT POTENTIAL MATURITY DATE 17/09/2025

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall Aug 2024 USD
ISIN: DE000HD76JR9
STRIKE DATE: 15/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,807.77005934.96
FTSE 1008,347.350010372.93
OMX Stockholm 302,522.81203048.114
Nasdaq 10019,490.150029580.3

STRIKE DATE 15/08/2024
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: 1.50% Quarterly (6.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD76JR9
NEXT POTENTIAL MATURITY DATE 16/02/2026

EXPAND CLOSE
Barclays Global Banks 100% Capital Protected Autocall Aug 2024 GBP
ISIN: XS2812993280
STRIKE DATE: 09/08/2024
INDICATIVE PRICE: 116.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 116.36% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC639.60001350
BBVA8.816018.965
UniCredit SpA34.180072.35

STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level (85% Low Hurdle at Final Observation) Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2812993280
NEXT POTENTIAL MATURITY DATE 09/08/2029

EXPAND CLOSE
Soc Gen US Stock Memory Income Autocall August 2024 USD
ISIN: XS2845904908
STRIKE DATE: 09/08/2024
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Carnival Corp14.490025.2
Tesla Motors198.8400
Advanced Micro Devices136.3200449.7
Meta Platform Inc509.6300618.43

STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 78% of initial level Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2845904908
NEXT POTENTIAL MATURITY DATE 09/08/2028

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD September 2024
ISIN: XS2846015308
STRIKE DATE: 10/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com179.5500267.22
Microsoft414.2000409.43
Tesla Motors226.1700
Nvidia Corporation108.1000235.74

STRIKE DATE 10/09/2024
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: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 25.00% p.a.
ISIN XS2846015308
NEXT POTENTIAL MATURITY DATE 10/06/2025

EXPAND CLOSE
Citi Capital Protected Income Autocall August 2024 USD
ISIN: XS2828720727
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,575.22005934.96
Russell 20002,064.30202863.086
S&P/ASX 2007,680.64208640.714

STRIKE DATE 06/08/2024
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: 3.00% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2828720727
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
Barclays European Banks 1 Year Fixed Income August 2024 EUR
ISIN: XS2808911346
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA8.620018.965
Banco Santander3.964010.246
UniCredit SpA32.600072.35
Commerzbank AG13.180036.63

STRIKE DATE 06/08/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2808911346
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
UBS Developed Markets Memory Income Autocall August 2024 EUR
ISIN: XS2861686397
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,575.22005934.96
FTSE MIB31,107.130050050.27
Nikkei 22534,675.460062654.05
S&P 5005,240.03007501.24

STRIKE DATE 06/08/2024
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: EUR: 2.90% Semi-Annual (5.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2861686397
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Sep 2024
ISIN: XS2736681367
STRIKE DATE: 06/09/2024
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06005934.96
S&P 5005,408.42007501.24
Nikkei 22536,391.470062654.05

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736681367
NEXT POTENTIAL MATURITY DATE 07/09/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income GBP SEP 2024
ISIN: XS2822156324
STRIKE DATE: 06/09/2024
INDICATIVE PRICE: 97.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.33% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06005934.96
OMX Stockholm 302,480.99203048.114
Nikkei 22536,391.470062654.05

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2822156324
NEXT POTENTIAL MATURITY DATE 13/09/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Sep 2024
ISIN: XS2458712952
STRIKE DATE: 03/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,348.190013212.96
Eurostoxx 504,912.52005934.96
Nikkei 22538,686.310062654.05
S&P 5005,528.93007501.24

STRIKE DATE 03/09/2024
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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2458712952
NEXT POTENTIAL MATURITY DATE 03/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Sep 2024
ISIN: XS2458713505
STRIKE DATE: 03/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,348.190013212.96
Eurostoxx 504,912.52005934.96
Nikkei 22538,686.310062654.05
S&P 5005,528.93007501.24

STRIKE DATE 03/09/2024
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.60%
ISIN XS2458713505
NEXT POTENTIAL MATURITY DATE 03/03/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 GBP
ISIN: XS2861135163
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94005934.96
FTSE 1008,367.980010372.93
Nikkei 22539,101.820062654.05
Russell 20002,254.48402863.086

STRIKE DATE 31/07/2024
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: 1.625% 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 XS2861135163
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 USD
ISIN: XS2861135247
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94005934.96
FTSE 1008,367.980010372.93
Nikkei 22539,101.820062654.05
Russell 20002,254.48402863.086

STRIKE DATE 31/07/2024
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 XS2861135247
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE