INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI11,967.200014424.24
Eurostoxx 504,877.75006412.68
Nikkei 22538,053.670069744.07
S&P 5005,728.80007483.24

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
SMI11,967.200014424.24
Eurostoxx 504,877.75006412.68
Nikkei 22538,053.670069744.07
S&P 5005,728.80007483.24

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: 86.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 86.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp97.4700104.27
Nvidia Corporation124.0400194.83
Carnival Corp18.680027.91
Oracle168.1000140.27

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 28/09/2026

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 1008,284.910010679.03
S&P 5005,745.37007483.24
Nikkei 22538,925.630069744.07
Eurostoxx 505,032.59006412.68

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: 108.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 108.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.456412.68
Nikkei 22538,143.2969744.07
Russell 20002,218.9222996.11
SMI2,173.0414424.24

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: 109.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 109.30% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.45006412.68
Nikkei 22538,143.290069744.07
Russell 20002,218.92202996.11
SMI12,173.040014424.24

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: 79.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 79.84% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF134.8100154.64
Active Brent Crude Oil Future74.490072.12
Active WTI Crude Oil Future71.000068.69

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: 288.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 288.60% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,013.160023350.03
KOSPI 200343.28001299.3
Nikkei 22537,155.330069744.07
Taiwan TAIEX22,042.690046780.62

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: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.70502996.11
Nikkei 22537,155.330069744.07
Eurostoxx 504,943.38006412.68
FTSE 1008,328.720010679.03

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 7.05% p.a.
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 504,986.27006412.68
    FTSE MIB35,204.260052818.85
    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: 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 504,986.27006412.68
    FTSE MIB35,204.260052818.85
    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: 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 504,860.78006412.68
    FTSE 1008,309.860010679.03
    Nikkei 22536,203.220069744.07
    Russell 20002,205.47702996.11

    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 504,860.78006412.68
      FTSE 1008,309.860010679.03
      Nikkei 22536,203.220069744.07
      Russell 20002,205.47702996.11

      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: 186.93%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 186.93% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SPDR Gold Shares238.6800378.13
      Ishares Silver Trust28.020055.02
      Global X Copper Miners ETF41.350076.65

      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.com187.6900242.67
      Microsoft418.7400390.49
      Tesla Motors219.5700
      Nvidia Corporation131.6000194.83

      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 MIB33,590.340052818.85
      Nikkei 22536,215.750069744.07
      S&P 5005,471.05007483.24
      Eurostoxx 504,778.66006412.68

      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
        Natixis 3 Year Triple Index Fixed Income Oct 2024 USD
        ISIN: XS2736684114
        STRIKE DATE: 08/10/2024
        INDICATIVE PRICE: 98.41%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.41% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,949.00006412.68
        S&P 5005,751.13007483.24
        Nikkei 22538,937.540069744.07

        STRIKE DATE 08/10/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.36% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736684114
        NEXT POTENTIAL MATURITY DATE 08/10/2027

        EXPAND CLOSE
        UBS 85-60 Memory Income Autocall Oct 2024 GBP
        ISIN: XS2901474689
        STRIKE DATE: 09/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,982.57006412.68
        FTSE MIB33,933.030052818.85
        Nikkei 22539,277.960069744.07
        S&P 5005,792.04007483.24

        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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2901474689
        NEXT POTENTIAL MATURITY DATE 09/10/2025

        EXPAND CLOSE
        UBS 85-60 Memory Income Autocall Oct 2024 USD
        ISIN: XS2901474762
        STRIKE DATE: 09/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,982.57006412.68
        FTSE MIB33,933.030052818.85
        Nikkei 22539,277.960069744.07
        S&P 5005,792.04007483.24

        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: 4.075% Semi-Annual (8.15% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.15% p.a.
        ISIN XS2901474762
        NEXT POTENTIAL MATURITY DATE 09/10/2025

        EXPAND CLOSE
        Citi Memory Knock Out Autocall Oct 2024 GBP
        ISIN: XS2885390067
        STRIKE DATE: 02/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,963.29006412.68
        S&P 5005,709.54007483.24
        Nikkei 22537,808.760069744.07
        FTSE MIB33,675.260052818.85

        STRIKE DATE 02/10/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: GBP: 5.965% Semi-Annually (11.93% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
        P.A. RETURN 11.93% p.a.
        ISIN XS2885390067
        NEXT POTENTIAL MATURITY DATE 02/10/2025

        EXPAND CLOSE