INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Rainbow Basket Cap Protected 125% Participation Feb 2025 USD
ISIN: XS2940991073
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: 100.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 100.61% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER185.1158178.3872
S&P 500 Futures Excess Return Index513.6500612.72

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 125% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2940991073
NEXT POTENTIAL MATURITY DATE 21/02/2030

EXPAND CLOSE
UBS 75-60 Memory Income Autocall February 2025 GBP
ISIN: XS2969698005
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40006272.5
SMI12,839.870013905.82
Nikkei 22539,149.430065513.99
Russell 20002,279.98102835.574

STRIKE DATE 14/02/2025
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: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2969698005
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
UBS 75-60 Memory Income Autocall February 2025 USD
ISIN: XS2969698187
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40006272.5
SMI12,839.870013905.82
Nikkei 22539,149.430065513.99
Russell 20002,279.98102835.574

STRIKE DATE 14/02/2025
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: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2969698187
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall February 2025 USD
ISIN: XS2992309372
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,114.63007704.13
Eurostoxx 505,493.40006272.5
SMI12,839.870013905.82
Nikkei 22539,149.430065513.99

STRIKE DATE 14/02/2025
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: 1.8875% Quarterly (7.55% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.55% p.a.
ISIN XS2992309372
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Feb 2025 GBP
ISIN: XS2945413222
STRIKE DATE: 14/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,493.40006272.5
FTSE 1008,732.460010679.99
Nikkei 22539,149.430065513.99
Russell 20002,279.98102835.574

STRIKE DATE 14/02/2025
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: 1.7875% Quarterly (7.15% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.15% p.a.
ISIN XS2945413222
NEXT POTENTIAL MATURITY DATE 17/02/2026

EXPAND CLOSE
Marex Financial US Stocks Defensive Autocall Feb 2025 USD
ISIN: XS2845257364
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise264.4300238.98
Nvidia Corporation129.8400224.58
Amazon.com229.1500249.38
Meta Platform Inc714.5200777.59

STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 3 years, 3 months Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 3.675% Quarterly (14.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.70% p.a.
ISIN XS2845257364
NEXT POTENTIAL MATURITY DATE 07/08/2025

    EXPAND CLOSE
    Barclays Memory Income Cap Protected Autocall Feb 2025 USD
    ISIN: Barclays
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY XS2945458839
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,700.530010679.99
    Eurostoxx 505,325.40006272.5
    Nikkei 22538,787.020065513.99
    S&P 5006,025.99007704.13

    STRIKE DATE 07/02/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Trigger: 90% of initial level Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN Barclays
    NEXT POTENTIAL MATURITY DATE 07/11/2027

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall Feb 2025 USD 
      ISIN: XS2941028925
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340013905.82
      Eurostoxx 505,325.40006272.5
      Nikkei 22538,787.020065513.99
      Russell 20002,279.70802835.574

      STRIKE DATE 07/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.90% p.a.
      ISIN XS2941028925
      NEXT POTENTIAL MATURITY DATE 09/02/2026

        EXPAND CLOSE
        BBVA Developed Indices Classic Autocall Feb 2025 GBP
        ISIN: XS2941028842
        STRIKE DATE: 07/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,593.340013905.82
        Eurostoxx 505,325.40006272.5
        Nikkei 22538,787.020065513.99
        Russell 20002,279.70802835.574

        STRIKE DATE 07/02/2025
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.30% p.a.
        ISIN XS2941028842
        NEXT POTENTIAL MATURITY DATE 09/02/2026

          EXPAND CLOSE
          BBVA Diversified Indices Classic Autocall Feb 2025 GBP
          ISIN: XS2941028768
          STRIKE DATE: 07/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          IBEX 3512,688.900019573.4
          Eurostoxx 505,325.40006272.5
          Nikkei 22538,787.020065513.99
          Russell 20002,279.70802835.574

          STRIKE DATE 07/02/2025
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 10.40% p.a.
          ISIN XS2941028768
          NEXT POTENTIAL MATURITY DATE 09/02/2026

            EXPAND CLOSE
            BBVA 100% Capital Protected Autocall Feb 2025 USD
            ISIN: XS2941021599
            STRIKE DATE: 07/02/2025
            INDICATIVE PRICE: 112.47%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 112.47% (as at 25/09/2026 11:12 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB37,055.700051543.45
            Nikkei 22538,787.020065513.99
            SMI12,593.340013905.82
            Russell 20002,279.70802835.574

            STRIKE DATE 07/02/2025
            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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
            P.A. RETURN
            ISIN XS2941021599
            NEXT POTENTIAL MATURITY DATE 07/02/2028

            EXPAND CLOSE
            Citi 100% Capital Protected Autocall Feb 2025 USD
            ISIN: XS2978641814
            STRIKE DATE: 07/02/2025
            INDICATIVE PRICE: 110.30%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY Citi
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 110.30% (as at 25/09/2026 11:12 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,325.40006272.5
            SMI12,593.340013905.82
            Russell 20002,279.70802835.574
            Nikkei 22538,787.020065513.99

            STRIKE DATE 07/02/2025
            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: 4.67% Semi-Annually (9.34% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
            P.A. RETURN
            ISIN XS2978641814
            NEXT POTENTIAL MATURITY DATE 07/02/2028

            EXPAND CLOSE
            BBVA 80-60 Memory Income Autocall GBP Mar 2025
            ISIN: XS2941090727
            STRIKE DATE: 13/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,836.190013905.82
            FTSE MIB37,999.730051543.45
            Nikkei 22536,790.030065513.99
            Russell 20001,993.69002835.574

            STRIKE DATE 13/03/2025
            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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.80% p.a.
            ISIN XS2941090727
            NEXT POTENTIAL MATURITY DATE 13/03/2026

            EXPAND CLOSE
            BBVA 80-60 Memory Income Autocall USD Mar 2025
            ISIN: XS2941090990
            STRIKE DATE: 13/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,836.190013905.82
            FTSE MIB37,999.730051543.45
            Nikkei 22536,790.030065513.99
            Russell 20001,993.69002835.574

            STRIKE DATE 13/03/2025
            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: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 8.80% p.a.
            ISIN XS2941090990
            NEXT POTENTIAL MATURITY DATE 13/03/2026

            EXPAND CLOSE
            BBVA Semi-Annual Classic Autocall GBP Mar 2025
            ISIN: XS2941090305
            STRIKE DATE: 12/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,868.430013905.82
            Eurostoxx 505,359.42006272.5
            Nikkei 22536,819.090065513.99
            S&P 5005,599.30007704.13

            STRIKE DATE 12/03/2025
            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: 6.50% 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 XS2941090305
            NEXT POTENTIAL MATURITY DATE 14/09/2026

            EXPAND CLOSE
            BBVA Semi-Annual Classic Autocall USD Mar 2025
            ISIN: XS2941090487
            STRIKE DATE: 12/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,868.430013905.82
            Eurostoxx 505,359.42006272.5
            Nikkei 22536,819.090065513.99
            S&P 5005,599.30007704.13

            STRIKE DATE 12/03/2025
            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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 15.00% p.a.
            ISIN XS2941090487
            NEXT POTENTIAL MATURITY DATE 14/09/2026

            EXPAND CLOSE
            Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
            ISIN: XS2938749301
            STRIKE DATE: 03/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,217.91006272.5
            S&P 5005,994.57007704.13
            Nikkei 22538,520.090065513.99

            STRIKE DATE 03/02/2025
            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: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.51% p.a.
            ISIN XS2938749301
            NEXT POTENTIAL MATURITY DATE 03/02/2026

            EXPAND CLOSE
            Citi Developed Markets Classic Autocall EUR March 2025
            ISIN: XS2984044193
            STRIKE DATE: 07/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Citigroup Global Markets Funding Luxembourg
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB38,592.810051543.45
            S&P 5005,770.20007704.13
            HSI24,231.300024761.13

            STRIKE DATE 07/03/2025
            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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.00% p.a.
            ISIN XS2984044193
            NEXT POTENTIAL MATURITY DATE 09/03/2026

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income GBP March 2025
            ISIN: XS2736708749
            STRIKE DATE: 05/03/2025
            INDICATIVE PRICE: 97.91%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE 97.91% (as at 25/09/2026 11:12 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,489.12006272.5
            Russell 20002,100.74802835.574
            Nikkei 22537,418.240065513.99

            STRIKE DATE 05/03/2025
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736708749
            NEXT POTENTIAL MATURITY DATE 06/03/2028

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income USD March 2025
            ISIN: XS2736708665
            STRIKE DATE: 05/03/2025
            INDICATIVE PRICE: 98.52%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 98.52% (as at 25/09/2026 11:12 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,489.12006272.5
            Russell 20002,100.74802835.574
            Nikkei 22537,418.240065513.99

            STRIKE DATE 05/03/2025
            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 XS2736708665
            NEXT POTENTIAL MATURITY DATE 13/03/2028

            EXPAND CLOSE