INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2937232499
STRIKE DATE: 18/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,109.320010639.17
FTSE MIB33,758.430051315.84
Nikkei 22538,220.850066422.6
Russell 20002,306.34002940.163

STRIKE DATE 18/11/2024
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: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2937232499
NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2888310096
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,109.320010639.17
    FTSE MIB33,758.430051315.84
    Nikkei 22538,220.850066422.6
    S&P 5005,893.62007408.3

    STRIKE DATE 18/11/2024
    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: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.45% p.a.
    ISIN XS2888310096
    NEXT POTENTIAL MATURITY DATE 18/11/2025

      EXPAND CLOSE
      Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
      ISIN: XS2916899144
      STRIKE DATE: 18/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,109.320010639.17
      FTSE MIB33,758.430051315.84
      Nikkei 22538,220.850066422.6
      S&P 5005,893.62007408.3

      STRIKE DATE 18/11/2024
      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: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.87% p.a.
      ISIN XS2916899144
      NEXT POTENTIAL MATURITY DATE 18/11/2025

        EXPAND CLOSE
        Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
        ISIN: XS2893978507
        STRIKE DATE: 18/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,790.33006210.17
        Nikkei 22538,220.850066422.6
        Nasdaq 10020,539.190028454.81

        STRIKE DATE 18/11/2024
        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: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 9.42% p.a.
        ISIN XS2893978507
        NEXT POTENTIAL MATURITY DATE 18/11/2025

          EXPAND CLOSE
          BBVA 75-60 Memory Income Autocall USD Dec 2024
          ISIN: XS2892525093
          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 504,965.53006210.17
          FTSE MIB34,857.370051315.84
          Nikkei 22539,849.140066422.6
          Russell 20002,361.08102940.163

          STRIKE DATE 12/12/2024
          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: 4.00% 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 XS2892525093
          NEXT POTENTIAL MATURITY DATE 12/12/2025

          EXPAND CLOSE
          Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
          ISIN: XS2814503525
          STRIKE DATE: 15/11/2024
          INDICATIVE PRICE: 96.72%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 96.72% (as at 24/07/2026 10:18 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400149.77
          US CPI Urban Consumers NSA315.6640333.952

          STRIKE DATE 15/11/2024
          RETURN & BARRIERS
          Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
          P.A. RETURN
          ISIN XS2814503525
          NEXT POTENTIAL MATURITY DATE 15/11/2029

          EXPAND CLOSE
          Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
          ISIN: XS2922146696
          STRIKE DATE: 15/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Santander
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,794.85006210.17
          SMI11,627.040014214.95
          Russell 20002,303.83502940.163
          Nikkei 22538,642.910066422.6

          STRIKE DATE 15/11/2024
          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 XS2922146696
          NEXT POTENTIAL MATURITY DATE 17/02/2026

            EXPAND CLOSE
            Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2922146423
            STRIKE DATE: 15/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,794.85006210.17
            SMI11,627.040014214.95
            Russell 20002,303.83502940.163
            Nikkei 22538,642.910066422.6

            STRIKE DATE 15/11/2024
            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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.40% p,a.
            ISIN XS2922146423
            NEXT POTENTIAL MATURITY DATE 17/02/2026

              EXPAND CLOSE
              Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
              ISIN: XS2928180681
              STRIKE DATE: 15/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Societe Generale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Banco Santander4.576511.612
              Deutsche Bank AG16.060029.97
              Commerzbank AG15.900036.35
              UniCredit SpA40.770079.22

              STRIKE DATE 15/11/2024
              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 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 21.24% p.a.
              ISIN XS2928180681
              NEXT POTENTIAL MATURITY DATE 15/05/2025

                EXPAND CLOSE
                Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
                ISIN: XS2928239917
                STRIKE DATE: 16/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Société Générale
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Amazon.com232.9300233.66
                Microsoft451.5900381.58
                Nvidia Corporation132.0000208.76
                Tesla Inc463.0200319.69

                STRIKE DATE 16/12/2024
                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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 23.00% p.a.
                ISIN XS2928239917
                NEXT POTENTIAL MATURITY DATE 16/12/2025

                EXPAND CLOSE
                Natixis 3 Year Fixed Income GBP December 2024
                ISIN: XS2736691085
                STRIKE DATE: 11/12/2024
                INDICATIVE PRICE: 97.43%
                STATUS: Live
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE 97.43% (as at 24/07/2026 10:18 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,959.35006210.17
                Russell 20002,394.15902940.163
                Nikkei 22539,372.230066422.6

                STRIKE DATE 11/12/2024
                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 XS2736691085
                NEXT POTENTIAL MATURITY DATE 20/12/2027

                EXPAND CLOSE
                Santander 70-60 Memory Income Autocall Nov 2024 GBP
                ISIN: XS2922141465
                STRIKE DATE: 12/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Santander
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,744.69006210.17
                SMI11,712.090014214.95
                Nikkei 22539,376.090066422.6
                Russell 20002,391.84802940.163

                STRIKE DATE 12/11/2024
                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: GBP: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 6.00% p.a.
                ISIN XS2922141465
                NEXT POTENTIAL MATURITY DATE 12/11/2025

                  EXPAND CLOSE
                  Citi 65-60 Memory Income Autocall Nov 2024 USD
                  ISIN: XS2907340371
                  STRIKE DATE: 12/11/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: CONTACT

                  COUNTERPARTY Citi
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,744.69006210.17
                  SMI11,712.090014214.95
                  Nikkei 22539,376.090066422.6
                  Russell 20002,391.84802940.163

                  STRIKE DATE 12/11/2024
                  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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 6.44% p.a.
                  ISIN XS2907340371
                  NEXT POTENTIAL MATURITY DATE 12/11/2025

                    EXPAND CLOSE
                    BBVA Memory Knock-Out Autocall Nov 2024 USD
                    ISIN: XS2879186661
                    STRIKE DATE: 12/11/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: CONTACT

                    COUNTERPARTY BBVA
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,744.69006210.17
                    S&P 5005,983.99007408.3
                    Nikkei 22539,376.090066422.6
                    FTSE MIB33,607.140051315.84

                    STRIKE DATE 12/11/2024
                    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: USD: 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 XS2879186661
                    NEXT POTENTIAL MATURITY DATE 12/11/2025

                      EXPAND CLOSE
                      BNP Capital Protected Uncapped Participation Note USD Nov 2024
                      ISIN: XS2880922146
                      STRIKE DATE: 08/11/2024
                      INDICATIVE PRICE: 95.73%
                      STATUS: Live
                      FACTSHEET: CONTACT

                      COUNTERPARTY BNP Paribas
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE 95.73% (as at 24/07/2026 10:18 UK Time)

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      BNP Paribas Paribas World Futures RC8 Index225.4888236.0196

                      STRIKE DATE 08/11/2024
                      RETURN & BARRIERS
                      Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                      P.A. RETURN
                      ISIN XS2880922146
                      NEXT POTENTIAL MATURITY DATE 08/11/2029

                      EXPAND CLOSE
                      Santander Quad Index Capital Protected Autocall Nov 2024 USD
                      ISIN: XS2901358692
                      STRIKE DATE: 08/11/2024
                      INDICATIVE PRICE: 110.42%
                      STATUS: Live
                      FACTSHEET: CONTACT

                      COUNTERPARTY Santander
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE 110.42% (as at 24/07/2026 10:18 UK Time)

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      SMI11,797.720014214.95
                      S&P 5005,995.54007408.3
                      Nikkei 22539,500.370066422.6
                      Eurostoxx 504,802.76006210.17

                      STRIKE DATE 08/11/2024
                      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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
                      P.A. RETURN
                      ISIN XS2901358692
                      NEXT POTENTIAL MATURITY DATE 08/11/2027

                      EXPAND CLOSE
                      Marex US Stocks Defensive Autocall Nov 2024 USD
                      ISIN: XS2850806063
                      STRIKE DATE: 08/11/2024
                      INDICATIVE PRICE: Not available
                      STATUS: Matured
                      FACTSHEET: CONTACT

                      COUNTERPARTY Marex
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Meta Platform Inc589.3400606.1
                      Royal Caribbean Cruise225.2700283.41
                      Microsoft422.5400381.58
                      Nvidia Corporation147.6300208.76

                      STRIKE DATE 08/11/2024
                      RETURN & BARRIERS
                      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN 18.25% p.a.
                      ISIN XS2850806063
                      NEXT POTENTIAL MATURITY DATE 08/08/2025

                        EXPAND CLOSE
                        Natixis 3 Year Fixed Income USD December 2024
                        ISIN: XS2736690947
                        STRIKE DATE: 11/12/2024
                        INDICATIVE PRICE: 98.05%
                        STATUS: Live
                        FACTSHEET: DOWNLOAD

                        COUNTERPARTY Natixis
                        TYPE Note
                        CURRENCY USD
                        CURRENT PRICE 98.05% (as at 24/07/2026 10:18 UK Time)

                        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                        Eurostoxx 504,959.35006210.17
                        Russell 20002,394.15902940.163
                        Nikkei 22539,372.230066422.6

                        STRIKE DATE 11/12/2024
                        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 XS2736690947
                        NEXT POTENTIAL MATURITY DATE 20/12/2027

                        EXPAND CLOSE
                        Barclays 85-65 Memory Income Autocall GBP December 2024
                        ISIN: XS2885763438
                        STRIKE DATE: 11/12/2024
                        INDICATIVE PRICE: Not available
                        STATUS: Matured
                        FACTSHEET: DOWNLOAD

                        COUNTERPARTY Barclays
                        TYPE Note
                        CURRENCY GBP
                        CURRENT PRICE Not available

                        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                        Eurostoxx 504,959.35006210.17
                        Nikkei 22539,372.230066422.6
                        Russell 20002,394.15902940.163

                        STRIKE DATE 11/12/2024
                        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: 65% Final level (European style)
                        P.A. RETURN 8.00% p.a.
                        ISIN XS2885763438
                        NEXT POTENTIAL MATURITY DATE 11/12/2025

                        EXPAND CLOSE
                        Santander 85-60 Memory Income Autocall GBP December 2024
                        ISIN: XS2922138917
                        STRIKE DATE: 10/12/2024
                        INDICATIVE PRICE: Not available
                        STATUS: Matured
                        FACTSHEET: DOWNLOAD

                        COUNTERPARTY Santander
                        TYPE Note
                        CURRENCY GBP
                        CURRENT PRICE Not available

                        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                        Eurostoxx 504,951.74006210.17
                        FTSE MIB34,524.700051315.84
                        Nikkei 22539,367.580066422.6
                        S&P 5006,034.91007408.3

                        STRIKE DATE 10/12/2024
                        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: 4.55% Semi-Annual (9.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                        P.A. RETURN 9.10% p.a.
                        ISIN XS2922138917
                        NEXT POTENTIAL MATURITY DATE 10/12/2025

                        EXPAND CLOSE