INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 504,790.33006545.47
Nikkei 22538,220.850068308.59
Nasdaq 10020,539.190030084.5

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 504,965.53006545.47
    FTSE MIB34,857.370053693.27
    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: 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: 98.29%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.29% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400154.55
    US CPI Urban Consumers NSA315.6640333.918

    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 504,794.85006545.47
    SMI11,627.040014475.13
    Russell 20002,303.83503052.847
    Nikkei 22538,642.910068308.59

    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 504,794.85006545.47
      SMI11,627.040014475.13
      Russell 20002,303.83503052.847
      Nikkei 22538,642.910068308.59

      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 Santander4.576512.888
        Deutsche Bank AG16.060033.14
        Commerzbank AG15.900039.86
        UniCredit SpA40.770085.41

        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.com232.9300265.13
          Microsoft451.5900496.88
          Nvidia Corporation132.0000225.3
          Tesla Inc463.0200339.96

          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: 99.15%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 99.15% (as at 14/08/2026 08:49 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,959.35006545.47
          Russell 20002,394.15903052.847
          Nikkei 22539,372.230068308.59

          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 504,744.69006545.47
          SMI11,712.090014475.13
          Nikkei 22539,376.090068308.59
          Russell 20002,391.84803052.847

          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 504,744.69006545.47
            SMI11,712.090014475.13
            Nikkei 22539,376.090068308.59
            Russell 20002,391.84803052.847

            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 504,744.69006545.47
              S&P 5005,983.99007798.99
              Nikkei 22539,376.090068308.59
              FTSE MIB33,607.140053693.27

              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: 99.31%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY USD
                CURRENT PRICE 99.31% (as at 14/08/2026 08:49 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                BNP Paribas Paribas World Futures RC8 Index225.4888244.4751

                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: 111.89%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY Santander
                TYPE Note
                CURRENCY USD
                CURRENT PRICE 111.89% (as at 14/08/2026 08:49 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI11,797.720014475.13
                S&P 5005,995.54007798.99
                Nikkei 22539,500.370068308.59
                Eurostoxx 504,802.76006545.47

                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 Inc589.3400594.97
                Royal Caribbean Cruise225.2700309.88
                Microsoft422.5400496.88
                Nvidia Corporation147.6300225.3

                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: 99.72%
                  STATUS: Live
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY Natixis
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE 99.72% (as at 14/08/2026 08:49 UK Time)

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,959.35006545.47
                  Russell 20002,394.15903052.847
                  Nikkei 22539,372.230068308.59

                  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 504,959.35006545.47
                  Nikkei 22539,372.230068308.59
                  Russell 20002,394.15903052.847

                  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 504,951.74006545.47
                  FTSE MIB34,524.700053693.27
                  Nikkei 22539,367.580068308.59
                  S&P 5006,034.91007798.99

                  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
                  Santander 85-60 Memory Income Autocall USD December 2024
                  ISIN: XS2922139139
                  STRIKE DATE: 10/12/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY Santander
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,951.74006545.47
                  FTSE MIB34,524.700053693.27
                  Nikkei 22539,367.580068308.59
                  S&P 5006,034.91007798.99

                  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: USD: 5.00% Semi-Annual (10.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 10.00% p.a.
                  ISIN XS2922139139
                  NEXT POTENTIAL MATURITY DATE 10/12/2025

                  EXPAND CLOSE
                  Santander 85-60 Memory Income Autocall EUR December 2024
                  ISIN: XS2922139055
                  STRIKE DATE: 10/12/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY Santander
                  TYPE Note
                  CURRENCY EUR
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 50XS29221390556545.47
                  FTSE MIB34,524.700053693.27
                  Nikkei 22539,367.580068308.59
                  S&P 5006,034.91007798.99

                  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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 7.20% p.a.
                  ISIN XS2922139055
                  NEXT POTENTIAL MATURITY DATE 10/12/2025

                  EXPAND CLOSE
                  BNP Paribas Digi Plus Growth Participation Note Oct 2024 ZAR
                  ISIN: ZAE000341301
                  STRIKE DATE: 31/10/2024
                  INDICATIVE PRICE: 117.05%
                  STATUS: Live
                  FACTSHEET: CONTACT

                  COUNTERPARTY BNP Paribas
                  TYPE Note
                  CURRENCY ZAR
                  CURRENT PRICE 117.05% (as at 14/08/2026 08:49 UK Time)

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  S&P/ASX 2008,160.02909188.494

                  STRIKE DATE 31/10/2024
                  RETURN & BARRIERS
                  Investment Structure: Digi Plus Growth Participation Maximum Term: 4 years Coupon at Maturity: 45% if at or above initial level and below 45% growth in the underlying Participation: 100% Uncapped Participation anywhere above 45% growth in the underlying Final Barrier: 70% European Barrier
                  P.A. RETURN
                  ISIN ZAE000341301
                  NEXT POTENTIAL MATURITY DATE 01/05/2028

                  EXPAND CLOSE