INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 MIB33,780.280051497.21
Nikkei 22536,203.220066020.04
S&P 5005,634.58007431.46
Eurostoxx 504,860.78006187.63

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 504,807.77006187.63
FTSE 1008,347.350010471.72
OMX Stockholm 302,522.81203113.57
Nasdaq 10019,490.150029635.95

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: 117.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 117.31% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC639.60001372.8
BBVA8.816020.09
UniCredit SpA34.180073.3

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 Corp14.490029.18
Tesla Motors198.8400
Advanced Micro Devices136.3200511.57
Meta Platform Inc509.6300566.98

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.com179.5500238.55
Microsoft414.2000390.74
Tesla Motors226.1700
Nvidia Corporation108.1000205.19

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 504,575.22006187.63
Russell 20002,064.30202943.992
S&P/ASX 2007,680.64208804.037

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
BBVA8.620020.09
Banco Santander3.964011.026
UniCredit SpA32.600073.3
Commerzbank AG13.180036.83

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 504,575.22006187.63
FTSE MIB31,107.130051497.21
Nikkei 22534,675.460066020.04
S&P 5005,240.03007431.46

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: 97.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.56% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006187.63
S&P 5005,408.42007431.46
Nikkei 22536,391.470066020.04

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: 97.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.06% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006187.63
OMX Stockholm 302,480.99203113.57
Nikkei 22536,391.470066020.04

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
SMI12,348.190013708.02
Eurostoxx 504,912.52006187.63
Nikkei 22538,686.310066020.04
S&P 5005,528.93007431.46

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
SMI12,348.190013708.02
Eurostoxx 504,912.52006187.63
Nikkei 22538,686.310066020.04
S&P 5005,528.93007431.46

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 504,872.94006187.63
FTSE 1008,367.980010471.72
Nikkei 22539,101.820066020.04
Russell 20002,254.48402943.992

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 504,872.94006187.63
FTSE 1008,367.980010471.72
Nikkei 22539,101.820066020.04
Russell 20002,254.48402943.992

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
SocGen Diversified Stocks Memory Income Autocall July 2024 USD
ISIN: XS2845938047
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: 64.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 64.06% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
YUM! Brands Inc.132.8300154.31
Nvidia Corporation117.0200205.19
Lululemon Athletica Inc258.6600118.77
The Estee Lauder Companies Inc99.610089.68

STRIKE DATE 31/07/2024
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% quarterly Memory Income Rate: USD: 3.35% Quarterly(13.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2845938047
NEXT POTENTIAL MATURITY DATE 31/07/2026

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall July 2024 USD
ISIN: XS2760227335
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170013708.02
Eurostoxx 504,861.87006187.63
Nikkei 22539,154.850066020.04
S&P 5005,427.13007431.46

STRIKE DATE 24/07/2024
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: 3.45% Semi-annual (6.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 6.90% p.a.
ISIN XS2760227335
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall July 2024 USD
ISIN: XS2760227251
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170013708.02
Eurostoxx 504,861.87006187.63
S&P 5005,427.13007431.46
Nikkei 22539,154.850066020.04

STRIKE DATE 24/07/2024
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: 5.85% Quarterly (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.70%
ISIN XS2760227251
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
Citi Enhanced Protection Classic Autocall July 2024 GBP
ISIN: XS2814683087
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,153.690010471.72
S&P/TSX 601,351.62302050.451
Nasdaq 10019,032.390029635.95
Nikkei 22539,154.850066020.04

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Fixed Income Rate: GBP: 8.50% p.a. (Paid Semi-annual) Capital Risk: Not capital protected Capital Protection Barrier: 55% Geared put strike
P.A. RETURN 8.50% p.a.
ISIN XS2814683087
NEXT POTENTIAL MATURITY DATE 24/07/2025

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2024 GBP
ISIN: XS2805591133
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 115.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 115.59% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.340036.83
UniCredit SpA39.100073.3
BBVA10.100020.09

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.00%
ISIN XS2805591133
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Aug 2024
ISIN: XS2856233833
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 108.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 108.79% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006187.63
Nikkei 22538,110.220066020.04
S&P 5005,616.84007431.46
SMI12,354.350013708.02

STRIKE DATE 23/08/2024
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: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856233833
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE