INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets 75-60 Memory Income Autocall Jun 2024 GBP
ISIN: XS2760222294
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14005934.96
FTSE 1008,146.860010372.93
Nikkei 22538,814.560062654.05
Russell 20002,006.15902863.086

STRIKE DATE 14/06/2024
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: 1.825% Quarterly (7.30% 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 XS2760222294
NEXT POTENTIAL MATURITY DATE 16/09/2025

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Jun 2024 USD
    ISIN: XS2759825800
    STRIKE DATE: 14/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,839.14005934.96
    Nikkei 22538,814.560062654.05
    FTSE 1008,146.860010372.93
    Nasdaq 10019,659.800029580.3

    STRIKE DATE 14/06/2024
    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: 2.00% Quarterly (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 XS2759825800
    NEXT POTENTIAL MATURITY DATE 16/09/2025

      EXPAND CLOSE
      Citi Developed Markets Semi-Annual Classic Autocall EUR Jul 2024 – Factsheet upon request
      ISIN: XS2814639857
      STRIKE DATE: 11/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

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

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB34,318.110050050.27
      HSI17,832.330026389.04
      S&P 5005,584.54007501.24

      STRIKE DATE 11/07/2024
      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: EUR: 5.44% Semi-Annually (10.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.88% p.a.
      ISIN XS2814639857
      NEXT POTENTIAL MATURITY DATE 11/07/2025

      EXPAND CLOSE
      Marex 75-60 Memory Income Autocall USD Jul 2024
      ISIN: XS2748056095
      STRIKE DATE: 11/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22542,224.020062654.05
      Eurostoxx 504,976.13005934.96
      SMI12,255.780013212.96
      Russell 20002,125.03702863.086

      STRIKE DATE 11/07/2024
      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: 3.70% Semi-Annual (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 XS2748056095
      NEXT POTENTIAL MATURITY DATE 12/01/2026

      EXPAND CLOSE
      Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
      ISIN: XS2814640780
      STRIKE DATE: 01/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

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

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,929.99005934.96
      FTSE MIB33,716.540050050.27
      Nikkei 22539,631.060062654.05
      S&P 5005,475.09007501.24

      STRIKE DATE 01/07/2024
      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: GBP: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 11.05% p.a.
      ISIN XS2814640780
      NEXT POTENTIAL MATURITY DATE 01/07/2025

      EXPAND CLOSE
      UBS Triple Index Classic Autocall Jun 2024 USD
      ISIN: XS2807331058
      STRIKE DATE: 07/06/2024
      INDICATIVE PRICE: 121.69%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 121.69% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22538,683.930062654.05
      Eurostoxx 505,051.31005934.96
      S&P 5005,346.99007501.24

      STRIKE DATE 07/06/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2807331058
      NEXT POTENTIAL MATURITY DATE 07/06/2027

      EXPAND CLOSE
      UBS Triple Index Reducing Autocall Jun 2024 USD
      ISIN: XS2806465717
      STRIKE DATE: 07/06/2024
      INDICATIVE PRICE: 114.15%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 114.15% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22538,683.930062654.05
      Eurostoxx 505,051.31005934.96
      S&P 5005,346.99007501.24

      STRIKE DATE 07/06/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2806465717
      NEXT POTENTIAL MATURITY DATE 07/06/2027

      EXPAND CLOSE
      BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
      ISIN: XS2760247796
      STRIKE DATE: 06/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,241.250013212.96
      Eurostoxx 505,069.09005934.96
      Nikkei 22538,703.510062654.05
      S&P 5005,352.96007501.24

      STRIKE DATE 06/06/2024
      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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.00% p.a.
      ISIN XS2760247796
      NEXT POTENTIAL MATURITY DATE 08/12/2025

        EXPAND CLOSE
        UBS 75-60 Memory Income Autocall June 2024 GBP
        ISIN: XS2812385826
        STRIKE DATE: 05/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,035.66005934.96
        FTSE 1008,246.950010372.93
        Nikkei 22538,490.170062654.05
        Russell 20002,063.87302863.086

        STRIKE DATE 05/06/2024
        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: 1.725% Quarterly (6.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.90% p.a.
        ISIN XS2812385826
        NEXT POTENTIAL MATURITY DATE 05/12/2025

        EXPAND CLOSE
        UBS 75-60 Memory Income Autocall June 2024 USD
        ISIN: XS2812385743
        STRIKE DATE: 05/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,035.66005934.96
        FTSE 1008,246.950010372.93
        Nikkei 22538,490.170062654.05
        Russell 20002,063.87302863.086

        STRIKE DATE 05/06/2024
        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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.70% p.a.
        ISIN XS2812385743
        NEXT POTENTIAL MATURITY DATE 05/12/2025

        EXPAND CLOSE
        Marex Fixed Income Geared Put June 2024 USD
        ISIN: XS2748050130
        STRIKE DATE: 03/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Marex
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Adobe Inc439.0200237.01
        Nvidia Corporation115.0000235.74
        Meta Platform Inc477.4900618.43
        Netflix633.790086.94

        STRIKE DATE 03/06/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
        P.A. RETURN 10.332% p.a.
        ISIN XS2748050130
        NEXT POTENTIAL MATURITY DATE 03/12/2024

          EXPAND CLOSE
          SocGen Banks Early Low Hurdle Autocall June 2024 USD
          ISIN: XS2813989113
          STRIKE DATE: 31/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY SocGen
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          BNP Paribas SA67.700092.03
          Deutsche Bank AG15.226027.41
          BBVA9.940018.965
          UniCredit SpA36.385072.35

          STRIKE DATE 31/05/2024
          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: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 20.00% p.a.
          ISIN XS2813989113
          NEXT POTENTIAL MATURITY DATE 28/02/2025

            EXPAND CLOSE
            Barclays European Banks 1 Year Fixed Income May 2024 EUR
            ISIN: XS2772419276
            STRIKE DATE: 31/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Commerzbank AG15.540036.63
            UniCredit SpA36.385072.35
            BBVA9.940018.965

            STRIKE DATE 31/05/2024
            RETURN & BARRIERS
            Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 6.25% p.a.
            ISIN XS2772419276
            NEXT POTENTIAL MATURITY DATE 02/06/2025

            EXPAND CLOSE
            UBS 75-60 Memory Income Autocall May 2024 USD
            ISIN: XS2809257996
            STRIKE DATE: 31/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,983.67005934.96
            FTSE 1008,275.380010372.93
            S&P/ASX 2007,701.73908640.714
            S&P 5005,277.51007501.24

            STRIKE DATE 31/05/2024
            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 XS2809257996
            NEXT POTENTIAL MATURITY DATE 01/12/2025

            EXPAND CLOSE
            BBVA Semi-Annual Classic Autocall GBP JUL 2024
            ISIN: XS2760231014
            STRIKE DATE: 01/07/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,049.610013212.96
            Eurostoxx 504,929.99005934.96
            Nikkei 22539,631.060062654.05
            S&P 5005,475.09007501.24

            STRIKE DATE 01/07/2024
            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: GBP: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 11.70% p.a.
            ISIN XS2760231014
            NEXT POTENTIAL MATURITY DATE 05/01/2026

            EXPAND CLOSE
            BBVA Semi-Annual Classic Autocall USD JUL 2024
            ISIN: XS2760229463
            STRIKE DATE: 01/07/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,049.610013212.96
            Eurostoxx 504,929.99005934.96
            Nikkei 22539,631.060062654.05
            S&P 5005,475.09007501.24

            STRIKE DATE 01/07/2024
            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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 13.60% p.a.
            ISIN XS2760229463
            NEXT POTENTIAL MATURITY DATE 05/01/2026

            EXPAND CLOSE
            SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
            ISIN: XS2814005844
            STRIKE DATE: 03/07/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Amazon.com197.5900267.22
            Microsoft460.7700409.43
            Nvidia Corporation128.2800235.74
            Tesla Motors246.3900

            STRIKE DATE 03/07/2024
            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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 21.00% p.a.
            ISIN XS2814005844
            NEXT POTENTIAL MATURITY DATE 03/07/2025

            EXPAND CLOSE
            SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
            ISIN: XS2814006735
            STRIKE DATE: 24/06/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            UniCredit SpA35.365072.35
            Commerzbank AG14.230036.63
            BBVA9.392018.965
            Morgan Stanley97.1000194.53

            STRIKE DATE 24/06/2024
            RETURN & BARRIERS
            Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 15.20% p.a.
            ISIN XS2814006735
            NEXT POTENTIAL MATURITY DATE 27/12/2024

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
            ISIN: XS2736676102
            STRIKE DATE: 02/07/2024
            INDICATIVE PRICE: 98.12%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE 98.12% (as at 15/05/2026 09:55 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,906.33005934.96
            S&P 5005,509.01007501.24
            Nikkei 22540,074.690062654.05

            STRIKE DATE 02/07/2024
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736676102
            NEXT POTENTIAL MATURITY DATE 09/07/2027

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income USD JUL 2024
            ISIN: XS2736676284
            STRIKE DATE: 02/07/2024
            INDICATIVE PRICE: 98.76%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 98.76% (as at 15/05/2026 09:55 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,906.33005934.96
            S&P 5005,509.01007501.24
            Nikkei 22540,074.690062654.05

            STRIKE DATE 02/07/2024
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736676284
            NEXT POTENTIAL MATURITY DATE 09/07/2027

            EXPAND CLOSE