INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Classic Autocall Bespoke 4 February 2025 USD
ISIN: XS2941054095
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,948.600014967.73
Eurostoxx 505,474.85006231.54
OMX Stockholm 302,724.26003301.091
Nasdaq 10021,614.080026629.81

STRIKE DATE 21/02/2025
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: 4.55% Semi-Annually (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 9.10% p.a.
ISIN XS2941054095
NEXT POTENTIAL MATURITY DATE 23/02/2026

    EXPAND CLOSE
    BBVA Classic Autocall Bespoke 4 February 2025 GBP
    ISIN: XS2941054178
    STRIKE DATE: 21/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,948.600014967.73
    Eurostoxx 505,474.85006231.54
    OMX Stockholm 302,724.26003301.091
    Nasdaq 10021,614.080026629.81

    STRIKE DATE 21/02/2025
    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: 4.06% Semi-Annually (8.12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
    P.A. RETURN 8.12% p.a.
    ISIN XS2941054178
    NEXT POTENTIAL MATURITY DATE 23/02/2026

      EXPAND CLOSE
      BBVA Classic Autocall Bespoke 3 February 2025 EUR
      ISIN: XS2941054335
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,948.600014967.73
      Eurostoxx 505,474.85006231.54
      FTSE MIB38,421.050050505.87
      Nasdaq 10021,614.080026629.81

      STRIKE DATE 21/02/2025
      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: 2.75% Semi-Annually (5.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
      P.A. RETURN 5.50% p.a.
      ISIN XS2941054335
      NEXT POTENTIAL MATURITY DATE 23/02/2026

        EXPAND CLOSE
        BBVA Classic Autocall Bespoke 3 February 2025 USD
        ISIN: XS2941054681
        STRIKE DATE: 21/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,948.600014967.73
        Eurostoxx 505,474.85006231.54
        FTSE MIB38,421.050050505.87
        Nasdaq 10021,614.080026629.81

        STRIKE DATE 21/02/2025
        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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
        P.A. RETURN 12.74% p.a.
        ISIN XS2941054681
        NEXT POTENTIAL MATURITY DATE 23/02/2026

          EXPAND CLOSE
          BBVA Classic Autocall Bespoke 3 February 2025 GBP
          ISIN: XS2941054764
          STRIKE DATE: 21/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,948.600014967.73
          Eurostoxx 505,474.85006231.54
          FTSE MIB38,421.050050505.87
          Nasdaq 10021,614.080026629.81

          STRIKE DATE 21/02/2025
          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: 5.46% Semi-Annually (10.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
          P.A. RETURN 10.92% p.a.
          ISIN XS2941054764
          NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 2 February 2025 EUR
            ISIN: XS2941053790
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,948.600014967.73
            Eurostoxx 505,474.85006231.54
            FTSE 1008,659.370010782.66
            Russell 20002,195.34902729.887

            STRIKE DATE 21/02/2025
            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: 2.025% Semi-Annually (4.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
            P.A. RETURN 4.05% p.a.
            ISIN XS2941053790
            NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 2 February 2025 USD
            ISIN: XS2941053527
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,948.600014967.73
            Eurostoxx 505,474.85006231.54
            FTSE 1008,659.370010782.66
            Russell 20002,195.34902729.887

            STRIKE DATE 21/02/2025
            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: 5.35% Semi-Annually (10.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
            P.A. RETURN 10.70% p.a.
            ISIN XS2941053527
            NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 2 February 2025 GBP
            ISIN: XS2941053444
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,948.600014967.73
            Eurostoxx 505,474.85006231.54
            FTSE 1008,659.370010782.66
            Russell 20002,195.34902729.887

            STRIKE DATE 21/02/2025
            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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
            P.A. RETURN 9.15% p.a.
            ISIN XS2941053444
            NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 1 Feb 2025 USD
            ISIN: XS2941053360
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            OMX Stockholm 302,724.26003301.091
            Eurostoxx 505,474.85006231.54
            FTSE 1008,659.370010782.66
            Russell 20002,195.34902729.887

            STRIKE DATE 21/02/2025
            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: 3.85% Semi-Annually (7.70%p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
            P.A. RETURN 7.70% p.a.
            ISIN XS2941053360
            NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BNP Rainbow Basket Cap Protected 120% Participation Feb 2025 USD
            ISIN: XS2931411693
            STRIKE DATE: 19/02/2025
            INDICATIVE PRICE: 98.66%
            STATUS: Live
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 98.66% (as at 06/11/2026 09:26 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P 10Y T-Note Fut ER184.5072182.5869
            S&P 500 Futures Excess Return Index516.2500582.42

            STRIKE DATE 19/02/2025
            RETURN & BARRIERS
            Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 120% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
            P.A. RETURN
            ISIN XS2931411693
            NEXT POTENTIAL MATURITY DATE 26/02/2030

            EXPAND CLOSE
            Barclays 85-60 Memory Income Autocall Feb 2025 GBP
            ISIN: XS2945488745
            STRIKE DATE: 19/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,461.17006231.54
            Nikkei 22539,164.610061077.9
            S&P 5006,144.15007353.73

            STRIKE DATE 19/02/2025
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.30% p.a.
            ISIN XS2945488745
            NEXT POTENTIAL MATURITY DATE 19/02/2026

              EXPAND CLOSE
              CIBC 85-60 Memory Income Autocall Feb 2025 GBP
              ISIN: XS2999586980
              STRIKE DATE: 19/02/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY CIBC
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 505,461.17006231.54
              Nikkei 22539,164.610061077.9
              S&P 5006,144.15007353.73

              STRIKE DATE 19/02/2025
              RETURN & BARRIERS
              Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.43% Semi-Annual (6.86% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 6.86% p.a.
              ISIN XS2999586980
              NEXT POTENTIAL MATURITY DATE 19/02/2026

                EXPAND CLOSE
                Barclays 85-65 Memory Income Autocall GBP Mar 2025
                ISIN: XS2959660767
                STRIKE DATE: 21/03/2025
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Barclays
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Russell 20002,056.98302729.887
                FTSE MIB39,035.710050505.87
                S&P/ASX 2007,931.23109065.067

                STRIKE DATE 21/03/2025
                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: 3.95% Semi-Annual (7.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN 7.90% p.a.
                ISIN XS2959660767
                NEXT POTENTIAL MATURITY DATE 23/03/2026

                EXPAND CLOSE
                Barclays 85-65 Memory Income Autocall USD Mar 2025
                ISIN: XS2959660684
                STRIKE DATE: 21/03/2025
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Barclays
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Russell 20002,056.98302729.887
                FTSE MIB39,035.710050505.87
                S&P/ASX 2007,931.23109065.067

                STRIKE DATE 21/03/2025
                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: 4.30% Semi-Annual (8.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN 8.60% p.a.
                ISIN XS2959660684
                NEXT POTENTIAL MATURITY DATE 23/03/2026

                EXPAND CLOSE
                Société Générale US Tech Memory Income Knock-Out Autocall USD Mar 2025 – Factsheet on request
                ISIN: XS2971115311
                STRIKE DATE: 21/03/2025
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Société Générale
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Microsoft391.2600535.93
                Intel24.260052.25
                Tesla Motors248.7100
                Nvidia Corporation117.7000181.6

                STRIKE DATE 21/03/2025
                RETURN & BARRIERS
                Maximum Term: 4 years Investment Structure: Memory Income Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger:60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 16.00% p.a.
                ISIN XS2971115311
                NEXT POTENTIAL MATURITY DATE 22/09/2025

                EXPAND CLOSE
                BNP Averaged Weighted Basket Capped Participation Note Feb 25 ZAR
                ISIN: ZAE000342994
                STRIKE DATE: 14/02/2025
                INDICATIVE PRICE: 125.50%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY ZAR
                CURRENT PRICE 125.50% (as at 06/11/2026 09:26 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,493.40006231.54
                Nikkei 22539,149.430061077.9
                S&P 5006,114.63007353.73

                STRIKE DATE 14/02/2025
                RETURN & BARRIERS
                Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 290% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 30% Growth Capital Risk: 60% European
                P.A. RETURN
                ISIN ZAE000342994
                NEXT POTENTIAL MATURITY DATE 14/02/2030

                EXPAND CLOSE
                BNP Rainbow Basket Cap Protected 125% Participation Feb 2025 USD
                ISIN: XS2940991073
                STRIKE DATE: 14/02/2025
                INDICATIVE PRICE: 99.61%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY USD
                CURRENT PRICE 99.61% (as at 06/11/2026 09:26 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                S&P 10Y T-Note Fut ER185.1158182.5869
                S&P 500 Futures Excess Return Index513.6500582.42

                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 505,493.40006231.54
                SMI12,839.870014967.73
                Nikkei 22539,149.430061077.9
                Russell 20002,279.98102729.887

                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 505,493.40006231.54
                SMI12,839.870014967.73
                Nikkei 22539,149.430061077.9
                Russell 20002,279.98102729.887

                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 5006,114.63007353.73
                Eurostoxx 505,493.40006231.54
                SMI12,839.870014967.73
                Nikkei 22539,149.430061077.9

                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