INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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.com179.5500242.67
Microsoft414.2000390.49
Tesla Motors226.1700
Nvidia Corporation108.1000194.83

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 504,575.22006412.68
Russell 20002,064.30202996.11
S&P/ASX 2007,680.64208844.412

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
BBVA8.620022.74
Banco Santander3.964012.418
UniCredit SpA32.600081.96
Commerzbank AG13.180037.72

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 504,575.22006412.68
FTSE MIB31,107.130052818.85
Nikkei 22534,675.460069744.07
S&P 5005,240.03007483.24

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: 97.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.92% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006412.68
S&P 5005,408.42007483.24
Nikkei 22536,391.470069744.07

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: 97.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.83% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006412.68
OMX Stockholm 302,480.99203247.031
Nikkei 22536,391.470069744.07

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
SMI12,348.190014424.24
Eurostoxx 504,912.52006412.68
Nikkei 22538,686.310069744.07
S&P 5005,528.93007483.24

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
SMI12,348.190014424.24
Eurostoxx 504,912.52006412.68
Nikkei 22538,686.310069744.07
S&P 5005,528.93007483.24

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 504,872.94006412.68
FTSE 1008,367.980010679.03
Nikkei 22539,101.820069744.07
Russell 20002,254.48402996.11

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 504,872.94006412.68
FTSE 1008,367.980010679.03
Nikkei 22539,101.820069744.07
Russell 20002,254.48402996.11

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: 63.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 63.97% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
YUM! Brands Inc.132.8300164.73
Nvidia Corporation117.0200194.83
Lululemon Athletica Inc258.6600118.43
The Estee Lauder Companies Inc99.610083.71

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
SMI12,203.170014424.24
Eurostoxx 504,861.87006412.68
Nikkei 22539,154.850069744.07
S&P 5005,427.13007483.24

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
SMI12,203.170014424.24
Eurostoxx 504,861.87006412.68
S&P 5005,427.13007483.24
Nikkei 22539,154.850069744.07

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 1008,153.690010679.03
S&P/TSX 601,351.62302068.89
Nasdaq 10019,032.390029329.21
Nikkei 22539,154.850069744.07

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: 116.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 116.54% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.340037.72
UniCredit SpA39.100081.96
BBVA10.100022.74

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: 110.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.38% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006412.68
Nikkei 22538,110.220069744.07
S&P 5005,616.84007483.24
SMI12,354.350014424.24

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
Citi 100% Capital Protected Autocall USD Aug 2024
ISIN: XS2856234567
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 112.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 112.18% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006412.68
Nikkei 22538,110.220069744.07
S&P 5005,616.84007483.24
SMI12,354.350014424.24

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: USD: 4.00% Semi- Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856234567
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Index & ETF Reducing Autocall Jul 2024 USD
ISIN: XS2846407489
STRIKE DATE: 22/07/2024
INDICATIVE PRICE: 119.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 119.92% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF145.76154.64
Nikkei 22539,599.0069744.07
Nasdaq 10019,822.8729329.21

STRIKE DATE 22/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level, reducing to 80% at Yr 2 and 65% on Yr 3 Coupon Rate: USD: 10.90% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2846407489
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
CITI DEVELOPED MARKETS SEMI-ANNUAL CLASSIC AUTOCALL EUR aug 2024 – Factsheet Upon request
ISIN: XS2856281055
STRIKE DATE: 22/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,310.930052818.85
HSI17,641.000023350.03
S&P 5005,570.64007483.24

STRIKE DATE 22/08/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2856281055
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924775
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,778.66006412.68
FTSE MIB33,590.340052818.85
Nikkei 22536,215.750069744.07
S&P 5005,471.05007483.24

STRIKE DATE 09/09/2024
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: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2868924775
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE