INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 85-60 Memory Income Autocall USD SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924692
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
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: USD: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2868924692
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2024
ISIN: XS2802393210
STRIKE DATE: 18/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52006412.68
FTSE 1008,311.410010679.03
Nikkei 22538,062.670069744.07
S&P 5005,554.25007483.24

STRIKE DATE 18/08/2024
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: GBP: 3.16% Semi-Annual (6.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.32% p.a.
ISIN XS2802393210
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2024
ISIN: XS2802393137
STRIKE DATE: 16/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52006412.68
FTSE 1008,311.410010679.03
Nikkei 22538,062.670069744.07
S&P 5005,554.25007483.24

STRIKE DATE 16/08/2024
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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2802393137
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall July 2024 USD
ISIN: XS2845821797
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc498.8700582.9
Tesla Motors248.2300
Carnival Corp18.230027.91
Advanced Micro Devices181.6100517.82

STRIKE DATE 12/07/2024
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: 5.825% Quarterly (23.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 23.30% p.a.
ISIN XS2845821797
NEXT POTENTIAL MATURITY DATE 14/07/2025

EXPAND CLOSE
Goldman Sachs Cap Protected Uncapped Participation Jul 2024 USD
ISIN: XS2482852907
STRIKE DATE: 05/07/2024
INDICATIVE PRICE: 116.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 116.84% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,567.19007483.24
Eurostoxx 504,979.39006412.68

STRIKE DATE 05/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 140% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482852907
NEXT POTENTIAL MATURITY DATE 05/07/2029

EXPAND CLOSE
Citi 60-60 Memory Income Autocall July 2024 USD
ISIN: XS2814638701
STRIKE DATE: 09/07/2024
INDICATIVE PRICE: 100.12%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.12% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,139.810010679.03
Nikkei 22541,580.170069744.07
S&P 5005,576.98007483.24

STRIKE DATE 09/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.735% Quarterly (6.94% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2814638701
NEXT POTENTIAL MATURITY DATE 09/07/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income July 2024 USD
ISIN: XS2801463311
STRIKE DATE: 08/07/2024
INDICATIVE PRICE: 99.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.03% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,763.16508844.412
Nikkei 22540,780.700069744.07
OMX Stockholm 302,564.30303247.031

STRIKE DATE 08/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 3.00% p.a. (Semi-Annual) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2801463311
NEXT POTENTIAL MATURITY DATE 15/07/2027

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE 60-60 MEMORY INCOME KNOCK-OUT USD AUG 2024
ISIN: XS2845792915
STRIKE DATE: 14/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com170.1000242.67
Microsoft416.8600390.49
Tesla Motors201.3800
Nvidia Corporation118.0800194.83

STRIKE DATE 14/08/2024
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 Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2845792915
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Jul 2024
ISIN: XS2848100827
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 110.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.62% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820014424.24
Eurostoxx 504,916.80006412.68
Nikkei 22539,594.390069744.07
S&P 5005,555.74007483.24

STRIKE DATE 23/07/2024
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: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2848100827
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income GBP AUG 2024
ISIN: XS2805592537
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 97.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.71% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72006412.68
OMX Stockholm 302,547.17603247.031
Nikkei 22538,126.330069744.07

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Source: Barclays: 03.07.2024 Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.23% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2805592537
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
CITI 85-65 Memory Income Autocall EUR JUL 2024
ISIN: XS2828710330
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10019,754.340029329.21
Eurostoxx 504,916.80006412.68
Nikkei 22539,594.390069744.07
SMI12,278.820014424.24

STRIKE DATE 23/07/2024
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: EUR: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2828710330
NEXT POTENTIAL MATURITY DATE 23/01/2026

EXPAND CLOSE
BBVA Dual Index 90% Cap Protected Participation Note Jun 2024 USD
ISIN: XS2759826287
STRIKE DATE: 21/06/2024
INDICATIVE PRICE: 113.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 113.40% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,907.30006412.68
S&P 5005,464.62007483.24

STRIKE DATE 21/06/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Protected Participation Participation Rate: 155% Cap: 15% Basket Growth Averaging: EQW Basket growth Averaged over last 6 months Capital Risk: Capital protected Capital Protection Barrier: 90% capital Protected ( 1-1 downside between 90-100%)
P.A. RETURN
ISIN XS2759826287
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Aug 2024
ISIN: XS2736679627
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 98.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.96% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72006412.68
S&P 5005,446.68007483.24
Nikkei 22538,126.330069744.07

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736679627
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Aug 2024
ISIN: XS2845773295
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com161.9300242.67
Microsoft399.6100390.49
Tesla Motors200.6400
Nvidia Corporation104.2500194.83

STRIKE DATE 06/08/2024
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2845773295
NEXT POTENTIAL MATURITY DATE 06/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Aug 2024
ISIN: XS2802359625
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520014424.24
Eurostoxx 504,638.70006412.68
Nikkei 22535,909.700069744.07
S&P 5005,346.56007483.24

STRIKE DATE 02/08/2024
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: 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 XS2802359625
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Aug 2024
ISIN: XS2802359542
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520014424.24
Eurostoxx 504,638.70006412.68
Nikkei 22535,909.700069744.07
S&P 5005,346.56007483.24

STRIKE DATE 02/08/2024
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: USD: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.80% p.a.
ISIN XS2802359542
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
SocGen US Stock Memory Income Reducing Autocall June 2024 USD
ISIN: XS2814027657
STRIKE DATE: 28/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp77.8500104.27
Advanced Micro Devices162.2100517.82
Meta Platform Inc504.2200582.9
Wayfair Inc52.730094.5

STRIKE DATE 28/06/2024
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: 3.50% Quarterly(14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 14.00% p.a.
ISIN XS2814027657
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall June 2024 USD
ISIN: XS2759856516
STRIKE DATE: 25/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,247.790010679.03
Eurostoxx 504,935.97006412.68
Nikkei 22539,173.150069744.07
S&P 5005,469.30007483.24

STRIKE DATE 25/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2759856516
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
CIBC S&P 500 Capital Protected USD July 2024
ISIN: XS2853089253
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 123.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 123.04% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,399.22007483.24

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 135% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2853089253
NEXT POTENTIAL MATURITY DATE 24/07/2030

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD July 2024
ISIN: XS2759875573
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 113.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 113.54% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820014424.24
Eurostoxx 504,916.80006412.68
Nikkei 22539,594.390069744.07
S&P 5005,555.74007483.24

STRIKE DATE 23/07/2024
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759875573
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE