INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income EUR JUL 2024
ISIN: XS2736676367
STRIKE DATE: 02/07/2024
INDICATIVE PRICE: 98.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.33% (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: EUR: 5.00% p.a. (paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736676367
NEXT POTENTIAL MATURITY DATE 09/07/2027

EXPAND CLOSE
Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
ISIN: XS2773287714
STRIKE DATE: 24/05/2024
INDICATIVE PRICE: 100.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 100.92% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABB Limited49.320082.86
Bloom Energy Corporation16.2900303.41
General Electric Co167.3300291.54
Vestas Wind System A/S189.3500190.9

STRIKE DATE 24/05/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Quarterly (13.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2773287714
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall Jun 2024 USD
ISIN: XS2760221726
STRIKE DATE: 21/06/2024
INDICATIVE PRICE: 112.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 112.92% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,012.870013212.96
Eurostoxx 504,907.30005934.96
Nikkei 22538,596.470062654.05
S&P 5005,464.62007501.24

STRIKE DATE 21/06/2024
RETURN & BARRIERS
Source: BBVA 24.05.2024 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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2760221726
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
CIBC S&P 500 Capital Protected Participation Note USD June 2024
ISIN: XS2829205223
STRIKE DATE: 24/06/2024
INDICATIVE PRICE: 125.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce
TYPE Note
CURRENCY USD
CURRENT PRICE 125.35% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,447.87007501.24

STRIKE DATE 24/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 140% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2829205223
NEXT POTENTIAL MATURITY DATE 01/07/2030

EXPAND CLOSE
GS Capital Protected Growth Participation Note May 2024 USD
ISIN: XS2769401550
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 115.44%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 115.44% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27007501.24
Eurostoxx 505,064.14005934.96

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 140% Uncapped Participation in the Averaged Basket at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2769401550
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
MS Cap Protected Weighted Basket Growth Participation USD May 2024
ISIN: XS2817427797
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 116.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 116.06% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,787.380062654.05
S&P 5005,303.27007501.24
Eurostoxx 505,064.14005934.96
FTSE 1008,420.260010372.93

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Capped Participation Participation Rate: USD: 144% Capped Participation in the Weighted Basket at Maturity Basket Growth Cap: 35% Max Return at Maturity: 50.40% Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2817427797
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
UBS Semi-Annual Classic Autocall May 2024 GBP
ISIN: XS2816810365
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27007501.24
FTSE MIB35,398.820050050.27
TOPIX2,745.62003879.27
KOSPI 200370.58001243.17

STRIKE DATE 17/05/2024
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: 6.045% Semi-Annually (12.09% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 12.09% p.a.
ISIN XS2816810365
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP June 2024 – Factsheet Upon Request
ISIN: XS2826668555
STRIKE DATE: 19/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,885.45005934.96
FTSE MIB33,220.310050050.27
Nikkei 22538,570.760062654.05
S&P 5005,473.17007501.24

STRIKE DATE 19/06/2024
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: 3.725% Semi-Annual (7.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.45% p.a.
ISIN XS2826668555
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD Jun 2024 – Factsheet Upon Request
ISIN: XS2826668472
STRIKE DATE: 19/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,885.45005934.96
FTSE MIB33,220.310050050.27
Nikkei 22538,570.760062654.05
S&P 5005,473.17007501.24

STRIKE DATE 19/06/2024
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: 4.175% Semi-Annual (8.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.45% p.a.
ISIN XS2826668472
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
Barclays 4 Year Triple Index Fixed Income May 2024 EUR
ISIN: XS2772410135
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: 97.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90005934.96
S&P 5005,308.15007501.24
Nikkei 22538,385.730062654.05

STRIKE DATE 15/05/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 2.45% Semi-Annual (4.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2772410135
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
BBVA 70-60 Memory Income Autocall May 2024 USD
ISIN: XS2759819316
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90005934.96
FTSE 1008,445.800010372.93
Nikkei 22538,385.730062654.05
Russell 20002,109.45902863.086

STRIKE DATE 15/05/2024
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: 1.975% Quarterly (7.90% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2759819316
NEXT POTENTIAL MATURITY DATE 15/08/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Jun 2024
    ISIN: XS2759826014
    STRIKE DATE: 17/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,142.150010372.93
    Eurostoxx 504,880.42005934.96
    Nikkei 22538,102.440062654.05
    S&P 5005,473.23007501.24

    STRIKE DATE 17/06/2024
    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: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS2759826014
    NEXT POTENTIAL MATURITY DATE 17/06/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Jun 2024
    ISIN: XS2759826105
    STRIKE DATE: 17/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,142.150010372.93
    Eurostoxx 504,880.42005934.96
    Nikkei 22538,102.440062654.05
    S&P 5005,473.23007501.24

    STRIKE DATE 17/06/2024
    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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2759826105
    NEXT POTENTIAL MATURITY DATE 17/06/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall Jun 2024 EUR – FACTSHEET UPON REQUEST
    ISIN: XS2822443490
    STRIKE DATE: 12/06/2024
    INDICATIVE PRICE: 99.76%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 99.76% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,421.03007501.24
    FTSE MIB34,358.830050050.27
    Nikkei 22538,876.710062654.05

    STRIKE DATE 12/06/2024
    RETURN & BARRIERS
    Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.53% Quarterly (6.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2822443490
    NEXT POTENTIAL MATURITY DATE 12/06/2026

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Apr 2024 USD
    ISIN: XS2720320923
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,921.22005934.96
    FTSE 1008,144.130010372.93
    Nikkei 22538,405.660062654.05
    Russell 20001,973.90602863.086

    STRIKE DATE 30/04/2024
    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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% P.A.
    ISIN XS2720320923
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    UBS AG 75-60 Memory Income Autocall Apr 2024 GBP
    ISIN: XS2801328027
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,921.22005934.96
    FTSE 1008,144.130010372.93
    Nikkei 22538,405.660062654.05
    Russell 20001,973.90602863.086

    STRIKE DATE 30/04/2024
    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: 1.575% Quarterly (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.30% p.a.
    ISIN XS2801328027
    NEXT POTENTIAL MATURITY DATE 30/04/2030

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP May 2024
    ISIN: XS2759805018
    STRIKE DATE: 30/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,869.900013212.96
    Eurostoxx 504,982.18005934.96
    Nikkei 22538,054.130062654.05
    S&P 5005,235.48007501.24

    STRIKE DATE 30/05/2024
    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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.40% p.a.
    ISIN XS2759805018
    NEXT POTENTIAL MATURITY DATE 01/12/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD May 2024
    ISIN: XS2759805109
    STRIKE DATE: 30/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,869.900013212.96
    Eurostoxx 504,982.18005934.96
    Nikkei 22538,054.130062654.05
    S&P 5005,235.48007501.24

    STRIKE DATE 30/05/2024
    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 XS2759805109
    NEXT POTENTIAL MATURITY DATE 01/12/2025

    EXPAND CLOSE
    BNP 900% Uncapped Participation Growth Note Apr 2024 ZAR
    ISIN: ZAE000334504
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 148.25%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 148.25% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Global Diversified Index339.8298374.5159

    STRIKE DATE 26/04/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 900% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000334504
    NEXT POTENTIAL MATURITY DATE 26/04/2029

    EXPAND CLOSE
    UBS Major Indices 80-65 Memory Income Autocall Apr 2024 USD
    ISIN: XS2812388259
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10017,718.300029580.3
    Russell 20002,002.00002863.086
    SMI11,344.320013212.96
    Nikkei 22537,934.760062654.05

    STRIKE DATE 26/04/2024
    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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS2812388259
    NEXT POTENTIAL MATURITY DATE 27/10/2025

      EXPAND CLOSE