INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
ISIN: XS2922146696
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 93.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.28% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005358.3
SMI11,627.040012627.84
Russell 20002,303.83502287.939
Nikkei 22538,642.910038801.17

STRIKE DATE 15/11/2024
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: 1.75% 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
ISIN XS2922146696
NEXT POTENTIAL MATURITY DATE 15/11/2025

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2922146423
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 93.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.26% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85005358.3
SMI11,627.040012627.84
Russell 20002,303.83502287.939
Nikkei 22538,642.910038801.17

STRIKE DATE 15/11/2024
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: 1.85% Quarterly (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
ISIN XS2922146423
NEXT POTENTIAL MATURITY DATE 15/11/2025

EXPAND CLOSE
Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
ISIN: XS2928180681
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 102.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 102.21% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander4.57655.484
Deutsche Bank AG16.060018.508
Commerzbank AG15.900018.74
UniCredit SpA40.770047.225

STRIKE DATE 15/11/2024
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: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2928180681
NEXT POTENTIAL MATURITY DATE 15/05/2025

EXPAND CLOSE
Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
ISIN: XS2928239917
STRIKE DATE: 16/12/2024
INDICATIVE PRICE: 81.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 81.51% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com232.9300233.14
Microsoft451.5900412.22
Nvidia Corporation132.0000133.57
Tesla Motors463.0200350.73

STRIKE DATE 16/12/2024
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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2928239917
NEXT POTENTIAL MATURITY DATE 16/06/2025

EXPAND CLOSE
Natixis 3 Year Fixed Income GBP December 2024
ISIN: XS2736691085
STRIKE DATE: 11/12/2024
INDICATIVE PRICE: 99.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.09% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,959.35005358.3
Russell 20002,394.15902287.939
Nikkei 22539,372.230038801.17

STRIKE DATE 11/12/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736691085
NEXT POTENTIAL MATURITY DATE 20/12/2027

EXPAND CLOSE
Santander 70-60 Memory Income Autocall Nov 2024 GBP
ISIN: XS2922141465
STRIKE DATE: 12/11/2024
INDICATIVE PRICE: 90.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.01% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,744.69005358.3
SMI11,712.090012627.84
Nikkei 22539,376.090038801.17
Russell 20002,391.84802287.939

STRIKE DATE 12/11/2024
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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2922141465
NEXT POTENTIAL MATURITY DATE 12/05/2025

EXPAND CLOSE
Citi 65-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2907340371
STRIKE DATE: 12/11/2024
INDICATIVE PRICE: 95.74%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.74% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,744.69005358.3
SMI11,712.090012627.84
Nikkei 22539,376.090038801.17
Russell 20002,391.84802287.939

STRIKE DATE 12/11/2024
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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2907340371
NEXT POTENTIAL MATURITY DATE 12/05/2025

EXPAND CLOSE
BBVA Memory Knock-Out Autocall Nov 2024 USD
ISIN: XS2879186661
STRIKE DATE: 12/11/2024
INDICATIVE PRICE: 91.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.59% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,744.69005358.3
S&P 5005,983.99006066.44
Nikkei 22539,376.090038801.17
FTSE MIB33,607.140037242.17

STRIKE DATE 12/11/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2879186661
NEXT POTENTIAL MATURITY DATE 12/11/2025

EXPAND CLOSE
BNP Capital Protected Uncapped Participation Note USD Nov 2024
ISIN: XS2880922146
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 86.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 86.91% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Paribas World Futures RC8 Index225.4888223.9213

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2880922146
NEXT POTENTIAL MATURITY DATE 08/11/2029

EXPAND CLOSE
Santander Quad Index Capital Protected Autocall Nov 2024 USD
ISIN: XS2901358692
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,797.720012627.84
S&P 5005,995.54006066.44
Nikkei 22539,500.370038801.17
Eurostoxx 504,802.76005358.3

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected 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 XS2901358692
NEXT POTENTIAL MATURITY DATE 08/11/2027

EXPAND CLOSE
Marex US Stocks Defensive Autocall Nov 2024 USD
ISIN: XS2850806063
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 103.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 103.76% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc589.3400717.4
Royal Caribbean Cruise225.2700261.15
Microsoft422.5400412.22
Nvidia Corporation147.6300133.57

STRIKE DATE 08/11/2024
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: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2850806063
NEXT POTENTIAL MATURITY DATE 08/05/2025

EXPAND CLOSE
Natixis 3 Year Fixed Income USD December 2024
ISIN: XS2736690947
STRIKE DATE: 11/12/2024
INDICATIVE PRICE: 97.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.86% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,959.35005358.3
Russell 20002,394.15902287.939
Nikkei 22539,372.230038801.17

STRIKE DATE 11/12/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736690947
NEXT POTENTIAL MATURITY DATE 20/12/2027

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP December 2024
ISIN: XS2885763438
STRIKE DATE: 11/12/2024
INDICATIVE PRICE: 93.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.82% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,959.35005358.3
Nikkei 22539,372.230038801.17
Russell 20002,394.15902287.939

STRIKE DATE 11/12/2024
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2885763438
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
Santander 85-60 Memory Income Autocall GBP December 2024
ISIN: XS2922138917
STRIKE DATE: 10/12/2024
INDICATIVE PRICE: 96.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.93% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,951.74005358.3
FTSE MIB34,524.700037242.17
Nikkei 22539,367.580038801.17
S&P 5006,034.91006066.44

STRIKE DATE 10/12/2024
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: 4.55% Semi-Annual (9.10% 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 XS2922138917
NEXT POTENTIAL MATURITY DATE 10/12/2025

EXPAND CLOSE
Santander 85-60 Memory Income Autocall USD December 2024
ISIN: XS2922139139
STRIKE DATE: 10/12/2024
INDICATIVE PRICE: 96.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.68% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,951.74005358.3
FTSE MIB34,524.700037242.17
Nikkei 22539,367.580038801.17
S&P 5006,034.91006066.44

STRIKE DATE 10/12/2024
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: 5.00% Semi-Annual (10.00% 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 XS2922139139
NEXT POTENTIAL MATURITY DATE 10/12/2025

EXPAND CLOSE
Santander 85-60 Memory Income Autocall EUR December 2024
ISIN: XS2922139055
STRIKE DATE: 10/12/2024
INDICATIVE PRICE: 97.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.07% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 50XS29221390555358.3
FTSE MIB34,524.700037242.17
Nikkei 22539,367.580038801.17
S&P 5006,034.91006066.44

STRIKE DATE 10/12/2024
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: 3.60% Semi-Annual (7.20% 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 XS2922139055
NEXT POTENTIAL MATURITY DATE 10/12/2025

EXPAND CLOSE
BNP Paribas Digi Plus Growth Participation Note Oct 2024 ZAR
ISIN: ZAE000341301
STRIKE DATE: 31/10/2024
INDICATIVE PRICE: 96.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 96.92% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,160.02908482.778

STRIKE DATE 31/10/2024
RETURN & BARRIERS
Investment Structure: Digi Plus Growth Participation Maximum Term: 4 years Coupon at Maturity: 45% if at or above initial level and below 45% growth in the underlying Participation: 100% Uncapped Participation anywhere above 45% growth in the underlying Final Barrier: 70% European Barrier
P.A. RETURN
ISIN ZAE000341301
NEXT POTENTIAL MATURITY DATE 01/05/2028

EXPAND CLOSE
BNP Paribas 755% Uncapped Participation Growth Note Oct 2024 ZAR
ISIN: ZAE000338539
STRIKE DATE: 31/10/2024
INDICATIVE PRICE: 88.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.24% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index280.2577280.2401

STRIKE DATE 31/10/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 755% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000338539
NEXT POTENTIAL MATURITY DATE 31/10/2029

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2879207251
STRIKE DATE: 04/11/2024
INDICATIVE PRICE: 89.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.50% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,712.69006066.44
FTSE MIB34,540.730037242.17
HSI20,567.520021521.98
FTSE 1008,184.24008767.8

STRIKE DATE 04/11/2024
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: 4.20% Semi-Annual (8.40% 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 XS2879207251
NEXT POTENTIAL MATURITY DATE 04/11/2025

EXPAND CLOSE
Soc-Gen 60-60 Memory Income Autocall November 2024 USD
ISIN: XS2882005130
STRIKE DATE: 01/11/2024
INDICATIVE PRICE: 87.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 87.93% (as at 11/02/2025 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc222.9100227.65
Nvidia Corporation135.4000133.57
Amazon.com197.9300233.14
Microsoft410.3700412.22

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.66% Semi-Annual (10.64% 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 XS2882005130
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE