INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Banks Fixed Income USD November 2024
ISIN: XS2736690350
STRIKE DATE: 03/12/2024
INDICATIVE PRICE: 105.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 105.79% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays264.6000493.4
UniCredit SpA37.500084.64
BBVA9.150025.4
Deutsche Bank AG16.730035.55

STRIKE DATE 03/12/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.04% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736690350
NEXT POTENTIAL MATURITY DATE 03/12/2027

EXPAND CLOSE
BNP Paribas 400% Participation Growth Note USD July 2024
ISIN: XS2804806730
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 121.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 121.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261376.547

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 400% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2804806730
NEXT POTENTIAL MATURITY DATE 24/07/2029

EXPAND CLOSE
BNP Paribas 850% Participation Growth Note ZAR July 2024
ISIN: ZAE000337069
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 150.46%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
TYPE Note
CURRENCY ZAR
CURRENT PRICE 150.46% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index338.0261376.547

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 850% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000337069
NEXT POTENTIAL MATURITY DATE 24/07/2029

EXPAND CLOSE
ABSA 505% Participation Lookback Growth Note June 2024 ZAR
ISIN: ZAE000336632
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 140.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY ZAR
CURRENT PRICE 140.37% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index340.1965376.547

STRIKE DATE 14/06/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 505% Participation (Uncapped/No Maximum Return) Participation worked out on the Best % Growth of the Index over the 5 observations from Strike (Lookback Feature) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000336632
NEXT POTENTIAL MATURITY DATE 14/06/2029

EXPAND CLOSE
Santander Low Hurdle Autocall October 2024 GBP
ISIN: XS2901358262
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.45006382.59
FTSE 1008,269.380010831.52
S&P 5005,809.86007747.71
Nikkei 22538,143.290064214.48

STRIKE DATE 24/10/2024
RETURN & BARRIERS
4.80% Semi-Annual Snowballing Coupon 100% Autocall Trigger from 6 Months with 90% Low Hurdle Trigger on final observation date 60% European Barrier
P.A. RETURN 9.60% p.a.
ISIN XS2901358262
NEXT POTENTIAL MATURITY DATE 24/10/2025

EXPAND CLOSE
BBVA Low Hurdle Autocall October 2024 GBP
ISIN: XS2802417845
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB34,698.81052245.47
Nikkei 22538,143.29064214.48
SMI12,173.04014394.77
Nasdaq 10020,232.8729482.32

STRIKE DATE 24/10/2024
RETURN & BARRIERS
2.55% Quarterly Snowballing Coupon 100% Autocall Trigger from 12 Months with 75% Low Hurdle Trigger on final observation date 60% European Barrier
P.A. RETURN 10.20% p.a.
ISIN XS2802417845
NEXT POTENTIAL MATURITY DATE 24/10/2025

EXPAND CLOSE
Santander 100% Capital Protected Autocall GBP Nov 2024
ISIN: XS2922143834
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: 111.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.34% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006382.59
Nikkei 22538,283.850064214.48
S&P 5005,969.34007747.71
SMI11,716.500014394.77

STRIKE DATE 22/11/2024
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: GBP: 3.70% Semi-Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2922143834
NEXT POTENTIAL MATURITY DATE 22/11/2027

EXPAND CLOSE
Santander 100% Capital Protected Autocall USD Nov 2024
ISIN: XS2922143677
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: 113.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 113.08% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006382.59
Nikkei 22538,283.850064214.48
S&P 5005,969.34007747.71
SMI11,716.500014394.77

STRIKE DATE 22/11/2024
RETURN & BARRIERS
Source: Santander 23.10.2024 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 XS2922143677
NEXT POTENTIAL MATURITY DATE 22/11/2027

EXPAND CLOSE
Citi 75-60 Memory Income Autocall October 2024 USD
ISIN: XS2885373725
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27006382.59
FTSE 1008,358.250010831.52
Nikkei 22538,981.750064214.48
Russell 20002,276.09002968.271

STRIKE DATE 18/10/2024
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: 1.725% Quarterly (6.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2885373725
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
Citi 75-60 Memory Income Autocall October 2024 GBP
ISIN: XS2885373212
STRIKE DATE: 18/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.27006382.59
FTSE 1008,358.250010831.52
Nikkei 22538,981.750064214.48
Russell 20002,276.09002968.271

STRIKE DATE 18/10/2024
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: 1.75% 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 XS2885373212
NEXT POTENTIAL MATURITY DATE 20/04/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall GBP November 2024
ISIN: XS2879181431
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006382.59
FTSE MIB34,191.790052245.47
Nikkei 22538,642.910064214.48
Russell 20002,303.83502968.271

STRIKE DATE 15/11/2024
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: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2879181431
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall USD November 2024
ISIN: XS2879181357
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006382.59
FTSE MIB34,191.790052245.47
Nikkei 22538,642.910064214.48
Russell 20002,303.83502968.271

STRIKE DATE 15/11/2024
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: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2879181357
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
Société Générale US Tech early low hurdle autocall USD November 2024 – Factsheet upon request
ISIN: XS2882050607
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com202.6100258.9
Microsoft415.0000510.12
Tesla Motors320.7200
Nvidia Corporation141.9800228.45

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 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 23.00% p.a.
ISIN XS2882050607
NEXT POTENTIAL MATURITY DATE 15/08/2025

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 USD
ISIN: XS2881894633
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030072.56
Glencore424.2500605.8
Newmont Corp54.3000130.43

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: USD: 6.90% Semi-Annually (13.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881894633
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 GBP
ISIN: XS2881895796
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030072.56
Glencore424.2500605.8
Newmont Corp54.3000130.43

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: GBP: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income October 2024 USD
ISIN: XS2736686671
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 103.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.03% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92006382.59
Russell 20002,234.41002968.271
FTSE 1008,253.650010831.52
Nikkei 22539,605.800064214.48

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.55% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL GBP November 2024
ISIN: XS2920448284
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006382.59
FTSE MIB33,981.230052245.47
Nikkei 22539,381.410064214.48
S&P 5005,973.10007747.71

STRIKE DATE 07/11/2024
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: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL USD November 2024
ISIN: XS2920448367
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006382.59
FTSE MIB33,981.230052245.47
Nikkei 22539,381.410064214.48
S&P 5005,973.10007747.71

STRIKE DATE 07/11/2024
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 8.40% p.a.
ISIN XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income GBP November 2024 
ISIN: XS2901354436
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.95% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006382.59
S&P 5005,995.54007747.71
Nikkei 22539,500.370064214.48

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income USD November 2024
ISIN: XS2901354519
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 99.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.28% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006382.59
S&P 5005,995.54007747.71
Nikkei 22539,500.370064214.48

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE