INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
ISIN: XS2888310096
STRIKE DATE: 18/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,109.320010679.99
FTSE MIB33,758.430051543.45
Nikkei 22538,220.850065513.99
S&P 5005,893.62007704.13

STRIKE DATE 18/11/2024
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: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.45% p.a.
ISIN XS2888310096
NEXT POTENTIAL MATURITY DATE 18/11/2025

    EXPAND CLOSE
    Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2916899144
    STRIKE DATE: 18/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,109.320010679.99
    FTSE MIB33,758.430051543.45
    Nikkei 22538,220.850065513.99
    S&P 5005,893.62007704.13

    STRIKE DATE 18/11/2024
    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: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.87% p.a.
    ISIN XS2916899144
    NEXT POTENTIAL MATURITY DATE 18/11/2025

      EXPAND CLOSE
      Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
      ISIN: XS2893978507
      STRIKE DATE: 18/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,790.33006272.5
      Nikkei 22538,220.850065513.99
      Nasdaq 10020,539.190030478.86

      STRIKE DATE 18/11/2024
      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: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.42% p.a.
      ISIN XS2893978507
      NEXT POTENTIAL MATURITY DATE 18/11/2025

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall USD Dec 2024
        ISIN: XS2892525093
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,965.53006272.5
        FTSE MIB34,857.370051543.45
        Nikkei 22539,849.140065513.99
        Russell 20002,361.08102835.574

        STRIKE DATE 12/12/2024
        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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2892525093
        NEXT POTENTIAL MATURITY DATE 12/12/2025

        EXPAND CLOSE
        Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
        ISIN: XS2814503525
        STRIKE DATE: 15/11/2024
        INDICATIVE PRICE: 96.09%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 96.09% (as at 25/09/2026 11:12 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400152.74
        US CPI Urban Consumers NSA315.6640334.98

        STRIKE DATE 15/11/2024
        RETURN & BARRIERS
        Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
        P.A. RETURN
        ISIN XS2814503525
        NEXT POTENTIAL MATURITY DATE 15/11/2029

        EXPAND CLOSE
        Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
        ISIN: XS2922146696
        STRIKE DATE: 15/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,794.85006272.5
        SMI11,627.040013905.82
        Russell 20002,303.83502835.574
        Nikkei 22538,642.910065513.99

        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 7.00% p.a.
        ISIN XS2922146696
        NEXT POTENTIAL MATURITY DATE 17/02/2026

          EXPAND CLOSE
          Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2922146423
          STRIKE DATE: 15/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Santander
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,794.85006272.5
          SMI11,627.040013905.82
          Russell 20002,303.83502835.574
          Nikkei 22538,642.910065513.99

          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 7.40% p,a.
          ISIN XS2922146423
          NEXT POTENTIAL MATURITY DATE 17/02/2026

            EXPAND CLOSE
            Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
            ISIN: XS2928180681
            STRIKE DATE: 15/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Banco Santander4.576512.528
            Deutsche Bank AG16.060030.93
            Commerzbank AG15.900041.07
            UniCredit SpA40.770082.18

            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 21.24% p.a.
            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: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Société Générale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Amazon.com232.9300249.38
              Microsoft451.5900497.93
              Nvidia Corporation132.0000224.58
              Tesla Inc463.0200377.94

              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 23.00% p.a.
              ISIN XS2928239917
              NEXT POTENTIAL MATURITY DATE 16/12/2025

              EXPAND CLOSE
              Natixis 3 Year Fixed Income GBP December 2024
              ISIN: XS2736691085
              STRIKE DATE: 11/12/2024
              INDICATIVE PRICE: 98.18%
              STATUS: Live
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE 98.18% (as at 25/09/2026 11:12 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,959.35006272.5
              Russell 20002,394.15902835.574
              Nikkei 22539,372.230065513.99

              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: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Santander
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,744.69006272.5
              SMI11,712.090013905.82
              Nikkei 22539,376.090065513.99
              Russell 20002,391.84802835.574

              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 6.00% p.a.
              ISIN XS2922141465
              NEXT POTENTIAL MATURITY DATE 12/11/2025

                EXPAND CLOSE
                Citi 65-60 Memory Income Autocall Nov 2024 USD
                ISIN: XS2907340371
                STRIKE DATE: 12/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Citi
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,744.69006272.5
                SMI11,712.090013905.82
                Nikkei 22539,376.090065513.99
                Russell 20002,391.84802835.574

                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 6.44% p.a.
                ISIN XS2907340371
                NEXT POTENTIAL MATURITY DATE 12/11/2025

                  EXPAND CLOSE
                  BBVA Memory Knock-Out Autocall Nov 2024 USD
                  ISIN: XS2879186661
                  STRIKE DATE: 12/11/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: CONTACT

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,744.69006272.5
                  S&P 5005,983.99007704.13
                  Nikkei 22539,376.090065513.99
                  FTSE MIB33,607.140051543.45

                  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 12.00% p.a.
                  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: 96.36%
                    STATUS: Live
                    FACTSHEET: CONTACT

                    COUNTERPARTY BNP Paribas
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE 96.36% (as at 25/09/2026 11:12 UK Time)

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    BNP Paribas Paribas World Futures RC8 Index225.4888240.2567

                    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: 112.71%
                    STATUS: Live
                    FACTSHEET: CONTACT

                    COUNTERPARTY Santander
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE 112.71% (as at 25/09/2026 11:12 UK Time)

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    SMI11,797.720013905.82
                    S&P 5005,995.54007704.13
                    Nikkei 22539,500.370065513.99
                    Eurostoxx 504,802.76006272.5

                    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: Not available
                    STATUS: Matured
                    FACTSHEET: CONTACT

                    COUNTERPARTY Marex
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Meta Platform Inc589.3400777.59
                    Royal Caribbean Cruise225.2700238.98
                    Microsoft422.5400497.93
                    Nvidia Corporation147.6300224.58

                    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 18.25% p.a.
                    ISIN XS2850806063
                    NEXT POTENTIAL MATURITY DATE 08/08/2025

                      EXPAND CLOSE
                      Natixis 3 Year Fixed Income USD December 2024
                      ISIN: XS2736690947
                      STRIKE DATE: 11/12/2024
                      INDICATIVE PRICE: 98.39%
                      STATUS: Live
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Natixis
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE 98.39% (as at 25/09/2026 11:12 UK Time)

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,959.35006272.5
                      Russell 20002,394.15902835.574
                      Nikkei 22539,372.230065513.99

                      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: Not available
                      STATUS: Matured
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Barclays
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,959.35006272.5
                      Nikkei 22539,372.230065513.99
                      Russell 20002,394.15902835.574

                      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 8.00% p.a.
                      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: Not available
                      STATUS: Matured
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Santander
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,951.74006272.5
                      FTSE MIB34,524.700051543.45
                      Nikkei 22539,367.580065513.99
                      S&P 5006,034.91007704.13

                      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 9.10% p.a.
                      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: Not available
                      STATUS: Matured
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Santander
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,951.74006272.5
                      FTSE MIB34,524.700051543.45
                      Nikkei 22539,367.580065513.99
                      S&P 5006,034.91007704.13

                      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 10.00% p.a.
                      ISIN XS2922139139
                      NEXT POTENTIAL MATURITY DATE 10/12/2025

                      EXPAND CLOSE