INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 75-60 Memory Income Autocall December 2024 USD
ISIN: XS2961099673
STRIKE DATE: 19/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,879.00006231.54
SMI11,414.840014967.73
Nikkei 22538,813.580061077.9
Russell 20002,221.49802729.887

STRIKE DATE 19/12/2024
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: 1.7575% Semi-Annual ( ) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2961099673
NEXT POTENTIAL MATURITY DATE 22/06/2026

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Jan 2025
    ISIN: XS2736694345
    STRIKE DATE: 31/01/2025
    INDICATIVE PRICE: 99.28%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.28% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,286.87006231.54
    Russell 20002,287.69202729.887
    Nikkei 22539,572.490061077.9

    STRIKE DATE 31/01/2025
    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 XS2736694345
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income GBP Jan 2025
    ISIN: XS2736694261
    STRIKE DATE: 31/01/2025
    INDICATIVE PRICE: 98.43%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.43% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,286.87006231.54
    Russell 20002,287.69202729.887
    Nikkei 22539,572.490061077.9

    STRIKE DATE 31/01/2025
    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 XS2736694261
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
    ISIN: XS2918073052
    STRIKE DATE: 29/01/2025
    INDICATIVE PRICE: 112.13%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 112.13% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,414.780061077.9
    FTSE MIB36,371.670050505.87
    FTSE 1008,557.810010782.66

    STRIKE DATE 29/01/2025
    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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2918073052
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
    ISIN: XS2918073136
    STRIKE DATE: 29/01/2025
    INDICATIVE PRICE: 112.79%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 112.79% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,414.780061077.9
    FTSE MIB36,371.670050505.87
    FTSE 1008,557.810010782.66

    STRIKE DATE 29/01/2025
    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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2918073136
    NEXT POTENTIAL MATURITY DATE 31/01/2028

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall USD Jan 2025
    ISIN: XS2913771221
    STRIKE DATE: 30/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,282.21006231.54
    FTSE MIB36,429.720050505.87
    Nikkei 22539,513.970061077.9
    Russell 20002,307.45102729.887

    STRIKE DATE 30/01/2025
    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 XS2913771221
    NEXT POTENTIAL MATURITY DATE 30/01/2026

    EXPAND CLOSE
    Barclays European Banks 1 Year Fixed Income December 2024 GBP
    ISIN: XS2912599870
    STRIKE DATE: 17/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG15.380038.73
    UniCredit SpA38.200077.18
    Deutsche Bank AG16.790032.585

    STRIKE DATE 17/12/2024
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.50% p.a.
    ISIN XS2912599870
    NEXT POTENTIAL MATURITY DATE 17/12/2025

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
    ISIN: XS2928390496
    STRIKE DATE: 24/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com234.8500260.21
    Microsoft444.0600535.93
    Nvidia Corporation142.6200181.6
    Tesla Motors406.5800

    STRIKE DATE 24/01/2025
    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 XS2928390496
    NEXT POTENTIAL MATURITY DATE 24/10/2025

    EXPAND CLOSE
    BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
    ISIN: XS2911451248
    STRIKE DATE: 16/12/2024
    INDICATIVE PRICE: 120.06%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 120.06% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    DAX20,313.810026325.01
    Nikkei 22539,457.490061077.9
    SMI11,701.510014967.73

    STRIKE DATE 16/12/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2911451248
    NEXT POTENTIAL MATURITY DATE 16/12/2027

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP Jan 2025
    ISIN: XS2912654303
    STRIKE DATE: 23/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,217.50006231.54
    Nikkei 22539,958.870061077.9
    Russell 20002,314.59702729.887

    STRIKE DATE 23/01/2025
    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 XS2912654303
    NEXT POTENTIAL MATURITY DATE 23/01/2026

    EXPAND CLOSE
    Marex US Stocks Defensive Autocall Dec 2024 USD
    ISIN: XS2851775531
    STRIKE DATE: 13/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Marex Group
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Royal Caribbean Cruise245.1700322.73
    Meta Platform Inc620.3500605.08
    Amazon.com227.4600260.21
    Nvidia Corporation134.2500181.6

    STRIKE DATE 13/12/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 16.00% p.a.
    ISIN XS2851775531
    NEXT POTENTIAL MATURITY DATE 13/06/2025

      EXPAND CLOSE
      Barclays European Banks 1 Year Fixed Income December 2024 EUR
      ISIN: XS2912590739
      STRIKE DATE: 13/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG15.105038.73
      UniCredit SpA38.930077.18
      BBVA9.704022.9
      Deutsche Bank AG17.064032.585

      STRIKE DATE 13/12/2024
      RETURN & BARRIERS
      Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 6.35% p.a.
      ISIN XS2912590739
      NEXT POTENTIAL MATURITY DATE 15/12/2025

        EXPAND CLOSE
        BBVA Diversified Markets Memory Income Autocall December 2024 GBP
        ISIN: XS2892519526
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,965.53006231.54
        SMI11,715.850014967.73
        Nikkei 22539,849.140061077.9
        Russell 20002,361.08102729.887

        STRIKE DATE 12/12/2024
        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 XS2892519526
        NEXT POTENTIAL MATURITY DATE 12/12/2025

        EXPAND CLOSE
        BBVA Diversified Markets Memory Income Autocall December 2024 USD
        ISIN: XS2892519799
        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 504,965.53006231.54
        SMI11,715.850014967.73
        Nikkei 22539,849.140061077.9
        Russell 20002,361.08102729.887

        STRIKE DATE 12/12/2024
        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: 1.875% Quarterly (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.50% p.a.
        ISIN XS2892519799
        NEXT POTENTIAL MATURITY DATE 12/12/2025

        EXPAND CLOSE
        Goldman Sachs Triple Index Classic Autocall December 2024 USD
        ISIN: XS2688622856
        STRIKE DATE: 12/12/2024
        INDICATIVE PRICE: 117.25%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 117.25% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nasdaq 10021,615.270026629.81
        Nikkei 22539,849.140061077.9
        Eurostoxx 504,965.53006231.54

        STRIKE DATE 12/12/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
        P.A. RETURN
        ISIN XS2688622856
        NEXT POTENTIAL MATURITY DATE 13/12/2027

        EXPAND CLOSE
        BNP Rainbow Basket Cap Protected Participation Note Dec 2024 USD
        ISIN: XS2902286462
        STRIKE DATE: 06/12/2024
        INDICATIVE PRICE: 97.24%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 97.24% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 10Y T-Note Fut ER188.7408182.5869
        S&P 500 Futures Excess Return Index516.8100582.42

        STRIKE DATE 06/12/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 108% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
        P.A. RETURN
        ISIN XS2902286462
        NEXT POTENTIAL MATURITY DATE 06/12/2029

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall GBP Jan 2025
        ISIN: XS2903145188
        STRIKE DATE: 10/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,977.26006231.54
        FTSE MIB35,090.230050505.87
        Nikkei 22539,190.400061077.9
        Russell 20002,189.23302729.887

        STRIKE DATE 10/01/2025
        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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.80% p.a.
        ISIN XS2903145188
        NEXT POTENTIAL MATURITY DATE 13/01/2026

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall USD Jan 2025
        ISIN: XS2903145006
        STRIKE DATE: 10/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,977.26006231.54
        FTSE MIB35,090.230050505.87
        Nikkei 22539,190.400061077.9
        Russell 20002,189.23302729.887

        STRIKE DATE 10/01/2025
        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: 4.85% Semi-Annual (9.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 9.70% p.a.
        ISIN XS2903145006
        NEXT POTENTIAL MATURITY DATE 13/01/2026

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall EUR Jan 2025
        ISIN: XS2903144967
        STRIKE DATE: 10/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,977.26006231.54
        FTSE MIB35,090.230050505.87
        Nikkei 22539,190.400061077.9
        Russell 20002,189.23302729.887

        STRIKE DATE 10/01/2025
        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: 3.00% Semi-Annual (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.00% p.a.
        ISIN XS2903144967
        NEXT POTENTIAL MATURITY DATE 13/01/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Jan 2025
        ISIN: XS2903143647
        STRIKE DATE: 06/01/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,830.770014967.73
        Eurostoxx 505,011.82006231.54
        Nikkei 22540,083.300061077.9
        S&P 5005,909.03007353.73

        STRIKE DATE 06/01/2025
        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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12.50% p.a.
        ISIN XS2903143647
        NEXT POTENTIAL MATURITY DATE 07/01/2026

        EXPAND CLOSE