INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander 85-60 Memory Income Autocall EUR December 2024
ISIN: XS2922139055
STRIKE DATE: 10/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 50XS29221390556272.5
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: 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 7.20% p.a.
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: 114.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 114.81% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,160.02908702.022

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: 133.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 133.43% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index280.2577306.2581

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,712.69007704.13
FTSE MIB34,540.730051543.45
HSI20,567.520024761.13
FTSE 1008,184.240010679.99

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 8.40% p.a.
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: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc222.9100335.92
Nvidia Corporation135.4000224.58
Amazon.com197.9300249.38
Microsoft410.3700497.93

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 10.64% p.a.
ISIN XS2882005130
NEXT POTENTIAL MATURITY DATE 03/11/2025

    EXPAND CLOSE
    Morgan Stanley Dual Index Classic Autocall November 2024 GBP
    ISIN: GB00BQRRGF25
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,877.75006272.5
    FTSE 1008,177.150010679.99

    STRIKE DATE 01/11/2024
    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: 4.86% Semi-Annually (9.72% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
    P.A. RETURN 9.72% p.a.
    ISIN GB00BQRRGF25
    NEXT POTENTIAL MATURITY DATE 03/11/2025

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall October 2024 USD
      ISIN: XS2879207178
      STRIKE DATE: 31/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,196.65202835.574
      S&P 5005,705.45007704.13
      FTSE MIB34,281.240051543.45
      Nikkei 22539,081.250065513.99

      STRIKE DATE 31/10/2024
      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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.80% p.a.
      ISIN XS2879207178
      NEXT POTENTIAL MATURITY DATE 31/10/2025

      EXPAND CLOSE
      BBVA Global Markets Semi-Annual Classic Autocall EUR November 2024
      ISIN: XS2879216674
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB33,494.830051543.45
      HSI19,229.970024761.13
      S&P 5005,969.34007704.13

      STRIKE DATE 22/11/2024
      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: EUR: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.30% p.a.
      ISIN XS2879216674
      NEXT POTENTIAL MATURITY DATE 24/11/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP December 2024
      ISIN: XS2879216914
      STRIKE DATE: 04/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610013905.82
      Eurostoxx 504,919.02006272.5
      Nikkei 22539,276.390065513.99
      S&P 5006,086.49007704.13

      STRIKE DATE 04/12/2024
      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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.80% p.a.
      ISIN XS2879216914
      NEXT POTENTIAL MATURITY DATE 04/12/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD December 2024
      ISIN: XS2879217052
      STRIKE DATE: 04/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,783.610013905.82
      Eurostoxx 504,919.02006272.5
      Nikkei 22539,276.390065513.99
      S&P 5006,086.49007704.13

      STRIKE DATE 04/12/2024
      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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50% p.a.
      ISIN XS2879217052
      NEXT POTENTIAL MATURITY DATE 04/12/2025

      EXPAND CLOSE
      Natixis 3 Year Banks Fixed Income USD November 2024
      ISIN: XS2736690350
      STRIKE DATE: 03/12/2024
      INDICATIVE PRICE: 102.68%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 102.68% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Barclays264.6000456.6
      UniCredit SpA37.500082.18
      BBVA9.150024.88
      Deutsche Bank AG16.730030.93

      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: 121.77%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 121.77% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261378.8507

      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: 154.50%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 154.50% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index338.0261378.8507

      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: 143.05%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY ABSA
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 143.05% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index340.1965378.8507

      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 504,935.45006272.5
      FTSE 1008,269.380010679.99
      S&P 5005,809.86007704.13
      Nikkei 22538,143.290065513.99

      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 MIB34,698.81051543.45
      Nikkei 22538,143.29065513.99
      SMI12,173.04013905.82
      Nasdaq 10020,232.8730478.86

      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: 111.09%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 111.09% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006272.5
      Nikkei 22538,283.850065513.99
      S&P 5005,969.34007704.13
      SMI11,716.500013905.82

      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: 112.53%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 112.53% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006272.5
      Nikkei 22538,283.850065513.99
      S&P 5005,969.34007704.13
      SMI11,716.500013905.82

      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 504,986.27006272.5
      FTSE 1008,358.250010679.99
      Nikkei 22538,981.750065513.99
      Russell 20002,276.09002835.574

      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 504,986.27006272.5
      FTSE 1008,358.250010679.99
      Nikkei 22538,981.750065513.99
      Russell 20002,276.09002835.574

      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