INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Quad Index Capital Protected Autocall Nov 2024 USD
ISIN: XS2901358692
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 112.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 112.56% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,797.720014349.51
S&P 5005,995.54007744.06
Nikkei 22539,500.370064425.95
Eurostoxx 504,802.76006168.26

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 Inc589.3400736.72
Royal Caribbean Cruise225.2700280.01
Microsoft422.5400539.44
Nvidia Corporation147.6300217.23

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: 98.47%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.47% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,959.35006168.26
    Russell 20002,394.15902767.269
    Nikkei 22539,372.230064425.95

    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 504,959.35006168.26
    Nikkei 22539,372.230064425.95
    Russell 20002,394.15902767.269

    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 504,951.74006168.26
    FTSE MIB34,524.700049397.55
    Nikkei 22539,367.580064425.95
    S&P 5006,034.91007744.06

    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 504,951.74006168.26
    FTSE MIB34,524.700049397.55
    Nikkei 22539,367.580064425.95
    S&P 5006,034.91007744.06

    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
    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 50XS29221390556168.26
    FTSE MIB34,524.700049397.55
    Nikkei 22539,367.580064425.95
    S&P 5006,034.91007744.06

    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: 116.84%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 116.84% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2008,160.02908719.719

    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: 127.04%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 127.04% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index280.2577302.1678

    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 5005,712.69007744.06
    FTSE MIB34,540.730049397.55
    HSI20,567.520024062.72
    FTSE 1008,184.240010840.35

    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 Inc222.9100342
    Nvidia Corporation135.4000217.23
    Amazon.com197.9300254.76
    Microsoft410.3700539.44

    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 504,877.75006168.26
      FTSE 1008,177.150010840.35

      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 20002,196.65202767.269
        S&P 5005,705.45007744.06
        FTSE MIB34,281.240049397.55
        Nikkei 22539,081.250064425.95

        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 MIB33,494.830049397.55
        HSI19,229.970024062.72
        S&P 5005,969.34007744.06

        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
        SMI11,783.610014349.51
        Eurostoxx 504,919.02006168.26
        Nikkei 22539,276.390064425.95
        S&P 5006,086.49007744.06

        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
        SMI11,783.610014349.51
        Eurostoxx 504,919.02006168.26
        Nikkei 22539,276.390064425.95
        S&P 5006,086.49007744.06

        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: 103.01%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 103.01% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Barclays264.6000432.4
        UniCredit SpA37.500075.14
        BBVA9.150022.99
        Deutsche Bank AG16.730029.12

        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: 120.65%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 120.65% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas Multi Asset Global Diversified Index338.0261376.6326

        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: 151.31%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 151.31% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas Multi Asset Global Diversified Index338.0261376.6326

        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: 143.35%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY ABSA
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 143.35% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas Multi Asset Global Diversified Index340.1965376.6326

        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