INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Jan 2025
ISIN: XS2903143563
STRIKE DATE: 07/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
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 07/01/2025
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: 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 XS2903143563
NEXT POTENTIAL MATURITY DATE 07/01/2026

EXPAND CLOSE
Goldman Sachs AI 70-70 Low Hurdle Autocall November 2024 USD
ISIN: XS2926197232
STRIKE DATE: 27/11/2024
INDICATIVE PRICE: 74.83%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 74.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle182.7000115.16
IBM226.9200247.11
UiPath Inc14.090013.01

STRIKE DATE 27/11/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 30 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 12.45% Quarterly (24.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2926197232
NEXT POTENTIAL MATURITY DATE 27/05/2027

EXPAND CLOSE
BNP Rainbow Basket Cap Protected Participation Note Nov 2024 ZAR
ISIN: XS2883786225
STRIKE DATE: 01/11/2024
INDICATIVE PRICE: 112.29%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 112.29% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 10Y T-Note Fut ER186.6492182.5869
S&P 500 Futures Excess Return Index487.9400582.42

STRIKE DATE 01/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 200% Uncapped Participation (No Maximum Return at Maturity) on the Rainbow Basket (70% of best performing underlying, 30% of the worst) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2883786225
NEXT POTENTIAL MATURITY DATE 01/11/2029

EXPAND CLOSE
Goldman Sachs Weighted Basket Growth Participation Oct 2024 USD
ISIN: XS2769566048
STRIKE DATE: 30/10/2024
INDICATIVE PRICE: 113.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.91% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,159.630010782.66
S&P 5005,813.67007353.73
Eurostoxx 504,885.75006231.54
iShares MSCI Emerging Markets (EEM)44.740058.05
Nikkei 22539,277.390061077.9

STRIKE DATE 30/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 140% Capped Participation in the averaged in and out basket at Maturity, Capped at 40% Growth = Max Return: 56.00% at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2769566048
NEXT POTENTIAL MATURITY DATE 30/10/2029

EXPAND CLOSE
Morgan Stanley 85-65 Memory Income Autocall Oct 2024 USD
ISIN: XS2877655253
STRIKE DATE: 09/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22539,277.960061077.9
SMI12,122.930014967.73
S&P 5005,792.04007353.73
Eurostoxx 504,982.57006231.54

STRIKE DATE 09/10/2024
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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2877655253
NEXT POTENTIAL MATURITY DATE 09/10/2025

    EXPAND CLOSE
    GS One Star Triple Index Classic Autocall Oct 2024 ZAR
    ISIN: ZAE000340568
    STRIKE DATE: 11/10/2024
    INDICATIVE PRICE: 129.80%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 129.80% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22539,605.800061077.9
    Nasdaq 10020,271.970026629.81
    Eurostoxx 505,003.92006231.54

    STRIKE DATE 11/10/2024
    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: ZAR: 17.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN ZAE000340568
    NEXT POTENTIAL MATURITY DATE 12/10/2027

    EXPAND CLOSE
    BNP 118% Uncapped Participation Growth Note Sep 2024 ZAR
    ISIN: ZAE000339586
    STRIKE DATE: 17/09/2024
    INDICATIVE PRICE: 126.73%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 126.73% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,634.58007353.73
    USDZAR17.640016.4838

    STRIKE DATE 17/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 118% Uncapped Participation on the performance of the SPX. Return is multiplied by the difference in the USDZAR Exchange Rate Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339586
    NEXT POTENTIAL MATURITY DATE 17/09/2029

    EXPAND CLOSE
    BNP 800% Participation Capital Protected Note ZAR Sep 2024
    ISIN: ZAE000339743
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 114.70%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 114.70% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index283.1345294.4415

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000339743
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: DE000UG0FD00
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,494.830050505.87
    FTSE 1008,262.080010782.66
    Nikkei 22538,283.850061077.9
    Nasdaq 10020,776.230026629.81

    STRIKE DATE 22/11/2024
    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: 1.875% 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 DE000UG0FD00
    NEXT POTENTIAL MATURITY DATE 24/11/2025

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
      ISIN: XS2892505491
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006231.54
      SMI11,716.500014967.73
      Nikkei 22538,283.850061077.9
      Russell 20002,406.67002729.887

      STRIKE DATE 22/11/2024
      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: 1.875% 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 XS2892505491
      NEXT POTENTIAL MATURITY DATE 25/11/2025

        EXPAND CLOSE
        Natixis 4 Year Annual Fixed Income Nov 2024 USD
        ISIN: XS2736691242
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: 103.05%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 103.05% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08006231.54
        Russell 20002,406.67002729.887
        FTSE 1008,262.080010782.66
        Nikkei 22538,283.850061077.9

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        7.01% Annual Fixed Income 60% European Barrier
        P.A. RETURN
        ISIN XS2736691242
        NEXT POTENTIAL MATURITY DATE 22/11/2028

        EXPAND CLOSE
        BBVA Low Hurdle Autocall Nov 2024 GBP
        ISIN: XS2892499232
        STRIKE DATE: 22/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,789.08006231.54
        FTSE 1008,262.080010782.66
        Nikkei 22538,283.850061077.9

        STRIKE DATE 22/11/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.70% p.a.
        ISIN XS2892499232
        NEXT POTENTIAL MATURITY DATE 25/11/2025

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
          ISIN: XS2917923752
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 111.68%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 111.68% (as at 06/11/2026 09:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900061077.9
          FTSE MIB33,766.290050505.87
          S&P/ASX 2008,066.96209065.067

          STRIKE DATE 20/12/2024
          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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2917923752
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
          ISIN: XS2917923679
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: 111.68%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 111.68% (as at 06/11/2026 09:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,701.900061077.9
          FTSE MIB33,766.290050505.87
          S&P/ASX 2008,066.96209065.067

          STRIKE DATE 20/12/2024
          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: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2917923679
          NEXT POTENTIAL MATURITY DATE 20/12/2027

          EXPAND CLOSE
          BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
          ISIN: XS2880947135
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: 126.91%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE 126.91% (as at 06/11/2026 09:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          DAX19,189.190026325.01
          SMI11,639.600014967.73
          Nikkei 22538,220.850061077.9

          STRIKE DATE 18/11/2024
          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: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2880947135
          NEXT POTENTIAL MATURITY DATE 18/11/2027

          EXPAND CLOSE
          UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2937232499
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,109.320010782.66
          FTSE MIB33,758.430050505.87
          Nikkei 22538,220.850061077.9
          Russell 20002,306.34002729.887

          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: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.60% p.a.
          ISIN XS2937232499
          NEXT POTENTIAL MATURITY DATE 18/11/2025

            EXPAND CLOSE
            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 1008,109.320010782.66
            FTSE MIB33,758.430050505.87
            Nikkei 22538,220.850061077.9
            S&P 5005,893.62007353.73

            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 1008,109.320010782.66
              FTSE MIB33,758.430050505.87
              Nikkei 22538,220.850061077.9
              S&P 5005,893.62007353.73

              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 504,790.33006231.54
                Nikkei 22538,220.850061077.9
                Nasdaq 10020,539.190026629.81

                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 504,965.53006231.54
                  FTSE MIB34,857.370050505.87
                  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: 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