INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Mar 2024 GBP
ISIN: XS2696264295
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700013134.14
Eurostoxx 504,993.12005930.25
Nikkei 22538,807.380059349.17
S&P 5005,150.48007064.01

STRIKE DATE 14/03/2024
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: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70
ISIN XS2696264295
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2696263990
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700013134.14
Eurostoxx 504,993.12005930.25
Nikkei 22538,807.380059349.17
S&P 5005,150.48007064.01

STRIKE DATE 14/03/2024
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2696263990
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
Soc Gen US Stocks 80-60 Memory Income Autocall Feb 2024 USD
ISIN: XS2746251714
STRIKE DATE: 13/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft406.3200424.16
Apple Inc185.0400266.17
Honeywell International193.9400222.14
Verizon Communications Inc40.130046.27

STRIKE DATE 13/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2746251714
NEXT POTENTIAL MATURITY DATE 13/02/2025

EXPAND CLOSE
BBVA Microchips 70-70 Low Hurdle Autocall Feb 2024 GBP
ISIN: XS2696243539
STRIKE DATE: 05/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices174.2300284.49
Intel42.770066.26
Nvidia Corporation69.3320199.88

STRIKE DATE 05/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 20.60% p.a.
ISIN XS2696243539
NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall Mar 2024 EUR
    ISIN: XS2712394753
    STRIKE DATE: 08/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,961.11005930.25
    HSI16,353.390026487.48
    S&P 5005,123.69007064.01

    STRIKE DATE 08/03/2024
    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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2712394753
    NEXT POTENTIAL MATURITY DATE 10/03/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2024 USD
    ISIN: XS2696235865
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010498.09
    Eurostoxx 504,885.74005930.25
    Nikkei 22539,239.520059349.17
    S&P 5005,078.18007064.01

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.50% p.a.
    ISIN XS2696235865
    NEXT POTENTIAL MATURITY DATE 27/08/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD
    ISIN: DE000HD1SA50
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010498.09
    S&P 5004,845.65007064.01
    Nikkei 22536,286.710059349.17
    Eurostoxx 504,648.40005930.25

    STRIKE DATE 31/01/2024
    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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN DE000HD1SA50
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: DE000HD1SA68
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010498.09
    S&P 5004,845.65007064.01
    Nikkei 22536,286.710059349.17
    Eurostoxx 504,648.40005930.25

    STRIKE DATE 31/01/2024
    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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN DE000HD1SA68
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    Goldman Sachs 80-70 Memory Income Autocall GBP Jan 2024
    ISIN: XS2691681535
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB30,744.240047903.29
    Nikkei 22536,286.710059349.17
    Nasdaq 10017,137.240026479.47
    Eurostoxx 504,648.40005930.25

    STRIKE DATE 31/01/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2691681535
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    BNP Global Growth Note Jan 2024 USD
    ISIN: XS2703288816
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: 135.68%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 135.68% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,648.40005930.25
    Nikkei 22536,286.710059349.17
    S&P 5004,845.65007064.01

    STRIKE DATE 31/01/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
    P.A. RETURN
    ISIN XS2703288816
    NEXT POTENTIAL MATURITY DATE 31/01/2029

    EXPAND CLOSE
    BNP Paribas Capital Protected Income & Growth Feb 2024 USD
    ISIN: XS2705282106
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: 108.70%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.70% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010498.09
    Eurostoxx 504,885.74005930.25
    S&P 5005,078.18007064.01
    Nikkei 22539,239.520059349.17

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2705282106
    NEXT POTENTIAL MATURITY DATE 08/03/2027

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Jan 2024 USD
    ISIN: XS2663312408
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: 99.12%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.12% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,564.11005930.25
    FTSE 1007,527.670010498.09
    Nikkei 22536,226.480059349.17
    S&P 5004,868.55007064.01

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2663312408
    NEXT POTENTIAL MATURITY DATE 24/01/2027

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Jan 2024 GBP
    ISIN: XS2742620524
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG10.790035.94
    UniCredit SpA26.995067.01
    BBVA8.226019.23

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 8.27% p.a.
    ISIN XS2742620524
    NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      UniCredit 3 Year HSCEI Recovery Note USD Jan 2024
      ISIN: DE000HD1YLK1
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: 219.21%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 219.21% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSCEI12,382.08008943.54

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
      P.A. RETURN
      ISIN DE000HD1YLK1
      NEXT POTENTIAL MATURITY DATE 22/01/2027

      EXPAND CLOSE
      Morgan Stanley 85-60 Memory Income Autocall Jan 2024 GBP
      ISIN: XS2722730491
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,564.11005930.25
      Nikkei 22536,226.480059349.17
      S&P 5004,868.55007064.01

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.24% p.a.
      ISIN XS2722730491
      NEXT POTENTIAL MATURITY DATE 24/01/2025

        EXPAND CLOSE
        UniCredit 85-60 Memory Income Autocall Jan 2024 GBP
        ISIN: DE000HD1WF67
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,527.670010498.09
        Eurostoxx 504,564.11005930.25
        Nikkei 22536,226.480059349.17
        S&P 5004,868.55007064.01

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.47% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.94% p.a.
        ISIN DE000HD1WF67
        NEXT POTENTIAL MATURITY DATE 24/01/2025

          EXPAND CLOSE
          Barclays Major Markets Fixed Income Jan 2024 USD
          ISIN: XS2694376422
          STRIKE DATE: 24/01/2024
          INDICATIVE PRICE: 97.88%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 97.88% (as at 22/04/2026 09:46 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,564.11005930.25
          S&P 5004,868.55007064.01
          Nikkei 22536,226.480059349.17

          STRIKE DATE 24/01/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2694376422
          NEXT POTENTIAL MATURITY DATE 25/01/2027

          EXPAND CLOSE
          Goldman Sachs Dual Index Capital Protected Accelerator Jan 2024 USD
          ISIN: XS2688781140
          STRIKE DATE: 24/01/2024
          INDICATIVE PRICE: 119.68%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 119.68% (as at 22/04/2026 09:46 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI11,196.820013134.14
          Eurostoxx 504,564.11005930.25

          STRIKE DATE 24/01/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Participation Participation Rate: USD: 200% participation in the Equally Weighted Basket (Capped at 15% Growth: Max Return: 30%) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
          P.A. RETURN
          ISIN XS2688781140
          NEXT POTENTIAL MATURITY DATE 25/01/2027

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income feb 2024 USD
          ISIN: XS2662069504
          STRIKE DATE: 20/02/2024
          INDICATIVE PRICE: 99.53%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 99.53% (as at 22/04/2026 09:46 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,760.28005930.25
          S&P 5004,975.51007064.01
          Nikkei 22538,363.610059349.17

          STRIKE DATE 20/02/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662069504
          NEXT POTENTIAL MATURITY DATE 22/02/2027

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income feb 2024 GBP
          ISIN: XS2662069686
          STRIKE DATE: 20/02/2024
          INDICATIVE PRICE: 99.49%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 99.49% (as at 22/04/2026 09:46 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,760.28005930.25
          S&P 5004,975.51007064.01
          Nikkei 22538,363.610059349.17

          STRIKE DATE 20/02/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662069686
          NEXT POTENTIAL MATURITY DATE 22/02/2027

          EXPAND CLOSE