INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Enhanced Protection Memory Income Autocall July 2024 USD
ISIN: XS2760227335
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170014475.13
Eurostoxx 504,861.87006545.47
Nikkei 22539,154.850068308.59
S&P 5005,427.13007798.99

STRIKE DATE 24/07/2024
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: 3.45% Semi-annual (6.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 6.90% p.a.
ISIN XS2760227335
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall July 2024 USD
ISIN: XS2760227251
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170014475.13
Eurostoxx 504,861.87006545.47
S&P 5005,427.13007798.99
Nikkei 22539,154.850068308.59

STRIKE DATE 24/07/2024
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: 5.85% Quarterly (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.70%
ISIN XS2760227251
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
Citi Enhanced Protection Classic Autocall July 2024 GBP
ISIN: XS2814683087
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,153.690010772.67
S&P/TSX 601,351.62302168.34
Nasdaq 10019,032.390030084.5
Nikkei 22539,154.850068308.59

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Fixed Income Rate: GBP: 8.50% p.a. (Paid Semi-annual) Capital Risk: Not capital protected Capital Protection Barrier: 55% Geared put strike
P.A. RETURN 8.50% p.a.
ISIN XS2814683087
NEXT POTENTIAL MATURITY DATE 24/07/2025

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2024 GBP
ISIN: XS2805591133
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 117.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 117.89% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.340039.86
UniCredit SpA39.100085.41
BBVA10.100024.91

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.00%
ISIN XS2805591133
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Aug 2024
ISIN: XS2856233833
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 111.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.18% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006545.47
Nikkei 22538,110.220068308.59
S&P 5005,616.84007798.99
SMI12,354.350014475.13

STRIKE DATE 23/08/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856233833
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall USD Aug 2024
ISIN: XS2856234567
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 113.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 113.27% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006545.47
Nikkei 22538,110.220068308.59
S&P 5005,616.84007798.99
SMI12,354.350014475.13

STRIKE DATE 23/08/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic 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 XS2856234567
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Index & ETF Reducing Autocall Jul 2024 USD
ISIN: XS2846407489
STRIKE DATE: 22/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF145.76179.17
Nikkei 22539,599.0068308.59
Nasdaq 10019,822.8730084.5

STRIKE DATE 22/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level, reducing to 80% at Yr 2 and 65% on Yr 3 Coupon Rate: USD: 10.90% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.90% p.a.
ISIN XS2846407489
NEXT POTENTIAL MATURITY DATE 22/07/2026

    EXPAND CLOSE
    CITI DEVELOPED MARKETS SEMI-ANNUAL CLASSIC AUTOCALL EUR aug 2024 – Factsheet Upon request
    ISIN: XS2856281055
    STRIKE DATE: 22/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citigroup Global Markets Limited
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,310.930053693.27
    HSI17,641.000025396.51
    S&P 5005,570.64007798.99

    STRIKE DATE 22/08/2024
    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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2856281055
    NEXT POTENTIAL MATURITY DATE 22/08/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall GBP SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
    ISIN: XS2868924775
    STRIKE DATE: 09/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,778.66006545.47
    FTSE MIB33,590.340053693.27
    Nikkei 22536,215.750068308.59
    S&P 5005,471.05007798.99

    STRIKE DATE 09/09/2024
    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: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.75% p.a.
    ISIN XS2868924775
    NEXT POTENTIAL MATURITY DATE 09/09/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall USD SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
    ISIN: XS2868924692
    STRIKE DATE: 09/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,778.66006545.47
    FTSE MIB33,590.340053693.27
    Nikkei 22536,215.750068308.59
    S&P 5005,471.05007798.99

    STRIKE DATE 09/09/2024
    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: 60% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS2868924692
    NEXT POTENTIAL MATURITY DATE 09/09/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Aug 2024
    ISIN: XS2802393210
    STRIKE DATE: 18/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,840.52006545.47
    FTSE 1008,311.410010772.67
    Nikkei 22538,062.670068308.59
    S&P 5005,554.25007798.99

    STRIKE DATE 18/08/2024
    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: 3.16% Semi-Annual (6.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.32% p.a.
    ISIN XS2802393210
    NEXT POTENTIAL MATURITY DATE 18/08/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Aug 2024
    ISIN: XS2802393137
    STRIKE DATE: 16/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,840.52006545.47
    FTSE 1008,311.410010772.67
    Nikkei 22538,062.670068308.59
    S&P 5005,554.25007798.99

    STRIKE DATE 16/08/2024
    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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN XS2802393137
    NEXT POTENTIAL MATURITY DATE 18/08/2025

    EXPAND CLOSE
    Societe Generale US Stocks Defensive Autocall July 2024 USD
    ISIN: XS2845821797
    STRIKE DATE: 12/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Meta Platform Inc498.8700594.97
    Tesla Motors248.2300
    Carnival Corp18.230028.42
    Advanced Micro Devices181.6100483.01

    STRIKE DATE 12/07/2024
    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: 5.825% Quarterly (23.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 23.30% p.a.
    ISIN XS2845821797
    NEXT POTENTIAL MATURITY DATE 14/07/2025

    EXPAND CLOSE
    Goldman Sachs Cap Protected Uncapped Participation Jul 2024 USD
    ISIN: XS2482852907
    STRIKE DATE: 05/07/2024
    INDICATIVE PRICE: 119.72%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 119.72% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,567.19007798.99
    Eurostoxx 504,979.39006545.47

    STRIKE DATE 05/07/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 140% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2482852907
    NEXT POTENTIAL MATURITY DATE 05/07/2029

    EXPAND CLOSE
    Citi 60-60 Memory Income Autocall July 2024 USD
    ISIN: XS2814638701
    STRIKE DATE: 09/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,139.810010772.67
    Nikkei 22541,580.170068308.59
    S&P 5005,576.98007798.99

    STRIKE DATE 09/07/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.735% Quarterly (6.94% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.94% p.a.
    ISIN XS2814638701
    NEXT POTENTIAL MATURITY DATE 09/07/2026

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income July 2024 USD
      ISIN: XS2801463311
      STRIKE DATE: 08/07/2024
      INDICATIVE PRICE: 97.44%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.44% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,763.16509188.494
      Nikkei 22540,780.700068308.59
      OMX Stockholm 302,564.30303281.461

      STRIKE DATE 08/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 3.00% p.a. (Semi-Annual) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2801463311
      NEXT POTENTIAL MATURITY DATE 15/07/2027

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE 60-60 MEMORY INCOME KNOCK-OUT USD AUG 2024
      ISIN: XS2845792915
      STRIKE DATE: 14/08/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com170.1000265.13
      Microsoft416.8600496.88
      Tesla Motors201.3800
      Nvidia Corporation118.0800225.3

      STRIKE DATE 14/08/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2845792915
      NEXT POTENTIAL MATURITY DATE 14/02/2025

      EXPAND CLOSE
      Citi 100% Capital Protected Autocall GBP Jul 2024
      ISIN: XS2848100827
      STRIKE DATE: 23/07/2024
      INDICATIVE PRICE: 111.64%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 111.64% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,278.820014475.13
      Eurostoxx 504,916.80006545.47
      Nikkei 22539,594.390068308.59
      S&P 5005,555.74007798.99

      STRIKE DATE 23/07/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2848100827
      NEXT POTENTIAL MATURITY DATE 23/07/2027

      EXPAND CLOSE
      Barclays 3 Year Triple Index Fixed Income GBP AUG 2024
      ISIN: XS2805592537
      STRIKE DATE: 01/08/2024
      INDICATIVE PRICE: 97.12%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.12% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,765.72006545.47
      OMX Stockholm 302,547.17603281.461
      Nikkei 22538,126.330068308.59

      STRIKE DATE 01/08/2024
      RETURN & BARRIERS
      Source: Barclays: 03.07.2024 Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.23% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2805592537
      NEXT POTENTIAL MATURITY DATE 02/08/2027

      EXPAND CLOSE
      CITI 85-65 Memory Income Autocall EUR JUL 2024
      ISIN: XS2828710330
      STRIKE DATE: 23/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10019,754.340030084.5
      Eurostoxx 504,916.80006545.47
      Nikkei 22539,594.390068308.59
      SMI12,278.820014475.13

      STRIKE DATE 23/07/2024
      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: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.40% p.a.
      ISIN XS2828710330
      NEXT POTENTIAL MATURITY DATE 23/01/2026

      EXPAND CLOSE