INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 504,935.45006168.26
FTSE 1008,269.380010840.35
S&P 5005,809.86007744.06
Nikkei 22538,143.290064425.95

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 MIB34,698.81049397.55
Nikkei 22538,143.29064425.95
SMI12,173.04014349.51
Nasdaq 10020,232.8729935.59

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: 110.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.92% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006168.26
Nikkei 22538,283.850064425.95
S&P 5005,969.34007744.06
SMI11,716.500014349.51

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: 112.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 112.28% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006168.26
Nikkei 22538,283.850064425.95
S&P 5005,969.34007744.06
SMI11,716.500014349.51

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 504,986.27006168.26
FTSE 1008,358.250010840.35
Nikkei 22538,981.750064425.95
Russell 20002,276.09002767.269

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 504,986.27006168.26
FTSE 1008,358.250010840.35
Nikkei 22538,981.750064425.95
Russell 20002,276.09002767.269

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
BBVA 75-60 Memory Income Autocall GBP November 2024
ISIN: XS2879181431
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006168.26
FTSE MIB34,191.790049397.55
Nikkei 22538,642.910064425.95
Russell 20002,303.83502767.269

STRIKE DATE 15/11/2024
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: GBP: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2879181431
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall USD November 2024
ISIN: XS2879181357
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006168.26
FTSE MIB34,191.790049397.55
Nikkei 22538,642.910064425.95
Russell 20002,303.83502767.269

STRIKE DATE 15/11/2024
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: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2879181357
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
Société Générale US Tech early low hurdle autocall USD November 2024 – Factsheet upon request
ISIN: XS2882050607
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com202.6100254.76
Microsoft415.0000539.44
Tesla Motors320.7200
Nvidia Corporation141.9800217.23

STRIKE DATE 15/11/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2882050607
NEXT POTENTIAL MATURITY DATE 15/08/2025

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 USD
ISIN: XS2881894633
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030070.06
Glencore424.2500574.1
Newmont Corp54.3000115.79

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: USD: 6.90% Semi-Annually (13.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881894633
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 GBP
ISIN: XS2881895796
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030070.06
Glencore424.2500574.1
Newmont Corp54.3000115.79

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months 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
ISIN XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income October 2024 USD
ISIN: XS2736686671
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 102.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.48% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92006168.26
Russell 20002,234.41002767.269
FTSE 1008,253.650010840.35
Nikkei 22539,605.800064425.95

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.55% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL GBP November 2024
ISIN: XS2920448284
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006168.26
FTSE MIB33,981.230049397.55
Nikkei 22539,381.410064425.95
S&P 5005,973.10007744.06

STRIKE DATE 07/11/2024
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: GBP: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL USD November 2024
ISIN: XS2920448367
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006168.26
FTSE MIB33,981.230049397.55
Nikkei 22539,381.410064425.95
S&P 5005,973.10007744.06

STRIKE DATE 07/11/2024
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 XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income GBP November 2024 
ISIN: XS2901354436
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.85% (as at 16/10/2026 10:16 UK Time)

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

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income USD November 2024
ISIN: XS2901354519
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 99.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.03% (as at 16/10/2026 10:16 UK Time)

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

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall October 2024 USD
ISIN: XS2877606710
STRIKE DATE: 04/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10020,035.020029935.59
Nikkei 22538,635.620064425.95
Eurostoxx 504,954.94006168.26

STRIKE DATE 04/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.00% Semi-Annually (14.00% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 14% p.a.
ISIN XS2877606710
NEXT POTENTIAL MATURITY DATE 06/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD November 2024
    ISIN: XS2802449533
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200014349.51
    Eurostoxx 504,877.75006168.26
    Nikkei 22538,053.670064425.95
    S&P 5005,728.80007744.06

    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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.00% p.a.
    ISIN XS2802449533
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP November 2024
    ISIN: XS2802449459
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200014349.51
    Eurostoxx 504,877.75006168.26
    Nikkei 22538,053.670064425.95
    S&P 5005,728.80007744.06

    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: GBP: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2802449459
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    Soc-Gen Memory Income Reducing Autocall September 2024 USD
    ISIN: XS2881880848
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: 87.45%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 87.45% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Starbucks Corp97.470096.88
    Nvidia Corporation124.0400217.23
    Carnival Corp18.680026.46
    Oracle168.1000134.47

    STRIKE DATE 26/09/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2.00% quarterly Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
    P.A. RETURN
    ISIN XS2881880848
    NEXT POTENTIAL MATURITY DATE 28/12/2026

    EXPAND CLOSE