INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
ISIN: XS2814503525
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: 98.90%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.90% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400158.32
US CPI Urban Consumers NSA315.6640336.94

STRIKE DATE 15/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2814503525
NEXT POTENTIAL MATURITY DATE 15/11/2029

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
ISIN: XS2922146696
STRIKE DATE: 15/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,794.85006231.54
SMI11,627.040014967.73
Russell 20002,303.83502729.887
Nikkei 22538,642.910061077.9

STRIKE DATE 15/11/2024
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: 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 XS2922146696
NEXT POTENTIAL MATURITY DATE 17/02/2026

    EXPAND CLOSE
    Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
    ISIN: XS2922146423
    STRIKE DATE: 15/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,794.85006231.54
    SMI11,627.040014967.73
    Russell 20002,303.83502729.887
    Nikkei 22538,642.910061077.9

    STRIKE DATE 15/11/2024
    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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p,a.
    ISIN XS2922146423
    NEXT POTENTIAL MATURITY DATE 17/02/2026

      EXPAND CLOSE
      Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
      ISIN: XS2928180681
      STRIKE DATE: 15/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Banco Santander4.576510.824
      Deutsche Bank AG16.060032.585
      Commerzbank AG15.900038.73
      UniCredit SpA40.770077.18

      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 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 21.24% p.a.
      ISIN XS2928180681
      NEXT POTENTIAL MATURITY DATE 15/05/2025

        EXPAND CLOSE
        Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
        ISIN: XS2928239917
        STRIKE DATE: 16/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Société Générale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com232.9300260.21
        Microsoft451.5900535.93
        Nvidia Corporation132.0000181.6
        Tesla Inc463.0200343.69

        STRIKE DATE 16/12/2024
        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 XS2928239917
        NEXT POTENTIAL MATURITY DATE 16/12/2025

        EXPAND CLOSE
        Natixis 3 Year Fixed Income GBP December 2024
        ISIN: XS2736691085
        STRIKE DATE: 11/12/2024
        INDICATIVE PRICE: 98.19%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 98.19% (as at 06/11/2026 09:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,959.35006231.54
        Russell 20002,394.15902729.887
        Nikkei 22539,372.230061077.9

        STRIKE DATE 11/12/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736691085
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        Santander 70-60 Memory Income Autocall Nov 2024 GBP
        ISIN: XS2922141465
        STRIKE DATE: 12/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,744.69006231.54
        SMI11,712.090014967.73
        Nikkei 22539,376.090061077.9
        Russell 20002,391.84802729.887

        STRIKE DATE 12/11/2024
        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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.00% p.a.
        ISIN XS2922141465
        NEXT POTENTIAL MATURITY DATE 12/11/2025

          EXPAND CLOSE
          Citi 65-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2907340371
          STRIKE DATE: 12/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Citi
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,744.69006231.54
          SMI11,712.090014967.73
          Nikkei 22539,376.090061077.9
          Russell 20002,391.84802729.887

          STRIKE DATE 12/11/2024
          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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.44% p.a.
          ISIN XS2907340371
          NEXT POTENTIAL MATURITY DATE 12/11/2025

            EXPAND CLOSE
            BBVA Memory Knock-Out Autocall Nov 2024 USD
            ISIN: XS2879186661
            STRIKE DATE: 12/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,744.69006231.54
            S&P 5005,983.99007353.73
            Nikkei 22539,376.090061077.9
            FTSE MIB33,607.140050505.87

            STRIKE DATE 12/11/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 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 XS2879186661
            NEXT POTENTIAL MATURITY DATE 12/11/2025

              EXPAND CLOSE
              BNP Capital Protected Uncapped Participation Note USD Nov 2024
              ISIN: XS2880922146
              STRIKE DATE: 08/11/2024
              INDICATIVE PRICE: 97.14%
              STATUS: Live
              FACTSHEET: CONTACT

              COUNTERPARTY BNP Paribas
              TYPE Note
              CURRENCY USD
              CURRENT PRICE 97.14% (as at 06/11/2026 09:26 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              BNP Paribas Paribas World Futures RC8 Index225.4888233.1598

              STRIKE DATE 08/11/2024
              RETURN & BARRIERS
              Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
              P.A. RETURN
              ISIN XS2880922146
              NEXT POTENTIAL MATURITY DATE 08/11/2029

              EXPAND CLOSE
              Santander Quad Index Capital Protected Autocall Nov 2024 USD
              ISIN: XS2901358692
              STRIKE DATE: 08/11/2024
              INDICATIVE PRICE: 112.49%
              STATUS: Live
              FACTSHEET: CONTACT

              COUNTERPARTY Santander
              TYPE Note
              CURRENCY USD
              CURRENT PRICE 112.49% (as at 06/11/2026 09:26 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI11,797.720014967.73
              S&P 5005,995.54007353.73
              Nikkei 22539,500.370061077.9
              Eurostoxx 504,802.76006231.54

              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 Inc589.3400605.08
              Royal Caribbean Cruise225.2700322.73
              Microsoft422.5400535.93
              Nvidia Corporation147.6300181.6

              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: 98.62%
                STATUS: Live
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY USD
                CURRENT PRICE 98.62% (as at 06/11/2026 09:26 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,959.35006231.54
                Russell 20002,394.15902729.887
                Nikkei 22539,372.230061077.9

                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 504,959.35006231.54
                Nikkei 22539,372.230061077.9
                Russell 20002,394.15902729.887

                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 504,951.74006231.54
                FTSE MIB34,524.700050505.87
                Nikkei 22539,367.580061077.9
                S&P 5006,034.91007353.73

                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 504,951.74006231.54
                FTSE MIB34,524.700050505.87
                Nikkei 22539,367.580061077.9
                S&P 5006,034.91007353.73

                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 50XS29221390556231.54
                FTSE MIB34,524.700050505.87
                Nikkei 22539,367.580061077.9
                S&P 5006,034.91007353.73

                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: 118.94%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY ZAR
                CURRENT PRICE 118.94% (as at 06/11/2026 09:26 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                S&P/ASX 2008,160.02909065.067

                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: 116.20%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY ZAR
                CURRENT PRICE 116.20% (as at 06/11/2026 09:26 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                BNP Paribas Multi Asset Diversified 5 Index280.2577294.4415

                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 5005,712.69007353.73
                FTSE MIB34,540.730050505.87
                HSI20,567.520024796.98
                FTSE 1008,184.240010782.66

                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