INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
GS Capital Protected Growth Participation Note April 2024 USD
ISIN: XS2688537823
STRIKE DATE: 18/04/2024
INDICATIVE PRICE: 125.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 125.56% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,011.12007483.24
Eurostoxx 504,936.57006412.68

STRIKE DATE 18/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2688537823
NEXT POTENTIAL MATURITY DATE 18/04/2029

EXPAND CLOSE
SG Global Banks 50-50 Memory Income Autocall Apr 2024 USD
ISIN: XS2781266411
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG13.880037.72
UniCredit SpA35.330081.96
Goldman Sachs424.00001021
Barclays192.2400522.3

STRIKE DATE 23/04/2024
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: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2781266411
NEXT POTENTIAL MATURITY DATE 23/04/2025

    EXPAND CLOSE
    SG Global Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
    ISIN: XS2781310250
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 82.74%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 82.74% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    ASML Holding NV834.30001634.4
    Microsoft407.5700390.49
    L'Oreal440.7000382.45
    Sanofi88.850075.81

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level (Reduced by 2.50% every 6 months) Memory Income Rate: USD: 5.44% Semi-Annual (10.88% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2781310250
    NEXT POTENTIAL MATURITY DATE 23/10/2026

    EXPAND CLOSE
    SG Memory Income Reducing Knock-Out Autocall Apr 2024 USD
    ISIN: XS2781310177
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Rivian Automotive Inc9.040018.63
    NIO Inc4.01004.79
    BYD Company Limited197.500084.1

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger: 70% of initial level (Reduced by 5% every 3 months) Memory Income Rate: USD: 6.40% Quarterly (25.60% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
    P.A. RETURN 25.60% p.a.
    ISIN XS2781310177
    NEXT POTENTIAL MATURITY DATE 23/04/2025

      EXPAND CLOSE
      SG US Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
      ISIN: XS2781310334
      STRIKE DATE: 23/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com179.5400242.67
      Meta Platform Inc496.1000582.9
      Nvidia Corporation82.4230194.83
      Tesla Motors144.6800

      STRIKE DATE 23/04/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level (Reduced by 1.75% every 6 months) Memory Income Rate: USD: 8.60% Semi-Annual (17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 17.20% p.a.
      ISIN XS2781310334
      NEXT POTENTIAL MATURITY DATE 23/04/2025

        EXPAND CLOSE
        SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL May USD 2024 – FACTSHEET UPON REQUEST
        ISIN: XS2781342378
        STRIKE DATE: 24/05/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Société Générale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com180.7500242.67
        Microsoft430.1600390.49
        Tesla Motors179.2400
        Nvidia Corporation106.4690194.83

        STRIKE DATE 24/05/2024
        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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 24% p.a.
        ISIN XS2781342378
        NEXT POTENTIAL MATURITY DATE 25/11/2024

        EXPAND CLOSE
        Natixis 3 year triple index fixed income GBP May 2024
        ISIN: XS2662084057
        STRIKE DATE: 23/05/2024
        INDICATIVE PRICE: 99.17%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 99.17% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,037.60006412.68
        S&P 5005,267.84007483.24
        Nikkei 22539,103.220069744.07

        STRIKE DATE 23/05/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2662084057
        NEXT POTENTIAL MATURITY DATE 24/05/2027

        EXPAND CLOSE
        Natixis 3 year triple index fixed income USD May 2024
        ISIN: XS2662083919
        STRIKE DATE: 23/05/2024
        INDICATIVE PRICE: 99.60%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 99.60% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,037.60006412.68
        S&P 5005,267.84007483.24
        Nikkei 22539,103.220069744.07

        STRIKE DATE 23/05/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2662083919
        NEXT POTENTIAL MATURITY DATE 24/05/2027

        EXPAND CLOSE
        BBVA Developed Indices Classic Autocall April 2024 USD
        ISIN: XS2696277867
        STRIKE DATE: 19/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/TSX 601,307.47102068.89
        IBEX 3510,729.500019852.4
        Nikkei 22537,068.350069744.07
        S&P 5004,967.23007483.24

        STRIKE DATE 19/04/2024
        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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 10.00% p.a.
        ISIN XS2696277867
        NEXT POTENTIAL MATURITY DATE 20/10/2025

        EXPAND CLOSE
        BBVA Diversified Indices Classic Autocall April 2024 USD
        ISIN: XS2696277784
        STRIKE DATE: 19/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 302,502.07003247.031
        IBEX 3510,729.500019852.4
        Nikkei 22537,068.350069744.07
        S&P 5004,967.23007483.24

        STRIKE DATE 19/04/2024
        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: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 10.32% p.a.
        ISIN XS2696277784
        NEXT POTENTIAL MATURITY DATE 20/10/2025

        EXPAND CLOSE
        UBS 85-70 Memory Income Autocall GBP Apr 2024
        ISIN: XS2806491804
        STRIKE DATE: 17/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY UBS AG
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,914.13006412.68
        Nikkei 22537,961.800069744.07
        Russell 20001,947.94702996.11

        STRIKE DATE 17/04/2024
        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: 70% Final level (European style)
        P.A. RETURN 7.75% p.a.
        ISIN XS2806491804
        NEXT POTENTIAL MATURITY DATE 17/10/2025

          EXPAND CLOSE
          Citi 85-65 Memory Income Autocall GBP May 2024 – Factsheet upon request
          ISIN: XS2795457709
          STRIKE DATE: 17/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

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

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,420.260010679.03
          FTSE MIB35,398.820052818.85
          S&P 5005,303.27007483.24

          STRIKE DATE 17/05/2024
          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: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 6.60% p.a.
          ISIN XS2795457709
          NEXT POTENTIAL MATURITY DATE 18/05/2026

          EXPAND CLOSE
          Citi 85-65 Memory Income Autocall USD May 2024 – Factsheet upon request
          ISIN: XS2795457881
          STRIKE DATE: 17/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

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

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,420.260010679.03
          FTSE MIB35,398.820052818.85
          S&P 5005,303.27007483.24

          STRIKE DATE 17/05/2024
          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: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 7.40% p.a.
          ISIN XS2795457881
          NEXT POTENTIAL MATURITY DATE 18/05/2026

          EXPAND CLOSE
          UBS 85-60 Memory Income Autocall GBP May 2024
          ISIN: XS2805535817
          STRIKE DATE: 15/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UBS AG
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,100.90006412.68
          FTSE 1008,445.800010679.03
          Nikkei 22538,385.730069744.07
          S&P 5005,308.15007483.24

          STRIKE DATE 15/05/2024
          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: 3.6250% Semi-Annual (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.25% p.a.
          ISIN XS2805535817
          NEXT POTENTIAL MATURITY DATE 17/11/2025

          EXPAND CLOSE
          UBS 85-60 Memory Income Autocall USD May 2024
          ISIN: XS2805535734
          STRIKE DATE: 15/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UBS AG
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,100.90006412.68
          FTSE 1008,445.800010679.03
          Nikkei 22538,385.730069744.07
          S&P 5005,308.15007483.24

          STRIKE DATE 15/05/2024
          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 XS2805535734
          NEXT POTENTIAL MATURITY DATE 17/11/2025

          EXPAND CLOSE
          BBVA Global Markets Classic Autocall Apr 2024 AUD
          ISIN: XS2720304307
          STRIKE DATE: 09/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY AUD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2007,824.24408844.412
          Eurostoxx 504,990.90006412.68
          Nikkei 22539,773.130069744.07
          S&P 5005,209.91007483.24

          STRIKE DATE 09/04/2024
          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: AUD: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 11.15% p.a.
          ISIN XS2720304307
          NEXT POTENTIAL MATURITY DATE 09/10/2025

          EXPAND CLOSE
          BNP Paribas Triple Index Classic Autocall EUR Apr 2024 – Factsheet upon request
          ISIN: XS2749313370
          STRIKE DATE: 30/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB33,746.660052818.85
          HSI17,763.030023350.03
          S&P 5005,035.69007483.24

          STRIKE DATE 30/04/2024
          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: 4.80% Semi-Annually (9.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 9.60% p.a.
          ISIN XS2749313370
          NEXT POTENTIAL MATURITY DATE 30/04/2025

          EXPAND CLOSE
          BBVA Dual Index 90% Capital Protected Participation Note USD Apr 2024
          ISIN: XS2720286561
          STRIKE DATE: 23/04/2024
          INDICATIVE PRICE: 115.05%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 115.05% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,008.17006412.68
          S&P 5005,070.55007483.24

          STRIKE DATE 23/04/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Capped Participation Growth Participation Rate: 155.00% Basket Growth Cap: 15.00% Maximum Return: 23.25% plus Capital at Maturity Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 10% Capital at Risk Capital Protection Barrier: 90% Capital Protected (1-for-1 downside between 100% - 90%)
          P.A. RETURN
          ISIN XS2720286561
          NEXT POTENTIAL MATURITY DATE 23/04/2027

          EXPAND CLOSE
          BBVA 75-60 Memory Income Autocall Mar 2024 GBP
          ISIN: XS2720253983
          STRIKE DATE: 28/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,083.42006412.68
          FTSE 1007,952.620010679.03
          Nikkei 22540,168.070069744.07
          Russell 20002,124.54702996.11

          STRIKE DATE 28/03/2024
          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: 1.575% Semi-Annual (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.30% p.a.
          ISIN XS2720253983
          NEXT POTENTIAL MATURITY DATE 29/09/2025

          EXPAND CLOSE
          BBVA 75-60 Memory Income Autocall Mar 2024 USD
          ISIN: XS2720253801
          STRIKE DATE: 28/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,083.42006412.68
          FTSE 1007,952.620010679.03
          Nikkei 22540,168.070069744.07
          Russell 20002,124.54702996.11

          STRIKE DATE 28/03/2024
          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: 1.80% Semi-Annual (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 XS2720253801
          NEXT POTENTIAL MATURITY DATE 29/09/2025

            EXPAND CLOSE