INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Global Banks 55-55 Memory Income Autocall Mar 2024 GBP
ISIN: XS2781129692
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG12.730037.72
UniCredit SpA35.175081.96
BBVA11.040022.74
Barclays183.2000522.3

STRIKE DATE 28/03/2024
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: 2.55% Quarterly (10.20% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final Level Barrier (European Style)
P.A. RETURN 10.20% p.a.
ISIN XS2781129692
NEXT POTENTIAL MATURITY DATE 28/03/2025

EXPAND CLOSE
BBVA World Indices Drop Down Autocall Mar 2024 GBP
ISIN: XS2720280952
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
FTSE MIB34,750.350052818.85
HSCEI5,810.79007699.76
TOPIX2,750.81004064.6
KOSPI 200373.22001299.3

STRIKE DATE 28/03/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.5% every quarter, floored at 90%. Coupon Rate: GBP: 2.26% Quartlery (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.04% p.a.
ISIN XS2720280952
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2024 USD
ISIN: XS2720292965
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,952.620010679.03
Eurostoxx 505,083.42006412.68
Nikkei 22540,168.070069744.07
Nasdaq 10018,254.690029329.21

STRIKE DATE 28/03/2024
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: GBP: 5.77% Semi-Annually (11.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.54% p.a.
ISIN XS2720292965
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Mar 2024 USD
ISIN: XS2720293005
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,730.430014424.24
FTSE MIB34,750.350052818.85
TOPIX2,750.81004064.6
KOSPI 200373.22001299.3

STRIKE DATE 28/03/2024
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: GBP: 7.41% Semi-Annually (14.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 14.82% p.a.
ISIN XS2720293005
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
UBS Global Markets Classic Autocall Mar 2024 USD
ISIN: XS2793131603
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,730.430014424.24
FTSE MIB34,750.350052818.85
TOPIX2,750.81004064.6
KOSPI 200373.22001299.3

STRIKE DATE 28/03/2024
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: GBP: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 14.20% p.a.
ISIN XS2793131603
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Apr 2024
ISIN: XS2720314017
STRIKE DATE: 30/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,260.910014424.24
Eurostoxx 504,921.22006412.68
Nikkei 22538,405.660069744.07
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: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.75% p.a.
ISIN XS2720314017
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Apr 2024
ISIN: XS2720314108
STRIKE DATE: 30/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,260.910014424.24
Eurostoxx 504,921.22006412.68
Nikkei 22538,405.660069744.07
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: USD: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.20% p.a.
ISIN XS2720314108
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
Barclays 100% Capital Protected USD Apr 2024
ISIN: XS2742917375
STRIKE DATE: 26/04/2024
INDICATIVE PRICE: 112.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 112.52% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,934.760069744.07
HSI17,651.150023350.03
OMX Stockholm 302,557.69503247.031

STRIKE DATE 26/04/2024
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: 4.15% Semi-Annually
P.A. RETURN
ISIN XS2742917375
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
Barclays 100% Capital Protected GBP Apr 2024
ISIN: XS2742917458
STRIKE DATE: 26/04/2024
INDICATIVE PRICE: 111.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.42% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,934.760069744.07
HSI17,651.150023350.03
OMX Stockholm 302,557.69503247.031

STRIKE DATE 26/04/2024
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
P.A. RETURN
ISIN XS2742917458
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Apr 2024
ISIN: XS2662080147
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 99.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.80% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,552.160069744.07
Eurostoxx 505,008.17006412.68
S&P 5005,070.55007483.24

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662080147
NEXT POTENTIAL MATURITY DATE 30/04/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income GBP Apr 2024
ISIN: XS2742917532
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 97.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.54% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,552.160069744.07
Eurostoxx 505,008.17006412.68
OMX Stockholm 302,546.33203247.031

STRIKE DATE 23/04/2024
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 XS2742917532
NEXT POTENTIAL MATURITY DATE 30/04/2027

EXPAND CLOSE
BNP Paribas Semi-annual Classic Autocall March 2024 GBP
ISIN: XS2673666918
STRIKE DATE: 21/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,052.31006412.68
Nikkei 22540,815.660069744.07
SMI11,703.660014424.24
HSI16,863.100023350.03

STRIKE DATE 21/03/2024
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: GBP: 5.64% Semi-Annually (11.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.28% p.a.
ISIN XS2673666918
NEXT POTENTIAL MATURITY DATE 22/09/2025

EXPAND CLOSE
GS 6 Year Uncapped Averaged Participation Growth Mar 2024 USD
ISIN: XS2653907068
STRIKE DATE: 20/03/2024
INDICATIVE PRICE: 132.22%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 132.22% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005224.627483.24

STRIKE DATE 20/03/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Growth Note Participation Rate: USD: 150% Uncapped Participation quarterly arithmetic averaged performance of the Index Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2653907068
NEXT POTENTIAL MATURITY DATE 20/03/2030

EXPAND CLOSE
Goldman Sachs 5 Year Capped Participation Growth Note Mar 2024
ISIN: XS2481734759
STRIKE DATE: 18/03/2024
INDICATIVE PRICE: 110.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 110.21% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Morgan Stanley Invesment Fund Global High Yield Bond Fun Share Class A USD27.2500

STRIKE DATE 18/03/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation in positive performance of the Underlying at Maturity, Capped at 30% Growth Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2481734759
NEXT POTENTIAL MATURITY DATE 19/03/2029

EXPAND CLOSE
Barclays 80-70 Memory Income Autocall March 2024 GBP
ISIN: XS2728016812
STRIKE DATE: 19/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22540,003.600069744.07
FTSE MIB34,262.360052818.85
OMX Stockholm 302,514.92503247.031

STRIKE DATE 19/03/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2728016812
NEXT POTENTIAL MATURITY DATE 19/03/2026

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Mar 2024 EUR
ISIN: XS2770597032
STRIKE DATE: 18/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA10.385022.74
Commerzbank AG11.880037.72
UniCredit SpA33.170081.96

STRIKE DATE 18/03/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.09% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.09% p.a.
ISIN XS2770597032
NEXT POTENTIAL MATURITY DATE 18/03/2025

EXPAND CLOSE
BNP World Indices Hybrid Memory Income Autocall March 2024 USD
ISIN: XS2358206683
STRIKE DATE: 15/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,986.02006412.68
FTSE 1007,727.420010679.03
Nasdaq 10017,808.250029329.21
OMX Stockholm 302,533.62003247.031

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.875% Semi-Annual (5.75% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2358206683
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
BBVA Global Stocks 80-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2720246003
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: 90.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nestle S.A.95.080084.55
AXA SA34.005043.71
Sanofi88.210075.81
Unilever3,885.00004620

STRIKE DATE 14/03/2024
RETURN & BARRIERS
Maximum Term: 4 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: 2.7875% Quarterly (11.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2720246003
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP April 2024 – Factsheet upon request
ISIN: XS2734585735
STRIKE DATE: 17/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,847.990010679.03
FTSE MIB33,632.710052818.85
S&P 5005,022.21007483.24

STRIKE DATE 17/04/2024
RETURN & BARRIERS
Maximum Term: 5 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 XS2734585735
NEXT POTENTIAL MATURITY DATE 17/04/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD April 2024 – Factsheet upon request
ISIN: XS2734585818
STRIKE DATE: 17/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,847.990010679.03
FTSE MIB33,632.710052818.85
S&P 5005,022.21007483.24

STRIKE DATE 17/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2734585818
NEXT POTENTIAL MATURITY DATE 17/04/2026

EXPAND CLOSE