INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall Jun 2024 USD
ISIN: XS2759825800
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14006545.47
Nikkei 22538,814.560068308.59
FTSE 1008,146.860010772.67
Nasdaq 10019,659.800030084.5

STRIKE DATE 14/06/2024
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2759825800
NEXT POTENTIAL MATURITY DATE 16/09/2025

    EXPAND CLOSE
    Citi Developed Markets Semi-Annual Classic Autocall EUR Jul 2024 – Factsheet upon request
    ISIN: XS2814639857
    STRIKE DATE: 11/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB34,318.110053693.27
    HSI17,832.330025396.51
    S&P 5005,584.54007798.99

    STRIKE DATE 11/07/2024
    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: EUR: 5.44% Semi-Annually (10.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.88% p.a.
    ISIN XS2814639857
    NEXT POTENTIAL MATURITY DATE 11/07/2025

    EXPAND CLOSE
    Marex 75-60 Memory Income Autocall USD Jul 2024
    ISIN: XS2748056095
    STRIKE DATE: 11/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22542,224.020068308.59
    Eurostoxx 504,976.13006545.47
    SMI12,255.780014475.13
    Russell 20002,125.03703052.847

    STRIKE DATE 11/07/2024
    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: USD: 3.70% Semi-Annual (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 XS2748056095
    NEXT POTENTIAL MATURITY DATE 12/01/2026

    EXPAND CLOSE
    Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
    ISIN: XS2814640780
    STRIKE DATE: 01/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,929.99006545.47
    FTSE MIB33,716.540053693.27
    Nikkei 22539,631.060068308.59
    S&P 5005,475.09007798.99

    STRIKE DATE 01/07/2024
    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: GBP: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.05% p.a.
    ISIN XS2814640780
    NEXT POTENTIAL MATURITY DATE 01/07/2025

    EXPAND CLOSE
    UBS Triple Index Classic Autocall Jun 2024 USD
    ISIN: XS2807331058
    STRIKE DATE: 07/06/2024
    INDICATIVE PRICE: 128.80%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 128.80% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,683.930068308.59
    Eurostoxx 505,051.31006545.47
    S&P 5005,346.99007798.99

    STRIKE DATE 07/06/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2807331058
    NEXT POTENTIAL MATURITY DATE 07/06/2027

    EXPAND CLOSE
    UBS Triple Index Reducing Autocall Jun 2024 USD
    ISIN: XS2806465717
    STRIKE DATE: 07/06/2024
    INDICATIVE PRICE: 118.65%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.65% (as at 14/08/2026 08:49 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,683.930068308.59
    Eurostoxx 505,051.31006545.47
    S&P 5005,346.99007798.99

    STRIKE DATE 07/06/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2806465717
    NEXT POTENTIAL MATURITY DATE 07/06/2027

    EXPAND CLOSE
    BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
    ISIN: XS2760247796
    STRIKE DATE: 06/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,241.250014475.13
    Eurostoxx 505,069.09006545.47
    Nikkei 22538,703.510068308.59
    S&P 5005,352.96007798.99

    STRIKE DATE 06/06/2024
    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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.00% p.a.
    ISIN XS2760247796
    NEXT POTENTIAL MATURITY DATE 08/12/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall June 2024 GBP
      ISIN: XS2812385826
      STRIKE DATE: 05/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,035.66006545.47
      FTSE 1008,246.950010772.67
      Nikkei 22538,490.170068308.59
      Russell 20002,063.87303052.847

      STRIKE DATE 05/06/2024
      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: 1.725% 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 XS2812385826
      NEXT POTENTIAL MATURITY DATE 05/12/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall June 2024 USD
      ISIN: XS2812385743
      STRIKE DATE: 05/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,035.66006545.47
      FTSE 1008,246.950010772.67
      Nikkei 22538,490.170068308.59
      Russell 20002,063.87303052.847

      STRIKE DATE 05/06/2024
      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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.70% p.a.
      ISIN XS2812385743
      NEXT POTENTIAL MATURITY DATE 05/12/2025

      EXPAND CLOSE
      Marex Fixed Income Geared Put June 2024 USD
      ISIN: XS2748050130
      STRIKE DATE: 03/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Adobe Inc439.0200270.49
      Nvidia Corporation115.0000225.3
      Meta Platform Inc477.4900594.97
      Netflix633.790078.24

      STRIKE DATE 03/06/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
      P.A. RETURN 10.332% p.a.
      ISIN XS2748050130
      NEXT POTENTIAL MATURITY DATE 03/12/2024

        EXPAND CLOSE
        SocGen Banks Early Low Hurdle Autocall June 2024 USD
        ISIN: XS2813989113
        STRIKE DATE: 31/05/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY SocGen
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas SA67.7000112.4
        Deutsche Bank AG15.226033.14
        BBVA9.940024.91
        UniCredit SpA36.385085.41

        STRIKE DATE 31/05/2024
        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 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 20.00% p.a.
        ISIN XS2813989113
        NEXT POTENTIAL MATURITY DATE 28/02/2025

          EXPAND CLOSE
          Barclays European Banks 1 Year Fixed Income May 2024 EUR
          ISIN: XS2772419276
          STRIKE DATE: 31/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Commerzbank AG15.540039.86
          UniCredit SpA36.385085.41
          BBVA9.940024.91

          STRIKE DATE 31/05/2024
          RETURN & BARRIERS
          Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 6.25% p.a.
          ISIN XS2772419276
          NEXT POTENTIAL MATURITY DATE 02/06/2025

          EXPAND CLOSE
          UBS 75-60 Memory Income Autocall May 2024 USD
          ISIN: XS2809257996
          STRIKE DATE: 31/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,983.67006545.47
          FTSE 1008,275.380010772.67
          S&P/ASX 2007,701.73909188.494
          S&P 5005,277.51007798.99

          STRIKE DATE 31/05/2024
          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: 1.625% Quarterly (6.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.50% p.a.
          ISIN XS2809257996
          NEXT POTENTIAL MATURITY DATE 01/12/2025

          EXPAND CLOSE
          BBVA Semi-Annual Classic Autocall GBP JUL 2024
          ISIN: XS2760231014
          STRIKE DATE: 01/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,049.610014475.13
          Eurostoxx 504,929.99006545.47
          Nikkei 22539,631.060068308.59
          S&P 5005,475.09007798.99

          STRIKE DATE 01/07/2024
          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: GBP: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 11.70% p.a.
          ISIN XS2760231014
          NEXT POTENTIAL MATURITY DATE 05/01/2026

          EXPAND CLOSE
          BBVA Semi-Annual Classic Autocall USD JUL 2024
          ISIN: XS2760229463
          STRIKE DATE: 01/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,049.610014475.13
          Eurostoxx 504,929.99006545.47
          Nikkei 22539,631.060068308.59
          S&P 5005,475.09007798.99

          STRIKE DATE 01/07/2024
          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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 13.60% p.a.
          ISIN XS2760229463
          NEXT POTENTIAL MATURITY DATE 05/01/2026

          EXPAND CLOSE
          SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
          ISIN: XS2814005844
          STRIKE DATE: 03/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com197.5900265.13
          Microsoft460.7700496.88
          Nvidia Corporation128.2800225.3
          Tesla Motors246.3900

          STRIKE DATE 03/07/2024
          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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 21.00% p.a.
          ISIN XS2814005844
          NEXT POTENTIAL MATURITY DATE 03/07/2025

          EXPAND CLOSE
          SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
          ISIN: XS2814006735
          STRIKE DATE: 24/06/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          UniCredit SpA35.365085.41
          Commerzbank AG14.230039.86
          BBVA9.392024.91
          Morgan Stanley97.1000218.38

          STRIKE DATE 24/06/2024
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 15.20% p.a.
          ISIN XS2814006735
          NEXT POTENTIAL MATURITY DATE 27/12/2024

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
          ISIN: XS2736676102
          STRIKE DATE: 02/07/2024
          INDICATIVE PRICE: 99.33%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 99.33% (as at 14/08/2026 08:49 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,906.33006545.47
          S&P 5005,509.01007798.99
          Nikkei 22540,074.690068308.59

          STRIKE DATE 02/07/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2736676102
          NEXT POTENTIAL MATURITY DATE 09/07/2027

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income USD JUL 2024
          ISIN: XS2736676284
          STRIKE DATE: 02/07/2024
          INDICATIVE PRICE: 99.77%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 99.77% (as at 14/08/2026 08:49 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,906.33006545.47
          S&P 5005,509.01007798.99
          Nikkei 22540,074.690068308.59

          STRIKE DATE 02/07/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2736676284
          NEXT POTENTIAL MATURITY DATE 09/07/2027

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income EUR JUL 2024
          ISIN: XS2736676367
          STRIKE DATE: 02/07/2024
          INDICATIVE PRICE: 99.40%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE 99.40% (as at 14/08/2026 08:49 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,906.33006545.47
          S&P 5005,509.01007798.99
          Nikkei 22540,074.690068308.59

          STRIKE DATE 02/07/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.00% p.a. (paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2736676367
          NEXT POTENTIAL MATURITY DATE 09/07/2027

          EXPAND CLOSE