INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 85-60 Memory Income Autocall GBP SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924775
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,778.66006382.59
FTSE MIB33,590.340052245.47
Nikkei 22536,215.750064214.48
S&P 5005,471.05007747.71

STRIKE DATE 09/09/2024
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: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2868924775
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD SEP 2024- FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS2868924692
STRIKE DATE: 09/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,778.66006382.59
FTSE MIB33,590.340052245.47
Nikkei 22536,215.750064214.48
S&P 5005,471.05007747.71

STRIKE DATE 09/09/2024
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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2868924692
NEXT POTENTIAL MATURITY DATE 09/09/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2024
ISIN: XS2802393210
STRIKE DATE: 18/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52006382.59
FTSE 1008,311.410010831.52
Nikkei 22538,062.670064214.48
S&P 5005,554.25007747.71

STRIKE DATE 18/08/2024
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: 3.16% Semi-Annual (6.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.32% p.a.
ISIN XS2802393210
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2024
ISIN: XS2802393137
STRIKE DATE: 16/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,840.52006382.59
FTSE 1008,311.410010831.52
Nikkei 22538,062.670064214.48
S&P 5005,554.25007747.71

STRIKE DATE 16/08/2024
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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2802393137
NEXT POTENTIAL MATURITY DATE 18/08/2025

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall July 2024 USD
ISIN: XS2845821797
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc498.8700610.68
Tesla Motors248.2300
Carnival Corp18.230023.48
Advanced Micro Devices181.6100456.16

STRIKE DATE 12/07/2024
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: 5.825% Quarterly (23.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 23.30% p.a.
ISIN XS2845821797
NEXT POTENTIAL MATURITY DATE 14/07/2025

EXPAND CLOSE
Goldman Sachs Cap Protected Uncapped Participation Jul 2024 USD
ISIN: XS2482852907
STRIKE DATE: 05/07/2024
INDICATIVE PRICE: 117.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 117.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,567.19007747.71
Eurostoxx 504,979.39006382.59

STRIKE DATE 05/07/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 140% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482852907
NEXT POTENTIAL MATURITY DATE 05/07/2029

EXPAND CLOSE
Citi 60-60 Memory Income Autocall July 2024 USD
ISIN: XS2814638701
STRIKE DATE: 09/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,139.810010831.52
Nikkei 22541,580.170064214.48
S&P 5005,576.98007747.71

STRIKE DATE 09/07/2024
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: 1.735% Quarterly (6.94% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.94% p.a.
ISIN XS2814638701
NEXT POTENTIAL MATURITY DATE 09/07/2026

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income July 2024 USD
    ISIN: XS2801463311
    STRIKE DATE: 08/07/2024
    INDICATIVE PRICE: 97.82%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.82% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,763.16509020.093
    Nikkei 22540,780.700064214.48
    OMX Stockholm 302,564.30303278.19

    STRIKE DATE 08/07/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 3.00% p.a. (Semi-Annual) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2801463311
    NEXT POTENTIAL MATURITY DATE 15/07/2027

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE 60-60 MEMORY INCOME KNOCK-OUT USD AUG 2024
    ISIN: XS2845792915
    STRIKE DATE: 14/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com170.1000258.9
    Microsoft416.8600510.12
    Tesla Motors201.3800
    Nvidia Corporation118.0800228.45

    STRIKE DATE 14/08/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 15.00% p.a.
    ISIN XS2845792915
    NEXT POTENTIAL MATURITY DATE 14/02/2025

    EXPAND CLOSE
    Citi 100% Capital Protected Autocall GBP Jul 2024
    ISIN: XS2848100827
    STRIKE DATE: 23/07/2024
    INDICATIVE PRICE: 112.00%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 112.00% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,278.820014394.77
    Eurostoxx 504,916.80006382.59
    Nikkei 22539,594.390064214.48
    S&P 5005,555.74007747.71

    STRIKE DATE 23/07/2024
    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 (7.10% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2848100827
    NEXT POTENTIAL MATURITY DATE 23/07/2027

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income GBP AUG 2024
    ISIN: XS2805592537
    STRIKE DATE: 01/08/2024
    INDICATIVE PRICE: 97.55%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 97.55% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,765.72006382.59
    OMX Stockholm 302,547.17603278.19
    Nikkei 22538,126.330064214.48

    STRIKE DATE 01/08/2024
    RETURN & BARRIERS
    Source: Barclays: 03.07.2024 Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.23% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2805592537
    NEXT POTENTIAL MATURITY DATE 02/08/2027

    EXPAND CLOSE
    CITI 85-65 Memory Income Autocall EUR JUL 2024
    ISIN: XS2828710330
    STRIKE DATE: 23/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10019,754.340029482.32
    Eurostoxx 504,916.80006382.59
    Nikkei 22539,594.390064214.48
    SMI12,278.820014394.77

    STRIKE DATE 23/07/2024
    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: EUR: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN XS2828710330
    NEXT POTENTIAL MATURITY DATE 23/01/2026

    EXPAND CLOSE
    BBVA Dual Index 90% Cap Protected Participation Note Jun 2024 USD
    ISIN: XS2759826287
    STRIKE DATE: 21/06/2024
    INDICATIVE PRICE: 114.92%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 114.92% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,907.30006382.59
    S&P 5005,464.62007747.71

    STRIKE DATE 21/06/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Protected Participation Participation Rate: 155% Cap: 15% Basket Growth Averaging: EQW Basket growth Averaged over last 6 months Capital Risk: Capital protected Capital Protection Barrier: 90% capital Protected ( 1-1 downside between 90-100%)
    P.A. RETURN
    ISIN XS2759826287
    NEXT POTENTIAL MATURITY DATE 28/06/2027

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Aug 2024
    ISIN: XS2736679627
    STRIKE DATE: 01/08/2024
    INDICATIVE PRICE: 99.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.69% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,765.72006382.59
    S&P 5005,446.68007747.71
    Nikkei 22538,126.330064214.48

    STRIKE DATE 01/08/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736679627
    NEXT POTENTIAL MATURITY DATE 02/08/2027

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Aug 2024
    ISIN: XS2845773295
    STRIKE DATE: 06/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com161.9300258.9
    Microsoft399.6100510.12
    Tesla Motors200.6400
    Nvidia Corporation104.2500228.45

    STRIKE DATE 06/08/2024
    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 24.00% p.a.
    ISIN XS2845773295
    NEXT POTENTIAL MATURITY DATE 06/02/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Aug 2024
    ISIN: XS2802359625
    STRIKE DATE: 02/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,875.520014394.77
    Eurostoxx 504,638.70006382.59
    Nikkei 22535,909.700064214.48
    S&P 5005,346.56007747.71

    STRIKE DATE 02/08/2024
    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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.00% p.a.
    ISIN XS2802359625
    NEXT POTENTIAL MATURITY DATE 02/02/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Aug 2024
    ISIN: XS2802359542
    STRIKE DATE: 02/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,875.520014394.77
    Eurostoxx 504,638.70006382.59
    Nikkei 22535,909.700064214.48
    S&P 5005,346.56007747.71

    STRIKE DATE 02/08/2024
    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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.80% p.a.
    ISIN XS2802359542
    NEXT POTENTIAL MATURITY DATE 02/02/2026

    EXPAND CLOSE
    SocGen US Stock Memory Income Reducing Autocall June 2024 USD
    ISIN: XS2814027657
    STRIKE DATE: 28/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Starbucks Corp77.8500105.82
    Advanced Micro Devices162.2100456.16
    Meta Platform Inc504.2200610.68
    Wayfair Inc52.730096.98

    STRIKE DATE 28/06/2024
    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% quarterly Memory Income Rate: USD: 3.50% Quarterly(14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
    P.A. RETURN 14.00% p.a.
    ISIN XS2814027657
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA 60-60 Memory Income Autocall June 2024 USD
    ISIN: XS2759856516
    STRIKE DATE: 25/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,247.790010831.52
    Eurostoxx 504,935.97006382.59
    Nikkei 22539,173.150064214.48
    S&P 5005,469.30007747.71

    STRIKE DATE 25/06/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.30% p.a.
    ISIN XS2759856516
    NEXT POTENTIAL MATURITY DATE 29/12/2025

    EXPAND CLOSE
    CIBC S&P 500 Capital Protected USD July 2024
    ISIN: XS2853089253
    STRIKE DATE: 24/07/2024
    INDICATIVE PRICE: 124.97%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 124.97% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,399.22007747.71

    STRIKE DATE 24/07/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 135% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2853089253
    NEXT POTENTIAL MATURITY DATE 24/07/2030

    EXPAND CLOSE