INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall GBP Apr 2024
ISIN: XS2720275366
STRIKE DATE: 15/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,395.810014424.24
Eurostoxx 504,984.48006412.68
Nikkei 22539,232.800069744.07
S&P 5005,061.82007483.24

STRIKE DATE 15/04/2024
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: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2720275366
NEXT POTENTIAL MATURITY DATE 15/10/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall USD Apr 2024
ISIN: XS2720275440
STRIKE DATE: 15/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,395.810014424.24
Eurostoxx 504,984.48006412.68
Nikkei 22539,232.800069744.07
S&P 5005,061.82007483.24

STRIKE DATE 15/04/2024
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: USD: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2720275440
NEXT POTENTIAL MATURITY DATE 15/10/2025

EXPAND CLOSE
Citi Dual Direction Autocall Mar 2024 USD
ISIN: XS2758784990
STRIKE DATE: 08/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ICE IBA - USD SOFR ICE Swap Rate 10Y3.71203.964
S&P 5005,123.69007483.24

STRIKE DATE 08/03/2024
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: S&P 500 needs to be at or above 100% of initial level, swap rates to be at or below 3.70% Coupon Rate: USD: 4.815% Semi-Annually (9.63% p.a.) Capital Risk: Capital protected
P.A. RETURN 9.63% p.a.
ISIN XS2758784990
NEXT POTENTIAL MATURITY DATE 08/09/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Feb 2024 USD
ISIN: XS2696240949
STRIKE DATE: 29/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,630.020010679.03
Eurostoxx 504,877.77006412.68
Nikkei 22539,166.190069744.07
Russell 20002,054.84302996.11

STRIKE DATE 29/02/2024
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% Quarterly 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 XS2696240949
NEXT POTENTIAL MATURITY DATE 29/08/2025

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Feb 2024 GBP
    ISIN: XS2696240865
    STRIKE DATE: 29/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.020010679.03
    Eurostoxx 504,877.77006412.68
    Nikkei 22539,166.190069744.07
    Russell 20002,054.84302996.11

    STRIKE DATE 29/02/2024
    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: 1.80% Quarterly 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 XS2696240865
    NEXT POTENTIAL MATURITY DATE 29/08/2025

      EXPAND CLOSE
      BBVA US Tech Stocks Reducing Autocall Feb 2024 GBP
      ISIN: XS2696251391
      STRIKE DATE: 28/02/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Alphabet-C137.4300356.18
      Amazon.com173.1600242.67
      Meta Platform Inc484.0200582.9
      Tesla Motors202.0400

      STRIKE DATE 28/02/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: GBP: 3.5375% Quarterly(14.15% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, 2.50% reducing every Quarter. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 14.15% p.a.
      ISIN XS2696251391
      NEXT POTENTIAL MATURITY DATE 29/11/2024

        EXPAND CLOSE
        BNP Paribas Capital Protected 850% Participation Feb 2024 ZAR
        ISIN: ZAE000333118
        STRIKE DATE: 28/02/2024
        INDICATIVE PRICE: 145.75%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 145.75% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas Multi Asset Global Diversified Index335.8598369.5112

        STRIKE DATE 28/02/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 850% participation in the Underlying at maturity. Capital Risk: 100% Capital Protected
        P.A. RETURN
        ISIN ZAE000333118
        NEXT POTENTIAL MATURITY DATE 28/02/2029

        EXPAND CLOSE
        Citi 85-65 Memory Income Autocall Feb 2024 GBP 
        ISIN: XS2758845023
        STRIKE DATE: 28/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,883.77006412.68
        FTSE 1007,624.980010679.03
        Nasdaq 10017,874.500029329.21
        Nikkei 22539,208.030069744.07

        STRIKE DATE 28/02/2024
        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: 1.835% Quarterly 7.34% p.a.) Income Trigger: 85.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 7.34% p.a.
        ISIN XS2758845023
        NEXT POTENTIAL MATURITY DATE 02/03/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Mar 2024
        ISIN: XS2720243323
        STRIKE DATE: 26/03/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,637.050014424.24
        Eurostoxx 505,044.19006412.68
        Nikkei 22540,414.120069744.07
        S&P 5005,218.19007483.24

        STRIKE DATE 26/03/2024
        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: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.20% p.a.
        ISIN XS2720243323
        NEXT POTENTIAL MATURITY DATE 26/09/2025

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall USD Mar 2024
        ISIN: XS2720243240
        STRIKE DATE: 26/03/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,637.050014424.24
        Eurostoxx 505,044.19006412.68
        Nikkei 22540,414.120069744.07
        S&P 5005,218.19007483.24

        STRIKE DATE 26/03/2024
        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: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12.40% p.a.
        ISIN XS2720243240
        NEXT POTENTIAL MATURITY DATE 26/09/2025

        EXPAND CLOSE
        BNP Paribas Memory Income Autocall Feb 2024 ZAR
        ISIN: ZAE000331823
        STRIKE DATE: 07/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Euro Stoxx Banks117.4200301.4
        Nasdaq 10017,755.070029329.21
        Nikkei 22536,119.920069744.07

        STRIKE DATE 07/02/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR: 6.50% Semi-Annually (13.00% p.a.) Income Trigger: 75.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 13.00% p.a.
        ISIN ZAE000331823
        NEXT POTENTIAL MATURITY DATE 07/08/2025

          EXPAND CLOSE
          Barclays 100% Capital Protected GBP Mar 2024
          ISIN: XS2724075929
          STRIKE DATE: 26/03/2024
          INDICATIVE PRICE: 113.47%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 113.47% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,044.19006412.68
          Nikkei 22540,414.120069744.07
          HSI16,473.640023350.03

          STRIKE DATE 26/03/2024
          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: 3.825% Semi-Annually
          P.A. RETURN
          ISIN XS2724075929
          NEXT POTENTIAL MATURITY DATE 30/03/2027

          EXPAND CLOSE
          Barclays 100% Capital Protected USD Mar 2024
          ISIN: XS2724075846
          STRIKE DATE: 26/03/2024
          INDICATIVE PRICE: 115.76%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 115.76% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,044.19006412.68
          Nikkei 22540,414.120069744.07
          HSI16,473.640023350.03

          STRIKE DATE 26/03/2024
          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: 4.325% Semi-Annually (8.65% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
          P.A. RETURN
          ISIN XS2724075846
          NEXT POTENTIAL MATURITY DATE 30/03/2027

          EXPAND CLOSE
          UniCredit 3 Year HSI Recovery Note USD Jan 2024 
          ISIN: DE000HD21J38
          STRIKE DATE: 25/01/2024
          INDICATIVE PRICE: 187.44%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY UniCredit
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 187.44% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          HSI30,844.720023350.03

          STRIKE DATE 25/01/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
          P.A. RETURN
          ISIN DE000HD21J38
          NEXT POTENTIAL MATURITY DATE 22/01/2027

          EXPAND CLOSE
          SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 50-50 MEMORY INCOME March 2024 USD – Factsheet upon request
          ISIN: XS2746319297
          STRIKE DATE: 15/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Rivian Automotive Inc11.040018.63
          NIO Inc5.58004.79
          BYD Company Limited210.200084.1

          STRIKE DATE 15/03/2024
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
          P.A. RETURN 20.80% p.a.
          ISIN XS2746319297
          NEXT POTENTIAL MATURITY DATE 17/03/2025

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income Mar 2024 GBP
          ISIN: XS2662072128
          STRIKE DATE: 21/03/2024
          INDICATIVE PRICE: 98.74%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 98.74% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,052.31006412.68
          S&P 5005,241.53007483.24
          Nikkei 22540,815.660069744.07

          STRIKE DATE 21/03/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662072128
          NEXT POTENTIAL MATURITY DATE 23/03/2027

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income Mar 2024 USD
          ISIN: XS2662072045
          STRIKE DATE: 21/03/2024
          INDICATIVE PRICE: 98.81%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 98.81% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,052.31006412.68
          S&P 5005,241.53007483.24
          Nikkei 22540,815.660069744.07

          STRIKE DATE 21/03/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662072045
          NEXT POTENTIAL MATURITY DATE 23/03/2027

          EXPAND CLOSE
          Goldman Sachs Growth Participation Note February 2024 ZAR
          ISIN: ZAE000330676
          STRIKE DATE: 16/02/2024
          INDICATIVE PRICE: 141.31%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE 141.31% (as at 06/07/2026 10:07 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P 5005,005.57007483.24
          Eurostoxx 504,765.65006412.68

          STRIKE DATE 16/02/2024
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
          P.A. RETURN
          ISIN ZAE000330676
          NEXT POTENTIAL MATURITY DATE 16/02/2029

          EXPAND CLOSE
          BBVA 85-60 Memory Income Autocall Mar 2024 GBP
          ISIN: XS2696264295
          STRIKE DATE: 14/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI11,720.700014424.24
          Eurostoxx 504,993.12006412.68
          Nikkei 22538,807.380069744.07
          S&P 5005,150.48007483.24

          STRIKE DATE 14/03/2024
          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: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.70
          ISIN XS2696264295
          NEXT POTENTIAL MATURITY DATE 15/09/2025

          EXPAND CLOSE
          BBVA 85-60 Memory Income Autocall Mar 2024 USD
          ISIN: XS2696263990
          STRIKE DATE: 14/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI11,720.700014424.24
          Eurostoxx 504,993.12006412.68
          Nikkei 22538,807.380069744.07
          S&P 5005,150.48007483.24

          STRIKE DATE 14/03/2024
          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 XS2696263990
          NEXT POTENTIAL MATURITY DATE 15/09/2025

          EXPAND CLOSE