INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc Gen Miners Semi-Annual Reducing Autocall October 2024 GBP
ISIN: XS2881895796
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Freeport-McMoRan Inc50.030057.9
Glencore424.2500496.9
Newmont Corp54.3000119.71

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months Coupon Rate: GBP: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income October 2024 USD
ISIN: XS2736686671
STRIKE DATE: 11/10/2024
INDICATIVE PRICE: 96.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.26% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,003.92006231.54
Russell 20002,234.41002729.887
FTSE 1008,253.650010782.66
Nikkei 22539,605.800061077.9

STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.55% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL GBP November 2024
ISIN: XS2920448284
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006231.54
FTSE MIB33,981.230050505.87
Nikkei 22539,381.410061077.9
S&P 5005,973.10007353.73

STRIKE DATE 07/11/2024
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: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL USD November 2024
ISIN: XS2920448367
STRIKE DATE: 07/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,851.96006231.54
FTSE MIB33,981.230050505.87
Nikkei 22539,381.410061077.9
S&P 5005,973.10007353.73

STRIKE DATE 07/11/2024
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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income GBP November 2024 
ISIN: XS2901354436
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.32% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006231.54
S&P 5005,995.54007353.73
Nikkei 22539,500.370061077.9

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Santander 3 Year Triple Index Fixed Income USD November 2024
ISIN: XS2901354519
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: 98.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.62% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,802.76006231.54
S&P 5005,995.54007353.73
Nikkei 22539,500.370061077.9

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall October 2024 USD
ISIN: XS2877606710
STRIKE DATE: 04/10/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10020,035.020026629.81
Nikkei 22538,635.620061077.9
Eurostoxx 504,954.94006231.54

STRIKE DATE 04/10/2024
RETURN & BARRIERS
Maximum Term: 5 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% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 14% p.a.
ISIN XS2877606710
NEXT POTENTIAL MATURITY DATE 06/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD November 2024
    ISIN: XS2802449533
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200014967.73
    Eurostoxx 504,877.75006231.54
    Nikkei 22538,053.670061077.9
    S&P 5005,728.80007353.73

    STRIKE DATE 01/11/2024
    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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.00% p.a.
    ISIN XS2802449533
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP November 2024
    ISIN: XS2802449459
    STRIKE DATE: 01/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,967.200014967.73
    Eurostoxx 504,877.75006231.54
    Nikkei 22538,053.670061077.9
    S&P 5005,728.80007353.73

    STRIKE DATE 01/11/2024
    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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS2802449459
    NEXT POTENTIAL MATURITY DATE 04/11/2025

    EXPAND CLOSE
    Soc-Gen Memory Income Reducing Autocall September 2024 USD
    ISIN: XS2881880848
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: 80.48%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 80.48% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Starbucks Corp97.4700106.16
    Nvidia Corporation124.0400181.6
    Carnival Corp18.680029.59
    Oracle168.1000115.16

    STRIKE DATE 26/09/2024
    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 2.00% quarterly Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
    P.A. RETURN
    ISIN XS2881880848
    NEXT POTENTIAL MATURITY DATE 28/12/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Sept 2024 GBP
    ISIN: XS2860580518
    STRIKE DATE: 26/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,284.910010782.66
    S&P 5005,745.37007353.73
    Nikkei 22538,925.630061077.9
    Eurostoxx 505,032.59006231.54

    STRIKE DATE 26/09/2024
    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: 1.675% Quarterly (6.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2860580518
    NEXT POTENTIAL MATURITY DATE 26/09/2025

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 GBP
    ISIN: XS2901356647
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 110.13%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 110.13% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.456231.54
    Nikkei 22538,143.2961077.9
    Russell 20002,218.9222729.887
    SMI2,173.0414967.73

    STRIKE DATE 24/10/2024
    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: 3.60% Semi-Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356647
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 USD
    ISIN: XS2901356563
    STRIKE DATE: 24/10/2024
    INDICATIVE PRICE: 110.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 110.69% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,935.45006231.54
    Nikkei 22538,143.290061077.9
    Russell 20002,218.92202729.887
    SMI12,173.040014967.73

    STRIKE DATE 24/10/2024
    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: 3.70% Semi- Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901356563
    NEXT POTENTIAL MATURITY DATE 25/10/2027

    EXPAND CLOSE
    Marex Oil Commodities Participation Note Sept 2024 GBP
    ISIN: XS2794288113
    STRIKE DATE: 20/09/2024
    INDICATIVE PRICE: 155.77%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Marex
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 155.77% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF134.8100174.1
    Active Brent Crude Oil Future74.490098.29
    Active WTI Crude Oil Future71.000090.52

    STRIKE DATE 20/09/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 310% participation Capital Protection: 60% European Barrier
    P.A. RETURN 60% European Barrier
    ISIN XS2794288113
    NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    BNP 80% Cap Protected Uncapped Participation Sep 2024 USD
    ISIN: XS2821112922
    STRIKE DATE: 19/09/2024
    INDICATIVE PRICE: 204.16%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 204.16% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI18,013.160024796.98
    KOSPI 200343.2800837.78
    Nikkei 22537,155.330061077.9
    Taiwan TAIEX22,042.690041574.72

    STRIKE DATE 19/09/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Uncapped Participation Growth Participation Rate: 170.00% Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 20% Capital at Risk Capital Protection Barrier: 80% Capital Protected (1-for-1 downside between 100% - 80%)
    P.A. RETURN
    ISIN XS2821112922
    NEXT POTENTIAL MATURITY DATE 19/09/2029

    EXPAND CLOSE
    Citi Global Markets 70-60 Memory Income Autocall Sep 2024 USD
    ISIN: XS2885405782
    STRIKE DATE: 19/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.70502729.887
    Nikkei 22537,155.330061077.9
    Eurostoxx 504,943.38006231.54
    FTSE 1008,328.720010782.66

    STRIKE DATE 19/09/2024
    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: 1.7625% Semi-Annually (7.05% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.05% p.a.
    ISIN XS2885405782
    NEXT POTENTIAL MATURITY DATE 19/06/2026

      EXPAND CLOSE
      BBVA 75-60 MEMORY INCOME AUTOCALL GBP OCT 2024
      ISIN: XS2834760816
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27006231.54
      FTSE MIB35,204.260050505.87
      Nikkei 22538,981.750061077.9
      Russell 20002,276.09002729.887

      STRIKE DATE 18/10/2024
      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: 3.50% Semi-Annual (7.00% p.a.)
      P.A. RETURN 7.00% p.a.
      ISIN XS2834760816
      NEXT POTENTIAL MATURITY DATE 20/10/2025

      EXPAND CLOSE
      BBVA 75-60 MEMORY INCOME AUTOCALL USD OCT 2024
      ISIN: XS2834760907
      STRIKE DATE: 18/10/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,986.27006231.54
      FTSE MIB35,204.260050505.87
      Nikkei 22538,981.750061077.9
      Russell 20002,276.09002729.887

      STRIKE DATE 18/10/2024
      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: 3.75% Semi-Annual (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.50% p.a.
      ISIN XS2834760907
      NEXT POTENTIAL MATURITY DATE 20/10/2025

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Sep 2024 GBP
      ISIN: XS2834712411
      STRIKE DATE: 17/09/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,860.78006231.54
      FTSE 1008,309.860010782.66
      Nikkei 22536,203.220061077.9
      Russell 20002,205.47702729.887

      STRIKE DATE 17/09/2024
      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: 1.625% 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 XS2834712411
      NEXT POTENTIAL MATURITY DATE 17/03/2026

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Sep 2024 USD
        ISIN: XS2834712338
        STRIKE DATE: 17/09/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,860.78006231.54
        FTSE 1008,309.860010782.66
        Nikkei 22536,203.220061077.9
        Russell 20002,205.47702729.887

        STRIKE DATE 17/09/2024
        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: 1.70% Quarterly (6.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.80% p.a.
        ISIN XS2834712338
        NEXT POTENTIAL MATURITY DATE 17/03/2026

        EXPAND CLOSE