INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS Developed Markets Memory Income Autocall August 2024 EUR
ISIN: XS2861686397
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,575.22006168.26
FTSE MIB31,107.130049397.55
Nikkei 22534,675.460064425.95
S&P 5005,240.03007744.06

STRIKE DATE 06/08/2024
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: EUR: 2.90% Semi-Annual (5.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2861686397
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Sep 2024
ISIN: XS2736681367
STRIKE DATE: 06/09/2024
INDICATIVE PRICE: 99.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.03% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006168.26
S&P 5005,408.42007744.06
Nikkei 22536,391.470064425.95

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736681367
NEXT POTENTIAL MATURITY DATE 07/09/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income GBP SEP 2024
ISIN: XS2822156324
STRIKE DATE: 06/09/2024
INDICATIVE PRICE: 98.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,738.06006168.26
OMX Stockholm 302,480.99203256.08
Nikkei 22536,391.470064425.95

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2822156324
NEXT POTENTIAL MATURITY DATE 13/09/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Sep 2024
ISIN: XS2458712952
STRIKE DATE: 03/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,348.190014349.51
Eurostoxx 504,912.52006168.26
Nikkei 22538,686.310064425.95
S&P 5005,528.93007744.06

STRIKE DATE 03/09/2024
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 XS2458712952
NEXT POTENTIAL MATURITY DATE 03/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Sep 2024
ISIN: XS2458713505
STRIKE DATE: 03/09/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,348.190014349.51
Eurostoxx 504,912.52006168.26
Nikkei 22538,686.310064425.95
S&P 5005,528.93007744.06

STRIKE DATE 03/09/2024
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.60%
ISIN XS2458713505
NEXT POTENTIAL MATURITY DATE 03/03/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 GBP
ISIN: XS2861135163
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94006168.26
FTSE 1008,367.980010840.35
Nikkei 22539,101.820064425.95
Russell 20002,254.48402767.269

STRIKE DATE 31/07/2024
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 XS2861135163
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Santander Diversified 75-60 Memory Income Autocall July 2024 USD
ISIN: XS2861135247
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,872.94006168.26
FTSE 1008,367.980010840.35
Nikkei 22539,101.820064425.95
Russell 20002,254.48402767.269

STRIKE DATE 31/07/2024
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: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2861135247
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
SocGen Diversified Stocks Memory Income Autocall July 2024 USD
ISIN: XS2845938047
STRIKE DATE: 31/07/2024
INDICATIVE PRICE: 58.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 58.61% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
YUM! Brands Inc.132.8300150.83
Nvidia Corporation117.0200217.23
Lululemon Athletica Inc258.660099.09
The Estee Lauder Companies Inc99.6100107.19

STRIKE DATE 31/07/2024
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: 3.35% Quarterly(13.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2845938047
NEXT POTENTIAL MATURITY DATE 02/11/2026

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall July 2024 USD
ISIN: XS2760227335
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170014349.51
Eurostoxx 504,861.87006168.26
Nikkei 22539,154.850064425.95
S&P 5005,427.13007744.06

STRIKE DATE 24/07/2024
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: 3.45% Semi-annual (6.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 6.90% p.a.
ISIN XS2760227335
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall July 2024 USD
ISIN: XS2760227251
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,203.170014349.51
Eurostoxx 504,861.87006168.26
S&P 5005,427.13007744.06
Nikkei 22539,154.850064425.95

STRIKE DATE 24/07/2024
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: 5.85% Quarterly (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.70%
ISIN XS2760227251
NEXT POTENTIAL MATURITY DATE 26/01/2026

EXPAND CLOSE
Citi Enhanced Protection Classic Autocall July 2024 GBP
ISIN: XS2814683087
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,153.690010840.35
S&P/TSX 601,351.62302138.906
Nasdaq 10019,032.390029935.59
Nikkei 22539,154.850064425.95

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Fixed Income Rate: GBP: 8.50% p.a. (Paid Semi-annual) Capital Risk: Not capital protected Capital Protection Barrier: 55% Geared put strike
P.A. RETURN 8.50% p.a.
ISIN XS2814683087
NEXT POTENTIAL MATURITY DATE 24/07/2025

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2024 GBP
ISIN: XS2805591133
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 119.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 119.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.340037.7
UniCredit SpA39.100075.14
BBVA10.100022.99

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.00%
ISIN XS2805591133
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall GBP Aug 2024
ISIN: XS2856233833
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 111.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.87% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006168.26
Nikkei 22538,110.220064425.95
S&P 5005,616.84007744.06
SMI12,354.350014349.51

STRIKE DATE 23/08/2024
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: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856233833
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Citi 100% Capital Protected Autocall USD Aug 2024
ISIN: XS2856234567
STRIKE DATE: 23/08/2024
INDICATIVE PRICE: 113.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 113.76% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,896.69006168.26
Nikkei 22538,110.220064425.95
S&P 5005,616.84007744.06
SMI12,354.350014349.51

STRIKE DATE 23/08/2024
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: 4.00% Semi- Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2856234567
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Index & ETF Reducing Autocall Jul 2024 USD
ISIN: XS2846407489
STRIKE DATE: 22/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF145.76194.89
Nikkei 22539,599.0064425.95
Nasdaq 10019,822.8729935.59

STRIKE DATE 22/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level, reducing to 80% at Yr 2 and 65% on Yr 3 Coupon Rate: USD: 10.90% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.90% p.a.
ISIN XS2846407489
NEXT POTENTIAL MATURITY DATE 22/07/2026

    EXPAND CLOSE
    CITI DEVELOPED MARKETS SEMI-ANNUAL CLASSIC AUTOCALL EUR aug 2024 – Factsheet Upon request
    ISIN: XS2856281055
    STRIKE DATE: 22/08/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

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

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB33,310.930049397.55
    HSI17,641.000024062.72
    S&P 5005,570.64007744.06

    STRIKE DATE 22/08/2024
    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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2856281055
    NEXT POTENTIAL MATURITY DATE 22/08/2025

    EXPAND CLOSE
    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 504,778.66006168.26
    FTSE MIB33,590.340049397.55
    Nikkei 22536,215.750064425.95
    S&P 5005,471.05007744.06

    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 504,778.66006168.26
    FTSE MIB33,590.340049397.55
    Nikkei 22536,215.750064425.95
    S&P 5005,471.05007744.06

    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 504,840.52006168.26
    FTSE 1008,311.410010840.35
    Nikkei 22538,062.670064425.95
    S&P 5005,554.25007744.06

    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 504,840.52006168.26
    FTSE 1008,311.410010840.35
    Nikkei 22538,062.670064425.95
    S&P 5005,554.25007744.06

    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