INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income USD JUL 2024
ISIN: XS2736676284
STRIKE DATE: 02/07/2024
INDICATIVE PRICE: 100.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.54% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,906.33006272.5
S&P 5005,509.01007704.13
Nikkei 22540,074.690065513.99

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: 100.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.22% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,906.33006272.5
S&P 5005,509.01007704.13
Nikkei 22540,074.690065513.99

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
Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
ISIN: XS2773287714
STRIKE DATE: 24/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABB Limited49.320080.5
Bloom Energy Corporation16.2900266.65
General Electric Co167.3300319.78
Vestas Wind System A/S189.3500200.1

STRIKE DATE 24/05/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Quarterly (13.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.55%
ISIN XS2773287714
NEXT POTENTIAL MATURITY DATE 31/08/2026

    EXPAND CLOSE
    BBVA 100% Capital Protected Autocall Jun 2024 USD
    ISIN: XS2760221726
    STRIKE DATE: 21/06/2024
    INDICATIVE PRICE: 117.76%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 117.76% (as at 25/09/2026 11:12 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,012.870013905.82
    Eurostoxx 504,907.30006272.5
    Nikkei 22538,596.470065513.99
    S&P 5005,464.62007704.13

    STRIKE DATE 21/06/2024
    RETURN & BARRIERS
    Source: BBVA 24.05.2024 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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2760221726
    NEXT POTENTIAL MATURITY DATE 21/06/2027

    EXPAND CLOSE
    CIBC S&P 500 Capital Protected Participation Note USD June 2024
    ISIN: XS2829205223
    STRIKE DATE: 24/06/2024
    INDICATIVE PRICE: 127.31%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 127.31% (as at 25/09/2026 11:12 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,447.87007704.13

    STRIKE DATE 24/06/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 140% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2829205223
    NEXT POTENTIAL MATURITY DATE 01/07/2030

    EXPAND CLOSE
    GS Capital Protected Growth Participation Note May 2024 USD
    ISIN: XS2769401550
    STRIKE DATE: 17/05/2024
    INDICATIVE PRICE: 119.17%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 119.17% (as at 25/09/2026 11:12 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,303.27007704.13
    Eurostoxx 505,064.14006272.5

    STRIKE DATE 17/05/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 140% Uncapped Participation in the Averaged Basket at Maturity Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2769401550
    NEXT POTENTIAL MATURITY DATE 17/05/2029

    EXPAND CLOSE
    MS Cap Protected Weighted Basket Growth Participation USD May 2024
    ISIN: XS2817427797
    STRIKE DATE: 17/05/2024
    INDICATIVE PRICE: 119.22%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 119.22% (as at 25/09/2026 11:12 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,787.380065513.99
    S&P 5005,303.27007704.13
    Eurostoxx 505,064.14006272.5
    FTSE 1008,420.260010679.99

    STRIKE DATE 17/05/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Capped Participation Participation Rate: USD: 144% Capped Participation in the Weighted Basket at Maturity Basket Growth Cap: 35% Max Return at Maturity: 50.40% Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2817427797
    NEXT POTENTIAL MATURITY DATE 17/05/2029

    EXPAND CLOSE
    UBS Semi-Annual Classic Autocall May 2024 GBP
    ISIN: XS2816810365
    STRIKE DATE: 17/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,303.27007704.13
    FTSE MIB35,398.820051543.45
    TOPIX2,745.62004075.3
    KOSPI 200370.58001126.12

    STRIKE DATE 17/05/2024
    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: 6.045% Semi-Annually (12.09% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 12.09% p.a.
    ISIN XS2816810365
    NEXT POTENTIAL MATURITY DATE 17/11/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall GBP June 2024 – Factsheet Upon Request
    ISIN: XS2826668555
    STRIKE DATE: 19/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,885.45006272.5
    FTSE MIB33,220.310051543.45
    Nikkei 22538,570.760065513.99
    S&P 5005,473.17007704.13

    STRIKE DATE 19/06/2024
    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: 3.725% Semi-Annual (7.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.45% p.a.
    ISIN XS2826668555
    NEXT POTENTIAL MATURITY DATE 19/12/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall USD Jun 2024 – Factsheet Upon Request
    ISIN: XS2826668472
    STRIKE DATE: 19/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,885.45006272.5
    FTSE MIB33,220.310051543.45
    Nikkei 22538,570.760065513.99
    S&P 5005,473.17007704.13

    STRIKE DATE 19/06/2024
    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: 4.175% Semi-Annual (8.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.45% p.a.
    ISIN XS2826668472
    NEXT POTENTIAL MATURITY DATE 19/12/2025

    EXPAND CLOSE
    Barclays 4 Year Triple Index Fixed Income May 2024 EUR
    ISIN: XS2772410135
    STRIKE DATE: 15/05/2024
    INDICATIVE PRICE: 97.73%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 97.73% (as at 25/09/2026 11:12 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,100.90006272.5
    S&P 5005,308.15007704.13
    Nikkei 22538,385.730065513.99

    STRIKE DATE 15/05/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 2.45% Semi-Annual (4.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2772410135
    NEXT POTENTIAL MATURITY DATE 15/05/2028

    EXPAND CLOSE
    BBVA 70-60 Memory Income Autocall May 2024 USD
    ISIN: XS2759819316
    STRIKE DATE: 15/05/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,100.90006272.5
    FTSE 1008,445.800010679.99
    Nikkei 22538,385.730065513.99
    Russell 20002,109.45902835.574

    STRIKE DATE 15/05/2024
    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: 1.975% Quarterly (7.90% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.90% p.a.
    ISIN XS2759819316
    NEXT POTENTIAL MATURITY DATE 15/08/2025

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP Jun 2024
      ISIN: XS2759826014
      STRIKE DATE: 17/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,142.150010679.99
      Eurostoxx 504,880.42006272.5
      Nikkei 22538,102.440065513.99
      S&P 5005,473.23007704.13

      STRIKE DATE 17/06/2024
      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.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.00% p.a.
      ISIN XS2759826014
      NEXT POTENTIAL MATURITY DATE 17/06/2025

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall USD Jun 2024
      ISIN: XS2759826105
      STRIKE DATE: 17/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,142.150010679.99
      Eurostoxx 504,880.42006272.5
      Nikkei 22538,102.440065513.99
      S&P 5005,473.23007704.13

      STRIKE DATE 17/06/2024
      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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.60% p.a.
      ISIN XS2759826105
      NEXT POTENTIAL MATURITY DATE 17/06/2025

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall Jun 2024 EUR – FACTSHEET UPON REQUEST
      ISIN: XS2822443490
      STRIKE DATE: 12/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,421.03007704.13
      FTSE MIB34,358.830051543.45
      Nikkei 22538,876.710065513.99

      STRIKE DATE 12/06/2024
      RETURN & BARRIERS
      Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.53% Quarterly (6.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.12% p.a.
      ISIN XS2822443490
      NEXT POTENTIAL MATURITY DATE 12/06/2026

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Apr 2024 USD
      ISIN: XS2720320923
      STRIKE DATE: 30/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,921.22006272.5
      FTSE 1008,144.130010679.99
      Nikkei 22538,405.660065513.99
      Russell 20001,973.90602835.574

      STRIKE DATE 30/04/2024
      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 (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 XS2720320923
      NEXT POTENTIAL MATURITY DATE 30/10/2025

      EXPAND CLOSE
      UBS AG 75-60 Memory Income Autocall Apr 2024 GBP
      ISIN: XS2801328027
      STRIKE DATE: 30/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,921.22006272.5
      FTSE 1008,144.130010679.99
      Nikkei 22538,405.660065513.99
      Russell 20001,973.90602835.574

      STRIKE DATE 30/04/2024
      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: 1.575% 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 XS2801328027
      NEXT POTENTIAL MATURITY DATE 30/04/2030

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP May 2024
      ISIN: XS2759805018
      STRIKE DATE: 30/05/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,869.900013905.82
      Eurostoxx 504,982.18006272.5
      Nikkei 22538,054.130065513.99
      S&P 5005,235.48007704.13

      STRIKE DATE 30/05/2024
      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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 11.40% p.a.
      ISIN XS2759805018
      NEXT POTENTIAL MATURITY DATE 01/12/2025

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD May 2024
      ISIN: XS2759805109
      STRIKE DATE: 30/05/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,869.900013905.82
      Eurostoxx 504,982.18006272.5
      Nikkei 22538,054.130065513.99
      S&P 5005,235.48007704.13

      STRIKE DATE 30/05/2024
      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 XS2759805109
      NEXT POTENTIAL MATURITY DATE 01/12/2025

      EXPAND CLOSE
      BNP 900% Uncapped Participation Growth Note Apr 2024 ZAR
      ISIN: ZAE000334504
      STRIKE DATE: 26/04/2024
      INDICATIVE PRICE: 157.73%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 157.73% (as at 25/09/2026 11:12 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Global Diversified Index339.8298378.8507

      STRIKE DATE 26/04/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 900% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN ZAE000334504
      NEXT POTENTIAL MATURITY DATE 26/04/2029

      EXPAND CLOSE