INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Indices 75-60 Memory Income Autocall Apr 2024 USD
ISIN: XS2696281208
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,008.17006382.59
Nikkei 22537,552.160064214.48
Nasdaq 10017,471.470029482.32
Russell 20002,002.64302968.271

STRIKE DATE 23/04/2024
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2696281208
NEXT POTENTIAL MATURITY DATE 23/10/2025

    EXPAND CLOSE
    GS Capital Protected Growth Participation Note April 2024 USD
    ISIN: XS2688537823
    STRIKE DATE: 18/04/2024
    INDICATIVE PRICE: 126.35%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 126.35% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,011.12007747.71
    Eurostoxx 504,936.57006382.59

    STRIKE DATE 18/04/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2688537823
    NEXT POTENTIAL MATURITY DATE 18/04/2029

    EXPAND CLOSE
    SG Global Banks 50-50 Memory Income Autocall Apr 2024 USD
    ISIN: XS2781266411
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG13.880041.6
    UniCredit SpA35.330084.64
    Goldman Sachs424.00001037.93
    Barclays192.2400493.4

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 11.50% p.a.
    ISIN XS2781266411
    NEXT POTENTIAL MATURITY DATE 23/04/2025

      EXPAND CLOSE
      SG Global Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
      ISIN: XS2781310250
      STRIKE DATE: 23/04/2024
      INDICATIVE PRICE: 90.50%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 90.50% (as at 04/09/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      ASML Holding NV834.30001423.4
      Microsoft407.5700510.12
      L'Oreal440.7000378.5
      Sanofi88.850076.27

      STRIKE DATE 23/04/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level (Reduced by 2.50% every 6 months) Memory Income Rate: USD: 5.44% Semi-Annual (10.88% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2781310250
      NEXT POTENTIAL MATURITY DATE 23/10/2026

      EXPAND CLOSE
      SG Memory Income Reducing Knock-Out Autocall Apr 2024 USD
      ISIN: XS2781310177
      STRIKE DATE: 23/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Rivian Automotive Inc9.040015.91
      NIO Inc4.01003.86
      BYD Company Limited197.500085.7

      STRIKE DATE 23/04/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger: 70% of initial level (Reduced by 5% every 3 months) Memory Income Rate: USD: 6.40% Quarterly (25.60% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
      P.A. RETURN 25.60% p.a.
      ISIN XS2781310177
      NEXT POTENTIAL MATURITY DATE 23/04/2025

        EXPAND CLOSE
        SG US Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
        ISIN: XS2781310334
        STRIKE DATE: 23/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Amazon.com179.5400258.9
        Meta Platform Inc496.1000610.68
        Nvidia Corporation82.4230228.45
        Tesla Motors144.6800

        STRIKE DATE 23/04/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level (Reduced by 1.75% every 6 months) Memory Income Rate: USD: 8.60% Semi-Annual (17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 17.20% p.a.
        ISIN XS2781310334
        NEXT POTENTIAL MATURITY DATE 23/04/2025

          EXPAND CLOSE
          SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL May USD 2024 – FACTSHEET UPON REQUEST
          ISIN: XS2781342378
          STRIKE DATE: 24/05/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com180.7500258.9
          Microsoft430.1600510.12
          Tesla Motors179.2400
          Nvidia Corporation106.4690228.45

          STRIKE DATE 24/05/2024
          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% p.a.
          ISIN XS2781342378
          NEXT POTENTIAL MATURITY DATE 25/11/2024

          EXPAND CLOSE
          Natixis 3 year triple index fixed income GBP May 2024
          ISIN: XS2662084057
          STRIKE DATE: 23/05/2024
          INDICATIVE PRICE: 99.29%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 99.29% (as at 04/09/2026 10:16 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,037.60006382.59
          S&P 5005,267.84007747.71
          Nikkei 22539,103.220064214.48

          STRIKE DATE 23/05/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662084057
          NEXT POTENTIAL MATURITY DATE 24/05/2027

          EXPAND CLOSE
          Natixis 3 year triple index fixed income USD May 2024
          ISIN: XS2662083919
          STRIKE DATE: 23/05/2024
          INDICATIVE PRICE: 99.92%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 99.92% (as at 04/09/2026 10:16 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,037.60006382.59
          S&P 5005,267.84007747.71
          Nikkei 22539,103.220064214.48

          STRIKE DATE 23/05/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN
          ISIN XS2662083919
          NEXT POTENTIAL MATURITY DATE 24/05/2027

          EXPAND CLOSE
          BBVA Developed Indices Classic Autocall April 2024 USD
          ISIN: XS2696277867
          STRIKE DATE: 19/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/TSX 601,307.47102154.046
          IBEX 3510,729.500020000.2
          Nikkei 22537,068.350064214.48
          S&P 5004,967.23007747.71

          STRIKE DATE 19/04/2024
          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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 10.00% p.a.
          ISIN XS2696277867
          NEXT POTENTIAL MATURITY DATE 20/10/2025

          EXPAND CLOSE
          BBVA Diversified Indices Classic Autocall April 2024 USD
          ISIN: XS2696277784
          STRIKE DATE: 19/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          OMX Stockholm 302,502.07003278.19
          IBEX 3510,729.500020000.2
          Nikkei 22537,068.350064214.48
          S&P 5004,967.23007747.71

          STRIKE DATE 19/04/2024
          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: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 10.32% p.a.
          ISIN XS2696277784
          NEXT POTENTIAL MATURITY DATE 20/10/2025

          EXPAND CLOSE
          UBS 85-70 Memory Income Autocall GBP Apr 2024
          ISIN: XS2806491804
          STRIKE DATE: 17/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY UBS AG
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,914.13006382.59
          Nikkei 22537,961.800064214.48
          Russell 20001,947.94702968.271

          STRIKE DATE 17/04/2024
          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: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
          P.A. RETURN 7.75% p.a.
          ISIN XS2806491804
          NEXT POTENTIAL MATURITY DATE 17/10/2025

            EXPAND CLOSE
            Citi 85-65 Memory Income Autocall GBP May 2024 – Factsheet upon request
            ISIN: XS2795457709
            STRIKE DATE: 17/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

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

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,420.260010831.52
            FTSE MIB35,398.820052245.47
            S&P 5005,303.27007747.71

            STRIKE DATE 17/05/2024
            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: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN 6.60% p.a.
            ISIN XS2795457709
            NEXT POTENTIAL MATURITY DATE 18/05/2026

            EXPAND CLOSE
            Citi 85-65 Memory Income Autocall USD May 2024 – Factsheet upon request
            ISIN: XS2795457881
            STRIKE DATE: 17/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

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

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,420.260010831.52
            FTSE MIB35,398.820052245.47
            S&P 5005,303.27007747.71

            STRIKE DATE 17/05/2024
            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: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN 7.40% p.a.
            ISIN XS2795457881
            NEXT POTENTIAL MATURITY DATE 18/05/2026

            EXPAND CLOSE
            UBS 85-60 Memory Income Autocall GBP May 2024
            ISIN: XS2805535817
            STRIKE DATE: 15/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS AG
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,100.90006382.59
            FTSE 1008,445.800010831.52
            Nikkei 22538,385.730064214.48
            S&P 5005,308.15007747.71

            STRIKE DATE 15/05/2024
            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: 3.6250% Semi-Annual (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.25% p.a.
            ISIN XS2805535817
            NEXT POTENTIAL MATURITY DATE 17/11/2025

            EXPAND CLOSE
            UBS 85-60 Memory Income Autocall USD May 2024
            ISIN: XS2805535734
            STRIKE DATE: 15/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS AG
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,100.90006382.59
            FTSE 1008,445.800010831.52
            Nikkei 22538,385.730064214.48
            S&P 5005,308.15007747.71

            STRIKE DATE 15/05/2024
            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 XS2805535734
            NEXT POTENTIAL MATURITY DATE 17/11/2025

            EXPAND CLOSE
            BBVA Global Markets Classic Autocall Apr 2024 AUD
            ISIN: XS2720304307
            STRIKE DATE: 09/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY AUD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P/ASX 2007,824.24409020.093
            Eurostoxx 504,990.90006382.59
            Nikkei 22539,773.130064214.48
            S&P 5005,209.91007747.71

            STRIKE DATE 09/04/2024
            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: AUD: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 11.15% p.a.
            ISIN XS2720304307
            NEXT POTENTIAL MATURITY DATE 09/10/2025

            EXPAND CLOSE
            BNP Paribas Triple Index Classic Autocall EUR Apr 2024 – Factsheet upon request
            ISIN: XS2749313370
            STRIKE DATE: 30/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB33,746.660052245.47
            HSI17,763.030025213.31
            S&P 5005,035.69007747.71

            STRIKE DATE 30/04/2024
            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: 4.80% Semi-Annually (9.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN 9.60% p.a.
            ISIN XS2749313370
            NEXT POTENTIAL MATURITY DATE 30/04/2025

            EXPAND CLOSE
            BBVA Dual Index 90% Capital Protected Participation Note USD Apr 2024
            ISIN: XS2720286561
            STRIKE DATE: 23/04/2024
            INDICATIVE PRICE: 116.45%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 116.45% (as at 04/09/2026 10:16 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,008.17006382.59
            S&P 5005,070.55007747.71

            STRIKE DATE 23/04/2024
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Capped Participation Growth Participation Rate: 155.00% Basket Growth Cap: 15.00% Maximum Return: 23.25% plus Capital at Maturity Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 10% Capital at Risk Capital Protection Barrier: 90% Capital Protected (1-for-1 downside between 100% - 90%)
            P.A. RETURN
            ISIN XS2720286561
            NEXT POTENTIAL MATURITY DATE 23/04/2027

            EXPAND CLOSE
            BBVA 75-60 Memory Income Autocall Mar 2024 GBP
            ISIN: XS2720253983
            STRIKE DATE: 28/03/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,083.42006382.59
            FTSE 1007,952.620010831.52
            Nikkei 22540,168.070064214.48
            Russell 20002,124.54702968.271

            STRIKE DATE 28/03/2024
            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% Semi-Annual (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 XS2720253983
            NEXT POTENTIAL MATURITY DATE 29/09/2025

            EXPAND CLOSE