INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas Capital Protected Income & Growth Feb 2024 USD
ISIN: XS2705282106
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: 109.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 109.51% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.020010639.17
Eurostoxx 504,885.74006210.17
S&P 5005,078.18007408.3
Nikkei 22539,239.520066422.6

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2705282106
NEXT POTENTIAL MATURITY DATE 08/03/2027

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663312408
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: 99.39%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.39% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,564.11006210.17
FTSE 1007,527.670010639.17
Nikkei 22536,226.480066422.6
S&P 5004,868.55007408.3

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2663312408
NEXT POTENTIAL MATURITY DATE 24/01/2027

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Jan 2024 GBP
ISIN: XS2742620524
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.790036.35
UniCredit SpA26.995079.22
BBVA8.226022.29

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.27% p.a.
ISIN XS2742620524
NEXT POTENTIAL MATURITY DATE 24/01/2025

    EXPAND CLOSE
    UniCredit 3 Year HSCEI Recovery Note USD Jan 2024
    ISIN: DE000HD1YLK1
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: 223.77%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 223.77% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI12,382.08008352.67

    STRIKE DATE 24/01/2024
    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 DE000HD1YLK1
    NEXT POTENTIAL MATURITY DATE 22/01/2027

    EXPAND CLOSE
    Morgan Stanley 85-60 Memory Income Autocall Jan 2024 GBP
    ISIN: XS2722730491
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,564.11006210.17
    Nikkei 22536,226.480066422.6
    S&P 5004,868.55007408.3

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.24% p.a.
    ISIN XS2722730491
    NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      UniCredit 85-60 Memory Income Autocall Jan 2024 GBP
      ISIN: DE000HD1WF67
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,527.670010639.17
      Eurostoxx 504,564.11006210.17
      Nikkei 22536,226.480066422.6
      S&P 5004,868.55007408.3

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.47% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.94% p.a.
      ISIN DE000HD1WF67
      NEXT POTENTIAL MATURITY DATE 24/01/2025

        EXPAND CLOSE
        Barclays Major Markets Fixed Income Jan 2024 USD
        ISIN: XS2694376422
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: 98.08%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.08% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,564.11006210.17
        S&P 5004,868.55007408.3
        Nikkei 22536,226.480066422.6

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2694376422
        NEXT POTENTIAL MATURITY DATE 25/01/2027

        EXPAND CLOSE
        Goldman Sachs Dual Index Capital Protected Accelerator Jan 2024 USD
        ISIN: XS2688781140
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: 123.70%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 123.70% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,196.820014214.95
        Eurostoxx 504,564.11006210.17

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Participation Participation Rate: USD: 200% participation in the Equally Weighted Basket (Capped at 15% Growth: Max Return: 30%) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
        P.A. RETURN
        ISIN XS2688781140
        NEXT POTENTIAL MATURITY DATE 25/01/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income feb 2024 USD
        ISIN: XS2662069504
        STRIKE DATE: 20/02/2024
        INDICATIVE PRICE: 100.25%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 100.25% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,760.28006210.17
        S&P 5004,975.51007408.3
        Nikkei 22538,363.610066422.6

        STRIKE DATE 20/02/2024
        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 XS2662069504
        NEXT POTENTIAL MATURITY DATE 22/02/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income feb 2024 GBP
        ISIN: XS2662069686
        STRIKE DATE: 20/02/2024
        INDICATIVE PRICE: 100.19%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 100.19% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,760.28006210.17
        S&P 5004,975.51007408.3
        Nikkei 22538,363.610066422.6

        STRIKE DATE 20/02/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2662069686
        NEXT POTENTIAL MATURITY DATE 22/02/2027

        EXPAND CLOSE
        BBVA US Tech Low Hurdle Autocall Feb 2024 GBP
        ISIN: XS2695914981
        STRIKE DATE: 16/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet-C141.7600318.34
        Amazon.com169.5100233.66
        Meta Platform Inc473.3200606.1
        Tesla Motors199.9500

        STRIKE DATE 16/02/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 15.64% p.a.
        ISIN XS2695914981
        NEXT POTENTIAL MATURITY DATE 16/08/2024

        EXPAND CLOSE
        BBVA US Tech Low Hurdle Autocall Feb 2024 USD
        ISIN: XS2695914718
        STRIKE DATE: 16/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet-C141.7600318.34
        Amazon.com169.5100233.66
        Meta Platform Inc473.3200606.1
        Tesla Motors199.9500

        STRIKE DATE 16/02/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 4.62% Quarterly (18.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 18.48% p.a.
        ISIN XS2695914718
        NEXT POTENTIAL MATURITY DATE 16/08/2024

        EXPAND CLOSE
        Goldman Sachs 7 Year Fixed Rate Note Jan 2024 ZAR
        ISIN: ZAE000330999
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: 127.79%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 127.79% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,403.08006210.17

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 191.75% Fixed Rate at Maturity if Underlying > Strike Level, 191.70% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
        P.A. RETURN
        ISIN ZAE000330999
        NEXT POTENTIAL MATURITY DATE 03/01/2031

        EXPAND CLOSE
        Citi European Banks 1 Year Fixed Income January 2024 EUR
        ISIN: XS2725158674
        STRIKE DATE: 19/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG11.065036.35
        UniCredit SpA26.440079.22
        BBVA7.996022.29

        STRIKE DATE 19/01/2024
        RETURN & BARRIERS
        Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 7.25% p.a.
        ISIN XS2725158674
        NEXT POTENTIAL MATURITY DATE 20/01/2025

        EXPAND CLOSE
        BNP Paribas US Large Cap Memory Income Autocall Jan 2024 USD
        ISIN: XS2699282633
        STRIKE DATE: 18/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Starbucks Corp93.3400103.21
        Carnival Corp17.280025.27
        Bank of America31.730061.28
        Tesla Motors211.8800

        STRIKE DATE 18/01/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 13.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.125% p.a.
        ISIN XS2699282633
        NEXT POTENTIAL MATURITY DATE 18/10/2024

        EXPAND CLOSE
        Barclays Capital Protected Growth Participation January 2024 USD
        ISIN: XS2674305433
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: 121.77%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 121.77% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Dow Jones Industrial Average37,266.670051711.65
        CAC 407,318.69008299.09
        S&P/ASX 2007,393.08308838.994

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 108% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
        P.A. RETURN
        ISIN XS2674305433
        NEXT POTENTIAL MATURITY DATE 19/01/2027

        EXPAND CLOSE
        Goldman Sachs Capital Protected Participation January 2024 GBP
        ISIN: XS2691898519
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: 143.75%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 143.75% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,446.290010639.17
        S&P 5004,739.21007408.3
        SMI11,148.560014214.95

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 109% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
        P.A. RETURN
        ISIN XS2691898519
        NEXT POTENTIAL MATURITY DATE 19/01/2027

        EXPAND CLOSE
        Goldman Sachs 100% Protected Participation Note January 2024 USD
        ISIN: XS2691898279
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: 138.79%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 138.79% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Allianz SE244.8500424.4
        BNP Paribas SA60.2400103.76
        Nestle S.A.98.180079.29
        SSE PLC1,740.00002440

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the equally weight growth at maturity. Capital Protected: 100% Capital Protected
        P.A. RETURN
        ISIN XS2691898279
        NEXT POTENTIAL MATURITY DATE 18/01/2027

        EXPAND CLOSE
        BBVA Quarterly Memory Income Autocall January 2024 GBP
        ISIN: XS2676599587
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Advanced Micro Devices160.1700539.69
        Nvidia Corporation56.0530208.76
        Amazon.com151.7100233.66
        Alphabet-C142.8900318.34

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.45% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
        P.A. RETURN 9.80% p.a.
        ISIN XS2676599587
        NEXT POTENTIAL MATURITY DATE 17/07/2025

        EXPAND CLOSE
        BBVA Quarterly Memory Income Autocall January 2024 USD
        ISIN: XS2676599405
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Advanced Micro Devices160.1700539.69
        Nvidia Corporation56.0530208.76
        Amazon.com151.7100233.66
        Alphabet-C142.8900318.34

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.75% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
        P.A. RETURN 11.00% p.a.
        ISIN XS2676599405
        NEXT POTENTIAL MATURITY DATE 17/07/2025

        EXPAND CLOSE