INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2720253801
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,083.42006382.59
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: USD: 1.80% Semi-Annual (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 XS2720253801
NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    Soc Gen Global Banks 55-55 Memory Income Autocall Mar 2024 GBP
    ISIN: XS2781129692
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG12.730041.6
    UniCredit SpA35.175084.64
    BBVA11.040025.4
    Barclays183.2000493.4

    STRIKE DATE 28/03/2024
    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: 2.55% Quarterly (10.20% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final Level Barrier (European Style)
    P.A. RETURN 10.20% p.a.
    ISIN XS2781129692
    NEXT POTENTIAL MATURITY DATE 28/03/2025

    EXPAND CLOSE
    BBVA World Indices Drop Down Autocall Mar 2024 GBP
    ISIN: XS2720280952
    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
    FTSE MIB34,750.350052245.47
    HSCEI5,810.79008385.24
    TOPIX2,750.81004102.04
    KOSPI 200373.22001032.82

    STRIKE DATE 28/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.5% every quarter, floored at 90%. Coupon Rate: GBP: 2.26% Quartlery (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.04% p.a.
    ISIN XS2720280952
    NEXT POTENTIAL MATURITY DATE 30/06/2025

    EXPAND CLOSE
    BBVA Developed Indices Classic Autocall March 2024 USD
    ISIN: XS2720292965
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,952.620010831.52
    Eurostoxx 505,083.42006382.59
    Nikkei 22540,168.070064214.48
    Nasdaq 10018,254.690029482.32

    STRIKE DATE 28/03/2024
    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: 5.77% Semi-Annually (11.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.54% p.a.
    ISIN XS2720292965
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Mar 2024 USD
    ISIN: XS2720293005
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,730.430014394.77
    FTSE MIB34,750.350052245.47
    TOPIX2,750.81004102.04
    KOSPI 200373.22001032.82

    STRIKE DATE 28/03/2024
    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: 7.41% Semi-Annually (14.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 14.82% p.a.
    ISIN XS2720293005
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    UBS Global Markets Classic Autocall Mar 2024 USD
    ISIN: XS2793131603
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,730.430014394.77
    FTSE MIB34,750.350052245.47
    TOPIX2,750.81004102.04
    KOSPI 200373.22001032.82

    STRIKE DATE 28/03/2024
    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: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 14.20% p.a.
    ISIN XS2793131603
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Apr 2024
    ISIN: XS2720314017
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,260.910014394.77
    Eurostoxx 504,921.22006382.59
    Nikkei 22538,405.660064214.48
    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: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.75% p.a.
    ISIN XS2720314017
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Apr 2024
    ISIN: XS2720314108
    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
    SMI11,260.910014394.77
    Eurostoxx 504,921.22006382.59
    Nikkei 22538,405.660064214.48
    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: USD: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.20% p.a.
    ISIN XS2720314108
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    Barclays 100% Capital Protected USD Apr 2024
    ISIN: XS2742917375
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 114.76%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 114.76% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760064214.48
    HSI17,651.150025213.31
    OMX Stockholm 302,557.69503278.19

    STRIKE DATE 26/04/2024
    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: 4.15% Semi-Annually
    P.A. RETURN
    ISIN XS2742917375
    NEXT POTENTIAL MATURITY DATE 26/04/2027

    EXPAND CLOSE
    Barclays 100% Capital Protected GBP Apr 2024
    ISIN: XS2742917458
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 113.41%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 113.41% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760064214.48
    HSI17,651.150025213.31
    OMX Stockholm 302,557.69503278.19

    STRIKE DATE 26/04/2024
    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: 3.55% Semi-Annually
    P.A. RETURN
    ISIN XS2742917458
    NEXT POTENTIAL MATURITY DATE 26/04/2027

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Apr 2024
    ISIN: XS2662080147
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 100.29%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 100.29% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160064214.48
    Eurostoxx 505,008.17006382.59
    S&P 5005,070.55007747.71

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2662080147
    NEXT POTENTIAL MATURITY DATE 30/04/2027

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income GBP Apr 2024
    ISIN: XS2742917532
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 96.85%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.85% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160064214.48
    Eurostoxx 505,008.17006382.59
    OMX Stockholm 302,546.33203278.19

    STRIKE DATE 23/04/2024
    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 XS2742917532
    NEXT POTENTIAL MATURITY DATE 30/04/2027

    EXPAND CLOSE
    BNP Paribas Semi-annual Classic Autocall March 2024 GBP
    ISIN: XS2673666918
    STRIKE DATE: 21/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,052.31006382.59
    Nikkei 22540,815.660064214.48
    SMI11,703.660014394.77
    HSI16,863.100025213.31

    STRIKE DATE 21/03/2024
    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: 5.64% Semi-Annually (11.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.28% p.a.
    ISIN XS2673666918
    NEXT POTENTIAL MATURITY DATE 22/09/2025

    EXPAND CLOSE
    GS 6 Year Uncapped Averaged Participation Growth Mar 2024 USD
    ISIN: XS2653907068
    STRIKE DATE: 20/03/2024
    INDICATIVE PRICE: 134.90%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 134.90% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005224.627747.71

    STRIKE DATE 20/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Participation Growth Note Participation Rate: USD: 150% Uncapped Participation quarterly arithmetic averaged performance of the Index Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2653907068
    NEXT POTENTIAL MATURITY DATE 20/03/2030

    EXPAND CLOSE
    Goldman Sachs 5 Year Capped Participation Growth Note Mar 2024
    ISIN: XS2481734759
    STRIKE DATE: 18/03/2024
    INDICATIVE PRICE: 109.95%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 109.95% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Morgan Stanley Invesment Fund Global High Yield Bond Fun Share Class A USD27.2500

    STRIKE DATE 18/03/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation in positive performance of the Underlying at Maturity, Capped at 30% Growth Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2481734759
    NEXT POTENTIAL MATURITY DATE 19/03/2029

    EXPAND CLOSE
    Barclays 80-70 Memory Income Autocall March 2024 GBP
    ISIN: XS2728016812
    STRIKE DATE: 19/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22540,003.600064214.48
    FTSE MIB34,262.360052245.47
    OMX Stockholm 302,514.92503278.19

    STRIKE DATE 19/03/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2728016812
    NEXT POTENTIAL MATURITY DATE 19/03/2026

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Mar 2024 EUR
    ISIN: XS2770597032
    STRIKE DATE: 18/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BBVA10.385025.4
    Commerzbank AG11.880041.6
    UniCredit SpA33.170084.64

    STRIKE DATE 18/03/2024
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.09% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 6.09% p.a.
    ISIN XS2770597032
    NEXT POTENTIAL MATURITY DATE 18/03/2025

    EXPAND CLOSE
    BNP World Indices Hybrid Memory Income Autocall March 2024 USD
    ISIN: XS2358206683
    STRIKE DATE: 15/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,986.02006382.59
    FTSE 1007,727.420010831.52
    Nasdaq 10017,808.250029482.32
    OMX Stockholm 302,533.62003278.19

    STRIKE DATE 15/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.875% Semi-Annual (5.75% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.75% p.a.
    ISIN XS2358206683
    NEXT POTENTIAL MATURITY DATE 16/03/2026

    EXPAND CLOSE
    BBVA Global Stocks 80-60 Memory Income Autocall Mar 2024 USD
    ISIN: XS2720246003
    STRIKE DATE: 14/03/2024
    INDICATIVE PRICE: 89.74%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 89.74% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nestle S.A.95.080077.84
    AXA SA34.005044.21
    Sanofi88.210076.27
    Unilever3,885.00004733

    STRIKE DATE 14/03/2024
    RETURN & BARRIERS
    Maximum Term: 4 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: 2.7875% Quarterly (11.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2720246003
    NEXT POTENTIAL MATURITY DATE 14/09/2026

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP April 2024 – Factsheet upon request
    ISIN: XS2734585735
    STRIKE DATE: 17/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,847.990010831.52
    FTSE MIB33,632.710052245.47
    S&P 5005,022.21007747.71

    STRIKE DATE 17/04/2024
    RETURN & BARRIERS
    Maximum Term: 5 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 XS2734585735
    NEXT POTENTIAL MATURITY DATE 17/04/2026

    EXPAND CLOSE