INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 75-60 Memory Income Autocall May 2024 USD
ISIN: XS2809257996
STRIKE DATE: 31/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,983.67006168.26
FTSE 1008,275.380010840.35
S&P/ASX 2007,701.73908719.719
S&P 5005,277.51007744.06

STRIKE DATE 31/05/2024
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 XS2809257996
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP JUL 2024
ISIN: XS2760231014
STRIKE DATE: 01/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.610014349.51
Eurostoxx 504,929.99006168.26
Nikkei 22539,631.060064425.95
S&P 5005,475.09007744.06

STRIKE DATE 01/07/2024
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: GBP: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.70% p.a.
ISIN XS2760231014
NEXT POTENTIAL MATURITY DATE 05/01/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD JUL 2024
ISIN: XS2760229463
STRIKE DATE: 01/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.610014349.51
Eurostoxx 504,929.99006168.26
Nikkei 22539,631.060064425.95
S&P 5005,475.09007744.06

STRIKE DATE 01/07/2024
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: 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 XS2760229463
NEXT POTENTIAL MATURITY DATE 05/01/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
ISIN: XS2814005844
STRIKE DATE: 03/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com197.5900254.76
Microsoft460.7700539.44
Nvidia Corporation128.2800217.23
Tesla Motors246.3900

STRIKE DATE 03/07/2024
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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.00% p.a.
ISIN XS2814005844
NEXT POTENTIAL MATURITY DATE 03/07/2025

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
ISIN: XS2814006735
STRIKE DATE: 24/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA35.365075.14
Commerzbank AG14.230037.7
BBVA9.392022.99
Morgan Stanley97.1000182.1

STRIKE DATE 24/06/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.20% p.a.
ISIN XS2814006735
NEXT POTENTIAL MATURITY DATE 27/12/2024

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
ISIN: XS2736676102
STRIKE DATE: 02/07/2024
INDICATIVE PRICE: 98.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,906.33006168.26
S&P 5005,509.01007744.06
Nikkei 22540,074.690064425.95

STRIKE DATE 02/07/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736676102
NEXT POTENTIAL MATURITY DATE 09/07/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD JUL 2024
ISIN: XS2736676284
STRIKE DATE: 02/07/2024
INDICATIVE PRICE: 99.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.13% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,906.33006168.26
S&P 5005,509.01007744.06
Nikkei 22540,074.690064425.95

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: 99.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.08% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,906.33006168.26
S&P 5005,509.01007744.06
Nikkei 22540,074.690064425.95

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 Limited49.320076.2
Bloom Energy Corporation16.2900236.3
General Electric Co167.3300312
Vestas Wind System A/S189.3500184

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: 118.43%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.43% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,012.870014349.51
    Eurostoxx 504,907.30006168.26
    Nikkei 22538,596.470064425.95
    S&P 5005,464.62007744.06

    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: 127.79%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 127.79% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,447.87007744.06

    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: 118.66%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 118.66% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,303.27007744.06
    Eurostoxx 505,064.14006168.26

    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: 119.50%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 119.50% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22538,787.380064425.95
    S&P 5005,303.27007744.06
    Eurostoxx 505,064.14006168.26
    FTSE 1008,420.260010840.35

    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 5005,303.27007744.06
    FTSE MIB35,398.820049397.55
    TOPIX2,745.62003999.34
    KOSPI 200370.5800860.7

    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 504,885.45006168.26
    FTSE MIB33,220.310049397.55
    Nikkei 22538,570.760064425.95
    S&P 5005,473.17007744.06

    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 504,885.45006168.26
    FTSE MIB33,220.310049397.55
    Nikkei 22538,570.760064425.95
    S&P 5005,473.17007744.06

    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: 98.07%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 98.07% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,100.90006168.26
    S&P 5005,308.15007744.06
    Nikkei 22538,385.730064425.95

    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 505,100.90006168.26
    FTSE 1008,445.800010840.35
    Nikkei 22538,385.730064425.95
    Russell 20002,109.45902767.269

    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 1008,142.150010840.35
      Eurostoxx 504,880.42006168.26
      Nikkei 22538,102.440064425.95
      S&P 5005,473.23007744.06

      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 1008,142.150010840.35
      Eurostoxx 504,880.42006168.26
      Nikkei 22538,102.440064425.95
      S&P 5005,473.23007744.06

      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