INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 Inc9.040013.02
NIO Inc4.01003.5
BYD Company Limited197.500072.95

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.com179.5400254.76
    Meta Platform Inc496.1000736.72
    Nvidia Corporation82.4230217.23
    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.com180.7500254.76
      Microsoft430.1600539.44
      Tesla Motors179.2400
      Nvidia Corporation106.4690217.23

      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: 99.88%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.88% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,037.60006168.26
      S&P 5005,267.84007744.06
      Nikkei 22539,103.220064425.95

      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: 100.41%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.41% (as at 16/10/2026 10:16 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,037.60006168.26
      S&P 5005,267.84007744.06
      Nikkei 22539,103.220064425.95

      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 601,307.47102138.906
      IBEX 3510,729.500019177.7
      Nikkei 22537,068.350064425.95
      S&P 5004,967.23007744.06

      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 302,502.07003256.08
      IBEX 3510,729.500019177.7
      Nikkei 22537,068.350064425.95
      S&P 5004,967.23007744.06

      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 504,914.13006168.26
      Nikkei 22537,961.800064425.95
      Russell 20001,947.94702767.269

      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 1008,420.260010840.35
        FTSE MIB35,398.820049397.55
        S&P 5005,303.27007744.06

        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 1008,420.260010840.35
        FTSE MIB35,398.820049397.55
        S&P 5005,303.27007744.06

        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 505,100.90006168.26
        FTSE 1008,445.800010840.35
        Nikkei 22538,385.730064425.95
        S&P 5005,308.15007744.06

        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 505,100.90006168.26
        FTSE 1008,445.800010840.35
        Nikkei 22538,385.730064425.95
        S&P 5005,308.15007744.06

        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 2007,824.24408719.719
        Eurostoxx 504,990.90006168.26
        Nikkei 22539,773.130064425.95
        S&P 5005,209.91007744.06

        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 MIB33,746.660049397.55
        HSI17,763.030024062.72
        S&P 5005,035.69007744.06

        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: 117.06%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 117.06% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,008.17006168.26
        S&P 5005,070.55007744.06

        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 505,083.42006168.26
        FTSE 1007,952.620010840.35
        Nikkei 22540,168.070064425.95
        Russell 20002,124.54702767.269

        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
        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 505,083.42006168.26
        FTSE 1007,952.620010840.35
        Nikkei 22540,168.070064425.95
        Russell 20002,124.54702767.269

        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 AG12.730037.7
          UniCredit SpA35.175075.14
          BBVA11.040022.99
          Barclays183.2000432.4

          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 MIB34,750.350049397.55
          HSCEI5,810.79008103.27
          TOPIX2,750.81003999.34
          KOSPI 200373.2200860.7

          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 1007,952.620010840.35
          Eurostoxx 505,083.42006168.26
          Nikkei 22540,168.070064425.95
          Nasdaq 10018,254.690029935.59

          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