INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI11,730.430014349.51
FTSE MIB34,750.350049397.55
TOPIX2,750.81003999.34
KOSPI 200373.2200860.7

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
SMI11,730.430014349.51
FTSE MIB34,750.350049397.55
TOPIX2,750.81003999.34
KOSPI 200373.2200860.7

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
SMI11,260.910014349.51
Eurostoxx 504,921.22006168.26
Nikkei 22538,405.660064425.95
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: 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
SMI11,260.910014349.51
Eurostoxx 504,921.22006168.26
Nikkei 22538,405.660064425.95
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: 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: 115.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 115.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,934.760064425.95
HSI17,651.150024062.72
OMX Stockholm 302,557.69503256.08

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: 114.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 114.19% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,934.760064425.95
HSI17,651.150024062.72
OMX Stockholm 302,557.69503256.08

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: 100.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.85% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,552.160064425.95
Eurostoxx 505,008.17006168.26
S&P 5005,070.55007744.06

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: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.41% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,552.160064425.95
Eurostoxx 505,008.17006168.26
OMX Stockholm 302,546.33203256.08

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 505,052.31006168.26
Nikkei 22540,815.660064425.95
SMI11,703.660014349.51
HSI16,863.100024062.72

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: 133.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 133.52% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005224.627744.06

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: 108.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 108.97% (as at 16/10/2026 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 22540,003.600064425.95
FTSE MIB34,262.360049397.55
OMX Stockholm 302,514.92503256.08

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
BBVA10.385022.99
Commerzbank AG11.880037.7
UniCredit SpA33.170075.14

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 504,986.02006168.26
FTSE 1007,727.420010840.35
Nasdaq 10017,808.250029935.59
OMX Stockholm 302,533.62003256.08

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: 87.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.25% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nestle S.A.95.080081.07
AXA SA34.005042.85
Sanofi88.210072.16
Unilever3,885.00004915.5

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 14/12/2026

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 1007,847.990010840.35
FTSE MIB33,632.710049397.55
S&P 5005,022.21007744.06

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
Barclays 85-65 Memory Income Autocall USD April 2024 – Factsheet upon request
ISIN: XS2734585818
STRIKE DATE: 17/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,847.990010840.35
FTSE MIB33,632.710049397.55
S&P 5005,022.21007744.06

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: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2734585818
NEXT POTENTIAL MATURITY DATE 17/04/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall GBP Apr 2024
ISIN: XS2720275366
STRIKE DATE: 15/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,395.810014349.51
Eurostoxx 504,984.48006168.26
Nikkei 22539,232.800064425.95
S&P 5005,061.82007744.06

STRIKE DATE 15/04/2024
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: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2720275366
NEXT POTENTIAL MATURITY DATE 15/10/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall USD Apr 2024
ISIN: XS2720275440
STRIKE DATE: 15/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,395.810014349.51
Eurostoxx 504,984.48006168.26
Nikkei 22539,232.800064425.95
S&P 5005,061.82007744.06

STRIKE DATE 15/04/2024
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: USD: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2720275440
NEXT POTENTIAL MATURITY DATE 15/10/2025

EXPAND CLOSE
Citi Dual Direction Autocall Mar 2024 USD
ISIN: XS2758784990
STRIKE DATE: 08/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ICE IBA - USD SOFR ICE Swap Rate 10Y3.71203.964
S&P 5005,123.69007744.06

STRIKE DATE 08/03/2024
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: S&P 500 needs to be at or above 100% of initial level, swap rates to be at or below 3.70% Coupon Rate: USD: 4.815% Semi-Annually (9.63% p.a.) Capital Risk: Capital protected
P.A. RETURN 9.63% p.a.
ISIN XS2758784990
NEXT POTENTIAL MATURITY DATE 08/09/2025

EXPAND CLOSE