INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 505,100.90006231.54
FTSE 1008,445.800010782.66
Nikkei 22538,385.730061077.9
S&P 5005,308.15007353.73

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 505,100.90006231.54
FTSE 1008,445.800010782.66
Nikkei 22538,385.730061077.9
S&P 5005,308.15007353.73

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 2007,824.24409065.067
Eurostoxx 504,990.90006231.54
Nikkei 22539,773.130061077.9
S&P 5005,209.91007353.73

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 MIB33,746.660050505.87
HSI17,763.030024796.98
S&P 5005,035.69007353.73

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: 117.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 117.20% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,008.17006231.54
S&P 5005,070.55007353.73

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 505,083.42006231.54
FTSE 1007,952.620010782.66
Nikkei 22540,168.070061077.9
Russell 20002,124.54702729.887

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 505,083.42006231.54
FTSE 1007,952.620010782.66
Nikkei 22540,168.070061077.9
Russell 20002,124.54702729.887

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 AG12.730038.73
    UniCredit SpA35.175077.18
    BBVA11.040022.9
    Barclays183.2000424

    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 MIB34,750.350050505.87
    HSCEI5,810.79008369.08
    TOPIX2,750.81003940.39
    KOSPI 200373.2200837.78

    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 1007,952.620010782.66
    Eurostoxx 505,083.42006231.54
    Nikkei 22540,168.070061077.9
    Nasdaq 10018,254.690026629.81

    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
    SMI11,730.430014967.73
    FTSE MIB34,750.350050505.87
    TOPIX2,750.81003940.39
    KOSPI 200373.2200837.78

    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
    SMI11,730.430014967.73
    FTSE MIB34,750.350050505.87
    TOPIX2,750.81003940.39
    KOSPI 200373.2200837.78

    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
    SMI11,260.910014967.73
    Eurostoxx 504,921.22006231.54
    Nikkei 22538,405.660061077.9
    S&P 5005,035.69007353.73

    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
    SMI11,260.910014967.73
    Eurostoxx 504,921.22006231.54
    Nikkei 22538,405.660061077.9
    S&P 5005,035.69007353.73

    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: 115.61%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 115.61% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760061077.9
    HSI17,651.150024796.98
    OMX Stockholm 302,557.69503301.091

    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: 114.18%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 114.18% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760061077.9
    HSI17,651.150024796.98
    OMX Stockholm 302,557.69503301.091

    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: 99.04%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.04% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160061077.9
    Eurostoxx 505,008.17006231.54
    S&P 5005,070.55007353.73

    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: 96.95%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.95% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160061077.9
    Eurostoxx 505,008.17006231.54
    OMX Stockholm 302,546.33203301.091

    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 505,052.31006231.54
    Nikkei 22540,815.660061077.9
    SMI11,703.660014967.73
    HSI16,863.100024796.98

    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: 128.54%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 128.54% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005224.627353.73

    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