INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD Mar 2025
ISIN: XS2941090990
STRIKE DATE: 13/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,836.190013463.33
FTSE MIB37,999.730050029.17
Nikkei 22536,790.030064179.27
Russell 20001,993.69002835.462

STRIKE DATE 13/03/2025
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: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a.
ISIN XS2941090990
NEXT POTENTIAL MATURITY DATE 13/03/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2025
ISIN: XS2941090305
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,868.430013463.33
Eurostoxx 505,359.42006009.95
Nikkei 22536,819.090064179.27
S&P 5005,599.30007266.99

STRIKE DATE 12/03/2025
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2941090305
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2025
ISIN: XS2941090487
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,868.430013463.33
Eurostoxx 505,359.42006009.95
Nikkei 22536,819.090064179.27
S&P 5005,599.30007266.99

STRIKE DATE 12/03/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2941090487
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
ISIN: XS2938749301
STRIKE DATE: 03/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,217.91006009.95
S&P 5005,994.57007266.99
Nikkei 22538,520.090064179.27

STRIKE DATE 03/02/2025
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: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.51% p.a.
ISIN XS2938749301
NEXT POTENTIAL MATURITY DATE 03/02/2026

EXPAND CLOSE
Citi Developed Markets Classic Autocall EUR March 2025
ISIN: XS2984044193
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Citigroup Global Markets Funding Luxembourg
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,592.810050029.17
S&P 5005,770.20007266.99
HSI24,231.300024407.96

STRIKE DATE 07/03/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2984044193
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP March 2025
ISIN: XS2736708749
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,489.12006009.95
Russell 20002,100.74802835.462
Nikkei 22537,418.240064179.27

STRIKE DATE 05/03/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736708749
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD March 2025
ISIN: XS2736708665
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,489.12006009.95
Russell 20002,100.74802835.462
Nikkei 22537,418.240064179.27

STRIKE DATE 05/03/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736708665
NEXT POTENTIAL MATURITY DATE 13/03/2028

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall GBP March 2025
ISIN: XS2937859705
STRIKE DATE: 04/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,331.180064179.27
FTSE MIB8,759.000050029.17
FTSE 10037,736.160010254.81

STRIKE DATE 04/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual(First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937859705
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Morgan Stanley Capital Protected Autocall USD March 2025
ISIN: XS2937860034
STRIKE DATE: 04/03/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,331.180064179.27
FTSE MIB8,759.000050029.17
FTSE 10037,736.160010254.81

STRIKE DATE 04/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937860034
NEXT POTENTIAL MATURITY DATE 06/03/2028

EXPAND CLOSE
Société Générale Banks Low Hurdle Basket Star Autocall USD Feb 2025 – Factsheet available upon request
ISIN: XS2970974312
STRIKE DATE: 28/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA50.610070.65
Commerzbank AG20.610036.22
BBVA12.825019.24
Morgan Stanley133.1100206.66

STRIKE DATE 28/02/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 15.00% p.a.
ISIN XS2970974312
NEXT POTENTIAL MATURITY DATE 28/08/2025

EXPAND CLOSE
CIBC Triple Index Classic Autocall GBP Feb 2025
ISIN: XS2991326419
STRIKE DATE: 26/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,527.99006009.95
Nikkei 22538,142.370064179.27
Russell 20002,174.17402835.462

STRIKE DATE 26/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2991326419
NEXT POTENTIAL MATURITY DATE 26/02/2026

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Feb 2025
ISIN: XS2991435467
STRIKE DATE: 26/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,527.99006009.95
Nikkei 22538,142.370064179.27
Russell 20002,174.17402835.462

STRIKE DATE 26/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 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: 65% Final level (European style)
P.A. RETURN 12.20% p.a.
ISIN XS2991435467
NEXT POTENTIAL MATURITY DATE 26/02/2026

EXPAND CLOSE
Natixis 4 Year Global Markets Fixed Income Jan 2025 USD
ISIN: XS2736696803
STRIKE DATE: 24/01/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,219.37006009.95
Russell 20002,307.73802835.462
FTSE 1008,502.350010254.81
Nikkei 22539,931.980064179.27

STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736696803
NEXT POTENTIAL MATURITY DATE 24/01/2029

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Jan 2025 EUR 
    ISIN: XS2978682925
    STRIKE DATE: 24/01/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA43.755070.65
    Commerzbank AG18.105036.22
    BBVA10.720019.24
    Deutsche Bank AG19.050027.095

    STRIKE DATE 24/01/2025
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 6.85% p.a.
    ISIN XS2978682925
    NEXT POTENTIAL MATURITY DATE 26/01/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Feb 2025 – Factsheet upon request
      ISIN: XS2970940255
      STRIKE DATE: 26/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nvidia Corporation131.2800200.42
      Tesla Motors290.8000
      Oracle172.4700201.26
      Intel23.5200107.04

      STRIKE DATE 26/02/2025
      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: 8.25% Quarterly (33.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 33.00% p.a.
      ISIN XS2970940255
      NEXT POTENTIAL MATURITY DATE 26/08/2025

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall GBP Feb 2025
      ISIN: XS2938850109
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,195.34902835.462
      FTSE MIB38,421.050050029.17
      OMX Stockholm 302,724.26003054.043

      STRIKE DATE 21/02/2025
      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: 65% Final level (European style)
      P.A. RETURN 7.75% p.a.
      ISIN XS2938850109
      NEXT POTENTIAL MATURITY DATE 23/02/2026

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall USD Feb 2025
      ISIN: XS2938850281
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,195.34902835.462
      FTSE MIB38,421.050050029.17
      OMX Stockholm 302,724.26003054.043

      STRIKE DATE 21/02/2025
      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: 4.125% Semi-Annual (8.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 8.25% p.a.
      ISIN XS2938850281
      NEXT POTENTIAL MATURITY DATE 23/02/2026

      EXPAND CLOSE
      Societe Generale US Stocks Defensive Autocall January 2025 USD
      ISIN: XS2928472112
      STRIKE DATE: 17/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Soc Gen
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Royal Caribbean Cruise241.8100268.73
      Nvidia Corporation137.7100200.42
      Amazon.com225.9400238
      Meta Platform Inc612.7700570.98

      STRIKE DATE 17/01/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 4.65% Quarterly (18.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 18.60% p.a.
      ISIN XS2928472112
      NEXT POTENTIAL MATURITY DATE 17/07/2025

      EXPAND CLOSE
      Natixis 4 Year Digi Fixed Income Note January 2025 USD
      ISIN: XS2736695748
      STRIKE DATE: 17/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,505.220010254.81
      Eurostoxx 505,148.30006009.95
      Russell 20002,275.88202835.462
      Nikkei 22538,451.460064179.27

      STRIKE DATE 17/01/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: USD: 29.85% paid at maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2736695748
      NEXT POTENTIAL MATURITY DATE 17/01/2029

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall GBP Feb 2024
      ISIN: XS2926364071
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,325.40006009.95
      FTSE MIB37,055.700050029.17
      Nikkei 22538,787.020064179.27
      Russell 20002,279.70802835.462

      STRIKE DATE 07/02/2025
      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: 4.45% Semi-Annual (8.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.90% p.a.
      ISIN XS2926364071
      NEXT POTENTIAL MATURITY DATE 09/02/2026

      EXPAND CLOSE