INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
ISIN: XS2892505491
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,789.08006009.95
SMI11,716.500013463.33
Nikkei 22538,283.850064179.27
Russell 20002,406.67002835.462

STRIKE DATE 22/11/2024
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: 1.875% Quarterly (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2892505491
NEXT POTENTIAL MATURITY DATE 25/11/2025

    EXPAND CLOSE
    Natixis 4 Year Annual Fixed Income Nov 2024 USD
    ISIN: XS2736691242
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,789.08006009.95
    Russell 20002,406.67002835.462
    FTSE 1008,262.080010254.81
    Nikkei 22538,283.850064179.27

    STRIKE DATE 22/11/2024
    RETURN & BARRIERS
    7.01% Annual Fixed Income 60% European Barrier
    P.A. RETURN
    ISIN XS2736691242
    NEXT POTENTIAL MATURITY DATE 22/11/2028

      EXPAND CLOSE
      BBVA Low Hurdle Autocall Nov 2024 GBP
      ISIN: XS2892499232
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006009.95
      FTSE 1008,262.080010254.81
      Nikkei 22538,283.850064179.27

      STRIKE DATE 22/11/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.70% p.a.
      ISIN XS2892499232
      NEXT POTENTIAL MATURITY DATE 25/11/2025

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
        ISIN: XS2917923752
        STRIKE DATE: 20/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,701.900064179.27
        FTSE MIB33,766.290050029.17
        S&P/ASX 2008,066.9620

        STRIKE DATE 20/12/2024
        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 XS2917923752
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
        ISIN: XS2917923679
        STRIKE DATE: 20/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,701.900064179.27
        FTSE MIB33,766.290050029.17
        S&P/ASX 2008,066.9620

        STRIKE DATE 20/12/2024
        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: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2917923679
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
        ISIN: XS2880947135
        STRIKE DATE: 18/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        DAX19,189.190024195.31
        SMI11,639.600013463.33
        Nikkei 22538,220.850064179.27

        STRIKE DATE 18/11/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2880947135
        NEXT POTENTIAL MATURITY DATE 18/11/2027

          EXPAND CLOSE
          UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2937232499
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,109.320010254.81
          FTSE MIB33,758.430050029.17
          Nikkei 22538,220.850064179.27
          Russell 20002,306.34002835.462

          STRIKE DATE 18/11/2024
          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: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.60% p.a.
          ISIN XS2937232499
          NEXT POTENTIAL MATURITY DATE 18/11/2025

            EXPAND CLOSE
            BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2888310096
            STRIKE DATE: 18/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,109.320010254.81
            FTSE MIB33,758.430050029.17
            Nikkei 22538,220.850064179.27
            S&P 5005,893.62007266.99

            STRIKE DATE 18/11/2024
            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: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.45% p.a.
            ISIN XS2888310096
            NEXT POTENTIAL MATURITY DATE 18/11/2025

              EXPAND CLOSE
              Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
              ISIN: XS2916899144
              STRIKE DATE: 18/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Citi
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE 1008,109.320010254.81
              FTSE MIB33,758.430050029.17
              Nikkei 22538,220.850064179.27
              S&P 5005,893.62007266.99

              STRIKE DATE 18/11/2024
              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: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 9.87% p.a.
              ISIN XS2916899144
              NEXT POTENTIAL MATURITY DATE 18/11/2025

                EXPAND CLOSE
                Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
                ISIN: XS2893978507
                STRIKE DATE: 18/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY Morgan Stanley
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,790.33006009.95
                Nikkei 22538,220.850064179.27
                Nasdaq 10020,539.190028508.03

                STRIKE DATE 18/11/2024
                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: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 9.42% p.a.
                ISIN XS2893978507
                NEXT POTENTIAL MATURITY DATE 18/11/2025

                  EXPAND CLOSE
                  BBVA 75-60 Memory Income Autocall USD Dec 2024
                  ISIN: XS2892525093
                  STRIKE DATE: 12/12/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,965.53006009.95
                  FTSE MIB34,857.370050029.17
                  Nikkei 22539,849.140064179.27
                  Russell 20002,361.08102835.462

                  STRIKE DATE 12/12/2024
                  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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 8.00% p.a.
                  ISIN XS2892525093
                  NEXT POTENTIAL MATURITY DATE 12/12/2025

                  EXPAND CLOSE
                  Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
                  ISIN: XS2814503525
                  STRIKE DATE: 15/11/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: CONTACT

                  COUNTERPARTY Goldman Sachs
                  TYPE Note
                  CURRENCY GBP
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400148.83
                  US CPI Urban Consumers NSA315.6640335.123

                  STRIKE DATE 15/11/2024
                  RETURN & BARRIERS
                  Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                  P.A. RETURN
                  ISIN XS2814503525
                  NEXT POTENTIAL MATURITY DATE 15/11/2029

                    EXPAND CLOSE
                    Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
                    ISIN: XS2922146696
                    STRIKE DATE: 15/11/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Previous
                    FACTSHEET: CONTACT

                    COUNTERPARTY Santander
                    TYPE Note
                    CURRENCY GBP
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Eurostoxx 504,794.85006009.95
                    SMI11,627.040013463.33
                    Russell 20002,303.83502835.462
                    Nikkei 22538,642.910064179.27

                    STRIKE DATE 15/11/2024
                    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: GBP: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                    P.A. RETURN 7.00% p.a.
                    ISIN XS2922146696
                    NEXT POTENTIAL MATURITY DATE 17/02/2026

                      EXPAND CLOSE
                      Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
                      ISIN: XS2922146423
                      STRIKE DATE: 15/11/2024
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: CONTACT

                      COUNTERPARTY Santander
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,794.85006009.95
                      SMI11,627.040013463.33
                      Russell 20002,303.83502835.462
                      Nikkei 22538,642.910064179.27

                      STRIKE DATE 15/11/2024
                      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: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN 7.40% p,a.
                      ISIN XS2922146423
                      NEXT POTENTIAL MATURITY DATE 17/02/2026

                        EXPAND CLOSE
                        Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
                        ISIN: XS2928180681
                        STRIKE DATE: 15/11/2024
                        INDICATIVE PRICE: Not available
                        STATUS: Previous
                        FACTSHEET: CONTACT

                        COUNTERPARTY Societe Generale
                        TYPE Note
                        CURRENCY USD
                        CURRENT PRICE Not available

                        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                        Banco Santander4.576510.444
                        Deutsche Bank AG16.060027.095
                        Commerzbank AG15.900036.22
                        UniCredit SpA40.770070.65

                        STRIKE DATE 15/11/2024
                        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 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                        P.A. RETURN 21.24% p.a.
                        ISIN XS2928180681
                        NEXT POTENTIAL MATURITY DATE 15/05/2025

                          EXPAND CLOSE
                          Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
                          ISIN: XS2928239917
                          STRIKE DATE: 16/12/2024
                          INDICATIVE PRICE: Not available
                          STATUS: Previous
                          FACTSHEET: CONTACT

                          COUNTERPARTY Société Générale
                          TYPE Note
                          CURRENCY USD
                          CURRENT PRICE Not available

                          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                          Amazon.com232.9300238
                          Microsoft451.5900397.36
                          Nvidia Corporation132.0000200.42
                          Tesla Inc463.0200381.59

                          STRIKE DATE 16/12/2024
                          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: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                          P.A. RETURN 23.00% p.a.
                          ISIN XS2928239917
                          NEXT POTENTIAL MATURITY DATE 16/12/2025

                          EXPAND CLOSE
                          Natixis 3 Year Fixed Income GBP December 2024
                          ISIN: XS2736691085
                          STRIKE DATE: 11/12/2024
                          INDICATIVE PRICE: Not available
                          STATUS: Previous
                          FACTSHEET: DOWNLOAD

                          COUNTERPARTY Natixis
                          TYPE Note
                          CURRENCY GBP
                          CURRENT PRICE Not available

                          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                          Eurostoxx 504,959.35006009.95
                          Russell 20002,394.15902835.462
                          Nikkei 22539,372.230064179.27

                          STRIKE DATE 11/12/2024
                          RETURN & BARRIERS
                          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                          P.A. RETURN
                          ISIN XS2736691085
                          NEXT POTENTIAL MATURITY DATE 20/12/2027

                          EXPAND CLOSE
                          Santander 70-60 Memory Income Autocall Nov 2024 GBP
                          ISIN: XS2922141465
                          STRIKE DATE: 12/11/2024
                          INDICATIVE PRICE: Not available
                          STATUS: Previous
                          FACTSHEET: CONTACT

                          COUNTERPARTY Santander
                          TYPE Note
                          CURRENCY GBP
                          CURRENT PRICE Not available

                          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                          Eurostoxx 504,744.69006009.95
                          SMI11,712.090013463.33
                          Nikkei 22539,376.090064179.27
                          Russell 20002,391.84802835.462

                          STRIKE DATE 12/11/2024
                          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: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                          P.A. RETURN 6.00% p.a.
                          ISIN XS2922141465
                          NEXT POTENTIAL MATURITY DATE 12/11/2025

                            EXPAND CLOSE
                            Citi 65-60 Memory Income Autocall Nov 2024 USD
                            ISIN: XS2907340371
                            STRIKE DATE: 12/11/2024
                            INDICATIVE PRICE: Not available
                            STATUS: Previous
                            FACTSHEET: CONTACT

                            COUNTERPARTY Citi
                            TYPE Note
                            CURRENCY USD
                            CURRENT PRICE Not available

                            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                            Eurostoxx 504,744.69006009.95
                            SMI11,712.090013463.33
                            Nikkei 22539,376.090064179.27
                            Russell 20002,391.84802835.462

                            STRIKE DATE 12/11/2024
                            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: 3.22% Semi-Annually (6.44% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                            P.A. RETURN 6.44% p.a.
                            ISIN XS2907340371
                            NEXT POTENTIAL MATURITY DATE 12/11/2025

                              EXPAND CLOSE
                              BBVA Memory Knock-Out Autocall Nov 2024 USD
                              ISIN: XS2879186661
                              STRIKE DATE: 12/11/2024
                              INDICATIVE PRICE: Not available
                              STATUS: Previous
                              FACTSHEET: CONTACT

                              COUNTERPARTY BBVA
                              TYPE Note
                              CURRENCY USD
                              CURRENT PRICE Not available

                              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                              Eurostoxx 504,744.69006009.95
                              S&P 5005,983.99007266.99
                              Nikkei 22539,376.090064179.27
                              FTSE MIB33,607.140050029.17

                              STRIKE DATE 12/11/2024
                              RETURN & BARRIERS
                              Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                              P.A. RETURN 12.00% p.a.
                              ISIN XS2879186661
                              NEXT POTENTIAL MATURITY DATE 12/11/2025

                                EXPAND CLOSE