INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Capital Protected Uncapped Participation Note USD Nov 2024
ISIN: XS2880922146
STRIKE DATE: 08/11/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Paribas World Futures RC8 Index225.4888234.5853

STRIKE DATE 08/11/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 155% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2880922146
NEXT POTENTIAL MATURITY DATE 08/11/2029

    EXPAND CLOSE
    Santander Quad Index Capital Protected Autocall Nov 2024 USD
    ISIN: XS2901358692
    STRIKE DATE: 08/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,797.720013463.33
    S&P 5005,995.54007266.99
    Nikkei 22539,500.370064179.27
    Eurostoxx 504,802.76006009.95

    STRIKE DATE 08/11/2024
    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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2901358692
    NEXT POTENTIAL MATURITY DATE 08/11/2027

      EXPAND CLOSE
      Marex US Stocks Defensive Autocall Nov 2024 USD
      ISIN: XS2850806063
      STRIKE DATE: 08/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Meta Platform Inc589.3400570.98
      Royal Caribbean Cruise225.2700268.73
      Microsoft422.5400397.36
      Nvidia Corporation147.6300200.42

      STRIKE DATE 08/11/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Coupon Rate: 4.5625% Quarterly (18.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 18.25% p.a.
      ISIN XS2850806063
      NEXT POTENTIAL MATURITY DATE 08/08/2025

        EXPAND CLOSE
        Natixis 3 Year Fixed Income USD December 2024
        ISIN: XS2736690947
        STRIKE DATE: 11/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        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: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2736690947
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        Barclays 85-65 Memory Income Autocall GBP December 2024
        ISIN: XS2885763438
        STRIKE DATE: 11/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

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

        STRIKE DATE 11/12/2024
        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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2885763438
        NEXT POTENTIAL MATURITY DATE 11/12/2025

        EXPAND CLOSE
        Santander 85-60 Memory Income Autocall GBP December 2024
        ISIN: XS2922138917
        STRIKE DATE: 10/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,951.74006009.95
        FTSE MIB34,524.700050029.17
        Nikkei 22539,367.580064179.27
        S&P 5006,034.91007266.99

        STRIKE DATE 10/12/2024
        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: GBP: 4.55% Semi-Annual (9.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 9.10% p.a.
        ISIN XS2922138917
        NEXT POTENTIAL MATURITY DATE 10/12/2025

        EXPAND CLOSE
        Santander 85-60 Memory Income Autocall USD December 2024
        ISIN: XS2922139139
        STRIKE DATE: 10/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,951.74006009.95
        FTSE MIB34,524.700050029.17
        Nikkei 22539,367.580064179.27
        S&P 5006,034.91007266.99

        STRIKE DATE 10/12/2024
        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: 5.00% Semi-Annual (10.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.00% p.a.
        ISIN XS2922139139
        NEXT POTENTIAL MATURITY DATE 10/12/2025

        EXPAND CLOSE
        Santander 85-60 Memory Income Autocall EUR December 2024
        ISIN: XS2922139055
        STRIKE DATE: 10/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 50XS29221390556009.95
        FTSE MIB34,524.700050029.17
        Nikkei 22539,367.580064179.27
        S&P 5006,034.91007266.99

        STRIKE DATE 10/12/2024
        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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.20% p.a.
        ISIN XS2922139055
        NEXT POTENTIAL MATURITY DATE 10/12/2025

        EXPAND CLOSE
        BNP Paribas Digi Plus Growth Participation Note Oct 2024 ZAR
        ISIN: ZAE000341301
        STRIKE DATE: 31/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2008,160.0290

        STRIKE DATE 31/10/2024
        RETURN & BARRIERS
        Investment Structure: Digi Plus Growth Participation Maximum Term: 4 years Coupon at Maturity: 45% if at or above initial level and below 45% growth in the underlying Participation: 100% Uncapped Participation anywhere above 45% growth in the underlying Final Barrier: 70% European Barrier
        P.A. RETURN
        ISIN ZAE000341301
        NEXT POTENTIAL MATURITY DATE 01/05/2028

          EXPAND CLOSE
          BNP Paribas 755% Uncapped Participation Growth Note Oct 2024 ZAR
          ISIN: ZAE000338539
          STRIKE DATE: 31/10/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          BNP Paribas Multi Asset Diversified 5 Index280.2577300.7527

          STRIKE DATE 31/10/2024
          RETURN & BARRIERS
          Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 755% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
          P.A. RETURN
          ISIN ZAE000338539
          NEXT POTENTIAL MATURITY DATE 31/10/2029

            EXPAND CLOSE
            BBVA 85-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2879207251
            STRIKE DATE: 04/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P 5005,712.69007266.99
            FTSE MIB34,540.730050029.17
            HSI20,567.520024407.96
            FTSE 1008,184.240010254.81

            STRIKE DATE 04/11/2024
            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: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 8.40% p.a.
            ISIN XS2879207251
            NEXT POTENTIAL MATURITY DATE 04/11/2025

            EXPAND CLOSE
            Soc-Gen 60-60 Memory Income Autocall November 2024 USD
            ISIN: XS2882005130
            STRIKE DATE: 01/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Apple Inc222.9100291.58
            Nvidia Corporation135.4000200.42
            Amazon.com197.9300238
            Microsoft410.3700397.36

            STRIKE DATE 01/11/2024
            RETURN & BARRIERS
            Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.66% Semi-Annual (10.64% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 10.64% p.a.
            ISIN XS2882005130
            NEXT POTENTIAL MATURITY DATE 03/11/2025

              EXPAND CLOSE
              Morgan Stanley Dual Index Classic Autocall November 2024 GBP
              ISIN: GB00BQRRGF25
              STRIKE DATE: 01/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Morgan Stanley
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,877.75006009.95
              FTSE 1008,177.150010254.81

              STRIKE DATE 01/11/2024
              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: 4.86% Semi-Annually (9.72% Annually) Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style)
              P.A. RETURN 9.72% p.a.
              ISIN GB00BQRRGF25
              NEXT POTENTIAL MATURITY DATE 03/11/2025

                EXPAND CLOSE
                BBVA 85-60 Memory Income Autocall October 2024 USD
                ISIN: XS2879207178
                STRIKE DATE: 31/10/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Russell 20002,196.65202835.462
                S&P 5005,705.45007266.99
                FTSE MIB34,281.240050029.17
                Nikkei 22539,081.250064179.27

                STRIKE DATE 31/10/2024
                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: 3.90% Semi-Annual (7.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 7.80% p.a.
                ISIN XS2879207178
                NEXT POTENTIAL MATURITY DATE 31/10/2025

                EXPAND CLOSE
                BBVA Global Markets Semi-Annual Classic Autocall EUR November 2024
                ISIN: XS2879216674
                STRIKE DATE: 22/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY EUR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE MIB33,494.830050029.17
                HSI19,229.970024407.96
                S&P 5005,969.34007266.99

                STRIKE DATE 22/11/2024
                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: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 10.30% p.a.
                ISIN XS2879216674
                NEXT POTENTIAL MATURITY DATE 24/11/2025

                EXPAND CLOSE
                BBVA Semi-Annual Classic Autocall GBP December 2024
                ISIN: XS2879216914
                STRIKE DATE: 04/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI11,783.610013463.33
                Eurostoxx 504,919.02006009.95
                Nikkei 22539,276.390064179.27
                S&P 5006,086.49007266.99

                STRIKE DATE 04/12/2024
                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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 12.80% p.a.
                ISIN XS2879216914
                NEXT POTENTIAL MATURITY DATE 04/12/2025

                EXPAND CLOSE
                BBVA Semi-Annual Classic Autocall USD December 2024
                ISIN: XS2879217052
                STRIKE DATE: 04/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI11,783.610013463.33
                Eurostoxx 504,919.02006009.95
                Nikkei 22539,276.390064179.27
                S&P 5006,086.49007266.99

                STRIKE DATE 04/12/2024
                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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 14.50% p.a.
                ISIN XS2879217052
                NEXT POTENTIAL MATURITY DATE 04/12/2025

                EXPAND CLOSE
                Natixis 3 Year Banks Fixed Income USD November 2024
                ISIN: XS2736690350
                STRIKE DATE: 03/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Barclays264.6000445.8
                UniCredit SpA37.500070.65
                BBVA9.150019.24
                Deutsche Bank AG16.730027.095

                STRIKE DATE 03/12/2024
                RETURN & BARRIERS
                Maximum Term: 3 years Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.04% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN
                ISIN XS2736690350
                NEXT POTENTIAL MATURITY DATE 03/12/2027

                EXPAND CLOSE
                BNP Paribas 400% Participation Growth Note USD July 2024
                ISIN: XS2804806730
                STRIKE DATE: 24/07/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                BNP Paribas Multi Asset Global Diversified Index338.0261368.583

                STRIKE DATE 24/07/2024
                RETURN & BARRIERS
                Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 400% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                P.A. RETURN
                ISIN XS2804806730
                NEXT POTENTIAL MATURITY DATE 24/07/2029

                  EXPAND CLOSE
                  BNP Paribas 850% Participation Growth Note ZAR July 2024
                  ISIN: ZAE000337069
                  STRIKE DATE: 24/07/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: CONTACT

                  COUNTERPARTY BNP Paribas 850% Participation Growth Note ZAR July 2024
                  TYPE Note
                  CURRENCY ZAR
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  BNP Paribas Multi Asset Global Diversified Index338.0261368.583

                  STRIKE DATE 24/07/2024
                  RETURN & BARRIERS
                  Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 850% Participation (Uncapped/No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                  P.A. RETURN
                  ISIN ZAE000337069
                  NEXT POTENTIAL MATURITY DATE 24/07/2029

                    EXPAND CLOSE