INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Soc-Gen Memory Income Reducing Autocall September 2024 USD
ISIN: XS2881880848
STRIKE DATE: 26/09/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp97.470098.76
Nvidia Corporation124.0400200.42
Carnival Corp18.680025.99
Oracle168.1000201.26

STRIKE DATE 26/09/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2.00% quarterly Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS2881880848
NEXT POTENTIAL MATURITY DATE 28/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Sept 2024 GBP
ISIN: XS2860580518
STRIKE DATE: 26/09/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,284.910010254.81
S&P 5005,745.37007266.99
Nikkei 22538,925.630064179.27
Eurostoxx 505,032.59006009.95

STRIKE DATE 26/09/2024
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: 1.675% Quarterly (6.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2860580518
NEXT POTENTIAL MATURITY DATE 26/09/2025

EXPAND CLOSE
SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 GBP
ISIN: XS2901356647
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.456009.95
Nikkei 22538,143.2964179.27
Russell 20002,218.9222835.462
SMI2,173.0413463.33

STRIKE DATE 24/10/2024
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: 3.60% Semi-Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2901356647
NEXT POTENTIAL MATURITY DATE 25/10/2027

EXPAND CLOSE
SANTANDER 100% CAPITAL PROTECTED AUTOCALL OCT 2024 USD
ISIN: XS2901356563
STRIKE DATE: 24/10/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,935.45006009.95
Nikkei 22538,143.290064179.27
Russell 20002,218.92202835.462
SMI12,173.040013463.33

STRIKE DATE 24/10/2024
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: 3.70% Semi- Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2901356563
NEXT POTENTIAL MATURITY DATE 25/10/2027

EXPAND CLOSE
Marex Oil Commodities Participation Note Sept 2024 GBP
ISIN: XS2794288113
STRIKE DATE: 20/09/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF134.8100167.99
Active Brent Crude Oil Future74.490093.1
Active WTI Crude Oil Future71.000090.03

STRIKE DATE 20/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 310% participation Capital Protection: 60% European Barrier
P.A. RETURN 60% European Barrier
ISIN XS2794288113
NEXT POTENTIAL MATURITY DATE 20/09/2029

    EXPAND CLOSE
    BNP 80% Cap Protected Uncapped Participation Sep 2024 USD
    ISIN: XS2821112922
    STRIKE DATE: 19/09/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSI18,013.160024407.96
    KOSPI 200343.28001227.12
    Nikkei 22537,155.330064179.27
    Taiwan TAIEX22,042.690043225.54

    STRIKE DATE 19/09/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Uncapped Participation Growth Participation Rate: 170.00% Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 20% Capital at Risk Capital Protection Barrier: 80% Capital Protected (1-for-1 downside between 100% - 80%)
    P.A. RETURN
    ISIN XS2821112922
    NEXT POTENTIAL MATURITY DATE 19/09/2029

      EXPAND CLOSE
      Citi Global Markets 70-60 Memory Income Autocall Sep 2024 USD
      ISIN: XS2885405782
      STRIKE DATE: 19/09/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,252.70502835.462
      Nikkei 22537,155.330064179.27
      Eurostoxx 504,943.38006009.95
      FTSE 1008,328.720010254.81

      STRIKE DATE 19/09/2024
      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: 1.7625% Semi-Annually (7.05% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.05% p.a.
      ISIN XS2885405782
      NEXT POTENTIAL MATURITY DATE 19/06/2026

        EXPAND CLOSE
        BBVA 75-60 MEMORY INCOME AUTOCALL GBP OCT 2024
        ISIN: XS2834760816
        STRIKE DATE: 18/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,986.27006009.95
        FTSE MIB35,204.260050029.17
        Nikkei 22538,981.750064179.27
        Russell 20002,276.09002835.462

        STRIKE DATE 18/10/2024
        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: GBP: 3.50% Semi-Annual (7.00% p.a.)
        P.A. RETURN 7.00% p.a.
        ISIN XS2834760816
        NEXT POTENTIAL MATURITY DATE 20/10/2025

        EXPAND CLOSE
        BBVA 75-60 MEMORY INCOME AUTOCALL USD OCT 2024
        ISIN: XS2834760907
        STRIKE DATE: 18/10/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,986.27006009.95
        FTSE MIB35,204.260050029.17
        Nikkei 22538,981.750064179.27
        Russell 20002,276.09002835.462

        STRIKE DATE 18/10/2024
        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: 3.75% Semi-Annual (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 XS2834760907
        NEXT POTENTIAL MATURITY DATE 20/10/2025

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Sep 2024 GBP
        ISIN: XS2834712411
        STRIKE DATE: 17/09/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,860.78006009.95
        FTSE 1008,309.860010254.81
        Nikkei 22536,203.220064179.27
        Russell 20002,205.47702835.462

        STRIKE DATE 17/09/2024
        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: 1.625% Quarterly (6.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 6.50% p.a.
        ISIN XS2834712411
        NEXT POTENTIAL MATURITY DATE 17/03/2026

          EXPAND CLOSE
          BBVA 75-60 Memory Income Autocall Sep 2024 USD
          ISIN: XS2834712338
          STRIKE DATE: 17/09/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,860.78006009.95
          FTSE 1008,309.860010254.81
          Nikkei 22536,203.220064179.27
          Russell 20002,205.47702835.462

          STRIKE DATE 17/09/2024
          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: 1.70% Quarterly (6.80% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 6.80% p.a.
          ISIN XS2834712338
          NEXT POTENTIAL MATURITY DATE 17/03/2026

          EXPAND CLOSE
          Marex Commodities Participation Note Sep 2024 GBP
          ISIN: XS2794288972
          STRIKE DATE: 13/09/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Marex
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SPDR Gold Shares238.6800374.58
          Ishares Silver Trust28.020057.66
          Global X Copper Miners ETF41.350077.45

          STRIKE DATE 13/09/2024
          RETURN & BARRIERS
          Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 265% participation Capital Protection: 60% European Barrier
          P.A. RETURN
          ISIN XS2794288972
          NEXT POTENTIAL MATURITY DATE 13/09/2029

            EXPAND CLOSE
            Société Générale US Tech Early Low Hurdle Autocall Oct 2024 USD -FACTSHEET UPON REQUEST
            ISIN: XS2881880921
            STRIKE DATE: 15/10/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Amazon.com187.6900238
            Microsoft418.7400397.36
            Tesla Motors219.5700
            Nvidia Corporation131.6000200.42

            STRIKE DATE 15/10/2024
            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: 6.35% Quarterly (25.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 25.40% p.a.
            ISIN XS2881880921
            NEXT POTENTIAL MATURITY DATE 22/07/2025

            EXPAND CLOSE
            Citi 60-60 Memory Income Autocall Sept 2024 USD – FACTSHEET UPON REQUEST
            ISIN: XS2873367994
            STRIKE DATE: 09/09/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Citi
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB33,590.340050029.17
            Nikkei 22536,215.750064179.27
            S&P 5005,471.05007266.99
            Eurostoxx 504,778.66006009.95

            STRIKE DATE 09/09/2024
            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: 3.19% Semi-Annually (6.38% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 6.38% p.a.
            ISIN XS2873367994
            NEXT POTENTIAL MATURITY DATE 09/09/2025

              EXPAND CLOSE
              Natixis 3 Year Triple Index Fixed Income Oct 2024 USD
              ISIN: XS2736684114
              STRIKE DATE: 08/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,949.00006009.95
              S&P 5005,751.13007266.99
              Nikkei 22538,937.540064179.27

              STRIKE DATE 08/10/2024
              RETURN & BARRIERS
              Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.36% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
              P.A. RETURN
              ISIN XS2736684114
              NEXT POTENTIAL MATURITY DATE 08/10/2027

              EXPAND CLOSE
              UBS 85-60 Memory Income Autocall Oct 2024 GBP
              ISIN: XS2901474689
              STRIKE DATE: 09/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY UBS
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,982.57006009.95
              FTSE MIB33,933.030050029.17
              Nikkei 22539,277.960064179.27
              S&P 5005,792.04007266.99

              STRIKE DATE 09/10/2024
              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: GBP: 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 XS2901474689
              NEXT POTENTIAL MATURITY DATE 09/10/2025

              EXPAND CLOSE
              UBS 85-60 Memory Income Autocall Oct 2024 USD
              ISIN: XS2901474762
              STRIKE DATE: 09/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY UBS
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,982.57006009.95
              FTSE MIB33,933.030050029.17
              Nikkei 22539,277.960064179.27
              S&P 5005,792.04007266.99

              STRIKE DATE 09/10/2024
              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: 4.075% Semi-Annual (8.15% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 8.15% p.a.
              ISIN XS2901474762
              NEXT POTENTIAL MATURITY DATE 09/10/2025

              EXPAND CLOSE
              Citi Memory Knock Out Autocall Oct 2024 GBP
              ISIN: XS2885390067
              STRIKE DATE: 02/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Citi
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,963.29006009.95
              S&P 5005,709.54007266.99
              Nikkei 22537,808.760064179.27
              FTSE MIB33,675.260050029.17

              STRIKE DATE 02/10/2024
              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: GBP: 5.965% Semi-Annually (11.93% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
              P.A. RETURN 11.93% p.a.
              ISIN XS2885390067
              NEXT POTENTIAL MATURITY DATE 02/10/2025

              EXPAND CLOSE
              BBVA Semi-Annual Classic Autocall October 2024 GBP
              ISIN: XS2834733920
              STRIKE DATE: 01/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,086.660013463.33
              Eurostoxx 504,954.15006009.95
              Nikkei 22538,651.970064179.27
              S&P 5005,708.75007266.99

              STRIKE DATE 01/10/2024
              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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 11.40% p.a.
              ISIN XS2834733920
              NEXT POTENTIAL MATURITY DATE 01/10/2025

              EXPAND CLOSE
              BBVA Semi-Annual Classic Autocall October 2024 USD
              ISIN: XS2834734068
              STRIKE DATE: 01/10/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,086.660013463.33
              Eurostoxx 504,954.15006009.95
              Nikkei 22538,651.970064179.27
              S&P 5005,708.75007266.99

              STRIKE DATE 01/10/2024
              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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 12.40% p.a.
              ISIN XS2834734068
              NEXT POTENTIAL MATURITY DATE 01/10/2025

              EXPAND CLOSE