INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890026095.05
Nikkei 22550,253.910049303.45
OMX Stockholm 302,787.76902783.527
S&P 5006,849.09006829.37

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3184661570
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,720.51009701.8
FTSE MIB43,357.010043354.83
Nikkei 22550,253.910049303.45
S&P 5006,849.09006829.37

STRIKE DATE 28/11/2025
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: 5.15% Semi-Annual (10.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3184661570
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Quad Index Memory Income Autocall November 2025 USD
ISIN: XS3184602996
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,653.17005686.17
Russell 20002,486.11602464.983
S&P/ASX 2008,617.29008579.7
HSI25,945.930026095.05

STRIKE DATE 28/11/2025
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602996
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall November 2025 USD
ISIN: XS2880164707
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,357.010043354.83
HSI25,858.890026095.05
Russell 20002,500.43402464.983

STRIKE DATE 28/11/2025
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: 5.31% Semi-Annual (10.62% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880164707
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall November 2025 ZAR
ISIN: ZAE000355244
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 9.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 9.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle197.0300201.1
Intel35.830043.47
Nvidia Corporation177.8200181.46
Advanced Micro Devices206.1300215.24

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 55% Express Barrier at month 12 Coupon Rate: ZAR: 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355244
NEXT POTENTIAL MATURITY DATE 25/05/2026

EXPAND CLOSE
BBVA 1 Year Fixed Income November 2025 USD IDAD
ISIN: XS3184643248
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy351.6000363.67
Micron Technology224.5300239.49
Tesla Inc419.4000429.24

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: USD: 2.37% monthly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184643248
NEXT POTENTIAL MATURITY DATE 25/05/2026

EXPAND CLOSE
UBS Developed Markets Classic Autocall May 2024 EUR
ISIN: XS2825579167
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,868.710026095.05
FTSE MIB34,467.670043354.83
Russell 20002,048.40902464.983

STRIKE DATE 23/05/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)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: 61.75% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2825579167
NEXT POTENTIAL MATURITY DATE 24/11/2025

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation Nov 2025 USD
ISIN: XS3211406882
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,539.71009701.8
Nikkei 22548,625.880049303.45
S&P 5006,602.99006829.37
Eurostoxx 505,515.09005686.17

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 120% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3211406882
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall November 2025
ISIN: XS3206886122
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 100.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.13% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Bank of America51.560053.19
BBVA17.705018.815
Commerzbank AG31.840034.58
Citi Group Inc98.7000103.19

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.625% Quarterly(14.50% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3206886122
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note November 2025 USD
ISIN: XS3083884760
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 100.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 100.75% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares374.2700387.24
Ishares Silver Trust45.300053.13

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 3.00% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3083884760
NEXT POTENTIAL MATURITY DATE 21/05/2026

EXPAND CLOSE
Natixis Quad Index Fixed Income November 2025 USD
ISIN: XS3138907913
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005686.17
Russell 20002,369.58702464.983
Nikkei 22548,625.880049303.45
FTSE 1009,539.71009701.8

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138907913
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Natixis World Indices 60-60 Memory Income Autocall Nov 2025 USD
ISIN: XS3138909455
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005686.17
Russell 20002,369.58702464.983
SMI12,632.670012890.25
Nikkei 22548,625.880049303.45

STRIKE DATE 21/11/2025
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: 2.1875% Quarterly(8.75% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138909455
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
BNP Paribas CSI 500 Autocall November 2025 ZAR
ISIN: ZAE000354916
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 9.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 9.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index6,817.41007040.301

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 19.80% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354916
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
BNP Paribas Switch To Autocall November 2025 ZAR
ISIN: ZAE000355053
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 9.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE
CURRENCY ZAR
CURRENT PRICE 9.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005686.17
FTSE 1009,539.71009701.8
Nikkei 22548,625.880049303.45
S&P 5006,602.99006829.37

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.15% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN ZAE000355053
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Morgan Stanley Switch To Autocall November 2025 USD
ISIN: XS3211805661
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,625.880049303.45
S&P 5006,602.99006829.37
Eurostoxx 505,515.09005686.17
FTSE 1009,539.71009701.8

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 10.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS3211805661
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Natixis Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3138912087
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,569.92005686.17
FTSE 1009,527.65009701.8
S&P 5006,538.76006829.37
Nikkei 22549,823.940049303.45

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138912087
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
BBVA Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3170722360
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.30009701.8
Eurostoxx 505,534.71005686.17
Nikkei 22548,702.980049303.45
S&P 5006,617.32006829.37

STRIKE DATE 18/11/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3170722360
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Barclays Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3167733891
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.30009701.8
Eurostoxx 505,534.71005686.17
Nikkei 22548,702.980049303.45
S&P 5006,617.32006829.37

STRIKE DATE 18/11/2025
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: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3167733891
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall October 2025 ZAR
ISIN: ZAE000354668
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 88.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.37% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle283.3300201.1
Advanced Micro Devices252.9200215.24
Intel38.280043.47
Nvidia Corporation186.2600181.46

STRIKE DATE 24/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 55% Express Barrier at month 12 Coupon Rate: ZAR: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354668
NEXT POTENTIAL MATURITY DATE 24/04/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Autocall November 2025 USD
ISIN: XS3217798910
STRIKE DATE: 17/11/2025
INDICATIVE PRICE: 97.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 97.00% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc602.0100647.1
Amazon.com232.8700234.42
Nvidia Corporation186.6000181.46
Advanced Micro Devices240.5200215.24

STRIKE DATE 17/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter capped at 80% Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3217798910
NEXT POTENTIAL MATURITY DATE 17/05/2026

EXPAND CLOSE