INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Capital Protected Autocall Nov 2025 USD
ISIN: XS3148591624
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350012702.08
FTSE MIB42,917.670044438.88
Nikkei 22550,276.370050842.93
Russell 20002,432.82402458.279

STRIKE DATE 07/11/2025
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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148591624
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall November 2025 USD
ISIN: XS3148591541
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350012702.08
FTSE MIB42,917.670044438.88
S&P 5006,728.80006846.61
HSI26,241.830026696.41

STRIKE DATE 07/11/2025
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: 5.60% Semi-Annual (11.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148591541
NEXT POTENTIAL MATURITY DATE 07/11/2026

EXPAND CLOSE
Marex Memory Income Reducing Autocall November 2025 USD
ISIN: XS3083890148
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.3700988.62
JP Morgan314.2100315.62
Salesforce239.8800244.5
Adobe Inc326.9500333.22

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 3.55% Quarterly (14.20% 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 XS3083890148
NEXT POTENTIAL MATURITY DATE 07/02/2026

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 USD
ISIN: XS2736761631
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500012702.08
FTSE MIB43,175.320044438.88
Nikkei 22552,411.340050842.93
S&P 5006,840.20006846.61

STRIKE DATE 31/10/2025
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: 4.07% Semi-Annually (8.14% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761631
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 GBP
ISIN: XS2736761714
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500012702.08
FTSE MIB43,175.320044438.88
Nikkei 22552,411.340050842.93
S&P 5006,840.20006846.61

STRIKE DATE 31/10/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761714
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Barclays Global Markets 75-60 Memory Income Autocall Oct 2025 GBP
ISIN: XS3153364222
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 94.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.03% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,325.610050842.93
Eurostoxx 505,699.18005725.7
SMI12,309.630012702.08
Russell 20002,465.95302458.279

STRIKE DATE 30/10/2025
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: GBP: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3153364222
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3206902341
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 98.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.30% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,465.95302458.279
Eurostoxx 505,699.18005725.7
SMI12,309.630012702.08
Nikkei 22551,325.610050842.93

STRIKE DATE 30/10/2025
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: 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
ISIN XS3206902341
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3206891809
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 97.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.57% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,358.160025533.49
Russell 20002,513.47002458.279
SMI12,568.180012702.08
Eurostoxx 505,674.50005725.7

STRIKE DATE 24/10/2025
RETURN & BARRIERS
Maximum Term: 5 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: .4.08% Semi-Annual (8.16% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3206891809
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BNP Paribas Defensive Autocall October 2025 ZAR
ISIN: ZAE000353983
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 9.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 9.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,557.270012702.08
Nikkei 22548,641.610050842.93
FTSE MIB42,381.930044438.88
Nasdaq 10025,097.420025533.49

STRIKE DATE 23/10/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000353983
NEXT POTENTIAL MATURITY DATE 23/10/2028

EXPAND CLOSE
Barclays Triple Index Classic Autocall October 2025 USD
ISIN: XS3167111973
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 94.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.59% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,668.33005725.7
Nikkei 22548,641.610050842.93
S&P 5006,738.44006846.61

STRIKE DATE 23/10/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.00% Quarterly(8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3167111973
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
BARCLAYS 80-60 MEMORY INCOME AUTOCALL
ISIN: XS3135036666
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 94.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.54% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,097.420025533.49
FTSE MIB42,381.930044438.88
SMI12,557.270012702.08
Nikkei 22548,641.610050842.93

STRIKE DATE 23/10/2025
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: GBP: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3135036666
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
SANTANDERGLOBAL BANKS 55-55 MEMORY INCOME AUTOCALL
ISIN: XS3149208210
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 100.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.95% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG29.640033.54
Deutsche Bank AG28.575032.5
Wells Fargo & Co83.880086.19
UniCredit SpA61.580066.64

STRIKE DATE 22/10/2025
RETURN & BARRIERS
Maximum Term: 3.5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.675% Quarterly (14.70% 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 XS3149208210
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 USD
ISIN: XS3126449670
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 91.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.12% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400104.07
Kroger Co68.990065.02
Walmart Inc107.7300103.44

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period USD: 7.70% Semi-Annually (15.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126449670
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 GBP
ISIN: XS3126449753
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 91.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.60% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400104.07
Kroger Co68.990065.02
Walmart Inc107.7300103.44

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: GBP: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126449753
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3126429649
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 97.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.04% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580012702.08
Eurostoxx 505,605.03005725.7
Nikkei 22547,672.670050842.93
Russell 20002,519.75402458.279

STRIKE DATE 16/10/2025
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: 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
ISIN XS3126429649
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3126429722
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 97.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.34% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580012702.08
Eurostoxx 505,605.03005725.7
Nikkei 22547,672.670050842.93
Russell 20002,519.75402458.279

STRIKE DATE 16/10/2025
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: 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
ISIN XS3126429722
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA Global Markets Reducing Autocall October 2025 USD
ISIN: XS3126425498
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 97.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.61% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,605.03005725.7
FTSE 1009,424.75009899.6
Russell 20002,519.75402458.279

STRIKE DATE 16/10/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 3.15% Semi-Annually (6.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126425498
NEXT POTENTIAL MATURITY DATE 16/04/2026

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income October 2025 EUR
ISIN: XS3133238207
STRIKE DATE: 15/10/2025
INDICATIVE PRICE: 100.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays379.2500422.85
Commerzbank AG30.850033.54
Deutsche Bank AG30.080032.5

STRIKE DATE 15/10/2025
RETURN & BARRIERS
1.83% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3133238207
NEXT POTENTIAL MATURITY DATE 15/10/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall GBP Nov 2025
ISIN: XS2736757522
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,895.670044438.88
Russell 20002,455.64502458.279
Nikkei 22550,911.760050842.93
FTSE 1009,787.15009899.6

STRIKE DATE 10/11/2025
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: 1.875% Quarterly (7.50.% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736757522
NEXT POTENTIAL MATURITY DATE 10/11/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3145135763
STRIKE DATE: 10/10/2025
INDICATIVE PRICE: 95.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.46% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,088.800050842.93
FTSE MIB42,047.500044438.88
Russell 20002,394.59502458.279
S&P/ASX 2008,958.33608818.793

STRIKE DATE 10/10/2025
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: GBP: 1.89% Quarterly (7.56% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3145135763
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE