INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 99.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870012702.08
Eurostoxx 505,339.57005725.7
Nikkei 22538,311.330050842.93
S&P 5006,033.11006846.61

STRIKE DATE 16/06/2025
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
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 97.55%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.55% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005725.7
SMI12,132.190012702.08
Nikkei 22538,128.130050842.93
Russell 20002,083.80402458.279

STRIKE DATE 14/05/2025
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% European
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 14/05/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 GBP
ISIN: XS2998087345
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 96.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.85% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005725.7
SMI12,132.190012702.08
Nikkei 22538,128.130050842.93
Russell 20002,083.80402458.279

STRIKE DATE 14/05/2025
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: 2.0625% Quarterly (8.25% 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 XS2998087345
NEXT POTENTIAL MATURITY DATE 14/05/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
ISIN: XS3048693488
STRIKE DATE: 11/06/2025
INDICATIVE PRICE: 107.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 107.86% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle176.3800236.15
Intel20.680037.88
Tesla Inc326.4300439.62
Nvidia Corporation142.8300193.16

STRIKE DATE 11/06/2025
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 50% Glider at month 12 Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3048693488
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 GBP
ISIN: XS2736718896
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 97.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.65% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005725.7
Russell 20002,144.44802458.279
Nikkei 22538,088.570050842.93

STRIKE DATE 09/06/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736718896
NEXT POTENTIAL MATURITY DATE 16/12/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 USD
ISIN: XS2736718623
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 98.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.35% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005725.7
Russell 20002,144.44802458.279
Nikkei 22538,088.570050842.93

STRIKE DATE 09/06/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736718623
NEXT POTENTIAL MATURITY DATE 16/12/2025

EXPAND CLOSE
Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
ISIN: XS2890237717
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 110.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 110.04% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,113.760012702.08
FTSE MIB38,319.890044438.88
Nikkei 22536,779.660050842.93
Russell 20001,989.66102458.279

STRIKE DATE 07/05/2025
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: 9.60% Semi-Annually (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2890237717
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall May 2025 USD
ISIN: XS2958917341
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.01% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,559.33009899.6
Eurostoxx 505,230.19005725.7
Nikkei 22536,779.660050842.93
S&P 5005,631.28006846.61

STRIKE DATE 07/05/2025
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: 4.72% pa (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2958917341
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Natixis 3 Year Developed Indices Fixed Income April 2025 USD
ISIN: XS2736715363
STRIKE DATE: 25/04/2025
INDICATIVE PRICE: 98.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.57% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380044438.88
Russell 20001,957.61602458.279
Nikkei 22535,705.740050842.93

STRIKE DATE 25/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.05% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736715363
NEXT POTENTIAL MATURITY DATE 25/04/2028

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR May 2025
ISIN: XS3065221593
STRIKE DATE: 30/05/2025
INDICATIVE PRICE: 103.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,087.400044438.88
S&P 5005,911.69006846.61
HSI23,289.770026696.41

STRIKE DATE 30/05/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3065221593
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD May 2025
ISIN: XS2998333053
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 100.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 100.48% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,039.85102458.279
FTSE MIB39,475.360044438.88
S&P/ASX 2008,360.87808818.793

STRIKE DATE 23/05/2025
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: 4.75% Semi-Annual (9.50% 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 XS2998333053
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays Global Markets Memory Income Autocall Apr 2025 USD
ISIN: XS2998088665
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 98.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.64% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,098.74005725.7
S&P 5005,375.86006846.61
Nikkei 22534,868.630050842.93
FTSE 1008,403.18009899.6

STRIKE DATE 23/04/2025
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: 2.25% Quarterly (9.00% 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 XS2998088665
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income April 2025 EUR
ISIN: XS2925735610
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 99.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA48.545066.64
Commerzbank AG23.030033.54
BBVA11.915018.545
Goldman Sachs519.9900810.31

STRIKE DATE 22/04/2025
RETURN & BARRIERS
1.8875% per quarter Fixed Income, 50% European barrier
P.A. RETURN
ISIN XS2925735610
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall April 2025 GBP
ISIN: XS2958940830
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 101.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.90% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,646.320012702.08
Eurostoxx 504,961.45005725.7
FTSE 1008,328.60009899.6
S&P 5005,287.76006846.61

STRIKE DATE 22/04/2025
RETURN & BARRIERS
5.45% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958940830
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP May 2025
ISIN: XS2998227453
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 97.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.05% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,544.04202790.978
FTSE MIB40,656.260044438.88
Nikkei 22537,753.720050842.93
Russell 20002,113.25402458.279

STRIKE DATE 16/05/2025
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: GBP: 3.625% Semi-Annual (7.25% 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 XS2998227453
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD May 2025
ISIN: XS2998227537
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 98.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.41% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,544.04202790.978
FTSE MIB40,656.260044438.88
Nikkei 22537,753.720050842.93
Russell 20002,113.25402458.279

STRIKE DATE 16/05/2025
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: 3.75% Semi-Annual (7.50% 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 XS2998227537
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP May 2025
ISIN: XS3042912579
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 100.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.94% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720050842.93
FTSE MIB40,656.260044438.88
S&P/ASX 2008,343.68208818.793

STRIKE DATE 15/05/2025
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: 4.25% Semi-Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912579
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD May 2025
ISIN: XS3042912496
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 102.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 102.06% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720050842.93
FTSE MIB40,656.260044438.88
S&P/ASX 2008,343.68208818.793

STRIKE DATE 16/05/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912496
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 GBP
ISIN: XS2976552211
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 97.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.68% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005725.7
SMI11,499.460012702.08
Nikkei 22533,982.360050842.93
Russell 20001,880.87902458.279

STRIKE DATE 14/04/2025
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: 1.9375% Quarterly (7.87% 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 XS2976552211
NEXT POTENTIAL MATURITY DATE 14/01/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 USD
ISIN: XS2976552138
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 97.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.22% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005725.7
SMI11,499.460012702.08
Nikkei 22533,982.360050842.93
Russell 20001,880.87902458.279

STRIKE DATE 14/04/2025
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: 2.00% Quarterly (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
ISIN XS2976552138
NEXT POTENTIAL MATURITY DATE 14/01/2026

EXPAND CLOSE