INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall GBP May 2025
ISIN: XS2958902079
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 96.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.69% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31902790.978
FTSE MIB40,418.820044438.88
Nikkei 22537,755.510050842.93
Russell 20002,094.69302458.279

STRIKE DATE 15/05/2025
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: 2.10% Quarterly(8.40% 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 XS2958902079
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD May 2025
ISIN: XS2958902152
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 96.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.97% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31902790.978
FTSE MIB40,418.820044438.88
Nikkei 22537,755.510050842.93
Russell 20002,094.69302458.279

STRIKE DATE 15/05/2025
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: 2.25% Quarterly (9.00% 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 XS2958902152
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2025
ISIN: XS2958944741
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 99.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.85% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190012702.08
Eurostoxx 505,403.44005725.7
Nikkei 22538,128.130050842.93
S&P 5005,892.58006846.61

STRIKE DATE 14/05/2025
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: GBP: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944741
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD May 2025
ISIN: XS2958944824
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 101.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.31% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190012702.08
Eurostoxx 505,403.44005725.7
Nikkei 22538,128.130050842.93
S&P 5005,892.58006846.61

STRIKE DATE 14/05/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944824
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
Natixis 3 Year Fixed Income GBP May 2025
ISIN: XS2736716502
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.88% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005725.7
Russell 20002,026.41502458.279
Nikkei 22536,928.630050842.93

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.65% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716502
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Natixis 3 Year Fixed Income USD May 2025
ISIN: XS2736716411
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.93% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005725.7
Russell 20002,026.41502458.279
Nikkei 22536,928.630050842.93

STRIKE DATE 08/05/2025
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 XS2736716411
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Morgan Stanley Reducing Autocall Apr 2025 GBP
ISIN: XS2996585464
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 105.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.89% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE CSDI182.1300223.35

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 8 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level for first 12 months, reducing to 100% thereafter. Coupon Rate: GBP: 10.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2996585464
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle May 2025 USD-Factsheet available upon request
ISIN: XS3011681445
STRIKE DATE: 09/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle150.3400236.15
Intel21.420037.88
Tesla Inc298.2600439.62
Nvidia Corporation116.6500193.16

STRIKE DATE 09/05/2025
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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 28.00% p.a.
ISIN XS3011681445
NEXT POTENTIAL MATURITY DATE 10/11/2025

EXPAND CLOSE
BNP Paribas Triple Index Classic Autocall March 2025 ZAR
ISIN: ZAE000345476
STRIKE DATE: 28/03/2025
INDICATIVE PRICE: 98.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 98.68% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,840.430012702.08
S&P 5005,580.94006846.61
STOXX Global Select Dividend 100 Index3,113.52003397.95

STRIKE DATE 28/03/2025
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: 19.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000345476
NEXT POTENTIAL MATURITY DATE 28/03/2030

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Apr 2025
ISIN: XS3042852734
STRIKE DATE: 30/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,160.22005725.7
Nikkei 22536,045.380050842.93
Russell 20001,964.11902458.279

STRIKE DATE 30/04/2025
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: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS3042852734
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP Apr 2025
ISIN: XS2912755084
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 97.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.36% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002458.279
FTSE MIB36,457.680044438.88
S&P/ASX 2007,920.51308818.793

STRIKE DATE 23/04/2025
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: 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
ISIN XS2912755084
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD Apr 2025
ISIN: XS2912754947
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 97.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.80% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002458.279
FTSE MIB36,457.680044438.88
S&P/ASX 2007,920.51308818.793

STRIKE DATE 23/04/2025
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: 4.30% Semi-Annual (8.60% 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 XS2912754947
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 70-55 Memory Income Autocall March 2025 USD
ISIN: XS2975902193
STRIKE DATE: 21/03/2025
INDICATIVE PRICE: 96.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.42% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,056.98302458.279
IBEX 3513,350.200016388.8
SMI13,075.400012702.08
Nikkei 22537,677.060050842.93

STRIKE DATE 21/03/2025
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: 2.07% Quarterly (8.28% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2975902193
NEXT POTENTIAL MATURITY DATE 23/03/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall March 2025 USD
ISIN: XS2967219135
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 100.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.24% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,916.810012702.08
Nikkei 22537,053.100050842.93
FTSE 1008,632.33009899.6

STRIKE DATE 14/03/2025
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: 4.16% Semi Annually (8.32% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2967219135
NEXT POTENTIAL MATURITY DATE 14/03/2028

EXPAND CLOSE
UBS 75-60 Memory Income Autocall March 2025 USD
ISIN: XS3010452988
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 96.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 96.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,404.18005725.7
SMI12,916.810012702.08
Nikkei 22537,053.100050842.93
Russell 20002,044.09502458.279

STRIKE DATE 14/03/2025
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: 1.84% Quarterly (7.36% 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 XS3010452988
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall March 2025 GBP
ISIN: XS2959157491
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 93.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.80% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,404.18005725.7
SMI12,916.810012702.08
Nikkei 22537,053.100050842.93
Russell 20002,044.09502458.279

STRIKE DATE 14/03/2025
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 XS2959157491
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
UBS Developed Markets Semi-Annual Reducing Autocall EUR Apr 2025
ISIN: XS3030259363
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 105.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 105.44% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB35,947.890044438.88
S&P 5005,287.76006846.61
HSI21,562.320026696.41

STRIKE DATE 22/04/2025
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 for first 36 months, reducing to 95% for final 36 months. Coupon Rate: EUR: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3030259363
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2025 GBP
ISIN: XS3022292877
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: 98.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.60% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42005725.7
Nasdaq 10019,596.020025533.49
Nikkei 22536,819.090050842.93
S&P/ASX 2007,786.23808818.793

STRIKE DATE 12/03/2025
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: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3022292877
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2025 GBP (XS2972157874)
ISIN: XS2972157874
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: 98.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.24% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42005725.7
Nasdaq 10019,596.020025533.49
Nikkei 22536,819.090050842.93
S&P/ASX 2007,786.23808818.793

STRIKE DATE 12/03/2025
RETURN & BARRIERS
2.125% Quarterly Memory Coupon if all above 90%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS2972157874
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Apr 2025
ISIN: XS2958109048
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.55% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,609.840012702.08
FTSE MIB35,843.820044438.88
Nikkei 22534,267.540050842.93
Russell 20001,882.92102458.279

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: 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 XS2958109048
NEXT POTENTIAL MATURITY DATE 15/04/2026

EXPAND CLOSE