INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Eurostoxx Banks Reducing Autocall August 2025 USD
ISIN: XS3149230149
STRIKE DATE: 12/08/2025
INDICATIVE PRICE: 103.44%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 103.44% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks230.8700270.55

STRIKE DATE 12/08/2025
RETURN & BARRIERS
11.65% Annual Snowballing Coupon, 100% Trigger from 12m, reducing to 90%, 80%, then 70%, 70% European Barrier
P.A. RETURN
ISIN XS3149230149
NEXT POTENTIAL MATURITY DATE 12/08/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Sep 2025 – Factsheet upon request
ISIN: XS3130899324
STRIKE DATE: 09/09/2025
INDICATIVE PRICE: 79.16%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 79.16% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle241.5100169.01
Intel24.440048.66
Tesla Inc346.9700416.56
Nvidia Corporation170.7600192.51

STRIKE DATE 09/09/2025
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 60% Glider at month 12 Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3130899324
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
Marex Group Developed Indices Classic Autocall July 2025 GBP
ISIN: XS2984898564
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.66% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,068.580010171.76
Eurostoxx 505,165.60005891.95
Nikkei 22540,799.600053375.6
S&P 5006,238.01006969.01

STRIKE DATE 01/08/2025
RETURN & BARRIERS
3.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 50% European Barrier
P.A. RETURN
ISIN XS2984898564
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall July 2025 GBP
ISIN: XS3067080740
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 98.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.64% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,238.01006969.01
FTSE 10039,942.820010171.76
Eurostoxx 505,165.60005891.95
Nikkei 22540,799.600053375.6

STRIKE DATE 01/08/2025
RETURN & BARRIERS
5.40% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS3067080740
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA World Indices Drop Down Defensive Autocall July 2025 GBP
ISIN: XS3067081045
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 96.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.45% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820045075.6
HSCEI8,804.42009552.58
TOPIX2,948.65003545.3
KOSPI 200420.7200765.59

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA World Indices Drop Down Autocall July 2025 GBP
ISIN: XS3067080823
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 98.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.45% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820045075.6
HSCEI8,804.42009552.58
TOPIX2,948.65003545.3
KOSPI 200420.7200765.59

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.70% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 90%,60% Final European barrier.
P.A. RETURN
ISIN XS3067080823
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
Societe Generale US Large Cap Defensive Autocall July 2025 USD (XS3109388663)
ISIN: XS3109388663
STRIKE DATE: 31/07/2025
INDICATIVE PRICE: 107.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 107.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise317.8700345.98
Eli Lilly & Company740.07001024.14
Nvidia Corporation177.8700192.51
Advanced Micro Devices176.3100252.18

STRIKE DATE 31/07/2025
RETURN & BARRIERS
4.625% Quarterly Snowballing coupon if Autocalled, 82% Quarterly Autocall trigger from 6 months, 65% Barrier (E).
P.A. RETURN
ISIN XS3109388663
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3078690982
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 94.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.76% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503031.392
Nikkei 22542,828.790053375.6
Russell 20002,378.41302654.776
FTSE MIB42,447.100045075.6

STRIKE DATE 28/08/2025
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: 3.475% Semi-Annual (6.95% 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 XS3078690982
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall USD Aug 2025
ISIN: XS3078691014
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 94.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 94.15% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503031.392
FTSE MIB42,447.100045075.6
Nikkei 22542,828.790053375.6
Russell 20002,378.41302654.776

STRIKE DATE 28/08/2025
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. 50% Semi-Annual (7. 00% 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 XS3078691014
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Citi 10Y Thematic Autocall July 2025 EUR
ISIN: XS3080663399
STRIKE DATE: 28/07/2025
INDICATIVE PRICE: 105.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE
CURRENCY EUR
CURRENT PRICE 105.45% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
The MSCI Transatlantic Multi Sector Custom 20 Decrement 50 Point EUR Index840.1647997.6241

STRIKE DATE 28/07/2025
RETURN & BARRIERS
Maximum Term: 10 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level reducing by 0.75% p.q. Coupon Rate: EUR: 3.50% Quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3080663399
NEXT POTENTIAL MATURITY DATE 28/01/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Aug 2025
ISIN: XS3094982165
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 96.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.89% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410045075.6
Nikkei 22542,520.270053375.6
FTSE 1009,255.500010171.76

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50% p.a.
ISIN XS3094982165
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Aug 2025
ISIN: XS3094982249
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 97.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 97.37% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410045075.6
Nikkei 22542,520.270053375.6
FTSE 1009,255.500010171.76

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity Underlying Basket Bloomberg
P.A. RETURN
ISIN XS3094982249
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall July 2025 USD
ISIN: XS3057448592
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 94.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG30.160034.6
Barclays358.4000479.6
UniCredit SpA61.240072.24
Morgan Stanley142.5000182.4

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% 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 XS3057448592
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
UBS Quad Index Low Hurdle Autocall July 2025 EUR
ISIN: XS2880133736
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 101.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.55% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,599.680045075.6
HSI25,667.180027968.09
SMI12,045.780013147.93
Nasdaq 10023,219.870025884.29

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: EUR: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880133736
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3067149370
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 95.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403031.392
FTSE MIB43,013.440045075.6
Nikkei 22542,610.170053375.6
Russell 20002,274.09602654.776

STRIKE DATE 21/08/2025
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: 3.85% Semi-Annual (7.70% 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 XS3067149370
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2025
ISIN: XS3067149453
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 95.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.52% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403031.392
FTSE MIB43,013.440045075.6
Nikkei 22542,610.170053375.6
Russell 20002,274.09602654.776

STRIKE DATE 21/08/2025
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: 4.10% Semi-Annual (8.20% 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 XS3067149453
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA Japanese Low Hurdle Autocall July 2025 USD
ISIN: XS3056984159
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 106.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 106.90% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sumitomo Corp3,726.00006280
Itochu Corp7,606.00001960
Mitsubishi Corp2,914.00004057
Marubeni Corp2,950.00005129

STRIKE DATE 22/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level, reduce to 80% on the final observation). Coupon Rate: USD: 3.50% quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3056984159
NEXT POTENTIAL MATURITY DATE 21/07/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2025 USD
ISIN: XS3058047542
STRIKE DATE: 21/07/2025
INDICATIVE PRICE: 99.14%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.14% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,166.600045075.6
HSI24,994.140027968.09
Russell 20002,231.13302654.776

STRIKE DATE 21/07/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3058047542
NEXT POTENTIAL MATURITY DATE 21/07/2028

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Aug 2025 EUR
ISIN: XS2880165340
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 97.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330013147.93
FTSE MIB42,653.970045075.6
S&P 5006,449.80006969.01
HSI25,270.070027968.09

STRIKE DATE 15/08/2025
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: EUR: 3.55% Semi-Annual (7.10% 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 XS2880165340
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Morgan Stanley Quad Index Capital Protected Autocall July 25 USD
ISIN: XS3094797183
STRIKE DATE: 17/07/2025
INDICATIVE PRICE: 99.77%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 99.77% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,377.15005891.95
SMI11,961.870013147.93
Nikkei 22539,901.190053375.6

STRIKE DATE 17/07/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3094797183
NEXT POTENTIAL MATURITY DATE 18/07/2028

EXPAND CLOSE