INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD Apr 2025
ISIN: XS2958108826
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 96.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.81% (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: USD: 2.15% Quarterly (8.60% 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 XS2958108826
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Apr 2025
ISIN: XS2958109394
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: 103.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.97% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460012702.08
Eurostoxx 504,911.39005725.7
Nikkei 22533,982.360050842.93
S&P 5005,405.97006846.61

STRIKE DATE 13/04/2025
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 Coupon Rate: GBP: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958109394
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Apr 2025
ISIN: XS2958109121
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: 105.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.17% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460012702.08
Eurostoxx 504,911.39005725.7
Nikkei 22533,982.360050842.93
S&P 5005,405.97006846.61

STRIKE DATE 13/04/2025
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 Coupon Rate: USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958109121
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
Société Générale US Tech Memory Income Basket Star March 2025 USD
ISIN: XS2971144170
STRIKE DATE: 11/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft380.4500508.68
Intel19.780037.88
Tesla Motors230.5800
Nvidia Corporation108.7600193.16

STRIKE DATE 11/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Basket Star Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 3.25% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 13.00% p.a
ISIN XS2971144170
NEXT POTENTIAL MATURITY DATE 11/09/2025

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Apr 2025
ISIN: XS2996291634
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 104.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.78% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22533,920.400050842.93
FTSE MIB36,067.570044438.88
IBEX 3512,942.100016388.8

STRIKE DATE 16/04/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291634
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Apr 2025
ISIN: XS2996291477
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 104.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 104.79% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22536,067.570050842.93
FTSE MIB36,067.570044438.88
IBEX 3512,942.100016388.8

STRIKE DATE 16/04/2025
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291477
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 USD
ISIN: XS2958073004
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: 98.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.47% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.88009899.6
Eurostoxx 505,468.41005725.7
Nikkei 22536,887.170050842.93
Russell 20002,075.48302458.279

STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 07/03/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 GBP
ISIN: XS2958072964
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: 98.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.16% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.88009899.6
Eurostoxx 505,468.41005725.7
Nikkei 22536,887.170050842.93
Russell 20002,075.48302458.279

STRIKE DATE 07/03/2025
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: 1.25% Quarterly (5.00% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN
ISIN XS2958072964
NEXT POTENTIAL MATURITY DATE 07/03/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Apr 2025
ISIN: XS2736713582
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 97.61%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31005725.7
Russell 20001,827.03202458.279
Nikkei 22533,780.580050842.93

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713582
NEXT POTENTIAL MATURITY DATE 04/04/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Apr 2025
ISIN: XS2736713400
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 98.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.00% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31005725.7
Russell 20001,827.03202458.279
Nikkei 22533,780.580050842.93

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713400
NEXT POTENTIAL MATURITY DATE 13/04/2026

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2025 USD
ISIN: XS2958961240
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: 94.59%
STATUS: Live
FACTSHEET: CONTACT

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average43,006.590047927.96
FTSE 1008,755.84009899.6
SMI13,112.750012702.08
Nikkei 22537,418.240050842.93

STRIKE DATE 05/03/2025
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: 2.0875% Quarterly (8.35% 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 XS2958961240
NEXT POTENTIAL MATURITY DATE 05/03/2026

EXPAND CLOSE
BBVA Diversified Indices Memory Income Autocall March 2025 EUR (XS2958961083)
ISIN: XS2958961083
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: 96.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.93% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average43,006.590047927.96
S&P/ASX 2008,141.11308818.793
FTSE 1008,755.84009899.6
FTSE MIB38,519.400044438.88

STRIKE DATE 05/03/2025
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: EUR: 1.16125% Quarterly (4.645% 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 XS2958961083
NEXT POTENTIAL MATURITY DATE 05/03/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Mar 2025 – Factsheet available upon request
ISIN: XS3011424630
STRIKE DATE: 28/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation109.6700193.16
Tesla Motors263.5500
Oracle140.8700236.15
Intel22.710037.88

STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.50% Quarterly (34.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 34.00% p.a.
ISIN XS3011424630
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
Société Générale Banks Low Hurdle Basket Star Autocall USD Mar 2025 – Factsheet available upon request
ISIN: XS3011425793
STRIKE DATE: 28/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA53.200066.64
Commerzbank AG21.720033.54
BBVA12.725018.545
Morgan Stanley115.3300166.5

STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 16.00% p.a.
ISIN XS3011425793
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
CIBC Triple Index Classic Autocall GBP Mar 2025
ISIN: XS3017933675
STRIKE DATE: 27/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,381.08005725.7
Nikkei 22537,799.970050842.93
Russell 20002,065.69702458.279

STRIKE DATE 27/03/2025
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: 5.42% Semi-Annually (10.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.84% p.a.
ISIN XS3017933675
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Mar 2025
ISIN: XS3017938807
STRIKE DATE: 27/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,381.08005725.7
Nikkei 22537,799.970050842.93
Russell 20002065.69702458.279

STRIKE DATE 27/03/2025
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: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.06% p.a.
ISIN XS3017938807
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
Barclays Developed Indices Memory Income Autocall Feb 2025 USD
ISIN: XS2959661732
STRIKE DATE: 25/02/2025
INDICATIVE PRICE: 95.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 95.47% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,025.010012702.08
FTSE 1008,668.679899.6
Nikkei 22538,237.7950842.93
Russell 20002,170.0812458.279

STRIKE DATE 25/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2959661732
NEXT POTENTIAL MATURITY DATE 25/02/2026

EXPAND CLOSE
Natixis 4 Year Fixed Income Asian Tail February 2025 USD
ISIN: XS2736711024
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: 99.08%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.08% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,948.600012702.08
Eurostoxx 505,474.85005725.7
Russell 20002,195.34902458.279
Nikkei 22538,776.940050842.93

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
P.A. RETURN
ISIN XS2736711024
NEXT POTENTIAL MATURITY DATE 21/02/2029

EXPAND CLOSE
BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR
ISIN: XS2959034906
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: 111.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE 111.28% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AIA Group Ltd58.000082.35
Daikin Industries Ltd15,970.000019740
Samsung Electronics58,200.0000104100

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2959034906
NEXT POTENTIAL MATURITY DATE 24/02/2026

EXPAND CLOSE
BBVA Classic Autocall Bespoke 5 February 2025 USD
ISIN: XS2941053873
STRIKE DATE: 21/02/2025
INDICATIVE PRICE: 93.95%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.95% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,296.20508818.793
SMI12,948.600012702.08
CAC 408,154.51008156.23
Dow Jones Industrial Average43,428.020047927.96

STRIKE DATE 21/02/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053873
NEXT POTENTIAL MATURITY DATE 23/02/2026

EXPAND CLOSE