INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Quad Index Memory Income Autocall December 2025 GBP
ISIN: XS3189273835
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 94.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.77% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006187.63
Russell 20002,529.42502943.992
SMI13,171.850013708.02
Nikkei 22549,507.210066020.04

STRIKE DATE 19/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3189273835
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Natixis Memory Income Autocall December 2025 USD
ISIN: XS3138918100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 97.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.89% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006187.63
Russell 20002,529.42502943.992
SMI13,171.850013708.02
Nikkei 22549,507.210066020.04

STRIKE DATE 19/12/2025
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: 2.05% Quarterly (8.20% 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 XS3138918100
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Morgan Stanley Triple Index 100% Cap Protected Autocall Dec 2025
ISIN: XS3211956100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 94.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 94.95% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,171.850013708.02
Nikkei 22549,507.210066020.04
S&P 5006,834.50007431.46

STRIKE DATE 19/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Observations: Semi-Annual with first after 36 months Autocall Trigger: 100% of initial level Conditional Return Rate: USD: 3.375% Semi-Annually (6.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at Maturity
P.A. RETURN
ISIN XS3211956100
NEXT POTENTIAL MATURITY DATE 19/12/2028

EXPAND CLOSE
MS Capital Protected Uncapped Participation Growth Dec 2025 USD
ISIN: XS3211975662
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 98.87%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006187.63

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211975662
NEXT POTENTIAL MATURITY DATE 19/12/2030

EXPAND CLOSE
Morgan Stanley 100% Protected Call Spread Dec 2025 JPY
ISIN: XS3211997807
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 96.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY JPY
CURRENT PRICE 96.93% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22549,507.210066020.04

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211997807
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Jan 2026
ISIN: XS2880163568
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 94.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.26% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,488.360051497.21
S&P 5006,875.62007431.46
HSI26,585.060024718.1

STRIKE DATE 21/01/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880163568
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR Jan 2026
ISIN: XS3205843611
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 91.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.43% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,091.230051497.21
HSI26,629.960024718.1
Russell 20002,718.76502943.992

STRIKE DATE 22/01/2026
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: 3.56% Semi-Annual (7.12% 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 XS3205843611
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
UniCredit World Indices Memory Income Autocall December 2025 GBP
ISIN: DE000UN291J6
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.41% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,721.43007431.46
SMI13,028.620013708.02
Nikkei 22549,512.280066020.04
FTSE MIB44,099.480051497.21

STRIKE DATE 17/12/2025
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN291J6
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall December 2025
ISIN: XS3231271829
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 96.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.02% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.050036.83
Barclays458.1500472.85
Goldman Sachs872.33001062.75
Societe Generale66.900073.4

STRIKE DATE 17/12/2025
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.90% Quarterly(15.60% 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 XS3231271829
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3138920189
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 99.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.62% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203113.57
Russell 20002,718.76502943.992
Nikkei 22553,688.890066020.04
FTSE MIB45,091.230051497.21

STRIKE DATE 22/01/2026
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: 3.647% Semi-Annually (7.294% 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 XS3138920189
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Jan 2026
ISIN: XS3138920007
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 99.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.80% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203113.57
Russell 20002,718.76502943.992
Nikkei 22553,688.890066020.04
FTSE MIB45,091.230051497.21

STRIKE DATE 22/01/2026
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: 3.88% Semi-Annually (7.76% 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 XS3138920007
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD January 2026
ISIN: XS3138919686
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 101.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.13% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,956.17006187.63
Russell 20002,718.76502943.992
Nikkei 22553,688.890066020.04
OMX Stockholm 303,003.06203113.57

STRIKE DATE 22/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.02% Semi-Annually (12.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138919686
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 94.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.14% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.85608804.037
FTSE MIB44,713.460051497.21
Nikkei 22552,991.100066020.04
Russell 20002,645.36102943.992

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP JAN 2026
ISIN: XS3204438496
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 96.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.10% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013708.02
Eurostoxx 505,882.88006187.63
S&P 5006,875.62007431.46
Nikkei 22552,774.640066020.04

STRIKE DATE 21/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD JAN 2026
ISIN: XS3204438579
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 96.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.60% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013708.02
Eurostoxx 505,882.88006187.63
Nikkei 22552,774.640066020.04
S&P 5006,875.62007431.46

STRIKE DATE 21/01/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: 97.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83006187.63
Russell 20002,519.30402943.992
Nikkei 22549,383.290066020.04
S&P/ASX 2008,598.94808804.037

STRIKE DATE 16/12/2025
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: 1.975% Quarterly (7.90% 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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 99.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.92% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5206187.63
FTSE 1009,751.310010471.72
S&P 5006,816.51007431.46
Nikkei 22550,168.110066020.04

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 101.35%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.35% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71006187.63
Nikkei 22550,836.550066020.04
S&P 5006,827.41007431.46

STRIKE DATE 12/12/2025
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 Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Jan 2026
ISIN: XS3205826954
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 94.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.59% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,169.960013708.02
FTSE MIB44,713.460051497.21
Nikkei 22552,991.100066020.04
Russell 20002,645.36102943.992

STRIKE DATE 20/01/2026
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3205826954
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall December 2025 GBP
ISIN: XS3184602723
STRIKE DATE: 10/12/2025
INDICATIVE PRICE: 99.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.79% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,579.36008804.037
FTSE MIB43,465.340051497.21
Nikkei 22550,602.800066020.04
S&P 5006,886.68007431.46

STRIKE DATE 10/12/2025
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, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602723
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE