INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 60-60 Memory Income Autocall GBP Jul 2025
ISIN: XS3052807800
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 93.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.18% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54703031.392
FTSE MIB40,697.490045075.6
Nikkei 22541,171.320053375.6
Russell 20002,283.12902654.776

STRIKE DATE 23/07/2025
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: 3.50% Semi-Annual (7.00% 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 XS3052807800
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD Jul 2025
ISIN: XS3052807982
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 93.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.68% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54703031.392
FTSE MIB40,697.490045075.6
Nikkei 22541,171.320053375.6
Russell 20002,283.12902654.776

STRIKE DATE 23/07/2025
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: 3.60% Semi-Annual (7.20% 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 XS3052807982
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall June 2025 USD
ISIN: XS3043990400
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 97.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.92% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,233.58005891.95
Russell 20002,109.26702654.776
Nikkei 22538,403.230053375.6
OMX Stockholm 303031.392

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3043990400
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2025
ISIN: XS3006783941
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 101.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.14% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013147.93
Eurostoxx 505,354.17005891.95
Nikkei 22539,678.020053375.6
S&P 5006,243.76006969.01

STRIKE DATE 16/07/2025
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006783941
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2025
ISIN: XS3006784089
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 102.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.56% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013147.93
Eurostoxx 505,354.17005891.95
Nikkei 22539,678.020053375.6
S&P 5006,243.76006969.01

STRIKE DATE 16/07/2025
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 XS3006784089
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2025 USD
ISIN: XS3049548921
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 97.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.06% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,124.12702654.776
Eurostoxx 505,339.57005891.95
SMI12,090.870013147.93
Nikkei 22538,311.330053375.6

STRIKE DATE 16/06/2025
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: 2.01% Quarterly (8.04% 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 XS3049548921
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Soc Gen Early Low Hurdle June 2025 USD
ISIN: XS3085272980
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc329.1300416.56
Advanced Micro Devices126.3900252.18
Carnival Corp23.840031.15
Zoom Communications77.870092.58

STRIKE DATE 16/06/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 30.00% p.a.
ISIN XS3085272980
NEXT POTENTIAL MATURITY DATE 16/12/2025

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income July 2025
    ISIN: XS2736735981
    STRIKE DATE: 09/07/2025
    INDICATIVE PRICE: 96.48%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 96.48% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,445.65005891.95
    Russell 20002,252.49002654.776
    Nikkei 22539,821.280053375.6

    STRIKE DATE 09/07/2025
    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 XS2736735981
    NEXT POTENTIAL MATURITY DATE 10/07/2028

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
    ISIN: XS3085315201
    STRIKE DATE: 11/07/2025
    INDICATIVE PRICE: 98.97%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.97% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle230.5600169.01
    Intel23.430048.66
    Tesla Inc313.5100416.56
    Nvidia Corporation164.9200192.51

    STRIKE DATE 11/07/2025
    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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3085315201
    NEXT POTENTIAL MATURITY DATE 13/04/2026

    EXPAND CLOSE
    BBVA Triple Index Defensive Autocall EUR Jul 2025
    ISIN: XS3006754173
    STRIKE DATE: 07/07/2025
    INDICATIVE PRICE: 101.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 101.69% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB39,914.250045075.6
    S&P 5006,229.98006969.01
    HSI23,887.830027968.09

    STRIKE DATE 07/07/2025
    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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3006754173
    NEXT POTENTIAL MATURITY DATE 07/07/2026

    EXPAND CLOSE
    Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
    ISIN: XS3043937427
    STRIKE DATE: 04/06/2025
    INDICATIVE PRICE: 103.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.27% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,970.81006969.01
    FTSE 1008,801.290010171.76
    Eurostoxx 505,405.15005891.95

    STRIKE DATE 04/06/2025
    RETURN & BARRIERS
    8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
    P.A. RETURN
    ISIN XS3043937427
    NEXT POTENTIAL MATURITY DATE 04/06/2026

    EXPAND CLOSE
    BBVA Quarterly Classic Autocall June 2025 AUD
    ISIN: XS3006683216
    STRIKE DATE: 06/06/2025
    INDICATIVE PRICE: 99.40%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY AUD
    CURRENT PRICE 99.40% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,430.17005891.95
    Nikkei 22537,741.610053375.6
    Russell 20002,132.24702654.776

    STRIKE DATE 06/06/2025
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3006683216
    NEXT POTENTIAL MATURITY DATE 08/06/2026

    EXPAND CLOSE
    Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
    ISIN: XS3085218421
    STRIKE DATE: 06/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSBC881.70001270
    Commerzbank AG28.000034.6
    UniCredit SpA58.200072.24
    BBVA13.240021.03

    STRIKE DATE 06/06/2025
    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 70% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 24.00% p.a.
    ISIN XS3085218421
    NEXT POTENTIAL MATURITY DATE 08/12/2025

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
      ISIN: XS2748029365
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 99.91%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.91% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB40,601.940045075.6
      Eurostoxx 505,430.17005891.95
      Nikkei 22537,741.610053375.6
      Russell 20002,132.24702654.776

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2748029365
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
      ISIN: XS2697219959
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 103.16%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 103.16% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/TSX 601,578.74601907.604
      FTSE 1008,837.910010171.76
      OMX Stockholm 302,521.50603031.392
      iShares MSCI Brazil (EWZ)27.720038.12

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2697219959
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
      ISIN: XS2748026429
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 100.75%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 100.75% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,366.170013147.93
      Nikkei 22537,741.610053375.6
      OMX Stockholm 302,521.50603031.392
      Nasdaq 10021,761.790025884.29

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2748026429
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 4 June 2025 GBP
      ISIN: XS2748027153
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 101.14%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 101.14% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008927.526
      SMI13147.93
      IBEX 3517589.7
      Euro Stoxx Banks270.55

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8525% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2748027153
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      BBVA 85-65 Memory Income Autocall June 2025 USD
      ISIN: XS3006668506
      STRIKE DATE: 04/06/2025
      INDICATIVE PRICE: 96.79%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 96.79% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,801.290010171.76
      Eurostoxx 505,405.15005891.95
      S&P 5005,970.81006969.01

      STRIKE DATE 04/06/2025
      RETURN & BARRIERS
      1.69% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
      P.A. RETURN
      ISIN XS3006668506
      NEXT POTENTIAL MATURITY DATE 04/06/2026

      EXPAND CLOSE
      Marex Gold ETF Issuer Callable Growth Participation June 2025 USD
      ISIN: XS2931620269
      STRIKE DATE: 03/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SPDR Gold Shares308.9100495.9

      STRIKE DATE 03/06/2025
      RETURN & BARRIERS
      Maximum Term: 2.5 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 2.40% Quarterly Capital Protection Barrier: 90% Capital Protected Strike Level: 90% of Initial Strike*
      P.A. RETURN 9.60% p.a.
      ISIN XS2931620269
      NEXT POTENTIAL MATURITY DATE 03/03/2026

        EXPAND CLOSE
        Marex US Tech Low Hurdle Defensive Autocall March 2025 GBP
        ISIN: XS2930155382
        STRIKE DATE: 19/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet Inc163.8900338.25
        Microsoft387.8200433.5
        Amazon.com195.5400241.73
        Tesla Motors235.8600

        STRIKE DATE 19/03/2025
        RETURN & BARRIERS
        6.125% Quarterly Snowballing Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle, 50% Barrier (E)
        P.A. RETURN 24.50% p.a.
        ISIN XS2930155382
        NEXT POTENTIAL MATURITY DATE 19/09/2025

        EXPAND CLOSE