INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Semi Annual Defensive Autocall December 2025 GBP
ISIN: XS3138916153
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 102.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.41% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,718.08006187.63
Russell 20002,531.15902943.992
SMI12,893.610013708.02
Nikkei 22551,028.420066020.04

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138916153
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual Defensive Autocall December 2025 USD
ISIN: XS3184620113
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 99.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.27% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051497.21
Eurostoxx 505,718.08006187.63
Nikkei 22551,028.420066020.04
Russell 20002,531.15902943.992

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620113
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual 95% Defensive Autocall December 2025 USD
ISIN: XS3184620204
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 99.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.60% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051497.21
Eurostoxx 505,718.08006187.63
Nikkei 22551,028.420066020.04
S&P 5006,857.12007431.46

STRIKE DATE 04/12/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620204
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
ISIN: XS3184620030
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 102.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.37% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051497.21
Eurostoxx 505,718.08006187.63
Nikkei 22551,028.420066020.04
Russell 20002,531.15902943.992

STRIKE DATE 04/12/2025
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: USD: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620030
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3189306940
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 94.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.00% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,039.09103113.57
FTSE MIB45,799.690051497.21
Nikkei 22553,936.170066020.04
Russell 20002,677.73802943.992

STRIKE DATE 16/01/2026
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: 3.50% 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 XS3189306940
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall December 2025 USD
ISIN: XS3138908648
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.55% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006187.63
Russell 20002,512.13602943.992
SMI12,858.330013708.02
Nikkei 22549,864.680066020.04

STRIKE DATE 03/12/2025
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: 2.00% Quarterly (8.00% 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 XS3138908648
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall December 2025 GBP
ISIN: XS3167732901
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 94.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.66% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006187.63
SMI12,858.330013708.02
Nikkei 22549,864.680066020.04
Russell 20002,512.13602943.992

STRIKE DATE 03/12/2025
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 XS3167732901
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Natixis World Indices Memory Income Autocall December 2025 USD
ISIN: XS3138911865
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 95.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.89% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006187.63
Russell 20002,512.13602943.992
SMI12,858.330013708.02
Nikkei 22549,864.680066020.04

STRIKE DATE 03/12/2025
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: 1.98% Quarterly (7.92% 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 XS3138911865
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall December 2025 AUD
ISIN: XS3184620543
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 99.08% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640051497.21
HSI25,760.730024718.1
Nikkei 22549,864.680066020.04

STRIKE DATE 03/12/2025
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: AUD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620543
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall December 2025 USD
ISIN: DE000UN1T859
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 96.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.43% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,849.72007431.46
SMI12,858.330013708.02
Nikkei 22549,864.680066020.04
FTSE MIB43,380.640051497.21

STRIKE DATE 03/12/2025
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: 1.9% Quarterly (7.60% 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 DE000UN1T859
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Jan 2026 – Factsheet on request
ISIN: XS3233640104
STRIKE DATE: 15/01/2026
INDICATIVE PRICE: 101.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.77% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.8500184.13
Intel48.3200124.57
Tesla Inc438.5700406.43
Nvidia Corporation187.0500205.19

STRIKE DATE 15/01/2026
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 XS3233640104
NEXT POTENTIAL MATURITY DATE 15/07/2026

EXPAND CLOSE
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 92.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 92.63% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890024718.1
Nikkei 22550,253.910066020.04
OMX Stockholm 302,787.76903113.57
S&P 5006,849.09007431.46

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% 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 XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3184661570
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 95.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.63% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,720.510010471.72
FTSE MIB43,357.010051497.21
Nikkei 22550,253.910066020.04
S&P 5006,849.09007431.46

STRIKE DATE 28/11/2025
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: 5.15% Semi-Annual (10.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3184661570
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Quad Index Memory Income Autocall November 2025 USD
ISIN: XS3184602996
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 88.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.11% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,653.17006187.63
Russell 20002,486.11602943.992
S&P/ASX 2008,617.29008804.037
HSI25,945.930024718.1

STRIKE DATE 28/11/2025
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: 4.40% Semi-Annual (8.80% 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 XS3184602996
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall November 2025 USD
ISIN: XS2880164707
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 95.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 95.65% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,357.010051497.21
HSI25,858.890024718.1
Russell 20002,500.43402943.992

STRIKE DATE 28/11/2025
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: 5.31% Semi-Annual (10.62% 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 XS2880164707
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall November 2025 ZAR
ISIN: ZAE000355244
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle197.0300184.13
Intel35.8300124.57
Nvidia Corporation177.8200205.19
Advanced Micro Devices206.1300511.57

STRIKE DATE 25/11/2025
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 55% Express Barrier at month 12 Coupon Rate: ZAR: 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 26.00% p.a.
ISIN ZAE000355244
NEXT POTENTIAL MATURITY DATE 25/06/2026

EXPAND CLOSE
BBVA 1 Year Fixed Income November 2025 USD IDAD
ISIN: XS3184643248
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 90.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.45% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy351.6000253.76
Micron Technology224.5300981.61
Tesla Inc419.4000406.43

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: USD: 2.37% monthly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184643248
NEXT POTENTIAL MATURITY DATE 25/06/2026

EXPAND CLOSE
UBS Developed Markets Classic Autocall May 2024 EUR
ISIN: XS2825579167
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,868.710024718.1
FTSE MIB34,467.670051497.21
Russell 20002,048.40902943.992

STRIKE DATE 23/05/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2825579167
NEXT POTENTIAL MATURITY DATE 24/11/2025

EXPAND CLOSE
Barlcays 80-60 Memory Income Autocall USD Jan 2026
ISIN: XS3189113718
STRIKE DATE: 14/01/2026
INDICATIVE PRICE: 100.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.09% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,926.60007431.46
FTSE MIB45,647.400051497.21
Nikkei 22554,341.230066020.04
Russell 20002,651.63702943.992

STRIKE DATE 14/01/2026
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: 4.05% Semi-Annually (8.10% 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 XS3189113718
NEXT POTENTIAL MATURITY DATE 14/01/2027

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation Nov 2025 USD
ISIN: XS3211406882
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 95.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.56% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,539.710010471.72
Nikkei 22548,625.880066020.04
S&P 5006,602.99007431.46
Eurostoxx 505,515.09006187.63

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 120% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3211406882
NEXT POTENTIAL MATURITY DATE 19/06/2026

EXPAND CLOSE