INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 100% Capital Protected Autocall May 2025 GBP
ISIN: XS3027266397
STRIKE DATE: 26/05/2025
INDICATIVE PRICE: 100.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.47% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,531.530053375.6
FTSE MIB39,988.480045075.6
S&P 5008,361.02006969.01

STRIKE DATE 26/05/2025
RETURN & BARRIERS
3.75% Semi-Annual Snowballing Coupon if Autocalled, 100% Autocall Trigger from 36 Months, 100% Capital Protected
P.A. RETURN
ISIN XS3027266397
NEXT POTENTIAL MATURITY DATE 26/05/2028

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall April 2025 USD
ISIN: XS2958605292
STRIKE DATE: 17/04/2025
INDICATIVE PRICE: 98.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 98.84% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,660.960013147.93
Eurostoxx 504,935.34005891.95
Nikkei 22534,279.920053375.6
Nasdaq 10017,808.300025884.29

STRIKE DATE 17/04/2025
RETURN & BARRIERS
4.175% Semi-Annual Memory Coupon if above 85%, 100% Autocall Trigger from 12 Months, 60% Barrier (E)
P.A. RETURN
ISIN XS2958605292
NEXT POTENTIAL MATURITY DATE 17/04/2026

EXPAND CLOSE
Soc Gen Banks Low Hurdle Basket Star Autocall April 2025 USD
ISIN: XS3011682682
STRIKE DATE: 17/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA70.740090.04
Deutsche Bank AG20.675032.455
BBVA11.865021.03
UniCredit SpA49.890072.24

STRIKE DATE 17/04/2025
RETURN & BARRIERS
8.00% Snowballing Quarterly Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle at Maturity, 50% European Barrier with 80% Basket Star Barrier Maturity on the EQWB if EKIP Breach
P.A. RETURN 32.00% p.a.
ISIN XS3011682682
NEXT POTENTIAL MATURITY DATE 17/10/2025

EXPAND CLOSE
GS Capital Protected Participation Growth Note April 2025 USD
ISIN: XS3000757628
STRIKE DATE: 08/04/2025
INDICATIVE PRICE: 105.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 105.56% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,374.95208927.526
S&P 5004,982.77006969.01
CAC 407,100.42008071.36

STRIKE DATE 08/04/2025
RETURN & BARRIERS
56% Participation of Basket Growth at maturity, 100% Capital Protected
P.A. RETURN
ISIN XS3000757628
NEXT POTENTIAL MATURITY DATE 10/04/2028

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2025 USD
ISIN: XS2958613395
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 108.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 108.01% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005891.95
Nikkei 22533,780.580053375.6
S&P 5005,396.52006969.01

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.55% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958613395
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall April 2025 USD
ISIN: XS2958613122
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 108.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 108.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005891.95
Nikkei 22533,780.580053375.6
S&P 5005,396.52006969.01
FTSE 1008,474.740010171.76

STRIKE DATE 03/04/2025
RETURN & BARRIERS
7.05% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrie
P.A. RETURN
ISIN XS2958613122
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2025 GBP
ISIN: XS2958961166
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 107.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.53% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005891.95
Nikkei 22533,780.580053375.6
S&P 5005,396.52006969.01

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.30% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958961166
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Barclays Triple Index Classic Autocall April 2025 EUR
ISIN: XS2926288460
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 105.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE 105.82% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005891.95
Nikkei 22533,780.580053375.6
S&P 5005,396.52006969.01

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.35% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2926288460
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Barclays Diversified Indices Classic Autocall April 2025 EUR
ISIN: XS2926289278
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 106.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE 106.58% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005891.95
Nikkei 22533,780.580053375.6
S&P 5005,396.52006969.01
FTSE 1008,474.740010171.76

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2926289278
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025 USD
ISIN: XS2958911658
STRIKE DATE: 12/05/2025
INDICATIVE PRICE: 110.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 110.58% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG25.810034.6
UniCredit SpA56.020072.24
Morgan Stanley127.0600182.4
Barclays313.3000479.6

STRIKE DATE 12/05/2025
RETURN & BARRIERS
27.00% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS2958911658
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
BBVA Triple Index Classic Autocall May 2025 USD
ISIN: XS3006656089
STRIKE DATE: 30/05/2025
INDICATIVE PRICE: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.75% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,366.59005891.95
SMI12,227.080013147.93
OMX Stockholm 302,496.03903031.392

STRIKE DATE 30/05/2025
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 XS3006656089
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income May 2025 EUR
ISIN: XS3025679567
STRIKE DATE: 28/05/2025
INDICATIVE PRICE: 100.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.50% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.960072.24
Commerzbank AG26.540034.6
Morgan Stanley127.5100182.4

STRIKE DATE 28/05/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3025679567
NEXT POTENTIAL MATURITY DATE 28/05/2026

EXPAND CLOSE
Soc Gén Memory Income Knock-Out Reducing Autocall May 2025 USD
ISIN: XS3048551777
STRIKE DATE: 19/05/2025
INDICATIVE PRICE: 88.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 88.36% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,752.50001795.5
Fortinet104.750081.51
Leonardo SpA49.940056.22
Palo Alto Networks Inc194.3000176.2

STRIKE DATE 19/05/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 95% of initial level (Reduced by 5% every 6 months) Memory Income Rate: USD: 7.00% Semi-annual (14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European barrier
P.A. RETURN
ISIN XS3048551777
NEXT POTENTIAL MATURITY DATE 19/05/2026

EXPAND CLOSE
Soc Gen EV Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696317
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 72.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 72.95% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc15.630015.17
NIO Inc3.82004.77
BYD Company Limited465.2000101.8

STRIKE DATE 23/05/2025
RETURN & BARRIERS
11.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696317
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696408
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 98.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 98.12% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com200.9900241.73
Meta Platform Inc627.0600738.31
Nvidia Corporation131.2900192.51
Tesla Inc339.3400416.56

STRIKE DATE 23/05/2025
RETURN & BARRIERS
8.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696408
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays Triple Index 85-65 Memory Income Autocall May 2025 GBP
ISIN: XS3025602692
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 99.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.72% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,717.970010171.76
Eurostoxx 505,326.31005891.95
S&P 5005,802.82006969.01

STRIKE DATE 23/05/2025
RETURN & BARRIERS
2.0325% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3025602692
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays 50-50 Memory Income Autocall May 2025
ISIN: XS2998361260
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 100.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.56% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA57.270072.24
Commerzbank AG26.630034.6
BBVA13.680021.03
Morgan Stanley126.2600182.4

STRIKE DATE 22/05/2025
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: 3.55% Quarterly (14.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2998361260
NEXT POTENTIAL MATURITY DATE 22/05/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025
ISIN: XS3006600459
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 107.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.33% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG26.630034.6
UniCredit SpA57.270072.24
Morgan Stanley126.2600182.4
Barclays326.6500479.6

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 24.65% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3006600459
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP June 2025
ISIN: XS3043292898
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 101.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.20% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510045075.6
Nikkei 22538,354.090053375.6
Russell 20002,132.68402654.776

STRIKE DATE 23/06/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292898
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD June 2025
ISIN: XS3043292971
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 101.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 101.59% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510045075.6
Nikkei 22538,354.090053375.6
Russell 20002,132.68402654.776

STRIKE DATE 23/06/2025
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 XS3043292971
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE