INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 60-60 Memory Income Autocall GBP June 2025
ISIN: XS3037359505
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 96.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.35% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903031.392
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: 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 XS3037359505
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD June 2025
ISIN: XS3037359687
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 97.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.05% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903031.392
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: 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 XS3037359687
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP June 2025
ISIN: XS3006663887
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 96.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.08% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303031.392
FTSE MIB39,231.350045075.6
Nikkei 22538,403.230053375.6
Russell 20002,109.26702654.776

STRIKE DATE 20/06/2025
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: 3.95% Semi-Annual (7.90% 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 XS3006663887
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD June 2025
ISIN: XS3006663705
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 96.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903031.392
FTSE MIB39,231.350045075.6
Nikkei 22538,403.230053375.6
Russell 20002,109.26702654.776

STRIKE DATE 20/06/2025
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: 4.25% Semi-Annual (8.50% 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 XS3006663705
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP June 2025
ISIN: XS3006644820
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 102.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.35% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013147.93
Eurostoxx 505,339.57005891.95
Nikkei 22538,311.330053375.6
S&P 5006,033.11006969.01

STRIKE DATE 16/06/2025
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006644820
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 104.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.15% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013147.93
Eurostoxx 505,339.57005891.95
Nikkei 22538,311.330053375.6
S&P 5006,033.11006969.01

STRIKE DATE 16/06/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 98.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.37% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005891.95
SMI12,132.190013147.93
Nikkei 22538,128.130053375.6
Russell 20002,083.80402654.776

STRIKE DATE 14/05/2025
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% European
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 14/05/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 GBP
ISIN: XS2998087345
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 98.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.18% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005891.95
SMI12,132.190013147.93
Nikkei 22538,128.130053375.6
Russell 20002,083.80402654.776

STRIKE DATE 14/05/2025
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: 2.0625% Quarterly (8.25% 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 XS2998087345
NEXT POTENTIAL MATURITY DATE 14/05/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
ISIN: XS3048693488
STRIKE DATE: 11/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle176.3800169.01
Intel20.680048.66
Tesla Inc326.4300416.56
Nvidia Corporation142.8300192.51

STRIKE DATE 11/06/2025
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 50% Glider at month 12 Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.00% p.a.
ISIN XS3048693488
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 GBP
ISIN: XS2736718896
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 96.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.84% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005891.95
Russell 20002,144.44802654.776
Nikkei 22538,088.570053375.6

STRIKE DATE 09/06/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736718896
NEXT POTENTIAL MATURITY DATE 09/06/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 USD
ISIN: XS2736718623
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 97.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005891.95
Russell 20002,144.44802654.776
Nikkei 22538,088.570053375.6

STRIKE DATE 09/06/2025
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 XS2736718623
NEXT POTENTIAL MATURITY DATE 09/06/2028

EXPAND CLOSE
Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
ISIN: XS2890237717
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 113.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.32% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,113.760013147.93
FTSE MIB38,319.890045075.6
Nikkei 22536,779.660053375.6
Russell 20001,989.66102654.776

STRIKE DATE 07/05/2025
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: 9.60% Semi-Annually (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2890237717
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall May 2025 USD
ISIN: XS2958917341
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 98.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,559.330010171.76
Eurostoxx 505,230.19005891.95
Nikkei 22536,779.660053375.6
S&P 5005,631.28006969.01

STRIKE DATE 07/05/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.72% pa (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2958917341
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Natixis 3 Year Developed Indices Fixed Income April 2025 USD
ISIN: XS2736715363
STRIKE DATE: 25/04/2025
INDICATIVE PRICE: 99.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380045075.6
Russell 20001,957.61602654.776
Nikkei 22535,705.740053375.6

STRIKE DATE 25/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.05% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736715363
NEXT POTENTIAL MATURITY DATE 25/04/2028

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR May 2025
ISIN: XS3065221593
STRIKE DATE: 30/05/2025
INDICATIVE PRICE: 105.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 105.33% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,087.400045075.6
S&P 5005,911.69006969.01
HSI23,289.770027968.09

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: 95% of initial level Coupon Rate: EUR: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3065221593
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD May 2025
ISIN: XS2998333053
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 98.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.40% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,039.85102654.776
FTSE MIB39,475.360045075.6
S&P/ASX 2008,360.87808927.526

STRIKE DATE 23/05/2025
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: 4.75% Semi-Annual (9.50% 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 XS2998333053
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays Global Markets Memory Income Autocall Apr 2025 USD
ISIN: XS2998088665
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 98.88%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.88% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,098.74005891.95
S&P 5005,375.86006969.01
Nikkei 22534,868.630053375.6
FTSE 1008,403.180010171.76

STRIKE DATE 23/04/2025
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: 2.25% Quarterly (9.00% 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 XS2998088665
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income April 2025 EUR
ISIN: XS2925735610
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 100.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.14% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA48.545072.24
Commerzbank AG23.030034.6
BBVA11.915021.03
Goldman Sachs519.9900940.12

STRIKE DATE 22/04/2025
RETURN & BARRIERS
1.8875% per quarter Fixed Income, 50% European barrier
P.A. RETURN
ISIN XS2925735610
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall April 2025 GBP
ISIN: XS2958940830
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 105.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.14% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,646.320013147.93
Eurostoxx 504,961.45005891.95
FTSE 1008,328.600010171.76
S&P 5005,287.76006969.01

STRIKE DATE 22/04/2025
RETURN & BARRIERS
5.45% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958940830
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP May 2025
ISIN: XS2998227453
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 97.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.44% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,544.04203031.392
FTSE MIB40,656.260045075.6
Nikkei 22537,753.720053375.6
Russell 20002,113.25402654.776

STRIKE DATE 16/05/2025
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: 3.625% Semi-Annual (7.25% 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 XS2998227453
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE