INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 60-60 Memory Income Autocall USD May 2025
ISIN: XS2998227537
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 97.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 97.10% (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: USD: 3.75% Semi-Annual (7.50% 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 XS2998227537
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP May 2025
ISIN: XS3042912579
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 102.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.02% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720053375.6
FTSE MIB40,656.260045075.6
S&P/ASX 2008,343.68208927.526

STRIKE DATE 15/05/2025
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: 4.25% Semi-Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912579
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD May 2025
ISIN: XS3042912496
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 103.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.09% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720053375.6
FTSE MIB40,656.260045075.6
S&P/ASX 2008,343.68208927.526

STRIKE DATE 16/05/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912496
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 GBP
ISIN: XS2976552211
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 98.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.81% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005891.95
SMI11,499.460013147.93
Nikkei 22533,982.360053375.6
Russell 20001,880.87902654.776

STRIKE DATE 14/04/2025
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: GBP: 1.9375% Quarterly (7.87% 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 XS2976552211
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 USD
ISIN: XS2976552138
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: 98.37%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005891.95
SMI11,499.460013147.93
Nikkei 22533,982.360053375.6
Russell 20001,880.87902654.776

STRIKE DATE 14/04/2025
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: 2.00% 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 XS2976552138
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP May 2025
ISIN: XS2958902079
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 97.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.55% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903031.392
FTSE MIB40,418.820045075.6
Nikkei 22537,755.510053375.6
Russell 20002,094.69302654.776

STRIKE DATE 15/05/2025
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: 2.10% Quarterly(8.40% 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 XS2958902079
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD May 2025
ISIN: XS2958902152
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 97.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.90% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903031.392
FTSE MIB40,418.820045075.6
Nikkei 22537,755.510053375.6
Russell 20002,094.69302654.776

STRIKE DATE 15/05/2025
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: 2.25% Quarterly (9.00% 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 XS2958902152
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2025
ISIN: XS2958944741
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 104.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190013147.93
Eurostoxx 505,403.44005891.95
Nikkei 22538,128.130053375.6
S&P 5005,892.58006969.01

STRIKE DATE 14/05/2025
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: GBP: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944741
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD May 2025
ISIN: XS2958944824
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 105.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.84% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190013147.93
Eurostoxx 505,403.44005891.95
Nikkei 22538,128.130053375.6
S&P 5005,892.58006969.01

STRIKE DATE 14/05/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944824
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
Natixis 3 Year Fixed Income GBP May 2025
ISIN: XS2736716502
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.80% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005891.95
Russell 20002,026.41502654.776
Nikkei 22536,928.630053375.6

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.65% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716502
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Natixis 3 Year Fixed Income USD May 2025
ISIN: XS2736716411
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 99.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.04% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005891.95
Russell 20002,026.41502654.776
Nikkei 22536,928.630053375.6

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716411
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Morgan Stanley Reducing Autocall Apr 2025 GBP
ISIN: XS2996585464
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 107.41%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.41% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE CSDI182.1300227.74

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 8 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level for first 12 months, reducing to 100% thereafter. Coupon Rate: GBP: 10.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2996585464
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle May 2025 USD-Factsheet available upon request
ISIN: XS3011681445
STRIKE DATE: 09/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle150.3400169.01
Intel21.420048.66
Tesla Inc298.2600416.56
Nvidia Corporation116.6500192.51

STRIKE DATE 09/05/2025
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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 28.00% p.a.
ISIN XS3011681445
NEXT POTENTIAL MATURITY DATE 10/11/2025

EXPAND CLOSE
BNP Paribas Triple Index Classic Autocall March 2025 ZAR
ISIN: ZAE000345476
STRIKE DATE: 28/03/2025
INDICATIVE PRICE: 104.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 104.81% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,840.430013147.93
S&P 5005,580.94006969.01
STOXX Global Select Dividend 100 Index3,113.52003617.73

STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 19.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000345476
NEXT POTENTIAL MATURITY DATE 28/03/2030

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Apr 2025
ISIN: XS3042852734
STRIKE DATE: 30/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,160.22005891.95
Nikkei 22536,045.380053375.6
Russell 20001,964.11902654.776

STRIKE DATE 30/04/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS3042852734
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP Apr 2025
ISIN: XS2912755084
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 100.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.45% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002654.776
FTSE MIB36,457.680045075.6
S&P/ASX 2007,920.51308927.526

STRIKE DATE 23/04/2025
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: 4.00% Semi-Annual (8.00% 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 XS2912755084
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD Apr 2025
ISIN: XS2912754947
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 100.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.98% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002654.776
FTSE MIB36,457.680045075.6
S&P/ASX 2007,920.51308927.526

STRIKE DATE 23/04/2025
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: 4.30% Semi-Annual (8.60% 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 XS2912754947
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 70-55 Memory Income Autocall March 2025 USD
ISIN: XS2975902193
STRIKE DATE: 21/03/2025
INDICATIVE PRICE: 100.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.23% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,056.98302654.776
IBEX 3513,350.200017589.7
SMI13,075.400013147.93
Nikkei 22537,677.060053375.6

STRIKE DATE 21/03/2025
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: 2.07% Quarterly (8.28% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2975902193
NEXT POTENTIAL MATURITY DATE 23/03/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall March 2025 USD
ISIN: XS2967219135
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 102.23%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 102.23% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,916.810013147.93
Nikkei 22537,053.100053375.6
FTSE 1008,632.330010171.76

STRIKE DATE 14/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.16% Semi Annually (8.32% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2967219135
NEXT POTENTIAL MATURITY DATE 14/03/2028

EXPAND CLOSE
UBS 75-60 Memory Income Autocall March 2025 USD
ISIN: XS3010452988
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 97.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 97.67% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,404.18005891.95
SMI12,916.810013147.93
Nikkei 22537,053.100053375.6
Russell 20002,044.09502654.776

STRIKE DATE 14/03/2025
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: 1.84% Quarterly (7.36% 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 XS3010452988
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE