INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.10% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 36.63 |
| UniCredit SpA | 64.1300 | 72.35 |
| Morgan Stanley | 160.7600 | 194.53 |
| Barclays | 389.3000 | 434.7 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 24.00% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.31% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,392.3600 | 50050.27 |
| Russell 2000 | 2,499.9050 | 2863.086 |
| Nikkei 225 | 49,185.5000 | 62654.05 |
| OMX Stockholm 30 | 2,736.1670 | 3048.114 |
STRIKE DATE 20/10/2025
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: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.65% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,635.0200 | 13212.96 |
| FTSE MIB | 42,392.3600 | 50050.27 |
| Nikkei 225 | 49,185.5000 | 62654.05 |
| Nasdaq 100 | 25,141.0200 | 29580.3 |
STRIKE DATE 20/10/2025
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: 1.75% Quarterly(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 XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.99% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 9,030.0190 | 8640.714 |
| FTSE MIB | 42,209.6400 | 50050.27 |
| Nikkei 225 | 49,307.7900 | 62654.05 |
| Russell 2000 | 2,451.5520 | 2863.086 |
STRIKE DATE 22/10/2025
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: 4.00% Semi-Annual (8.00% 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 XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 100.83% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,423.1800 | 50050.27 |
| S&P 500 | 6,693.7500 | 7501.24 |
| HSI | 26,344.1400 | 26389.04 |
STRIKE DATE 22/09/2025
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: 7.525% Semi-Annually (15.05% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.47% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 383.3500 | 434.7 |
| Commerzbank AG | 31.6900 | 36.63 |
| UniCredit SpA | 65.0200 | 72.35 |
| Morgan Stanley | 160.7100 | 194.53 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months
Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY Marex
TYPE
CURRENCY USD
CURRENT PRICE 84.81% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Tesla Inc | 434.2100 | 443.3 |
| Meta Platform Inc | 765.1600 | 618.43 |
| Nvidia Corporation | 183.6100 | 235.74 |
| Amazon.com | 227.6300 | 267.22 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months) Autocall Trigger: 100%
Memory Income Rate: USD: 5.188% Quarterly (20.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3082751671
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.92% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 42,423.1800 | 10372.93 |
| Nasdaq 100 | 24,761.0700 | 29580.3 |
| Nikkei 225 | 45,493.6600 | 62654.05 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 5.92% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2736749263
NEXT POTENTIAL MATURITY DATE 23/09/2030
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.03% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13212.96 |
| Eurostoxx 50 | 5,607.3900 | 5934.96 |
| Nikkei 225 | 47,582.1500 | 62654.05 |
| S&P 500 | 6,664.0100 | 7501.24 |
STRIKE DATE 17/10/2025
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: 6.00% Semi-Annually (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715846
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.25% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13212.96 |
| Eurostoxx 50 | 5,607.3900 | 5934.96 |
| Nikkei 225 | 47,582.1500 | 62654.05 |
| S&P 500 | 6,664.0100 | 7501.24 |
STRIKE DATE 17/10/2025
RETURN & BARRIERS
Credit Ratings: Moody’s A3, S&P A+
Source: BBVA 18.09.2025
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: 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 XS3095715929
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 105.48% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 41,954.9800 | 50050.27 |
| SMI | 11,998.9600 | 13212.96 |
| Nikkei 225 | 44,790.3800 | 62654.05 |
| Nasdaq 100 | 24,223.6900 | 29580.3 |
STRIKE DATE 17/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity
Coupon Rate: 2.95% Quarterly (11.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736748703
NEXT POTENTIAL MATURITY DATE 17/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.23% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,372.3100 | 5934.96 |
| Russell 2000 | 2,403.0310 | 2863.086 |
| SMI | 12,018.6600 | 13212.96 |
| Nikkei 225 | 44,902.2700 | 62654.05 |
STRIKE DATE 16/09/2025
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: 1.875% Quarterly (7.50% 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 XS2736746160
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.29% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,372.3100 | 5934.96 |
| OMX Stockholm 30 | 2,614.1990 | 3048.114 |
| Nikkei 225 | 44,902.2700 | 62654.05 |
| Russell 2000 | 2,403.0310 | 2863.086 |
STRIKE DATE 16/09/2025
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: 1.70% Quarterly (6.80% 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 XS3100466989
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.96% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,018.6600 | 13212.96 |
| Eurostoxx 50 | 5,372.3100 | 5934.96 |
| Nikkei 225 | 44,902.2700 | 62654.05 |
| Russell 2000 | 2,403.0310 | 2863.086 |
STRIKE DATE 16/09/2025
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: 1.775% Quarterly (7.10% 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 XS3095662543
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,440.4000 | 5934.96 |
| FTSE 100 | 9,277.0300 | 10372.93 |
| S&P 500 | 6,615.2800 | 7501.24 |
STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reducing 7.00% per period
Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS3111146463
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.11% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 33.1200 | 36.63 |
| UniCredit SpA | 67.5400 | 72.35 |
| Morgan Stanley | 156.6400 | 194.53 |
| Barclays | 384.6500 | 434.7 |
STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 13.05% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736747051
NEXT POTENTIAL MATURITY DATE 15/09/2028
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,392.3600 | 5934.96 |
| FTSE 100 | 8,604.9800 | 10372.93 |
| Nikkei 225 | 37,644.2600 | 62654.05 |
| S&P 500 | 5,844.1900 | 7501.24 |
STRIKE DATE 12/05/2025
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: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2958956752
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,233.5290 | 8640.714 |
| CAC 40 | 7,850.1000 | 8082.27 |
| Nikkei 225 | 37,644.2600 | 62654.05 |
| Russell 2000 | 2,092.1960 | 2863.086 |
STRIKE DATE 12/05/2025
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: 5.40% Semi-Annually (10.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2958971397
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 25.8100 | 36.63 |
| Deutsche Bank AG | 24.6800 | 27.41 |
| UniCredit SpA | 56.0200 | 72.35 |
| Goldmans Sachs | 591.3400 | 411.31 |
STRIKE DATE 12/05/2025
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: GBP: 2.8975% Quarterly (11.59% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.59% p.a.
ISIN XS2958115524
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.25% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,283.2900 | 10372.93 |
| Nikkei 225 | 44,768.1200 | 62654.05 |
| S&P 500 | 6,584.2900 | 7501.24 |
| Eurostoxx 50 | 5,390.7100 | 5934.96 |
STRIKE DATE 12/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: USD: 130% 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 XS3094839100
NEXT POTENTIAL MATURITY DATE 12/09/2030